pivot-points.src.js 11.5 KB
/* *
 *
 *  License: www.highcharts.com/license
 *
 * */

'use strict';

import H from '../parts/Globals.js';

import U from '../parts/Utilities.js';
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
 */