trading-vue3-js/src/stuff/math.js

Customizable charting lib for traders. Based on https://github.com/C451/trading-vue-js by C451.

// Math/Geometry

export default {

    // Distance from point to line
    // p1 = point, (p2, p3) = line
    point2line(p1, p2, p3) {

        let { area, base } = this.tri(p1, p2, p3)
        return Math.abs(this.tri_h(area, base))
    },

    // Distance from point to segment
    // p1 = point, (p2, p3) = segment
    point2seg(p1, p2, p3) {

        let { area, base } = this.tri(p1, p2, p3)
        // Vector projection
        let proj = this.dot_prod(p1, p2, p3) / base
        // Distance from left pin
        let l1 = Math.max(-proj, 0)
        // Distance from right pin
        let l2 = Math.max(proj - base, 0)
        // Normal
        let h = Math.abs(this.tri_h(area, base))
        return Math.max(h, l1, l2)
    },

    // Distance from point to ray
    // p1 = point, (p2, p3) = ray
    point2ray(p1, p2, p3) {

        let { area, base } = this.tri(p1, p2, p3)
        // Vector projection
        let proj = this.dot_prod(p1, p2, p3) / base
        // Distance from left pin
        let l1 = Math.max(-proj, 0)
        // Normal
        let h = Math.abs(this.tri_h(area, base))
        return Math.max(h, l1)
    },

    tri(p1, p2, p3) {
        let area = this.area(p1, p2, p3)
        let dx = p3[0] - p2[0]
        let dy = p3[1] - p2[1]
        let base = Math.sqrt(dx * dx + dy * dy)
        return { area, base }
    },

    /* Area of triangle:
            p1
          /    \
        p2  _  p3
    */
    area (p1, p2, p3) {
	     return (
             p1[0] * (p2[1] - p3[1]) +
             p2[0] * (p3[1] - p1[1]) +
             p3[0] * (p1[1] - p2[1])
         )
    },

    // Triangle height
    tri_h(area, base) {
	    return area / base
    },

    // Dot product of (p2, p3) and (p2, p1)
    dot_prod(p1, p2, p3) {
        let v1 = [p3[0] - p2[0], p3[1] - p2[1]]
        let v2 = [p1[0] - p2[0], p1[1] - p2[1]]
        return v1[0] * v2[0] + v1[1] * v2[1]
    },

    // Symmetrical log
    log(x) {
        // TODO: log for small values
        return Math.sign(x) * Math.log(Math.abs(x) + 1)
    },

    // Symmetrical exp
    exp(x) {
        return Math.sign(x) * (Math.exp(Math.abs(x)) - 1)
    },

    // Middle line on log scale based on range & px height
    log_mid(r, h) {
        let log_hi = this.log(r[0])
        let log_lo = this.log(r[1])
        let px = h / 2
        let gx = log_hi -  px * (log_hi - log_lo) / h
        return this.exp(gx)
    },

    // Return new adjusted range, based on the previous
    // range, new $_hi, target middle line
    re_range(r1, hi2, mid) {
        let log_hi1 = this.log(r1[0])
        let log_lo1 = this.log(r1[1])
        let log_hi2 = this.log(hi2)
        let log_$ = this.log(mid)

        let W = (log_hi2 - log_$) * (log_hi1 - log_lo1) /
                (log_hi1 - log_$)

        return this.exp(log_hi2 - W)

    },

    // Return new adjusted range, based on the previous
    // range, new $_hi, target middle line + dy (shift)
    // WASTE
    /*range_shift(r1, hi2, mid, dy, h) {
        let log_hi1 = this.log(r1[0])
        let log_lo1 = this.log(r1[1])
        let log_hi2 = this.log(hi2)
        let log_$ = this.log(mid)

        let W = h * (log_hi2 - log_$) /
                (h * (log_hi1 - log_$) / (log_hi1 - log_lo1) + dy)

        return this.exp(log_hi2 - W)

    }*/

}