UNPKG

highcharts

Version:
231 lines (230 loc) 6.19 kB
/** * * License: www.highcharts.com/license * * !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!! * * */ 'use strict'; import MultipleLinesComposition from '../MultipleLinesComposition.js'; import SeriesRegistry from '../../../Core/Series/SeriesRegistry.js'; const { sma: SMAIndicator } = SeriesRegistry.seriesTypes; import U from '../../../Core/Utilities.js'; const { extend, isArray, merge } = U; /* * * * Functions * * */ // Utils: /** * @private */ function getStandardDeviation(arr, index, isOHLC, mean) { const arrLen = arr.length; let i = 0, std = 0, value, variance = 0; for (; i < arrLen; i++) { value = (isOHLC ? arr[i][index] : arr[i]) - mean; variance += value * value; } variance = variance / (arrLen - 1); std = Math.sqrt(variance); return std; } /* * * * Class * * */ /** * Bollinger Bands series type. * * @private * @class * @name Highcharts.seriesTypes.bb * * @augments Highcharts.Series */ class BBIndicator extends SMAIndicator { /* * * * Functions * * */ init() { SeriesRegistry.seriesTypes.sma.prototype.init.apply(this, arguments); // Set default color for lines: this.options = merge({ topLine: { styles: { lineColor: this.color } }, bottomLine: { styles: { lineColor: this.color } } }, this.options); } getValues(series, params) { const period = params.period, standardDeviation = params.standardDeviation, xData = [], yData = [], xVal = series.xData, yVal = series.yData, yValLen = yVal ? yVal.length : 0, // 0- date, 1-middle line, 2-top line, 3-bottom line BB = []; // Middle line, top line and bottom line let ML, TL, BL, date, slicedX, slicedY, stdDev, point, i; if (xVal.length < period) { return; } const isOHLC = isArray(yVal[0]); for (i = period; i <= yValLen; i++) { slicedX = xVal.slice(i - period, i); slicedY = yVal.slice(i - period, i); point = SeriesRegistry.seriesTypes.sma.prototype.getValues.call(this, { xData: slicedX, yData: slicedY }, params); date = point.xData[0]; ML = point.yData[0]; stdDev = getStandardDeviation(slicedY, params.index, isOHLC, ML); TL = ML + standardDeviation * stdDev; BL = ML - standardDeviation * stdDev; BB.push([date, TL, ML, BL]); xData.push(date); yData.push([TL, ML, BL]); } return { values: BB, xData: xData, yData: yData }; } } /* * * * Static Properties * * */ /** * Bollinger bands (BB). This series requires the `linkedTo` option to be * set and should be loaded after the `stock/indicators/indicators.js` file. * * @sample stock/indicators/bollinger-bands * Bollinger bands * * @extends plotOptions.sma * @since 6.0.0 * @product highstock * @requires stock/indicators/indicators * @requires stock/indicators/bollinger-bands * @optionparent plotOptions.bb */ BBIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, { /** * Option for fill color between lines in Bollinger Bands Indicator. * * @sample {highstock} stock/indicators/indicator-area-fill * Background fill between lines. * * @type {Highcharts.ColorType} * @since 9.3.2 * @apioption plotOptions.bb.fillColor */ /** * Parameters used in calculation of the regression points. */ params: { period: 20, /** * Standard deviation for top and bottom bands. */ standardDeviation: 2, index: 3 }, /** * Bottom line options. */ bottomLine: { /** * Styles for the bottom line. */ styles: { /** * Pixel width of the line. */ lineWidth: 1, /** * Color of the line. If not set, it's inherited from * [plotOptions.bb.color](#plotOptions.bb.color). * * @type {Highcharts.ColorString} */ lineColor: void 0 } }, /** * Top line options. * * @extends plotOptions.bb.bottomLine */ topLine: { /** * Styles for the top line. */ styles: { /** * Pixel width of the line. */ lineWidth: 1, /** * Color of the line. If not set, it's inherited from * [plotOptions.bb.color](#plotOptions.bb.color). * * @type {Highcharts.ColorString} */ lineColor: void 0 } }, tooltip: { pointFormat: '<span style="color:{point.color}">\u25CF</span><b> {series.name}</b><br/>Top: {point.top}<br/>Middle: {point.middle}<br/>Bottom: {point.bottom}<br/>' }, marker: { enabled: false }, dataGrouping: { approximation: 'averages' } }); extend(BBIndicator.prototype, { areaLinesNames: ['top', 'bottom'], linesApiNames: ['topLine', 'bottomLine'], nameComponents: ['period', 'standardDeviation'], pointArrayMap: ['top', 'middle', 'bottom'], pointValKey: 'middle' }); MultipleLinesComposition.compose(BBIndicator); SeriesRegistry.registerSeriesType('bb', BBIndicator); /* * * * Default Export * * */ export default BBIndicator; /* * * * API Options * * */ /** * A bollinger bands indicator. If the [type](#series.bb.type) option is not * specified, it is inherited from [chart.type](#chart.type). * * @extends series,plotOptions.bb * @since 6.0.0 * @excluding dataParser, dataURL * @product highstock * @requires stock/indicators/indicators * @requires stock/indicators/bollinger-bands * @apioption series.bb */ ''; // To include the above in the js output