highcharts
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JavaScript charting framework
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JavaScript
/**
*
* (c) 2010-2021 Kamil Kulig
*
* 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 isArray = U.isArray, extend = U.extend, merge = U.merge;
/* *
*
* Class
*
* */
/**
* Linear regression series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.linearregression
*
* @augments Highcharts.Series
*/
var LinearRegressionIndicator = /** @class */ (function (_super) {
__extends(LinearRegressionIndicator, _super);
function LinearRegressionIndicator() {
var _this = _super !== null && _super.apply(this, arguments) || this;
/* *
*
* Properties
*
* */
_this.data = void 0;
_this.options = void 0;
_this.points = void 0;
return _this;
}
/* *
*
* Functions
*
* */
/**
* Return the slope and intercept of a straight line function.
* @private
* @param {Highcharts.LinearRegressionIndicator} this indicator to use
* @param {Array<number>} xData - list of all x coordinates in a period
* @param {Array<number>} yData - list of all y coordinates in a period
* @return {Highcharts.RegressionLineParametersObject}
* object that contains the slope and the intercept
* of a straight line function
*/
LinearRegressionIndicator.prototype.getRegressionLineParameters = function (xData, yData) {
// least squares method
var yIndex = this.options.params.index, getSingleYValue = function (yValue, yIndex) {
return isArray(yValue) ? yValue[yIndex] : yValue;
}, xSum = xData.reduce(function (accX, val) {
return val + accX;
}, 0), ySum = yData.reduce(function (accY, val) {
return getSingleYValue(val, yIndex) + accY;
}, 0), xMean = xSum / xData.length, yMean = ySum / yData.length, xError, yError, formulaNumerator = 0, formulaDenominator = 0, i, slope;
for (i = 0; i < xData.length; i++) {
xError = xData[i] - xMean;
yError = getSingleYValue(yData[i], yIndex) - yMean;
formulaNumerator += xError * yError;
formulaDenominator += Math.pow(xError, 2);
}
slope = formulaDenominator ?
formulaNumerator / formulaDenominator : 0; // don't divide by 0
return {
slope: slope,
intercept: yMean - slope * xMean
};
};
/**
* Return the y value on a straight line.
* @private
* @param {Highcharts.RegressionLineParametersObject} lineParameters
* object that contains the slope and the intercept
* of a straight line function
* @param {number} endPointX - x coordinate of the point
* @return {number} - y value of the point that lies on the line
*/
LinearRegressionIndicator.prototype.getEndPointY = function (lineParameters, endPointX) {
return lineParameters.slope * endPointX + lineParameters.intercept;
};
/**
* Transform the coordinate system so that x values start at 0 and
* apply xAxisUnit.
* @private
* @param {Array<number>} xData - list of all x coordinates in a period
* @param {number} xAxisUnit - option (see the API)
* @return {Array<number>} - array of transformed x data
*/
LinearRegressionIndicator.prototype.transformXData = function (xData, xAxisUnit) {
var xOffset = xData[0];
return xData.map(function (xValue) {
return (xValue - xOffset) / xAxisUnit;
});
};
/**
* Find the closest distance between points in the base series.
* @private
* @param {Array<number>} xData list of all x coordinates in the base series
* @return {number} - closest distance between points in the base series
*/
LinearRegressionIndicator.prototype.findClosestDistance = function (xData) {
var distance, closestDistance, i;
for (i = 1; i < xData.length - 1; i++) {
distance = xData[i] - xData[i - 1];
if (distance > 0 &&
(typeof closestDistance === 'undefined' ||
distance < closestDistance)) {
closestDistance = distance;
}
}
return closestDistance;
};
// Required to be implemented - starting point for indicator's logic
LinearRegressionIndicator.prototype.getValues = function (baseSeries, regressionSeriesParams) {
var xData = baseSeries.xData, yData = baseSeries.yData, period = regressionSeriesParams.period, lineParameters, i, periodStart, periodEnd,
// format required to be returned
indicatorData = {
xData: [],
yData: [],
values: []
}, endPointX, endPointY, periodXData, periodYData, periodTransformedXData, xAxisUnit = this.options.params.xAxisUnit ||
this.findClosestDistance(xData);
// Iteration logic: x value of the last point within the period
// (end point) is used to represent the y value (regression)
// of the entire period.
for (i = period - 1; i <= xData.length - 1; i++) {
periodStart = i - period + 1; // adjusted for slice() function
periodEnd = i + 1; // (as above)
endPointX = xData[i];
periodXData = xData.slice(periodStart, periodEnd);
periodYData = yData.slice(periodStart, periodEnd);
periodTransformedXData = this.transformXData(periodXData, xAxisUnit);
lineParameters = this.getRegressionLineParameters(periodTransformedXData, periodYData);
endPointY = this.getEndPointY(lineParameters, periodTransformedXData[periodTransformedXData.length - 1]);
// @todo this is probably not used anywhere
indicatorData.values.push({
regressionLineParameters: lineParameters,
x: endPointX,
y: endPointY
});
indicatorData.xData.push(endPointX);
indicatorData.yData.push(endPointY);
}
return indicatorData;
};
/**
* Linear regression indicator. This series requires `linkedTo` option to be
* set.
*
* @sample {highstock} stock/indicators/linear-regression
* Linear regression indicator
*
* @extends plotOptions.sma
* @since 7.0.0
* @product highstock
* @requires stock/indicators/indicators
* @requires stock/indicators/linearregression
* @optionparent plotOptions.linearregression
*/
LinearRegressionIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
params: {
/**
* Unit (in milliseconds) for the x axis distances used to
* compute the regression line paramters (slope & intercept) for
* every range. In Highstock the x axis values are always
* represented in milliseconds which may cause that distances
* between points are "big" integer numbers.
*
* Highstock's linear regression algorithm (least squares
* method) will utilize these "big" integers for finding the
* slope and the intercept of the regression line for each
* period. In consequence, this value may be a very "small"
* decimal number that's hard to interpret by a human.
*
* For instance: `xAxisUnit` equealed to `86400000` ms (1 day)
* forces the algorithm to treat `86400000` as `1` while
* computing the slope and the intercept. This may enchance the
* legiblitity of the indicator's values.
*
* Default value is the closest distance between two data
* points.
*
* @sample {highstock} stock/plotoptions/linear-regression-xaxisunit
* xAxisUnit set to 1 minute
*
* @example
* // In Liniear Regression Slope Indicator series `xAxisUnit`is
* // `86400000` (1 day) and period is `3`. There're 3 points in
* // the base series:
*
* data: [
* [Date.UTC(2020, 0, 1), 1],
* [Date.UTC(2020, 0, 2), 3],
* [Date.UTC(2020, 0, 3), 5]
* ]
*
* // This will produce one point in the indicator series that
* // has a `y` value of `2` (slope of the regression line). If
* // we change the `xAxisUnit` to `1` (ms) the value of the
* // indicator's point will be `2.3148148148148148e-8` which is
* // harder to interpert for a human.
*
* @type {number}
* @product highstock
*/
xAxisUnit: void 0
},
tooltip: {
valueDecimals: 4
}
});
return LinearRegressionIndicator;
}(SMAIndicator));
extend(LinearRegressionIndicator.prototype, {
nameBase: 'Linear Regression Indicator'
});
SeriesRegistry.registerSeriesType('linearRegression', LinearRegressionIndicator);
/* *
*
* Default Export
*
* */
export default LinearRegressionIndicator;
/**
* A linear regression series. If the
* [type](#series.linearregression.type) option is not specified, it is
* inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.linearregression
* @since 7.0.0
* @product highstock
* @excluding dataParser,dataURL
* @requires stock/indicators/indicators
* @requires stock/indicators/linearregression
* @apioption series.linearregression
*/
''; // to include the above in the js output