highcharts/js/indicators/cci.src.js

JavaScript charting framework

/**
 * @license  Highcharts JS v6.2.0 (2018-10-17)
 *
 * Indicator series type for Highstock
 *
 * (c) 2010-2017 Sebastian Bochan
 *
 * License: www.highcharts.com/license
 */
'use strict';
(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 isArray = H.isArray,
		    seriesType = H.seriesType;

		// Utils:
		function sumArray(array) {
		    return H.reduce(array, function (prev, cur) {
		        return prev + cur;
		    }, 0);
		}

		function meanDeviation(arr, sma) {
		    var len = arr.length,
		        sum = 0,
		        i;

		    for (i = 0; i < len; i++) {
		        sum += Math.abs(sma - (arr[i]));
		    }

		    return sum;
		}

		/**
		 * The CCI series type.
		 *
		 * @constructor seriesTypes.cci
		 * @augments seriesTypes.sma
		 */
		seriesType('cci', 'sma',
		    /**
		     * Commodity Channel Index (CCI). This series requires `linkedTo` option to
		     * be set.
		     *
		     * @extends plotOptions.sma
		     * @product highstock
		     * @sample {highstock} stock/indicators/cci CCI indicator
		     * @since 6.0.0
		     * @optionparent plotOptions.cci
		     */
		    {
		        params: {
		            period: 14
		        }
		    }, {
		        getValues: function (series, params) {
		            var period = params.period,
		                xVal = series.xData,
		                yVal = series.yData,
		                yValLen = yVal ? yVal.length : 0,
		                TP = [],
		                periodTP = [],
		                range = 1,
		                CCI = [],
		                xData = [],
		                yData = [],
		                CCIPoint, p, len, smaTP, TPtemp, meanDev, i;

		            // CCI requires close value
		            if (
		                xVal.length <= period ||
		                !isArray(yVal[0]) ||
		                yVal[0].length !== 4
		            ) {
		                return false;
		            }

		            // accumulate first N-points
		            while (range < period) {
		                p = yVal[range - 1];
		                TP.push((p[1] + p[2] + p[3]) / 3);
		                range++;
		            }

		            for (i = period; i <= yValLen; i++) {

		                p = yVal[i - 1];
		                TPtemp = (p[1] + p[2] + p[3]) / 3;
		                len = TP.push(TPtemp);
		                periodTP = TP.slice(len - period);

		                smaTP = sumArray(periodTP) / period;
		                meanDev = meanDeviation(periodTP, smaTP) / period;

		                CCIPoint = ((TPtemp - smaTP) / (0.015 * meanDev));

		                CCI.push([xVal[i - 1], CCIPoint]);
		                xData.push(xVal[i - 1]);
		                yData.push(CCIPoint);
		            }

		            return {
		                values: CCI,
		                xData: xData,
		                yData: yData
		            };
		        }
		    });

		/**
		 * A `CCI` series. If the [type](#series.cci.type) option is not
		 * specified, it is inherited from [chart.type](#chart.type).
		 *
		 * @type {Object}
		 * @since 6.0.0
		 * @extends series,plotOptions.cci
		 * @excluding data,dataParser,dataURL
		 * @product highstock
		 * @apioption series.cci
		 */

		/**
		 * @type {Array<Object|Array>}
		 * @since 6.0.0
		 * @extends series.sma.data
		 * @product highstock
		 * @apioption series.cci.data
		 */

	}(Highcharts));
	return (function () {


	}());
}));