bollinger-bands.src.js
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/**
* @license Highstock JS v7.2.0 (2019-09-03)
*
* Indicator series type for Highstock
*
* (c) 2010-2019 Paweł Fus
*
* 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/bollinger-bands', ['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, 'mixins/multipe-lines.js', [_modules['parts/Globals.js'], _modules['parts/Utilities.js']], function (H, U) {
/**
*
* (c) 2010-2019 Wojciech Chmiel
*
* License: www.highcharts.com/license
*
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
*
* */
var defined = U.defined;
var each = H.each, merge = H.merge, error = H.error, SMA = H.seriesTypes.sma;
/**
* Mixin useful for all indicators that have more than one line.
* Merge it with your implementation where you will provide
* getValues method appropriate to your indicator and pointArrayMap,
* pointValKey, linesApiNames properites. Notice that pointArrayMap
* should be consistent with amount of lines calculated in getValues method.
*
* @private
* @mixin multipleLinesMixin
*/
var multipleLinesMixin = {
/* eslint-disable valid-jsdoc */
/**
* Lines ids. Required to plot appropriate amount of lines.
* Notice that pointArrayMap should have more elements than
* linesApiNames, because it contains main line and additional lines ids.
* Also it should be consistent with amount of lines calculated in
* getValues method from your implementation.
*
* @private
* @name multipleLinesMixin.pointArrayMap
* @type {Array<string>}
*/
pointArrayMap: ['top', 'bottom'],
/**
* Main line id.
*
* @private
* @name multipleLinesMixin.pointValKey
* @type {string}
*/
pointValKey: 'top',
/**
* Additional lines DOCS names. Elements of linesApiNames array should
* be consistent with DOCS line names defined in your implementation.
* Notice that linesApiNames should have decreased amount of elements
* relative to pointArrayMap (without pointValKey).
*
* @private
* @name multipleLinesMixin.linesApiNames
* @type {Array<string>}
*/
linesApiNames: ['bottomLine'],
/**
* Create translatedLines Collection based on pointArrayMap.
*
* @private
* @function multipleLinesMixin.getTranslatedLinesNames
* @param {string} [excludedValue]
* Main line id
* @return {Array<string>}
* Returns translated lines names without excluded value.
*/
getTranslatedLinesNames: function (excludedValue) {
var translatedLines = [];
each(this.pointArrayMap, function (propertyName) {
if (propertyName !== excludedValue) {
translatedLines.push('plot' +
propertyName.charAt(0).toUpperCase() +
propertyName.slice(1));
}
});
return translatedLines;
},
/**
* @private
* @function multipleLinesMixin.toYData
* @param {Highcharts.Point} point
* Indicator point
* @return {Array<number>}
* Returns point Y value for all lines
*/
toYData: function (point) {
var pointColl = [];
each(this.pointArrayMap, function (propertyName) {
pointColl.push(point[propertyName]);
});
return pointColl;
},
/**
* Add lines plot pixel values.
*
* @private
* @function multipleLinesMixin.translate
* @return {void}
*/
translate: function () {
var indicator = this, pointArrayMap = indicator.pointArrayMap, LinesNames = [], value;
LinesNames = indicator.getTranslatedLinesNames();
SMA.prototype.translate.apply(indicator, arguments);
each(indicator.points, function (point) {
each(pointArrayMap, function (propertyName, i) {
value = point[propertyName];
if (value !== null) {
point[LinesNames[i]] = indicator.yAxis.toPixels(value, true);
}
});
});
},
/**
* Draw main and additional lines.
*
* @private
* @function multipleLinesMixin.drawGraph
* @return {void}
*/
drawGraph: function () {
var indicator = this, pointValKey = indicator.pointValKey, linesApiNames = indicator.linesApiNames, mainLinePoints = indicator.points, pointsLength = mainLinePoints.length, mainLineOptions = indicator.options, mainLinePath = indicator.graph, gappedExtend = {
options: {
gapSize: mainLineOptions.gapSize
}
},
// additional lines point place holders:
secondaryLines = [], secondaryLinesNames = indicator.getTranslatedLinesNames(pointValKey), point;
// Generate points for additional lines:
each(secondaryLinesNames, function (plotLine, index) {
// create additional lines point place holders
secondaryLines[index] = [];
while (pointsLength--) {
point = mainLinePoints[pointsLength];
secondaryLines[index].push({
x: point.x,
plotX: point.plotX,
plotY: point[plotLine],
isNull: !defined(point[plotLine])
});
}
pointsLength = mainLinePoints.length;
});
// Modify options and generate additional lines:
each(linesApiNames, function (lineName, i) {
if (secondaryLines[i]) {
indicator.points = secondaryLines[i];
if (mainLineOptions[lineName]) {
indicator.options = merge(mainLineOptions[lineName].styles, gappedExtend);
}
else {
error('Error: "There is no ' + lineName +
' in DOCS options declared. Check if linesApiNames' +
' are consistent with your DOCS line names."' +
' at mixin/multiple-line.js:34');
}
indicator.graph = indicator['graph' + lineName];
SMA.prototype.drawGraph.call(indicator);
// Now save lines:
indicator['graph' + lineName] = indicator.graph;
}
else {
error('Error: "' + lineName + ' doesn\'t have equivalent ' +
'in pointArrayMap. To many elements in linesApiNames ' +
'relative to pointArrayMap."');
}
});
// Restore options and draw a main line:
indicator.points = mainLinePoints;
indicator.options = mainLineOptions;
indicator.graph = mainLinePath;
SMA.prototype.drawGraph.call(indicator);
}
};
return multipleLinesMixin;
});
_registerModule(_modules, 'indicators/bollinger-bands.src.js', [_modules['parts/Globals.js'], _modules['parts/Utilities.js'], _modules['mixins/multipe-lines.js']], function (H, U, multipleLinesMixin) {
/* *
*
* License: www.highcharts.com/license
*
* */
var isArray = U.isArray;
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
*/
});
_registerModule(_modules, 'masters/indicators/bollinger-bands.src.js', [], function () {
});
}));