highcharts
Version:
JavaScript charting framework
167 lines (166 loc) • 4.59 kB
JavaScript
/* *
*
* License: www.highcharts.com/license
*
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
*
* */
;
import SeriesRegistry from '../../../Core/Series/SeriesRegistry.js';
const { sma: SMAIndicator } = SeriesRegistry.seriesTypes;
import U from '../../../Core/Utilities.js';
const { isNumber, merge } = U;
/* *
*
* Functions
*
* */
// Utils:
/**
*
*/
function toFixed(a, n) {
return parseFloat(a.toFixed(n));
}
/* *
*
* Class
*
* */
/**
* The RSI series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.rsi
*
* @augments Highcharts.Series
*/
class RSIIndicator extends SMAIndicator {
/* *
*
* Functions
*
* */
getValues(series, params) {
const period = params.period, xVal = series.xData, yVal = series.yData, yValLen = yVal ? yVal.length : 0, decimals = params.decimals,
// RSI starts calculations from the second point
// Cause we need to calculate change between two points
RSI = [], xData = [], yData = [];
let gain = 0, loss = 0, index = params.index, range = 1, RSIPoint, change, avgGain, avgLoss, i, values;
if ((xVal.length < period)) {
return;
}
if (isNumber(yVal[0])) {
values = yVal;
}
else {
// In case of the situation, where the series type has data length
// longer then 4 (HLC, range), this ensures that we are not trying
// to reach the index out of bounds
index = Math.min(index, yVal[0].length - 1);
values = yVal
.map((value) => value[index]);
}
// Calculate changes for first N points
while (range < period) {
change = toFixed(values[range] - values[range - 1], decimals);
if (change > 0) {
gain += change;
}
else {
loss += Math.abs(change);
}
range++;
}
// Average for first n-1 points:
avgGain = toFixed(gain / (period - 1), decimals);
avgLoss = toFixed(loss / (period - 1), decimals);
for (i = range; i < yValLen; i++) {
change = toFixed(values[i] - values[i - 1], decimals);
if (change > 0) {
gain = change;
loss = 0;
}
else {
gain = 0;
loss = Math.abs(change);
}
// Calculate smoothed averages, RS, RSI values:
avgGain = toFixed((avgGain * (period - 1) + gain) / period, decimals);
avgLoss = toFixed((avgLoss * (period - 1) + loss) / period, decimals);
// If average-loss is equal zero, then by definition RSI is set
// to 100:
if (avgLoss === 0) {
RSIPoint = 100;
// If average-gain is equal zero, then by definition RSI is set
// to 0:
}
else if (avgGain === 0) {
RSIPoint = 0;
}
else {
RSIPoint = toFixed(100 - (100 / (1 + (avgGain / avgLoss))), decimals);
}
RSI.push([xVal[i], RSIPoint]);
xData.push(xVal[i]);
yData.push(RSIPoint);
}
return {
values: RSI,
xData: xData,
yData: yData
};
}
}
/* *
*
* Static Properties
*
* */
/**
* Relative strength index (RSI) technical indicator. This series
* requires the `linkedTo` option to be set and should be loaded after
* the `stock/indicators/indicators.js` file.
*
* @sample stock/indicators/rsi
* RSI indicator
*
* @extends plotOptions.sma
* @since 6.0.0
* @product highstock
* @requires stock/indicators/indicators
* @requires stock/indicators/rsi
* @optionparent plotOptions.rsi
*/
RSIIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
params: {
decimals: 4,
index: 3
}
});
SeriesRegistry.registerSeriesType('rsi', RSIIndicator);
/* *
*
* Default Export
*
* */
export default RSIIndicator;
/* *
*
* API Options
*
* */
/**
* A `RSI` series. If the [type](#series.rsi.type) option is not
* specified, it is inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.rsi
* @since 6.0.0
* @product highstock
* @excluding dataParser, dataURL
* @requires stock/indicators/indicators
* @requires stock/indicators/rsi
* @apioption series.rsi
*/
''; // To include the above in the js output