ct-react-stockcharts/lib/calculator/kagi.js

Highly customizable stock charts with ReactJS and d3

"use strict";

Object.defineProperty(exports, "__esModule", {
	value: true
});

var _extends = Object.assign || function (target) { for (var i = 1; i < arguments.length; i++) { var source = arguments[i]; for (var key in source) { if (Object.prototype.hasOwnProperty.call(source, key)) { target[key] = source[key]; } } } return target; };

exports.default = function () {

	var options = _defaultOptionsForComputation.Kagi;
	var dateAccessor = function dateAccessor(d) {
		return d.date;
	};
	var dateMutator = function dateMutator(d, date) {
		d.date = date;
	};

	function calculator(data) {
		var _options = options,
		    reversalType = _options.reversalType,
		    windowSize = _options.windowSize,
		    reversal = _options.reversal,
		    sourcePath = _options.sourcePath;


		var source = (0, _utils.path)(sourcePath);
		var reversalThreshold = void 0;

		if (reversalType === "ATR") {
			// calculateATR(rawData, period);
			var atrAlgorithm = (0, _atr2.default)().options({ windowSize: windowSize });

			var atrCalculator = (0, _utils.merge)().algorithm(atrAlgorithm).merge(function (d, c) {
				d["atr" + windowSize] = c;
			});

			atrCalculator(data);
			reversalThreshold = function reversalThreshold(d) {
				return d["atr" + windowSize];
			};
		} else {
			reversalThreshold = (0, _utils.functor)(reversal);
		}

		var kagiData = [];

		var prevPeak = void 0,
		    prevTrough = void 0,
		    direction = void 0;
		var line = {};

		data.forEach(function (d) {
			if ((0, _utils.isNotDefined)(line.from)) {
				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;
					// line.displayDate = d.displayDate;
				}
			}

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

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

			var priceMovement = source(d) - line.close;

			// console.log(source(d), priceMovement)
			if (line.close >= line.open /* going up */ && priceMovement > 0 /* and moving in same direction */ || line.close < line.open /* going down */ && priceMovement < 0 /* and moving in same direction */) {
				line.close = source(d);
				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";
					}
				}
				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 (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 */ || line.close < line.open /* going down */
			&& priceMovement > 0 /* and moving in other direction */
			&& Math.abs(priceMovement) > reversalThreshold(d) /* and the movement is big enough for reversal */) {
				// reverse direction
				var nextLineOpen = line.close;

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

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

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

				line = _extends({}, 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);
			var dir = line.close - line.open;
			dir = dir === 0 ? 1 : dir / Math.abs(dir);
			line.reverseAt = dir > 0 ? line.close - reversalThreshold(d) : line.open - reversalThreshold(d);
		});
		if (!line.added) kagiData.push(line);

		return kagiData;
	}
	calculator.options = function (x) {
		if (!arguments.length) {
			return options;
		}
		options = _extends({}, _defaultOptionsForComputation.Kagi, x);
		return calculator;
	};
	calculator.dateMutator = function (x) {
		if (!arguments.length) return dateMutator;
		dateMutator = x;
		return calculator;
	};
	calculator.dateAccessor = function (x) {
		if (!arguments.length) return dateAccessor;
		dateAccessor = x;
		return calculator;
	};
	return calculator;
};

var _utils = require("../utils");

var _atr = require("./atr");

var _atr2 = _interopRequireDefault(_atr);

var _defaultOptionsForComputation = require("./defaultOptionsForComputation");

function _interopRequireDefault(obj) { return obj && obj.__esModule ? obj : { default: obj }; }
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