cmf.src.js 10.1 KB
/**
 * @license Highstock JS v7.2.0 (2019-09-03)
 *
 * (c) 2010-2019 Highsoft AS
 * Author: Sebastian Domas
 *
 * 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/cmf', ['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, 'indicators/cmf.src.js', [_modules['parts/Globals.js']], function (H) {
        /* *
         *
         *  (c) 2010-2019 Highsoft AS
         *
         *  Author: Sebastian Domas
         *
         *  Chaikin Money Flow indicator for Highstock
         *
         *  License: www.highcharts.com/license
         *
         * */

        /**
         * @private
         * @interface Highcharts.CmfValuesObject
         *//**
         * Combined xData and yData values into a tuple.
         * @name Highcharts.CmfValuesObject#values
         * @type {Array<Array<number,number>>}
         *//**
         * Values represent x timestamp values
         * @name Highcharts.CmfValuesObject#xData
         * @type {Array<number>}
         *//**
         * Values represent y values
         * @name Highcharts.CmfValuesObject#yData
         * @type {Array<number>}
         */



        /**
         * The CMF series type.
         *
         * @private
         * @class
         * @name Highcharts.seriesTypes.cmf
         *
         * @augments Highcharts.Series
         */
        H.seriesType('cmf', 'sma',
            /**
             * Chaikin Money Flow indicator (cmf).
             *
             * @sample stock/indicators/cmf/
             *         Chaikin Money Flow indicator
             *
             * @extends      plotOptions.sma
             * @since        6.0.0
             * @excluding    animationLimit
             * @product      highstock
             * @optionparent plotOptions.cmf
             */
            {
                params: {
                    period: 14,
                    /**
                     * The id of another series to use its data as volume data for the
                     * indiator calculation.
                     */
                    volumeSeriesID: 'volume'
                }
            },
            /**
             * @lends Highcharts.Series#
             */
            {
                nameBase: 'Chaikin Money Flow',
                /**
                 * Checks if the series and volumeSeries are accessible, number of
                 * points.x is longer than period, is series has OHLC data
                 * @private
                 * @return {boolean} True if series is valid and can be computed,
                 * otherwise false.
                 */
                isValid: function () {
                    var chart = this.chart,
                        options = this.options,
                        series = this.linkedParent,
                        volumeSeries = (
                            this.volumeSeries ||
                            (
                                this.volumeSeries =
                                chart.get(options.params.volumeSeriesID)
                            )
                        ),
                        isSeriesOHLC = (
                            series &&
                            series.yData &&
                            series.yData[0].length === 4
                        );

                    function isLengthValid(serie) {
                        return serie.xData &&
                            serie.xData.length >= options.params.period;
                    }

                    return !!(
                        series &&
                        volumeSeries &&
                        isLengthValid(series) &&
                        isLengthValid(volumeSeries) && isSeriesOHLC
                    );
                },

                /**
                 * Returns indicator's data.
                 * @private
                 * @return {boolean|Highcharts.CmfValuesObject} Returns false if the
                 * indicator is not valid, otherwise returns Values object.
                 */
                getValues: function (series, params) {
                    if (!this.isValid()) {
                        return false;
                    }

                    return this.getMoneyFlow(
                        series.xData,
                        series.yData,
                        this.volumeSeries.yData,
                        params.period
                    );
                },

                /**
                 * @private
                 * @param {Array<number>} xData - x timestamp values
                 * @param {Array<number>} seriesYData - yData of basic series
                 * @param {Array<number>} volumeSeriesYData - yData of volume series
                 * @param {number} period - indicator's param
                 * @return {Highcharts.CmfValuesObject} object containing computed money
                 * flow data
                 */
                getMoneyFlow: function (xData, seriesYData, volumeSeriesYData, period) {
                    var len = seriesYData.length,
                        moneyFlowVolume = [],
                        sumVolume = 0,
                        sumMoneyFlowVolume = 0,
                        moneyFlowXData = [],
                        moneyFlowYData = [],
                        values = [],
                        i,
                        point,
                        nullIndex = -1;

                    /**
                     * Calculates money flow volume, changes i, nullIndex vars from
                     * upper scope!
                     * @private
                     * @param {Array<number>} ohlc - OHLC point
                     * @param {number} volume - Volume point's y value
                     * @return {number} - volume * moneyFlowMultiplier
                     **/
                    function getMoneyFlowVolume(ohlc, volume) {
                        var high = ohlc[1],
                            low = ohlc[2],
                            close = ohlc[3],

                            isValid =
                                volume !== null &&
                                high !== null &&
                                low !== null &&
                                close !== null &&
                                high !== low;


                        /**
                         * @private
                         * @param {number} h - High value
                         * @param {number} l - Low value
                         * @param {number} c - Close value
                         * @return {number} calculated multiplier for the point
                         **/
                        function getMoneyFlowMultiplier(h, l, c) {
                            return ((c - l) - (h - c)) / (h - l);
                        }

                        return isValid ?
                            getMoneyFlowMultiplier(high, low, close) * volume :
                            ((nullIndex = i), null);
                    }


                    if (period > 0 && period <= len) {
                        for (i = 0; i < period; i++) {
                            moneyFlowVolume[i] = getMoneyFlowVolume(
                                seriesYData[i],
                                volumeSeriesYData[i]
                            );
                            sumVolume += volumeSeriesYData[i];
                            sumMoneyFlowVolume += moneyFlowVolume[i];
                        }

                        moneyFlowXData.push(xData[i - 1]);
                        moneyFlowYData.push(
                            i - nullIndex >= period && sumVolume !== 0 ?
                                sumMoneyFlowVolume / sumVolume :
                                null
                        );
                        values.push([moneyFlowXData[0], moneyFlowYData[0]]);

                        for (; i < len; i++) {
                            moneyFlowVolume[i] = getMoneyFlowVolume(
                                seriesYData[i],
                                volumeSeriesYData[i]
                            );

                            sumVolume -= volumeSeriesYData[i - period];
                            sumVolume += volumeSeriesYData[i];

                            sumMoneyFlowVolume -= moneyFlowVolume[i - period];
                            sumMoneyFlowVolume += moneyFlowVolume[i];

                            point = [
                                xData[i],
                                i - nullIndex >= period ?
                                    sumMoneyFlowVolume / sumVolume :
                                    null
                            ];

                            moneyFlowXData.push(point[0]);
                            moneyFlowYData.push(point[1]);
                            values.push([point[0], point[1]]);
                        }
                    }

                    return {
                        values: values,
                        xData: moneyFlowXData,
                        yData: moneyFlowYData
                    };
                }
            });

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

    });
    _registerModule(_modules, 'masters/indicators/cmf.src.js', [], function () {


    });
}));