bollinger-bands.src.js
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/* *
*
* License: www.highcharts.com/license
*
* */
'use strict';
import H from '../parts/Globals.js';
import U from '../parts/Utilities.js';
var isArray = U.isArray;
import multipleLinesMixin from '../mixins/multipe-lines.js';
var merge = H.merge,
SMA = H.seriesTypes.sma;
// Utils:
function getStandardDeviation(arr, index, isOHLC, mean) {
var variance = 0,
arrLen = arr.length,
std = 0,
i = 0,
value;
for (; i < arrLen; i++) {
value = (isOHLC ? arr[i][index] : arr[i]) - mean;
variance += value * value;
}
variance = variance / (arrLen - 1);
std = Math.sqrt(variance);
return std;
}
/**
* Bollinger Bands series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.bb
*
* @augments Highcharts.Series
*/
H.seriesType(
'bb',
'sma',
/**
* Bollinger bands (BB). This series requires the `linkedTo` option to be
* set and should be loaded after the `stock/indicators/indicators.js` file.
*
* @sample stock/indicators/bollinger-bands
* Bollinger bands
*
* @extends plotOptions.sma
* @since 6.0.0
* @product highstock
* @optionparent plotOptions.bb
*/
{
params: {
period: 20,
/**
* Standard deviation for top and bottom bands.
*/
standardDeviation: 2,
index: 3
},
/**
* Bottom line options.
*/
bottomLine: {
/**
* Styles for a bottom line.
*/
styles: {
/**
* Pixel width of the line.
*/
lineWidth: 1,
/**
* Color of the line. If not set, it's inherited from
* [plotOptions.bb.color](#plotOptions.bb.color).
*
* @type {Highcharts.ColorString}
*/
lineColor: undefined
}
},
/**
* Top line options.
*
* @extends plotOptions.bb.bottomLine
*/
topLine: {
styles: {
lineWidth: 1,
/**
* @type {Highcharts.ColorString}
*/
lineColor: undefined
}
},
tooltip: {
pointFormat: '<span style="color:{point.color}">\u25CF</span><b> {series.name}</b><br/>Top: {point.top}<br/>Middle: {point.middle}<br/>Bottom: {point.bottom}<br/>'
},
marker: {
enabled: false
},
dataGrouping: {
approximation: 'averages'
}
},
/**
* @lends Highcharts.Series#
*/
H.merge(multipleLinesMixin, {
pointArrayMap: ['top', 'middle', 'bottom'],
pointValKey: 'middle',
nameComponents: ['period', 'standardDeviation'],
linesApiNames: ['topLine', 'bottomLine'],
init: function () {
SMA.prototype.init.apply(this, arguments);
// Set default color for lines:
this.options = merge({
topLine: {
styles: {
lineColor: this.color
}
},
bottomLine: {
styles: {
lineColor: this.color
}
}
}, this.options);
},
getValues: function (series, params) {
var period = params.period,
standardDeviation = params.standardDeviation,
xVal = series.xData,
yVal = series.yData,
yValLen = yVal ? yVal.length : 0,
BB = [], // 0- date, 1-middle line, 2-top line, 3-bottom line
ML, TL, BL, // middle line, top line and bottom line
date,
xData = [],
yData = [],
slicedX,
slicedY,
stdDev,
isOHLC,
point,
i;
if (xVal.length < period) {
return false;
}
isOHLC = isArray(yVal[0]);
for (i = period; i <= yValLen; i++) {
slicedX = xVal.slice(i - period, i);
slicedY = yVal.slice(i - period, i);
point = SMA.prototype.getValues.call(
this,
{
xData: slicedX,
yData: slicedY
},
params
);
date = point.xData[0];
ML = point.yData[0];
stdDev = getStandardDeviation(
slicedY,
params.index,
isOHLC,
ML
);
TL = ML + standardDeviation * stdDev;
BL = ML - standardDeviation * stdDev;
BB.push([date, TL, ML, BL]);
xData.push(date);
yData.push([TL, ML, BL]);
}
return {
values: BB,
xData: xData,
yData: yData
};
}
})
);
/**
* A bollinger bands indicator. If the [type](#series.bb.type) option is not
* specified, it is inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.bb
* @since 6.0.0
* @excluding dataParser, dataURL
* @product highstock
* @apioption series.bb
*/