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/** * @license Highstock JS v12.3.0 (2025-06-21) * @module highcharts/indicators/vwap * @requires highcharts * @requires highcharts/modules/stock * * Indicator series type for Highcharts Stock * * (c) 2010-2025 Paweł Dalek * * License: www.highcharts.com/license */ import * as __WEBPACK_EXTERNAL_MODULE__highcharts_src_js_8202131d__ from "../highcharts.src.js"; import * as __WEBPACK_EXTERNAL_MODULE__modules_stock_src_js_b3d80146__ from "../modules/stock.src.js"; /******/ // The require scope /******/ var __webpack_require__ = {}; /******/ /************************************************************************/ /******/ /* webpack/runtime/compat get default export */ /******/ (() => { /******/ // getDefaultExport function for compatibility with non-harmony modules /******/ __webpack_require__.n = (module) => { /******/ var getter = module && module.__esModule ? /******/ () => (module['default']) : /******/ () => (module); /******/ __webpack_require__.d(getter, { a: getter }); /******/ return getter; /******/ }; /******/ })(); /******/ /******/ /* webpack/runtime/define property getters */ /******/ (() => { /******/ // define getter functions for harmony exports /******/ __webpack_require__.d = (exports, definition) => { /******/ for(var key in definition) { /******/ if(__webpack_require__.o(definition, key) && !__webpack_require__.o(exports, key)) { /******/ Object.defineProperty(exports, key, { enumerable: true, get: definition[key] }); /******/ } /******/ } /******/ }; /******/ })(); /******/ /******/ /* webpack/runtime/hasOwnProperty shorthand */ /******/ (() => { /******/ __webpack_require__.o = (obj, prop) => (Object.prototype.hasOwnProperty.call(obj, prop)) /******/ })(); /******/ /************************************************************************/ ;// external ["../highcharts.src.js","default"] const external_highcharts_src_js_default_namespaceObject = __WEBPACK_EXTERNAL_MODULE__highcharts_src_js_8202131d__["default"]; var external_highcharts_src_js_default_default = /*#__PURE__*/__webpack_require__.n(external_highcharts_src_js_default_namespaceObject); ;// external "../modules/stock.src.js" var x = (y) => { var x = {}; __webpack_require__.d(x, y); return x } var y = (x) => (() => (x)) const stock_src_js_namespaceObject = x({ }); ;// external ["../highcharts.src.js","default","SeriesRegistry"] const external_highcharts_src_js_default_SeriesRegistry_namespaceObject = __WEBPACK_EXTERNAL_MODULE__highcharts_src_js_8202131d__["default"].SeriesRegistry; var external_highcharts_src_js_default_SeriesRegistry_default = /*#__PURE__*/__webpack_require__.n(external_highcharts_src_js_default_SeriesRegistry_namespaceObject); ;// ./code/es-modules/Stock/Indicators/VWAP/VWAPIndicator.js /* * * * (c) 2010-2025 Paweł Dalek * * Volume Weighted Average Price (VWAP) indicator for Highcharts Stock * * License: www.highcharts.com/license * * !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!! * * */ const { sma: SMAIndicator } = (external_highcharts_src_js_default_SeriesRegistry_default()).seriesTypes; const { error, isArray, merge } = (external_highcharts_src_js_default_default()); /* * * * Class * * */ /** * The Volume Weighted Average Price (VWAP) series type. * * @private * @class * @name Highcharts.seriesTypes.vwap * * @augments Highcharts.Series */ class VWAPIndicator extends SMAIndicator { /* * * * Functions * * */ getValues(series, params) { const indicator = this, chart = series.chart, xValues = series.xData, yValues = series.yData, period = params.period; let isOHLC = true, volumeSeries; // Checks if volume series exists if (!(volumeSeries = (chart.get(params.volumeSeriesID)))) { error('Series ' + params.volumeSeriesID + ' not found! Check `volumeSeriesID`.', true, chart); return; } // Checks if series data fits the OHLC format if (!(isArray(yValues[0]))) { isOHLC = false; } return indicator.calculateVWAPValues(isOHLC, xValues, yValues, volumeSeries, period); } /** * Main algorithm used to calculate Volume Weighted Average Price (VWAP) * values * * @private * * @param {boolean} isOHLC * Says if data has OHLC format * * @param {Array<number>} xValues * Array of timestamps * * @param {Array<number|Array<number,number,number,number>>} yValues * Array of yValues, can be an array of a four arrays (OHLC) or array of * values (line) * * @param {Array<*>} volumeSeries * Volume series * * @param {number} period * Number of points to be calculated * * @return {Object} * Object contains computed VWAP **/ calculateVWAPValues(isOHLC, xValues, yValues, volumeSeries, period) { const volumeValues = volumeSeries.getColumn('y'), volumeLength = volumeValues.length, pointsLength = xValues.length, cumulativePrice = [], cumulativeVolume = [], xData = [], yData = [], VWAP = []; let commonLength, typicalPrice, cPrice, cVolume, i, j; if (pointsLength <= volumeLength) { commonLength = pointsLength; } else { commonLength = volumeLength; } for (i = 0, j = 0; i < commonLength; i++) { // Depending on whether series is OHLC or line type, price is // average of the high, low and close or a simple value typicalPrice = isOHLC ? ((yValues[i][1] + yValues[i][2] + yValues[i][3]) / 3) : yValues[i]; typicalPrice *= volumeValues[i]; cPrice = j ? (cumulativePrice[i - 1] + typicalPrice) : typicalPrice; cVolume = j ? (cumulativeVolume[i - 1] + volumeValues[i]) : volumeValues[i]; cumulativePrice.push(cPrice); cumulativeVolume.push(cVolume); VWAP.push([xValues[i], (cPrice / cVolume)]); xData.push(VWAP[i][0]); yData.push(VWAP[i][1]); j++; if (j === period) { j = 0; } } return { values: VWAP, xData: xData, yData: yData }; } } /* * * * Static Properties * * */ /** * Volume Weighted Average Price indicator. * * This series requires `linkedTo` option to be set. * * @sample stock/indicators/vwap * Volume Weighted Average Price indicator * * @extends plotOptions.sma * @since 6.0.0 * @product highstock * @requires stock/indicators/indicators * @requires stock/indicators/vwap * @optionparent plotOptions.vwap */ VWAPIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, { /** * @excluding index */ params: { index: void 0, // Unchangeable index, do not inherit (#15362) period: 30, /** * The id of volume series which is mandatory. For example using * OHLC data, volumeSeriesID='volume' means the indicator will be * calculated using OHLC and volume values. */ volumeSeriesID: 'volume' } }); external_highcharts_src_js_default_SeriesRegistry_default().registerSeriesType('vwap', VWAPIndicator); /* * * * Default Export * * */ /* harmony default export */ const VWAP_VWAPIndicator = ((/* unused pure expression or super */ null && (VWAPIndicator))); /* * * * API Options * * */ /** * A `Volume Weighted Average Price (VWAP)` series. If the * [type](#series.vwap.type) option is not specified, it is inherited from * [chart.type](#chart.type). * * @extends series,plotOptions.vwap * @since 6.0.0 * @product highstock * @excluding dataParser, dataURL * @requires stock/indicators/indicators * @requires stock/indicators/vwap * @apioption series.vwap */ ''; // To include the above in the js output ;// ./code/es-modules/masters/indicators/vwap.src.js /* harmony default export */ const vwap_src = ((external_highcharts_src_js_default_default())); export { vwap_src as default };