wma.src.js 3.64 KB
/* *
 *
 *  (c) 2010-2019 Kacper Madej
 *
 *  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 accumulateAverage(points, xVal, yVal, i, index) {
    var xValue = xVal[i],
        yValue = index < 0 ? yVal[i] : yVal[i][index];

    points.push([xValue, yValue]);
}

function weightedSumArray(array, pLen) {
    // The denominator is the sum of the number of days as a triangular number.
    // If there are 5 days, the triangular numbers are 5, 4, 3, 2, and 1.
    // The sum is 5 + 4 + 3 + 2 + 1 = 15.
    var denominator = (pLen + 1) / 2 * pLen;

    // reduce VS loop => reduce
    return array.reduce(function (prev, cur, i) {
        return [null, prev[1] + cur[1] * (i + 1)];
    })[1] / denominator;
}

function populateAverage(points, xVal, yVal, i) {
    var pLen = points.length,
        wmaY = weightedSumArray(points, pLen),
        wmaX = xVal[i - 1];

    points.shift(); // remove point until range < period

    return [wmaX, wmaY];
}

/**
 * The SMA series type.
 *
 * @private
 * @class
 * @name Highcharts.seriesTypes.wma
 *
 * @augments Highcharts.Series
 */
seriesType(
    'wma',
    'sma',
    /**
     * Weighted moving average indicator (WMA). This series requires `linkedTo`
     * option to be set.
     *
     * @sample stock/indicators/wma
     *         Weighted moving average indicator
     *
     * @extends      plotOptions.sma
     * @since        6.0.0
     * @product      highstock
     * @optionparent plotOptions.wma
     */
    {
        params: {
            index: 3,
            period: 9
        }
    },
    /**
     * @lends Highcharts.Series#
     */
    {
        getValues: function (series, params) {
            var period = params.period,
                xVal = series.xData,
                yVal = series.yData,
                yValLen = yVal ? yVal.length : 0,
                range = 1,
                xValue = xVal[0],
                yValue = yVal[0],
                WMA = [],
                xData = [],
                yData = [],
                index = -1,
                i, points, WMAPoint;

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

            // Switch index for OHLC / Candlestick
            if (isArray(yVal[0])) {
                index = params.index;
                yValue = yVal[0][index];
            }
            // Starting point
            points = [[xValue, yValue]];

            // Accumulate first N-points
            while (range !== period) {
                accumulateAverage(points, xVal, yVal, range, index);
                range++;
            }

            // Calculate value one-by-one for each period in visible data
            for (i = range; i < yValLen; i++) {
                WMAPoint = populateAverage(points, xVal, yVal, i);
                WMA.push(WMAPoint);
                xData.push(WMAPoint[0]);
                yData.push(WMAPoint[1]);

                accumulateAverage(points, xVal, yVal, i, index);
            }

            WMAPoint = populateAverage(points, xVal, yVal, i);
            WMA.push(WMAPoint);
            xData.push(WMAPoint[0]);
            yData.push(WMAPoint[1]);

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

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