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JavaScript
/**
* @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 accumulateAverage(points, xVal, yVal, i, index) {
var xValue = xVal[i],
yValue = index < 0 ? yVal[i] : yVal[i][index];
points.push([xValue, yValue]);
}
function populateAverage(
points,
xVal,
yVal,
i,
EMApercent,
calEMA,
index,
SMA
) {
var x = xVal[i - 1],
yValue = index < 0 ? yVal[i - 1] : yVal[i - 1][index],
y;
y = calEMA === undefined ?
SMA :
((yValue * EMApercent) + (calEMA * (1 - EMApercent)));
return [x, y];
}
/**
* The EMA series type.
*
* @constructor seriesTypes.ema
* @augments seriesTypes.sma
*/
seriesType('ema', 'sma',
/**
* Exponential moving average indicator (EMA). This series requires the
* `linkedTo` option to be set.
*
* @extends plotOptions.sma
* @product highstock
* @sample {highstock} stock/indicators/ema
* Exponential moving average indicator
* @since 6.0.0
* @optionparent plotOptions.ema
*/
{
params: {
index: 0,
period: 14
}
}, {
getValues: function (series, params) {
var period = params.period,
xVal = series.xData,
yVal = series.yData,
yValLen = yVal ? yVal.length : 0,
EMApercent = (2 / (period + 1)),
range = 0,
sum = 0,
EMA = [],
xData = [],
yData = [],
index = -1,
points = [],
SMA = 0,
calEMA,
EMAPoint,
i;
// Check period, if bigger than points length, skip
if (xVal.length < period) {
return false;
}
// Switch index for OHLC / Candlestick / Arearange
if (isArray(yVal[0])) {
index = params.index ? params.index : 0;
}
// Accumulate first N-points
while (range < period) {
accumulateAverage(points, xVal, yVal, range, index);
sum += index < 0 ? yVal[range] : yVal[range][index];
range++;
}
// first point
SMA = sum / period;
// Calculate value one-by-one for each period in visible data
for (i = range; i < yValLen; i++) {
EMAPoint = populateAverage(
points,
xVal,
yVal,
i,
EMApercent,
calEMA,
index,
SMA
);
EMA.push(EMAPoint);
xData.push(EMAPoint[0]);
yData.push(EMAPoint[1]);
calEMA = EMAPoint[1];
accumulateAverage(points, xVal, yVal, i, index);
}
EMAPoint = populateAverage(
points,
xVal,
yVal,
i,
EMApercent,
calEMA,
index
);
EMA.push(EMAPoint);
xData.push(EMAPoint[0]);
yData.push(EMAPoint[1]);
return {
values: EMA,
xData: xData,
yData: yData
};
}
});
/**
* A `EMA` series. If the [type](#series.ema.type) option is not
* specified, it is inherited from [chart.type](#chart.type).
*
* @type {Object}
* @since 6.0.0
* @extends series,plotOptions.ema
* @excluding data,dataParser,dataURL
* @product highstock
* @apioption series.ema
*/
/**
* @type {Array<Object|Array>}
* @since 6.0.0
* @extends series.sma.data
* @product highstock
* @apioption series.ema.data
*/
}(Highcharts));
(function (H) {
var seriesType = H.seriesType,
each = H.each,
noop = H.noop,
merge = H.merge,
defined = H.defined,
SMA = H.seriesTypes.sma,
EMA = H.seriesTypes.ema;
/**
* The MACD series type.
*
* @constructor seriesTypes.macd
* @augments seriesTypes.sma
*/
seriesType('macd', 'sma',
/**
* Moving Average Convergence Divergence (MACD). This series requires
* `linkedTo` option to be set.
*
* @extends plotOptions.sma
* @product highstock
* @sample {highstock} stock/indicators/macd MACD indicator
* @since 6.0.0
* @optionparent plotOptions.macd
*/
{
params: {
/**
* The short period for indicator calculations.
*
* @type {Number}
* @since 6.0.0
* @product highstock
*/
shortPeriod: 12,
/**
* The long period for indicator calculations.
*
* @type {Number}
* @since 6.0.0
* @product highstock
*/
longPeriod: 26,
/**
* The base period for signal calculations.
*
* @type {Number}
* @since 6.0.0
* @product highstock
*/
signalPeriod: 9,
period: 26
},
/**
* The styles for signal line
*
* @since 6.0.0
* @product highstock
*/
signalLine: {
/**
* @extends plotOptions.macd.zones
* @sample stock/indicators/macd-zones Zones in MACD
*/
zones: [],
styles: {
/**
* Pixel width of the line.
*
* @type {Number}
* @since 6.0.0
* @product highstock
*/
lineWidth: 1,
/**
* Color of the line.
*
* @type {Number}
* @since 6.0.0
* @product highstock
*/
lineColor: undefined
}
},
/**
* The styles for macd line
*
* @since 6.0.0
* @product highstock
*/
macdLine: {
/**
* @extends plotOptions.macd.zones
* @sample stock/indicators/macd-zones Zones in MACD
*/
zones: [],
styles: {
/**
* Pixel width of the line.
*
* @type {Number}
* @since 6.0.0
* @product highstock
*/
lineWidth: 1,
/**
* Color of the line.
*
* @type {Number}
* @since 6.0.0
* @product highstock
*/
lineColor: undefined
}
},
threshold: 0,
groupPadding: 0.1,
pointPadding: 0.1,
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
}, {
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,
// Colors and lines:
init: function () {
SMA.prototype.init.apply(this, arguments);
// Set default color for a signal line and the histogram:
this.options = merge({
signalLine: {
styles: {
lineColor: this.color
}
},
macdLine: {
styles: {
color: this.color
}
}
}, this.options);
// 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
};
this.resetZones = true;
},
toYData: function (point) {
return [point.y, point.signal, point.MACD];
},
translate: function () {
var indicator = this,
plotNames = ['plotSignal', 'plotMACD'];
H.seriesTypes.column.prototype.translate.apply(indicator);
each(indicator.points, function (point) {
each([point.signal, point.MACD], function (value, i) {
if (value !== null) {
point[plotNames[i]] = indicator.yAxis.toPixels(
value,
true
);
}
});
});
},
destroy: function () {
// 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();
SMA.prototype.destroy.apply(this, arguments);
},
drawPoints: H.seriesTypes.column.prototype.drawPoints,
drawGraph: function () {
var indicator = this,
mainLinePoints = indicator.points,
pointsLength = mainLinePoints.length,
mainLineOptions = indicator.options,
histogramZones = indicator.zones,
gappedExtend = {
options: {
gapSize: mainLineOptions.gapSize
}
},
otherSignals = [[], []],
point;
// 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:
each(['macd', 'signal'], function (lineName, i) {
indicator.points = otherSignals[i];
indicator.options = merge(
mainLineOptions[lineName + 'Line'].styles,
gappedExtend
);
indicator.graph = indicator['graph' + lineName];
// Zones extension:
indicator.currentLineZone = lineName + 'Zones';
indicator.zones = indicator[indicator.currentLineZone].zones;
SMA.prototype.drawGraph.call(indicator);
indicator['graph' + lineName] = indicator.graph;
});
// Restore options:
indicator.points = mainLinePoints;
indicator.options = mainLineOptions;
indicator.zones = histogramZones;
indicator.currentLineZone = null;
// indicator.graph = null;
},
getZonesGraphs: function (props) {
var allZones = SMA.prototype.getZonesGraphs.call(this, props),
currentZones = allZones;
if (this.currentLineZone) {
currentZones = allZones.splice(
this[this.currentLineZone].startIndex + 1
);
if (!currentZones.length) {
// Line has no zones, return basic graph "zone"
currentZones = [props[0]];
} else {
// Add back basic prop:
currentZones.splice(0, 0, props[0]);
}
}
return currentZones;
},
applyZones: function () {
// Histogram zones are handled by drawPoints method
// Here we need to apply zones for all lines
var histogramZones = this.zones;
// signalZones.zones contains all zones:
this.zones = this.signalZones.zones;
SMA.prototype.applyZones.call(this);
// applyZones hides only main series.graph, hide macd line manually
if (this.options.macdLine.zones.length) {
this.graphmacd.hide();
}
this.zones = histogramZones;
},
getValues: function (series, params) {
var j = 0,
MACD = [],
xMACD = [],
yMACD = [],
signalLine = [],
shortEMA,
longEMA,
i;
if (series.xData.length < params.longPeriod + params.signalPeriod) {
return false;
}
// Calculating the short and long EMA used when calculating the MACD
shortEMA = EMA.prototype.getValues(series,
{
period: params.shortPeriod
}
);
longEMA = EMA.prototype.getValues(series,
{
period: params.longPeriod
}
);
shortEMA = shortEMA.values;
longEMA = longEMA.values;
// Subtract each Y value from the EMA's and create the new dataset
// (MACD)
for (i = 1; i <= shortEMA.length; i++) {
if (
defined(longEMA[i - 1]) &&
defined(longEMA[i - 1][1]) &&
defined(shortEMA[i + params.shortPeriod + 1]) &&
defined(shortEMA[i + params.shortPeriod + 1][0])
) {
MACD.push([
shortEMA[i + params.shortPeriod + 1][0],
0,
null,
shortEMA[i + params.shortPeriod + 1][1] -
longEMA[i - 1][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 = 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++) {
if (MACD[i][0] >= signalLine[0][0]) { // detect the first point
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] = (MACD[i][3] - signalLine[j][1]);
yMACD[i][0] = (MACD[i][3] - signalLine[j][1]);
}
j++;
}
}
return {
values: MACD,
xData: xMACD,
yData: yMACD
};
}
});
/**
* A `MACD` series. If the [type](#series.macd.type) option is not
* specified, it is inherited from [chart.type](#chart.type).
*
* @type {Object}
* @since 6.0.0
* @extends series,plotOptions.macd
* @excluding data,dataParser,dataURL
* @product highstock
* @apioption series.macd
*/
/**
* @type {Array<Object|Array>}
* @since 6.0.0
* @extends series.sma.data
* @product highstock
* @apioption series.macd.data
*/
}(Highcharts));
return (function () {
}());
}));