highcharts/js/indicators/roc.src.js

JavaScript charting framework

/**
 * @license  Highcharts JS v6.2.0 (2018-10-17)
 *
 * Indicator series type for Highstock
 *
 * (c) 2010-2017 Kacper Madej
 *
 * 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) {
		/**
		 * (c) 2010-2017 Kacper Madej
		 *
		 * License: www.highcharts.com/license
		 */


		var seriesType = H.seriesType,
		    isArray = H.isArray;

		// Utils:
		function populateAverage(xVal, yVal, i, period, index) {
		    /**
		     * Calculated as:
		     * (Closing Price [today] - Closing Price [n days ago]) /
		     * Closing Price [n days ago] * 100
		     *
		     * Return y as null when avoiding division by zero
		     */
		    var nDaysAgoY,
		        rocY;

		    if (index < 0) {
		        // y data given as an array of values
		        nDaysAgoY = yVal[i - period];
		        rocY = nDaysAgoY ?
		            (yVal[i] - nDaysAgoY) / nDaysAgoY * 100 :
		            null;
		    } else {
		        // y data given as an array of arrays and the index should be used
		        nDaysAgoY = yVal[i - period][index];
		        rocY = nDaysAgoY ?
		            (yVal[i][index] - nDaysAgoY) / nDaysAgoY * 100 :
		            null;
		    }

		    return [xVal[i], rocY];
		}

		/**
		 * The ROC series type.
		 *
		 * @constructor seriesTypes.roc
		 * @augments seriesTypes.sma
		 */
		seriesType('roc', 'sma',
		    /**
		     * Rate of change indicator (ROC). The indicator value for each point
		     * is defined as:
		     *
		     * `(C - Cn) / Cn * 100`
		     *
		     * where: `C` is the close value of the point of the same x in the
		     * linked series and `Cn` is the close value of the point `n` periods
		     * ago. `n` is set through [period](#plotOptions.roc.params.period).
		     *
		     * This series requires `linkedTo` option to be set.
		     *
		     * @extends plotOptions.sma
		     * @product highstock
		     * @sample {highstock} stock/indicators/roc
		     *                     Rate of change indicator
		     * @since 6.0.0
		     * @optionparent plotOptions.roc
		     */
		    {
		        params: {
		            index: 3,
		            period: 9
		        }
		    }, {
		        nameBase: 'Rate of Change',
		        getValues: function (series, params) {
		            var period = params.period,
		                xVal = series.xData,
		                yVal = series.yData,
		                yValLen = yVal ? yVal.length : 0,
		                ROC = [],
		                xData = [],
		                yData = [],
		                i,
		                index = -1,
		                ROCPoint;

		            // Period is used as a number of time periods ago, so we need more
		            // (at least 1 more) data than the period value
		            if (xVal.length <= period) {
		                return false;
		            }

		            // Switch index for OHLC / Candlestick / Arearange
		            if (isArray(yVal[0])) {
		                index = params.index;
		            }

		            // i = period <-- skip first N-points
		            // Calculate value one-by-one for each period in visible data
		            for (i = period; i < yValLen; i++) {
		                ROCPoint = populateAverage(xVal, yVal, i, period, index);
		                ROC.push(ROCPoint);
		                xData.push(ROCPoint[0]);
		                yData.push(ROCPoint[1]);
		            }

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

		/**
		 * A `ROC` series. If the [type](#series.wma.type) option is not
		 * specified, it is inherited from [chart.type](#chart.type).
		 *
		 * Rate of change indicator (ROC). The indicator value for each point
		 * is defined as:
		 *
		 * `(C - Cn) / Cn * 100`
		 *
		 * where: `C` is the close value of the point of the same x in the
		 * linked series and `Cn` is the close value of the point `n` periods
		 * ago. `n` is set through [period](#series.roc.params.period).
		 *
		 * This series requires `linkedTo` option to be set.
		 *
		 * @type {Object}
		 * @since 6.0.0
		 * @extends series,plotOptions.roc
		 * @excluding data,dataParser,dataURL
		 * @product highstock
		 * @apioption series.roc
		 */

		/**
		 * @extends series.sma.data
		 * @product highstock
		 * @apioption series.roc.data
		 */

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


	}());
}));