highcharts
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JavaScript charting framework
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JavaScript
/**
* @license Highcharts JS v6.2.0 (2018-10-17)
*
* (c) 2010-2017 Highsoft AS
* Author: Sebastian Domas
*
* 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) {
/**
* (c) 2010-2017 Highsoft AS
* Author: Sebastian Domas
*
* Chaikin Money Flow indicator for Highstock
*
* License: www.highcharts.com/license
*/
H.seriesType('cmf', 'sma',
/**
* Chaikin Money Flow indicator (cmf).
*
* @type {Object}
* @extends plotOptions.sma
* @product highstock
* @sample {highstock} stock/indicators/cmf/
* Chaikin Money Flow indicator
* @since 6.0.0
* @excluding animationLimit
* @optionparent plotOptions.cmf
*/
{
params: {
period: 14,
/**
* The id of another series to use its data as volume data for the
* indiator calculation.
*/
volumeSeriesID: 'volume'
}
}, {
nameBase: 'Chaikin Money Flow',
/**
* Checks if the series and volumeSeries are accessible, number of
* points.x is longer than period, is series has OHLC data
* @returns {Boolean}
* true if series is valid and can be computed, otherwise false
**/
isValid: function () {
var chart = this.chart,
options = this.options,
series = this.linkedParent,
volumeSeries = (
this.volumeSeries ||
(
this.volumeSeries =
chart.get(options.params.volumeSeriesID)
)
),
isSeriesOHLC = (
series &&
series.yData &&
series.yData[0].length === 4
);
function isLengthValid(serie) {
return serie.xData &&
serie.xData.length >= options.params.period;
}
return !!(
series &&
volumeSeries &&
isLengthValid(series) &&
isLengthValid(volumeSeries) && isSeriesOHLC
);
},
/**
* @typedef {Object} Values
* @property {Number[][]} values
* Combined xData and yData values into a tuple
* @property {Number[]} xData
* Values represent x timestamp values
* @property {Number[]} yData
* Values represent y values
**/
/**
* Returns indicator's data
* @returns {False | Values}
* Returns false if the indicator is not valid, otherwise
* returns Values object
**/
getValues: function (series, params) {
if (!this.isValid()) {
return false;
}
return this.getMoneyFlow(
series.xData,
series.yData,
this.volumeSeries.yData,
params.period
);
},
/**
* @static
* @param {Number[]} xData x timestamp values
* @param {Number[]} seriesYData yData of basic series
* @param {Number[]} volumeSeriesYData yData of volume series
* @param {Number} period indicator's param
* @returns {Values} object containing computed money flow data
**/
getMoneyFlow: function (xData, seriesYData, volumeSeriesYData, period) {
var len = seriesYData.length,
moneyFlowVolume = [],
sumVolume = 0,
sumMoneyFlowVolume = 0,
moneyFlowXData = [],
moneyFlowYData = [],
values = [],
i,
point,
nullIndex = -1;
/**
* Calculates money flow volume, changes i, nullIndex vars from
* upper scope!
* @private
* @param {Number[]} ohlc OHLC point
* @param {Number} volume Volume point's y value
* @returns {Number} volume * moneyFlowMultiplier
**/
function getMoneyFlowVolume(ohlc, volume) {
var high = ohlc[1],
low = ohlc[2],
close = ohlc[3],
isValid =
volume !== null &&
high !== null &&
low !== null &&
close !== null &&
high !== low;
/**
* @private
* @param {Number} h High value
* @param {Number} l Low value
* @param {Number} c Close value
* @returns {Number} calculated multiplier for the point
**/
function getMoneyFlowMultiplier(h, l, c) {
return ((c - l) - (h - c)) / (h - l);
}
return isValid ?
getMoneyFlowMultiplier(high, low, close) * volume :
((nullIndex = i), null);
}
if (period > 0 && period <= len) {
for (i = 0; i < period; i++) {
moneyFlowVolume[i] = getMoneyFlowVolume(
seriesYData[i],
volumeSeriesYData[i]
);
sumVolume += volumeSeriesYData[i];
sumMoneyFlowVolume += moneyFlowVolume[i];
}
moneyFlowXData.push(xData[i - 1]);
moneyFlowYData.push(
i - nullIndex >= period && sumVolume !== 0 ?
sumMoneyFlowVolume / sumVolume :
null
);
values.push([moneyFlowXData[0], moneyFlowYData[0]]);
for (; i < len; i++) {
moneyFlowVolume[i] = getMoneyFlowVolume(
seriesYData[i],
volumeSeriesYData[i]
);
sumVolume -= volumeSeriesYData[i - period];
sumVolume += volumeSeriesYData[i];
sumMoneyFlowVolume -= moneyFlowVolume[i - period];
sumMoneyFlowVolume += moneyFlowVolume[i];
point = [
xData[i],
i - nullIndex >= period ?
sumMoneyFlowVolume / sumVolume :
null
];
moneyFlowXData.push(point[0]);
moneyFlowYData.push(point[1]);
values.push([point[0], point[1]]);
}
}
return {
values: values,
xData: moneyFlowXData,
yData: moneyFlowYData
};
}
});
/**
* A `CMF` series. If the [type](#series.cmf.type) option is not
* specified, it is inherited from [chart.type](#chart.type).
*
* @type {Object}
* @since 6.0.0
* @extends series,plotOptions.cmf
* @excluding data,dataParser,dataURL
* @product highstock
* @apioption series.cmf
*/
/**
* An array of data points for the series. For the `CMF` series type,
* points are calculated dynamically.
*
* @type {Array<Object|Array>}
* @since 6.0.0
* @extends series.line.data
* @product highstock
* @apioption series.cmf.data
*/
}(Highcharts));
return (function () {
}());
}));