cci.src.js
2.91 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
/* *
*
* License: www.highcharts.com/license
*
* */
'use strict';
import H from '../parts/Globals.js';
import U from '../parts/Utilities.js';
var isArray = U.isArray;
var seriesType = H.seriesType;
// Utils:
function sumArray(array) {
return array.reduce(function (prev, cur) {
return prev + cur;
}, 0);
}
function meanDeviation(arr, sma) {
var len = arr.length,
sum = 0,
i;
for (i = 0; i < len; i++) {
sum += Math.abs(sma - (arr[i]));
}
return sum;
}
/**
* The CCI series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.cci
*
* @augments Highcharts.Series
*/
seriesType(
'cci',
'sma',
/**
* Commodity Channel Index (CCI). This series requires `linkedTo` option to
* be set.
*
* @sample stock/indicators/cci
* CCI indicator
*
* @extends plotOptions.sma
* @since 6.0.0
* @product highstock
* @optionparent plotOptions.cci
*/
{
params: {
period: 14
}
},
/**
* @lends Highcharts.Series#
*/
{
getValues: function (series, params) {
var period = params.period,
xVal = series.xData,
yVal = series.yData,
yValLen = yVal ? yVal.length : 0,
TP = [],
periodTP = [],
range = 1,
CCI = [],
xData = [],
yData = [],
CCIPoint, p, len, smaTP, TPtemp, meanDev, i;
// CCI requires close value
if (
xVal.length <= period ||
!isArray(yVal[0]) ||
yVal[0].length !== 4
) {
return false;
}
// accumulate first N-points
while (range < period) {
p = yVal[range - 1];
TP.push((p[1] + p[2] + p[3]) / 3);
range++;
}
for (i = period; i <= yValLen; i++) {
p = yVal[i - 1];
TPtemp = (p[1] + p[2] + p[3]) / 3;
len = TP.push(TPtemp);
periodTP = TP.slice(len - period);
smaTP = sumArray(periodTP) / period;
meanDev = meanDeviation(periodTP, smaTP) / period;
CCIPoint = ((TPtemp - smaTP) / (0.015 * meanDev));
CCI.push([xVal[i - 1], CCIPoint]);
xData.push(xVal[i - 1]);
yData.push(CCIPoint);
}
return {
values: CCI,
xData: xData,
yData: yData
};
}
}
);
/**
* A `CCI` series. If the [type](#series.cci.type) option is not
* specified, it is inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.cci
* @since 6.0.0
* @excluding dataParser, dataURL
* @product highstock
* @apioption series.cci
*/