highcharts
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JavaScript
/**
* @license Highcharts JS v6.2.0 (2018-10-17)
*
* Indicator series type for Highstock
*
* (c) 2010-2017 Paweł Fus
*
* License: www.highcharts.com/license
*/
;
(function (factory) {
if (typeof module === 'object' && module.exports) {
module.exports = factory;
} else if (typeof define === 'function' && define.amd) {
define(function () {
return factory;
});
} else {
factory(Highcharts);
}
}(function (Highcharts) {
(function (H) {
var each = H.each,
merge = H.merge,
isArray = H.isArray,
SMA = H.seriesTypes.sma;
// Utils:
function getStandardDeviation(arr, index, isOHLC, mean) {
var variance = 0,
arrLen = arr.length,
std = 0,
i = 0,
value;
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;
}
H.seriesType('bb', 'sma',
/**
* Bollinger bands (BB). This series requires the `linkedTo` option to be
* set and should be loaded after the `stock/indicators/indicators.js` file.
*
* @extends plotOptions.sma
* @product highstock
* @sample {highstock} stock/indicators/bollinger-bands
* Bollinger bands
* @since 6.0.0
* @optionparent plotOptions.bb
*/
{
name: 'BB (20, 2)',
params: {
period: 20,
/**
* Standard deviation for top and bottom bands.
*
* @type {Number}
* @since 6.0.0
* @product highstock
*/
standardDeviation: 2,
index: 3
},
/**
* Bottom line options.
*
* @since 6.0.0
* @product highstock
*/
bottomLine: {
/**
* Styles for a bottom line.
*
* @since 6.0.0
* @product highstock
*/
styles: {
/**
* Pixel width of the line.
*
* @type {Number}
* @since 6.0.0
* @product highstock
*/
lineWidth: 1,
/**
* Color of the line. If not set, it's inherited from
* [plotOptions.bb.color](#plotOptions.bb.color).
*
* @type {String}
* @since 6.0.0
* @product highstock
*/
lineColor: undefined
}
},
/**
* Top line options.
*
* @extends plotOptions.bb.bottomLine
* @since 6.0.0
* @product highstock
*/
topLine: {
styles: {
lineWidth: 1,
lineColor: undefined
}
},
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'
}
}, /** @lends Highcharts.Series.prototype */ {
pointArrayMap: ['top', 'middle', 'bottom'],
pointValKey: 'middle',
nameComponents: ['period', 'standardDeviation'],
init: function () {
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);
},
toYData: function (point) {
return [point.top, point.middle, point.bottom];
},
translate: function () {
var indicator = this,
translatedBB = ['plotTop', 'plotMiddle', 'plotBottom'];
SMA.prototype.translate.apply(indicator, arguments);
each(indicator.points, function (point) {
each(
[point.top, point.middle, point.bottom],
function (value, i) {
if (value !== null) {
point[translatedBB[i]] = indicator.yAxis.toPixels(
value,
true
);
}
}
);
});
},
drawGraph: function () {
var indicator = this,
middleLinePoints = indicator.points,
pointsLength = middleLinePoints.length,
middleLineOptions = indicator.options,
middleLinePath = indicator.graph,
gappedExtend = {
options: {
gapSize: middleLineOptions.gapSize
}
},
deviations = [[], []], // top and bottom point place holders
point;
// Generate points for top and bottom lines:
while (pointsLength--) {
point = middleLinePoints[pointsLength];
deviations[0].push({
plotX: point.plotX,
plotY: point.plotTop,
isNull: point.isNull
});
deviations[1].push({
plotX: point.plotX,
plotY: point.plotBottom,
isNull: point.isNull
});
}
// Modify options and generate lines:
each(['topLine', 'bottomLine'], function (lineName, i) {
indicator.points = deviations[i];
indicator.options = merge(
middleLineOptions[lineName].styles,
gappedExtend
);
indicator.graph = indicator['graph' + lineName];
SMA.prototype.drawGraph.call(indicator);
// Now save lines:
indicator['graph' + lineName] = indicator.graph;
});
// Restore options and draw a middle line:
indicator.points = middleLinePoints;
indicator.options = middleLineOptions;
indicator.graph = middleLinePath;
SMA.prototype.drawGraph.call(indicator);
},
getValues: function (series, params) {
var period = params.period,
standardDeviation = params.standardDeviation,
xVal = series.xData,
yVal = series.yData,
yValLen = yVal ? yVal.length : 0,
BB = [], // 0- date, 1-middle line, 2-top line, 3-bottom line
ML, TL, BL, // middle line, top line and bottom line
date,
xData = [],
yData = [],
slicedX,
slicedY,
stdDev,
isOHLC,
point,
i;
if (xVal.length < period) {
return false;
}
isOHLC = isArray(yVal[0]);
for (i = period; i <= yValLen; i++) {
slicedX = xVal.slice(i - period, i);
slicedY = yVal.slice(i - period, i);
point = 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
};
}
}
);
/**
* A bollinger bands indicator. If the [type](#series.bb.type) option is not
* specified, it is inherited from [chart.type](#chart.type).
*
* @type {Object}
* @since 6.0.0
* @extends series,plotOptions.bb
* @excluding data,dataParser,dataURL
* @product highstock
* @apioption series.bb
*/
/**
* An array of data points for the series. For the `bb` series type,
* points are calculated dynamically.
*
* @type {Array<Object|Array>}
* @since 6.0.0
* @extends series.line.data
* @product highstock
* @apioption series.bb.data
*/
}(Highcharts));
return (function () {
}());
}));