@react-financial-charts/indicators/src/calculator/kagi.ts

Indicators for react-financial-charts

import { functor, merge, path } from "../utils";
import atr from "./atr";
import { Kagi as defaultOptions } from "./defaultOptionsForComputation";

export default function () {
    let options = defaultOptions;
    let dateAccessor = (d: any) => d.date;
    let dateMutator = (d: any, date: any) => {
        d.date = date;
    };

    const calculator = (data: any[]) => {
        const { reversalType, windowSize, reversal, sourcePath } = options;

        const source = path(sourcePath);

        let reversalThreshold: any;

        if (reversalType === "ATR") {
            const atrAlgorithm = atr().options({ windowSize });

            const atrCalculator = merge()
                .algorithm(atrAlgorithm)
                .merge((d: any, c: any) => {
                    d["atr" + windowSize] = c;
                });

            atrCalculator(data);
            reversalThreshold = (d: any) => d["atr" + windowSize];
        } else {
            reversalThreshold = functor(reversal);
        }

        const kagiData: any[] = [];

        let prevPeak: any;
        let prevTrough: any;
        let direction: any;

        let line: {
            added?: any;
            date?: any;
            from?: any;
            to?: any;
            open?: number;
            high?: number;
            low?: number;
            close?: number;
            current?: any;
            changePoint?: any;
            changeTo?: any;
            volume?: number;
            reverseAt?: any;
            startAs?: any;
            startOfYear?: any;
            startOfQuarter?: any;
            startOfMonth?: any;
            startOfWeek?: any;
        } = {};

        data.forEach(function (d) {
            if (line.from === undefined) {
                dateMutator(line, dateAccessor(d));
                line.from = dateAccessor(d);

                if (!line.open) {
                    line.open = d.open;
                }
                line.high = d.high;
                line.low = d.low;
                if (!line.close) {
                    line.close = source(d);
                }
                line.startOfYear = d.startOfYear;
                line.startOfQuarter = d.startOfQuarter;
                line.startOfMonth = d.startOfMonth;
                line.startOfWeek = d.startOfWeek;
            }

            if (!line.startOfYear) {
                line.startOfYear = d.startOfYear;
                if (line.startOfYear) {
                    line.date = d.date;
                }
            }

            if (!line.startOfQuarter) {
                line.startOfQuarter = d.startOfQuarter;
                if (line.startOfQuarter && !line.startOfYear) {
                    line.date = d.date;
                }
            }

            if (!line.startOfMonth) {
                line.startOfMonth = d.startOfMonth;
                if (line.startOfMonth && !line.startOfQuarter) {
                    line.date = d.date;
                }
            }
            if (!line.startOfWeek) {
                line.startOfWeek = d.startOfWeek;
                if (line.startOfWeek && !line.startOfMonth) {
                    line.date = d.date;
                }
            }
            line.volume = (line.volume || 0) + d.volume;
            // @ts-ignore
            line.high = Math.max(line.high, d.high);
            // @ts-ignore
            line.low = Math.min(line.low, d.low);
            line.to = dateAccessor(d);

            // @ts-ignore
            const priceMovement = source(d) - line.close;

            if (
                // @ts-ignore
                (line.close >= line.open /* going up */ && priceMovement > 0) /* and moving in same direction */ ||
                // @ts-ignore
                (line.close < line.open /* going down */ && priceMovement < 0) /* and moving in same direction */
            ) {
                line.close = source(d);
                // @ts-ignore
                if (prevTrough && line.close < prevTrough) {
                    // going below the prevTrough, so change from yang to yin
                    // A yin line forms when a Kagi line breaks below the prior trough.
                    line.changePoint = prevTrough;
                    if (line.startAs !== "yin") {
                        line.changeTo = "yin";
                        // line.startAs = "yang";
                    }
                }

                // @ts-ignore
                if (prevPeak && line.close > prevPeak) {
                    // going above the prevPeak, so change from yin to yang
                    // A yang line forms when a Kagi line breaks above the prior peak
                    line.changePoint = prevPeak;
                    if (line.startAs !== "yang") {
                        line.changeTo = "yang";
                        // line.startAs = "yin";
                    }
                }
            } else if (
                // @ts-ignore
                (line.close >= line.open /* going up */ &&
                    priceMovement < 0 /* and moving in other direction */ &&
                    Math.abs(priceMovement) > reversalThreshold(d)) /* and the movement is big enough for reversal */ ||
                // @ts-ignore
                (line.close < line.open /* going down */ &&
                    priceMovement > 0 /* and moving in other direction */ &&
                    /* and the movement is big enough for reversal */
                    Math.abs(priceMovement) > reversalThreshold(d))
            ) {
                // reverse direction
                const nextLineOpen = line.close;

                // @ts-ignore
                direction = (line.close - line.open) / Math.abs(line.close - line.open);

                let nextChangePoint;
                let nextChangeTo;
                if (direction < 0 /* if direction so far has been -ve*/) {
                    // compare with line.close becomes prevTrough
                    if (prevPeak === undefined) {
                        prevPeak = line.open;
                    }
                    prevTrough = line.close;
                    if (source(d) > prevPeak) {
                        nextChangePoint = prevPeak;
                        nextChangeTo = "yang";
                    }
                } else {
                    if (prevTrough === undefined) {
                        prevTrough = line.open;
                    }
                    prevPeak = line.close;
                    if (source(d) < prevTrough) {
                        nextChangePoint = prevTrough;
                        nextChangeTo = "yin";
                    }
                }
                if (line.startAs === undefined) {
                    line.startAs = direction > 0 ? "yang" : "yin";
                }

                const startAs = line.changeTo || line.startAs;
                line.added = true;
                kagiData.push(line);
                direction = -1 * direction; // direction is reversed

                line = { ...line };
                line.open = nextLineOpen;
                line.close = source(d);
                line.startAs = startAs;
                line.changePoint = nextChangePoint;
                line.changeTo = nextChangeTo;
                line.added = false;
                line.from = undefined;
                line.volume = 0;
            } else {
                // console.log("MOVING IN REV DIR BUT..", line.open, line.close, source(d));
            }
            line.current = source(d);
            // @ts-ignore
            let dir = line.close - line.open;
            dir = dir === 0 ? 1 : dir / Math.abs(dir);
            // @ts-ignore
            line.reverseAt = dir > 0 ? line.close - reversalThreshold(d) : line.open - reversalThreshold(d);
        });
        if (!line.added) {
            kagiData.push(line);
        }

        return kagiData;
    };

    calculator.options = (newOptions?: any) => {
        if (newOptions === undefined) {
            return options;
        }

        options = { ...defaultOptions, ...newOptions };

        return calculator;
    };

    calculator.dateMutator = (newDateMutator?: any) => {
        if (newDateMutator === undefined) {
            return dateMutator;
        }

        dateMutator = newDateMutator;

        return calculator;
    };

    calculator.dateAccessor = (newDateAccessor?: any) => {
        if (newDateAccessor === undefined) {
            return dateAccessor;
        }

        dateAccessor = newDateAccessor;

        return calculator;
    };

    return calculator;
}