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src/main/webapp/libs/Highstock-7.2.0/code/indicators/vwap.src.js 7.84 KB
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/**
 * @license Highstock JS v7.2.0 (2019-09-03)
 *
 * Indicator series type for Highstock
 *
 * (c) 2010-2019 Paweł Dalek
 *
 * License: www.highcharts.com/license
 */
'use strict';
(function (factory) {
    if (typeof module === 'object' && module.exports) {
        factory['default'] = factory;
        module.exports = factory;
    } else if (typeof define === 'function' && define.amd) {
        define('highcharts/indicators/vwap', ['highcharts', 'highcharts/modules/stock'], function (Highcharts) {
            factory(Highcharts);
            factory.Highcharts = Highcharts;
            return factory;
        });
    } else {
        factory(typeof Highcharts !== 'undefined' ? Highcharts : undefined);
    }
}(function (Highcharts) {
    var _modules = Highcharts ? Highcharts._modules : {};
    function _registerModule(obj, path, args, fn) {
        if (!obj.hasOwnProperty(path)) {
            obj[path] = fn.apply(null, args);
        }
    }
    _registerModule(_modules, 'indicators/vwap.src.js', [_modules['parts/Globals.js'], _modules['parts/Utilities.js']], function (H, U) {
        /* *
         *
         *  (c) 2010-2019 Paweł Dalek
         *
         *  Volume Weighted Average Price (VWAP) indicator for Highstock
         *
         *  License: www.highcharts.com/license
         *
         * */



        var isArray = U.isArray;

        var seriesType = H.seriesType;

        /**
         * The Volume Weighted Average Price (VWAP) series type.
         *
         * @private
         * @class
         * @name Highcharts.seriesTypes.vwap
         *
         * @augments Highcharts.Series
         */
        seriesType('vwap', 'sma',
            /**
             * Volume Weighted Average Price indicator.
             *
             * This series requires `linkedTo` option to be set.
             *
             * @sample stock/indicators/vwap
             *         Volume Weighted Average Price indicator
             *
             * @extends      plotOptions.sma
             * @since        6.0.0
             * @product      highstock
             * @optionparent plotOptions.vwap
             */
            {
                /**
                 * @excluding index
                 */
                params: {
                    period: 30,
                    /**
                     * The id of volume series which is mandatory. For example using
                     * OHLC data, volumeSeriesID='volume' means the indicator will be
                     * calculated using OHLC and volume values.
                     */
                    volumeSeriesID: 'volume'
                }
            },
            /**
             * @lends Highcharts.Series#
             */
            {
                /**
                 * Returns the final values of the indicator ready to be presented on a
                 * chart
                 * @private
                 * @param {Highcharts.Series} series - series for indicator
                 * @param {object} params - params
                 * @return {object} - computed VWAP
                 **/
                getValues: function (series, params) {
                    var indicator = this,
                        chart = series.chart,
                        xValues = series.xData,
                        yValues = series.yData,
                        period = params.period,
                        isOHLC = true,
                        volumeSeries;

                    // Checks if volume series exists
                    if (!(volumeSeries = chart.get(params.volumeSeriesID))) {
                        return H.error(
                            'Series ' +
                            params.volumeSeriesID +
                            ' not found! Check `volumeSeriesID`.',
                            true,
                            chart
                        );
                    }

                    // Checks if series data fits the OHLC format
                    if (!(isArray(yValues[0]))) {
                        isOHLC = false;
                    }

                    return indicator.calculateVWAPValues(
                        isOHLC,
                        xValues,
                        yValues,
                        volumeSeries,
                        period
                    );
                },
                /**
                 * Main algorithm used to calculate Volume Weighted Average Price (VWAP)
                 * values
                 * @private
                 * @param {boolean} isOHLC - says if data has OHLC format
                 * @param {Array<number>} xValues - array of timestamps
                 * @param {Array<number|Array<number,number,number,number>>} yValues -
                 * array of yValues, can be an array of a four arrays (OHLC) or array of
                 * values (line)
                 * @param {Array<*>} volumeSeries - volume series
                 * @param {number} period - number of points to be calculated
                 * @return {object} - Object contains computed VWAP
                 **/
                calculateVWAPValues: function (
                    isOHLC,
                    xValues,
                    yValues,
                    volumeSeries,
                    period
                ) {
                    var volumeValues = volumeSeries.yData,
                        volumeLength = volumeSeries.xData.length,
                        pointsLength = xValues.length,
                        cumulativePrice = [],
                        cumulativeVolume = [],
                        xData = [],
                        yData = [],
                        VWAP = [],
                        commonLength,
                        typicalPrice,
                        cPrice,
                        cVolume,
                        i,
                        j;

                    if (pointsLength <= volumeLength) {
                        commonLength = pointsLength;
                    } else {
                        commonLength = volumeLength;
                    }

                    for (i = 0, j = 0; i < commonLength; i++) {
                        // Depending on whether series is OHLC or line type, price is
                        // average of the high, low and close or a simple value
                        typicalPrice = isOHLC ?
                            ((yValues[i][1] + yValues[i][2] + yValues[i][3]) / 3) :
                            yValues[i];
                        typicalPrice *= volumeValues[i];

                        cPrice = j ?
                            (cumulativePrice[i - 1] + typicalPrice) :
                            typicalPrice;
                        cVolume = j ?
                            (cumulativeVolume[i - 1] + volumeValues[i]) :
                            volumeValues[i];

                        cumulativePrice.push(cPrice);
                        cumulativeVolume.push(cVolume);

                        VWAP.push([xValues[i], (cPrice / cVolume)]);
                        xData.push(VWAP[i][0]);
                        yData.push(VWAP[i][1]);

                        j++;

                        if (j === period) {
                            j = 0;
                        }
                    }

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

        /**
         * A `Volume Weighted Average Price (VWAP)` series. If the
         * [type](#series.vwap.type) option is not specified, it is inherited from
         * [chart.type](#chart.type).
         *
         * @extends   series,plotOptions.vwap
         * @since     6.0.0
         * @product   highstock
         * @excluding dataParser, dataURL
         * @apioption series.vwap
         */

    });
    _registerModule(_modules, 'masters/indicators/vwap.src.js', [], function () {


    });
}));