/* *
*
* License: www.highcharts.com/license
*
* */
'use strict';
import H from '../parts/Globals.js';
import U from '../parts/Utilities.js';
var defined = U.defined;
var seriesType = H.seriesType,
noop = H.noop,
merge = H.merge,
SMA = H.seriesTypes.sma,
EMA = H.seriesTypes.ema,
correctFloat = H.correctFloat;
/**
* The MACD series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.macd
*
* @augments Highcharts.Series
*/
seriesType(
'macd',
'sma',
/**
* Moving Average Convergence Divergence (MACD). This series requires
* `linkedTo` option to be set and should be loaded after the
* `stock/indicators/indicators.js` and `stock/indicators/ema.js`.
*
* @sample stock/indicators/macd
* MACD indicator
*
* @extends plotOptions.sma
* @since 6.0.0
* @product highstock
* @optionparent plotOptions.macd
*/
{
params: {
/**
* The short period for indicator calculations.
*/
shortPeriod: 12,
/**
* The long period for indicator calculations.
*/
longPeriod: 26,
/**
* The base period for signal calculations.
*/
signalPeriod: 9,
period: 26
},
/**
* The styles for signal line
*/
signalLine: {
/**
* @sample stock/indicators/macd-zones
* Zones in MACD
*
* @extends plotOptions.macd.zones
*/
zones: [],
styles: {
/**
* Pixel width of the line.
*/
lineWidth: 1,
/**
* Color of the line.
*
* @type {Highcharts.ColorString}
*/
lineColor: undefined
}
},
/**
* The styles for macd line
*/
macdLine: {
/**
* @sample stock/indicators/macd-zones
* Zones in MACD
*
* @extends plotOptions.macd.zones
*/
zones: [],
styles: {
/**
* Pixel width of the line.
*/
lineWidth: 1,
/**
* Color of the line.
*
* @type {Highcharts.ColorString}
*/
lineColor: undefined
}
},
threshold: 0,
groupPadding: 0.1,
pointPadding: 0.1,
states: {
hover: {
halo: {
size: 0
}
}
},
tooltip: {
pointFormat: '<span style="color:{point.color}">\u25CF</span> <b> {series.name}</b><br/>' +
'Value: {point.MACD}<br/>' +
'Signal: {point.signal}<br/>' +
'Histogram: {point.y}<br/>'
},
dataGrouping: {
approximation: 'averages'
},
minPointLength: 0
},
/**
* @lends Highcharts.Series#
*/
{
nameComponents: ['longPeriod', 'shortPeriod', 'signalPeriod'],
requiredIndicators: ['ema'],
// "y" value is treated as Histogram data
pointArrayMap: ['y', 'signal', 'MACD'],
parallelArrays: ['x', 'y', 'signal', 'MACD'],
pointValKey: 'y',
// Columns support:
markerAttribs: noop,
getColumnMetrics: H.seriesTypes.column.prototype.getColumnMetrics,
crispCol: H.seriesTypes.column.prototype.crispCol,
// Colors and lines:
init: function () {
SMA.prototype.init.apply(this, arguments);
// Check whether series is initialized. It may be not initialized,
// when any of required indicators is missing.
if (this.options) {
// Set default color for a signal line and the histogram:
this.options = merge({
signalLine: {
styles: {
lineColor: this.color
}
},
macdLine: {
styles: {
color: this.color
}
}
}, this.options);
// Zones have indexes automatically calculated, we need to
// translate them to support multiple lines within one indicator
this.macdZones = {
zones: this.options.macdLine.zones,
startIndex: 0
};
this.signalZones = {
zones: this.macdZones.zones.concat(
this.options.signalLine.zones
),
startIndex: this.macdZones.zones.length
};
this.resetZones = true;
}
},
toYData: function (point) {
return [point.y, point.signal, point.MACD];
},
translate: function () {
var indicator = this,
plotNames = ['plotSignal', 'plotMACD'];
H.seriesTypes.column.prototype.translate.apply(indicator);
indicator.points.forEach(function (point) {
[point.signal, point.MACD].forEach(function (value, i) {
if (value !== null) {
point[plotNames[i]] = indicator.yAxis.toPixels(
value,
true
);
}
});
});
},
destroy: function () {
// this.graph is null due to removing two times the same SVG element
this.graph = null;
this.graphmacd = this.graphmacd && this.graphmacd.destroy();
this.graphsignal = this.graphsignal && this.graphsignal.destroy();
SMA.prototype.destroy.apply(this, arguments);
},
drawPoints: H.seriesTypes.column.prototype.drawPoints,
drawGraph: function () {
var indicator = this,
mainLinePoints = indicator.points,
pointsLength = mainLinePoints.length,
mainLineOptions = indicator.options,
histogramZones = indicator.zones,
gappedExtend = {
options: {
gapSize: mainLineOptions.gapSize
}
},
otherSignals = [[], []],
point;
// Generate points for top and bottom lines:
while (pointsLength--) {
point = mainLinePoints[pointsLength];
if (defined(point.plotMACD)) {
otherSignals[0].push({
plotX: point.plotX,
plotY: point.plotMACD,
isNull: !defined(point.plotMACD)
});
}
if (defined(point.plotSignal)) {
otherSignals[1].push({
plotX: point.plotX,
plotY: point.plotSignal,
isNull: !defined(point.plotMACD)
});
}
}
// Modify options and generate smoothing line:
['macd', 'signal'].forEach(function (lineName, i) {
indicator.points = otherSignals[i];
indicator.options = merge(
mainLineOptions[lineName + 'Line'].styles,
gappedExtend
);
indicator.graph = indicator['graph' + lineName];
// Zones extension:
indicator.currentLineZone = lineName + 'Zones';
indicator.zones = indicator[indicator.currentLineZone].zones;
SMA.prototype.drawGraph.call(indicator);
indicator['graph' + lineName] = indicator.graph;
});
// Restore options:
indicator.points = mainLinePoints;
indicator.options = mainLineOptions;
indicator.zones = histogramZones;
indicator.currentLineZone = null;
// indicator.graph = null;
},
getZonesGraphs: function (props) {
var allZones = SMA.prototype.getZonesGraphs.call(this, props),
currentZones = allZones;
if (this.currentLineZone) {
currentZones = allZones.splice(
this[this.currentLineZone].startIndex + 1
);
if (!currentZones.length) {
// Line has no zones, return basic graph "zone"
currentZones = [props[0]];
} else {
// Add back basic prop:
currentZones.splice(0, 0, props[0]);
}
}
return currentZones;
},
applyZones: function () {
// Histogram zones are handled by drawPoints method
// Here we need to apply zones for all lines
var histogramZones = this.zones;
// signalZones.zones contains all zones:
this.zones = this.signalZones.zones;
SMA.prototype.applyZones.call(this);
// applyZones hides only main series.graph, hide macd line manually
if (this.options.macdLine.zones.length) {
this.graphmacd.hide();
}
this.zones = histogramZones;
},
getValues: function (series, params) {
var j = 0,
MACD = [],
xMACD = [],
yMACD = [],
signalLine = [],
shortEMA,
longEMA,
i;
if (series.xData.length < params.longPeriod + params.signalPeriod) {
return false;
}
// Calculating the short and long EMA used when calculating the MACD
shortEMA = EMA.prototype.getValues(
series,
{
period: params.shortPeriod
}
);
longEMA = EMA.prototype.getValues(
series,
{
period: params.longPeriod
}
);
shortEMA = shortEMA.values;
longEMA = longEMA.values;
// Subtract each Y value from the EMA's and create the new dataset
// (MACD)
for (i = 1; i <= shortEMA.length; i++) {
if (
defined(longEMA[i - 1]) &&
defined(longEMA[i - 1][1]) &&
defined(shortEMA[i + params.shortPeriod + 1]) &&
defined(shortEMA[i + params.shortPeriod + 1][0])
) {
MACD.push([
shortEMA[i + params.shortPeriod + 1][0],
0,
null,
shortEMA[i + params.shortPeriod + 1][1] -
longEMA[i - 1][1]
]);
}
}
// Set the Y and X data of the MACD. This is used in calculating the
// signal line.
for (i = 0; i < MACD.length; i++) {
xMACD.push(MACD[i][0]);
yMACD.push([0, null, MACD[i][3]]);
}
// Setting the signalline (Signal Line: X-day EMA of MACD line).
signalLine = EMA.prototype.getValues(
{
xData: xMACD,
yData: yMACD
},
{
period: params.signalPeriod,
index: 2
}
);
signalLine = signalLine.values;
// Setting the MACD Histogram. In comparison to the loop with pure
// MACD this loop uses MACD x value not xData.
for (i = 0; i < MACD.length; i++) {
if (MACD[i][0] >= signalLine[0][0]) { // detect the first point
MACD[i][2] = signalLine[j][1];
yMACD[i] = [0, signalLine[j][1], MACD[i][3]];
if (MACD[i][3] === null) {
MACD[i][1] = 0;
yMACD[i][0] = 0;
} else {
MACD[i][1] = correctFloat(MACD[i][3] -
signalLine[j][1]);
yMACD[i][0] = correctFloat(MACD[i][3] -
signalLine[j][1]);
}
j++;
}
}
return {
values: MACD,
xData: xMACD,
yData: yMACD
};
}
}
);
/**
* A `MACD` series. If the [type](#series.macd.type) option is not
* specified, it is inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.macd
* @since 6.0.0
* @product highstock
* @excluding dataParser, dataURL
* @apioption series.macd
*/