dpo.src.js 5.85 KB
/**
 * @license Highstock JS v7.2.0 (2019-09-03)
 *
 * Indicator series type for Highstock
 *
 * (c) 2010-2019 Wojciech Chmiel
 *
 * 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/dpo', ['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/dpo.src.js', [_modules['parts/Globals.js']], function (H) {
        /* *
         *
         *  License: www.highcharts.com/license
         *
         * */



        var correctFloat = H.correctFloat,
            pick = H.pick;

        // Utils
        function accumulatePoints(sum, yVal, i, index, subtract) {
            var price = pick(yVal[i][index], yVal[i]);

            if (subtract) {
                return correctFloat(sum - price);
            }
            return correctFloat(sum + price);
        }

        /**
         * The DPO series type.
         *
         * @private
         * @class
         * @name Highcharts.seriesTypes.dpo
         *
         * @augments Highcharts.Series
         */
        H.seriesType(
            'dpo',
            'sma',
            /**
             * Detrended Price Oscillator. This series requires the `linkedTo` option to
             * be set and should be loaded after the `stock/indicators/indicators.js`.
             *
             * @sample {highstock} stock/indicators/dpo
             *         Detrended Price Oscillator
             *
             * @extends      plotOptions.sma
             * @since        7.0.0
             * @product      highstock
             * @excluding    allAreas, colorAxis, compare, compareBase, joinBy, keys,
             *               navigatorOptions, pointInterval, pointIntervalUnit,
             *               pointPlacement, pointRange, pointStart, showInNavigator,
             *               stacking
             * @optionparent plotOptions.dpo
             */
            {
                /**
                 * Parameters used in calculation of Detrended Price Oscillator series
                 * points.
                 */
                params: {
                    /**
                     * Period for Detrended Price Oscillator
                     */
                    period: 21
                }
            },
            /**
             * @lends Highcharts.Series#
             */
            {
                nameBase: 'DPO',
                getValues: function (series, params) {
                    var period = params.period,
                        index = params.index,
                        offset = Math.floor(period / 2 + 1),
                        range = period + offset,
                        xVal = series.xData || [],
                        yVal = series.yData || [],
                        yValLen = yVal.length,
                        DPO = [], // 0- date, 1- Detrended Price Oscillator
                        xData = [],
                        yData = [],
                        sum = 0,
                        oscillator,
                        periodIndex,
                        rangeIndex,
                        price,
                        i,
                        j;

                    if (xVal.length <= range) {
                        return false;
                    }

                    // Accumulate first N-points for SMA
                    for (i = 0; i < period - 1; i++) {
                        sum = accumulatePoints(sum, yVal, i, index);
                    }

                    // Detrended Price Oscillator formula:
                    // DPO = Price - Simple moving average [from (n / 2 + 1) days ago]

                    for (j = 0; j <= yValLen - range; j++) {
                        periodIndex = j + period - 1;
                        rangeIndex = j + range - 1;

                        // adding the last period point
                        sum = accumulatePoints(sum, yVal, periodIndex, index);
                        price = pick(yVal[rangeIndex][index], yVal[rangeIndex]);

                        oscillator = price - sum / period;

                        // substracting the first period point
                        sum = accumulatePoints(sum, yVal, j, index, true);

                        DPO.push([xVal[rangeIndex], oscillator]);
                        xData.push(xVal[rangeIndex]);
                        yData.push(oscillator);
                    }

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

        /**
         * A Detrended Price Oscillator. If the [type](#series.dpo.type) option is not
         * specified, it is inherited from [chart.type](#chart.type).
         *
         * @extends   series,plotOptions.dpo
         * @since     7.0.0
         * @product   highstock
         * @excluding allAreas, colorAxis, compare, compareBase, dataParser, dataURL,
         *            joinBy, keys, navigatorOptions, pointInterval, pointIntervalUnit,
         *            pointPlacement, pointRange, pointStart, showInNavigator, stacking
         * @apioption series.dpo
         */

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


    });
}));