UNPKG

highcharts

Version:
373 lines (372 loc) 12.3 kB
/* * * * License: www.highcharts.com/license * * !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!! * * */ 'use strict'; import H from '../../../Core/Globals.js'; const { noop } = H; import SeriesRegistry from '../../../Core/Series/SeriesRegistry.js'; const { column: ColumnSeries, sma: SMAIndicator } = SeriesRegistry.seriesTypes; import U from '../../../Core/Utilities.js'; const { extend, correctFloat, defined, merge } = U; /* * * * Class * * */ /** * The MACD series type. * * @private * @class * @name Highcharts.seriesTypes.macd * * @augments Highcharts.Series */ class MACDIndicator extends SMAIndicator { /* * * * Functions * * */ init() { SeriesRegistry.seriesTypes.sma.prototype.init.apply(this, arguments); const originalColor = this.color; // Check whether series is initialized. It may be not initialized, // when any of required indicators is missing. if (this.options) { // If the default colour doesn't set, get the next available from // the array and apply it #15608. if (defined(this.colorIndex)) { if (this.options.signalLine && this.options.signalLine.styles && !this.options.signalLine.styles.lineColor) { this.options.colorIndex = this.colorIndex + 1; this.getCyclic('color', void 0, this.chart.options.colors); this.options.signalLine.styles.lineColor = this.color; } if (this.options.macdLine && this.options.macdLine.styles && !this.options.macdLine.styles.lineColor) { this.options.colorIndex = this.colorIndex + 1; this.getCyclic('color', void 0, this.chart.options.colors); this.options.macdLine.styles.lineColor = this.color; } } // Zones have indexes automatically calculated, we need to // translate them to support multiple lines within one indicator this.macdZones = { zones: this.options.macdLine.zones, startIndex: 0 }; this.signalZones = { zones: this.macdZones.zones.concat(this.options.signalLine.zones), startIndex: this.macdZones.zones.length }; } // Reset color and index #15608. this.color = originalColor; } toYData(point) { return [point.y, point.signal, point.MACD]; } translate() { const indicator = this, plotNames = ['plotSignal', 'plotMACD']; H.seriesTypes.column.prototype.translate.apply(indicator); indicator.points.forEach(function (point) { [point.signal, point.MACD].forEach(function (value, i) { if (value !== null) { point[plotNames[i]] = indicator.yAxis.toPixels(value, true); } }); }); } destroy() { // This.graph is null due to removing two times the same SVG element this.graph = null; this.graphmacd = this.graphmacd && this.graphmacd.destroy(); this.graphsignal = this.graphsignal && this.graphsignal.destroy(); SeriesRegistry.seriesTypes.sma.prototype.destroy.apply(this, arguments); } drawGraph() { const indicator = this, mainLinePoints = indicator.points, mainLineOptions = indicator.options, histogramZones = indicator.zones, gappedExtend = { options: { gapSize: mainLineOptions.gapSize } }, otherSignals = [[], []]; let point, pointsLength = mainLinePoints.length; // Generate points for top and bottom lines: while (pointsLength--) { point = mainLinePoints[pointsLength]; if (defined(point.plotMACD)) { otherSignals[0].push({ plotX: point.plotX, plotY: point.plotMACD, isNull: !defined(point.plotMACD) }); } if (defined(point.plotSignal)) { otherSignals[1].push({ plotX: point.plotX, plotY: point.plotSignal, isNull: !defined(point.plotMACD) }); } } // Modify options and generate smoothing line: ['macd', 'signal'].forEach((lineName, i) => { indicator.points = otherSignals[i]; indicator.options = merge(mainLineOptions[`${lineName}Line`]?.styles || {}, gappedExtend); indicator.graph = indicator[`graph${lineName}`]; // Zones extension: indicator.zones = (indicator[`${lineName}Zones`].zones || []).slice(indicator[`${lineName}Zones`].startIndex || 0); SeriesRegistry.seriesTypes.sma.prototype.drawGraph.call(indicator); indicator[`graph${lineName}`] = indicator.graph; }); // Restore options: indicator.points = mainLinePoints; indicator.options = mainLineOptions; indicator.zones = histogramZones; } applyZones() { // Histogram zones are handled by drawPoints method // Here we need to apply zones for all lines const histogramZones = this.zones; // `signalZones.zones` contains all zones: this.zones = this.signalZones.zones; SeriesRegistry.seriesTypes.sma.prototype.applyZones.call(this); // `applyZones` hides only main series.graph, hide macd line manually if (this.graphmacd && this.options.macdLine.zones.length) { this.graphmacd.hide(); } this.zones = histogramZones; } getValues(series, params) { const indexToShift = (params.longPeriod - params.shortPeriod), // #14197 MACD = [], xMACD = [], yMACD = []; let shortEMA, longEMA, i, j = 0, signalLine = []; if (series.xData.length < params.longPeriod + params.signalPeriod) { return; } // Calculating the short and long EMA used when calculating the MACD shortEMA = SeriesRegistry.seriesTypes.ema.prototype.getValues(series, { period: params.shortPeriod, index: params.index }); longEMA = SeriesRegistry.seriesTypes.ema.prototype.getValues(series, { period: params.longPeriod, index: params.index }); shortEMA = shortEMA.values; longEMA = longEMA.values; // Subtract each Y value from the EMA's and create the new dataset // (MACD) for (i = 0; i <= shortEMA.length; i++) { if (defined(longEMA[i]) && defined(longEMA[i][1]) && defined(shortEMA[i + indexToShift]) && defined(shortEMA[i + indexToShift][0])) { MACD.push([ shortEMA[i + indexToShift][0], 0, null, shortEMA[i + indexToShift][1] - longEMA[i][1] ]); } } // Set the Y and X data of the MACD. This is used in calculating the // signal line. for (i = 0; i < MACD.length; i++) { xMACD.push(MACD[i][0]); yMACD.push([0, null, MACD[i][3]]); } // Setting the signalline (Signal Line: X-day EMA of MACD line). signalLine = SeriesRegistry.seriesTypes.ema.prototype.getValues({ xData: xMACD, yData: yMACD }, { period: params.signalPeriod, index: 2 }); signalLine = signalLine.values; // Setting the MACD Histogram. In comparison to the loop with pure // MACD this loop uses MACD x value not xData. for (i = 0; i < MACD.length; i++) { // Detect the first point if (MACD[i][0] >= signalLine[0][0]) { MACD[i][2] = signalLine[j][1]; yMACD[i] = [0, signalLine[j][1], MACD[i][3]]; if (MACD[i][3] === null) { MACD[i][1] = 0; yMACD[i][0] = 0; } else { MACD[i][1] = correctFloat(MACD[i][3] - signalLine[j][1]); yMACD[i][0] = correctFloat(MACD[i][3] - signalLine[j][1]); } j++; } } return { values: MACD, xData: xMACD, yData: yMACD }; } } /* * * * Static Properties * * */ /** * Moving Average Convergence Divergence (MACD). This series requires * `linkedTo` option to be set and should be loaded after the * `stock/indicators/indicators.js`. * * @sample stock/indicators/macd * MACD indicator * * @extends plotOptions.sma * @since 6.0.0 * @product highstock * @requires stock/indicators/indicators * @requires stock/indicators/macd * @optionparent plotOptions.macd */ MACDIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, { params: { /** * The short period for indicator calculations. */ shortPeriod: 12, /** * The long period for indicator calculations. */ longPeriod: 26, /** * The base period for signal calculations. */ signalPeriod: 9, period: 26 }, /** * The styles for signal line */ signalLine: { /** * @sample stock/indicators/macd-zones * Zones in MACD * * @extends plotOptions.macd.zones */ zones: [], styles: { /** * Pixel width of the line. */ lineWidth: 1, /** * Color of the line. * * @type {Highcharts.ColorString} */ lineColor: void 0 } }, /** * The styles for macd line */ macdLine: { /** * @sample stock/indicators/macd-zones * Zones in MACD * * @extends plotOptions.macd.zones */ zones: [], styles: { /** * Pixel width of the line. */ lineWidth: 1, /** * Color of the line. * * @type {Highcharts.ColorString} */ lineColor: void 0 } }, /** * @type {number|null} */ threshold: 0, groupPadding: 0.1, pointPadding: 0.1, crisp: false, states: { hover: { halo: { size: 0 } } }, tooltip: { pointFormat: '<span style="color:{point.color}">\u25CF</span> <b> {series.name}</b><br/>' + 'Value: {point.MACD}<br/>' + 'Signal: {point.signal}<br/>' + 'Histogram: {point.y}<br/>' }, dataGrouping: { approximation: 'averages' }, minPointLength: 0 }); extend(MACDIndicator.prototype, { nameComponents: ['longPeriod', 'shortPeriod', 'signalPeriod'], // "y" value is treated as Histogram data pointArrayMap: ['y', 'signal', 'MACD'], parallelArrays: ['x', 'y', 'signal', 'MACD'], pointValKey: 'y', // Columns support: markerAttribs: noop, getColumnMetrics: H.seriesTypes.column.prototype.getColumnMetrics, crispCol: H.seriesTypes.column.prototype.crispCol, drawPoints: H.seriesTypes.column.prototype.drawPoints }); SeriesRegistry.registerSeriesType('macd', MACDIndicator); /* * * * Default Export * * */ export default MACDIndicator; /* * * * API Options * * */ /** * A `MACD` series. If the [type](#series.macd.type) option is not * specified, it is inherited from [chart.type](#chart.type). * * @extends series,plotOptions.macd * @since 6.0.0 * @product highstock * @excluding dataParser, dataURL * @requires stock/indicators/indicators * @requires stock/indicators/macd * @apioption series.macd */ ''; // To include the above in the js output