highcharts
Version:
JavaScript charting framework
221 lines (220 loc) • 8.05 kB
JavaScript
/* *
*
* (c) 2010-2021 Highsoft AS
*
* Author: Sebastian Domas
*
* Chaikin Money Flow indicator for Highstock
*
* License: www.highcharts.com/license
*
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
*
* */
;
var __extends = (this && this.__extends) || (function () {
var extendStatics = function (d, b) {
extendStatics = Object.setPrototypeOf ||
({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
function (d, b) { for (var p in b) if (b.hasOwnProperty(p)) d[p] = b[p]; };
return extendStatics(d, b);
};
return function (d, b) {
extendStatics(d, b);
function __() { this.constructor = d; }
d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
};
})();
import SeriesRegistry from '../../../Core/Series/SeriesRegistry.js';
var SMAIndicator = SeriesRegistry.seriesTypes.sma;
import U from '../../../Core/Utilities.js';
var merge = U.merge;
/**
* The CMF series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.cmf
*
* @augments Highcharts.Series
*/
var CMFIndicator = /** @class */ (function (_super) {
__extends(CMFIndicator, _super);
function CMFIndicator() {
var _this = _super !== null && _super.apply(this, arguments) || this;
/* *
*
* Properties
*
* */
_this.data = void 0;
_this.options = void 0;
_this.points = void 0;
_this.volumeSeries = void 0;
_this.linkedParent = void 0;
_this.yData = void 0;
_this.nameBase = 'Chaikin Money Flow';
return _this;
}
/**
* Checks if the series and volumeSeries are accessible, number of
* points.x is longer than period, is series has OHLC data
* @private
* @param {Highcharts.CMFIndicator} this indicator to use.
* @return {boolean} True if series is valid and can be computed,
* otherwise false.
*/
CMFIndicator.prototype.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);
/**
* @private
* @param {Highcharts.Series} serie to check length validity on.
* @return {boolean|undefined} true if length is valid.
*/
function isLengthValid(serie) {
return serie.xData &&
serie.xData.length >= options.params.period;
}
return !!(series &&
volumeSeries &&
isLengthValid(series) &&
isLengthValid(volumeSeries) && isSeriesOHLC);
};
/**
* Returns indicator's data.
* @private
* @param {Highcharts.CMFIndicator} this indicator to use.
* @param {Highcharts.Series} series to calculate values from
* @param {Highcharts.CMFIndicatorParamsOptions} params to pass
* @return {boolean|Highcharts.IndicatorNullableValuesObject} Returns false if the
* indicator is not valid, otherwise returns Values object.
*/
CMFIndicator.prototype.getValues = function (series, params) {
if (!this.isValid()) {
return;
}
return this.getMoneyFlow(series.xData, series.yData, this.volumeSeries.yData, params.period);
};
/**
* @private
* @param {Array<number>} xData - x timestamp values
* @param {Array<number>} seriesYData - yData of basic series
* @param {Array<number>} volumeSeriesYData - yData of volume series
* @param {number} period - indicator's param
* @return {Highcharts.IndicatorNullableValuesObject} object containing computed money
* flow data
*/
CMFIndicator.prototype.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 {Array<number>} ohlc - OHLC point
* @param {number} volume - Volume point's y value
* @return {number|null} - 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
* @return {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
};
};
/**
* Chaikin Money Flow indicator (cmf).
*
* @sample stock/indicators/cmf/
* Chaikin Money Flow indicator
*
* @extends plotOptions.sma
* @since 6.0.0
* @excluding animationLimit
* @product highstock
* @requires stock/indicators/indicators
* @requires stock/indicators/cmf
* @optionparent plotOptions.cmf
*/
CMFIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
params: {
period: 14,
/**
* The id of another series to use its data as volume data for the
* indiator calculation.
*/
volumeSeriesID: 'volume'
}
});
return CMFIndicator;
}(SMAIndicator));
SeriesRegistry.registerSeriesType('cmf', CMFIndicator);
/* *
*
* Default Export
*
* */
export default CMFIndicator;
/**
* A `CMF` series. If the [type](#series.cmf.type) option is not
* specified, it is inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.cmf
* @since 6.0.0
* @product highstock
* @excluding dataParser, dataURL
* @requires stock/indicators/indicators
* @requires stock/indicators/cmf
* @apioption series.cmf
*/
''; // adds doclet above to the transpiled file