pivot-points.src.js 15.1 KB
/**
 * @license Highstock JS v7.2.0 (2019-09-03)
 *
 * Indicator series type for Highstock
 *
 * (c) 2010-2019 Paweł Fus
 *
 * 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/pivot-points', ['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/pivot-points.src.js', [_modules['parts/Globals.js'], _modules['parts/Utilities.js']], function (H, U) {
        /* *
         *
         *  License: www.highcharts.com/license
         *
         * */



        var defined = U.defined,
            isArray = U.isArray;

        var SMA = H.seriesTypes.sma;

        function destroyExtraLabels(point, functionName) {
            var props = point.series.pointArrayMap,
                prop,
                i = props.length;

            SMA.prototype.pointClass.prototype[functionName].call(point);

            while (i--) {
                prop = 'dataLabel' + props[i];
                // S4 dataLabel could be removed by parent method:
                if (point[prop] && point[prop].element) {
                    point[prop].destroy();
                }
                point[prop] = null;
            }
        }

        /**
         * The Pivot Points series type.
         *
         * @private
         * @class
         * @name Highcharts.seriesTypes.pivotpoints
         *
         * @augments Highcharts.Series
         */
        H.seriesType(
            'pivotpoints',
            'sma',
            /**
             * Pivot points indicator. This series requires the `linkedTo` option to be
             * set and should be loaded after `stock/indicators/indicators.js` file.
             *
             * @sample stock/indicators/pivot-points
             *         Pivot points
             *
             * @extends      plotOptions.sma
             * @since        6.0.0
             * @product      highstock
             * @optionparent plotOptions.pivotpoints
             */
            {
                /**
                 * @excluding index
                 */
                params: {
                    period: 28,
                    /**
                     * Algorithm used to calculate ressistance and support lines based
                     * on pivot points. Implemented algorithms: `'standard'`,
                     * `'fibonacci'` and `'camarilla'`
                     */
                    algorithm: 'standard'
                },
                marker: {
                    enabled: false
                },
                enableMouseTracking: false,
                dataLabels: {
                    /** @ignore-option */
                    enabled: true,
                    /** @ignore-option */
                    format: '{point.pivotLine}'
                },
                dataGrouping: {
                    approximation: 'averages'
                }
            },
            /**
             * @lends Highcharts.Series#
             */
            {
                nameBase: 'Pivot Points',
                pointArrayMap: ['R4', 'R3', 'R2', 'R1', 'P', 'S1', 'S2', 'S3', 'S4'],
                pointValKey: 'P',
                toYData: function (point) {
                    return [point.P]; // The rest should not affect extremes
                },
                translate: function () {
                    var indicator = this;

                    SMA.prototype.translate.apply(indicator);

                    indicator.points.forEach(function (point) {
                        indicator.pointArrayMap.forEach(function (value) {
                            if (defined(point[value])) {
                                point['plot' + value] = indicator.yAxis.toPixels(
                                    point[value],
                                    true
                                );
                            }
                        });
                    });

                    // Pivot points are rendered as horizontal lines
                    // And last point start not from the next one (as it's the last one)
                    // But from the approximated last position in a given range
                    indicator.plotEndPoint = indicator.xAxis.toPixels(
                        indicator.endPoint,
                        true
                    );
                },
                getGraphPath: function (points) {
                    var indicator = this,
                        pointsLength = points.length,
                        allPivotPoints = [[], [], [], [], [], [], [], [], []],
                        path = [],
                        endPoint = indicator.plotEndPoint,
                        pointArrayMapLength = indicator.pointArrayMap.length,
                        position,
                        point,
                        i;

                    while (pointsLength--) {
                        point = points[pointsLength];
                        for (i = 0; i < pointArrayMapLength; i++) {
                            position = indicator.pointArrayMap[i];

                            if (defined(point[position])) {
                                allPivotPoints[i].push({
                                    // Start left:
                                    plotX: point.plotX,
                                    plotY: point['plot' + position],
                                    isNull: false
                                }, {
                                    // Go to right:
                                    plotX: endPoint,
                                    plotY: point['plot' + position],
                                    isNull: false
                                }, {
                                    // And add null points in path to generate breaks:
                                    plotX: endPoint,
                                    plotY: null,
                                    isNull: true
                                });
                            }
                        }
                        endPoint = point.plotX;
                    }

                    allPivotPoints.forEach(function (pivotPoints) {
                        path = path.concat(
                            SMA.prototype.getGraphPath.call(indicator, pivotPoints)
                        );
                    });

                    return path;
                },
                // TODO: Rewrite this logic to use multiple datalabels
                drawDataLabels: function () {
                    var indicator = this,
                        pointMapping = indicator.pointArrayMap,
                        currentLabel,
                        pointsLength,
                        point,
                        i;

                    if (indicator.options.dataLabels.enabled) {
                        pointsLength = indicator.points.length;

                        // For every Ressitance/Support group we need to render labels.
                        // Add one more item, which will just store dataLabels from
                        // previous iteration
                        pointMapping.concat([false]).forEach(function (position, k) {
                            i = pointsLength;
                            while (i--) {
                                point = indicator.points[i];

                                if (!position) {
                                    // Store S4 dataLabel too:
                                    point['dataLabel' + pointMapping[k - 1]] =
                                        point.dataLabel;
                                } else {
                                    point.y = point[position];
                                    point.pivotLine = position;
                                    point.plotY = point['plot' + position];
                                    currentLabel = point['dataLabel' + position];

                                    // Store previous label
                                    if (k) {
                                        point['dataLabel' + pointMapping[k - 1]] =
                                            point.dataLabel;
                                    }

                                    if (!point.dataLabels) {
                                        point.dataLabels = [];
                                    }
                                    point.dataLabels[0] = point.dataLabel =
                                        currentLabel =
                                        currentLabel && currentLabel.element ?
                                            currentLabel :
                                            null;
                                }
                            }
                            SMA.prototype.drawDataLabels.apply(indicator, arguments);
                        });
                    }
                },
                getValues: function (series, params) {
                    var period = params.period,
                        xVal = series.xData,
                        yVal = series.yData,
                        yValLen = yVal ? yVal.length : 0,
                        placement = this[params.algorithm + 'Placement'],
                        PP = [], // 0- from, 1- to, 2- R1, 3- R2, 4- pivot, 5- S1 etc.
                        endTimestamp,
                        xData = [],
                        yData = [],
                        slicedXLen,
                        slicedX,
                        slicedY,
                        lastPP,
                        pivot,
                        avg,
                        i;

                    // Pivot Points requires high, low and close values
                    if (
                        xVal.length < period ||
                        !isArray(yVal[0]) ||
                        yVal[0].length !== 4
                    ) {
                        return false;
                    }

                    for (i = period + 1; i <= yValLen + period; i += period) {
                        slicedX = xVal.slice(i - period - 1, i);
                        slicedY = yVal.slice(i - period - 1, i);

                        slicedXLen = slicedX.length;

                        endTimestamp = slicedX[slicedXLen - 1];

                        pivot = this.getPivotAndHLC(slicedY);
                        avg = placement(pivot);

                        lastPP = PP.push(
                            [endTimestamp]
                                .concat(avg)
                        );

                        xData.push(endTimestamp);
                        yData.push(PP[lastPP - 1].slice(1));
                    }

                    // We don't know exact position in ordinal axis
                    // So we use simple logic:
                    // Get first point in last range, calculate visible average range
                    // and multiply by period
                    this.endPoint = slicedX[0] +
                        ((endTimestamp - slicedX[0]) / slicedXLen) * period;

                    return {
                        values: PP,
                        xData: xData,
                        yData: yData
                    };
                },
                getPivotAndHLC: function (values) {
                    var high = -Infinity,
                        low = Infinity,
                        close = values[values.length - 1][3],
                        pivot;

                    values.forEach(function (p) {
                        high = Math.max(high, p[1]);
                        low = Math.min(low, p[2]);
                    });
                    pivot = (high + low + close) / 3;

                    return [pivot, high, low, close];
                },
                standardPlacement: function (values) {
                    var diff = values[1] - values[2],
                        avg = [
                            null,
                            null,
                            values[0] + diff,
                            values[0] * 2 - values[2],
                            values[0],
                            values[0] * 2 - values[1],
                            values[0] - diff,
                            null,
                            null
                        ];

                    return avg;
                },
                camarillaPlacement: function (values) {
                    var diff = values[1] - values[2],
                        avg = [
                            values[3] + diff * 1.5,
                            values[3] + diff * 1.25,
                            values[3] + diff * 1.1666,
                            values[3] + diff * 1.0833,
                            values[0],
                            values[3] - diff * 1.0833,
                            values[3] - diff * 1.1666,
                            values[3] - diff * 1.25,
                            values[3] - diff * 1.5
                        ];

                    return avg;
                },
                fibonacciPlacement: function (values) {
                    var diff = values[1] - values[2],
                        avg = [
                            null,
                            values[0] + diff,
                            values[0] + diff * 0.618,
                            values[0] + diff * 0.382,
                            values[0],
                            values[0] - diff * 0.382,
                            values[0] - diff * 0.618,
                            values[0] - diff,
                            null
                        ];

                    return avg;
                }
            },
            /**
             * @lends Highcharts.Point#
             */
            {
                // Destroy labels:
                // This method is called when cropping data:
                destroyElements: function () {
                    destroyExtraLabels(this, 'destroyElements');
                },
                // This method is called when removing points, e.g. series.update()
                destroy: function () {
                    destroyExtraLabels(this, 'destroyElements');
                }
            }
        );

        /**
         * A pivot points indicator. If the [type](#series.pivotpoints.type) option is
         * not specified, it is inherited from [chart.type](#chart.type).
         *
         * @extends   series,plotOptions.pivotpoints
         * @since     6.0.0
         * @product   highstock
         * @excluding dataParser, dataURL
         * @apioption series.pivotpoints
         */

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


    });
}));