Carga
Carga
This commit is contained in:
@@ -0,0 +1,265 @@
|
||||
/* *
|
||||
*
|
||||
* (c) 2010-2021 Highsoft AS
|
||||
*
|
||||
* Author: Sebastian Domas
|
||||
*
|
||||
* Chaikin Money Flow indicator for Highcharts Stock
|
||||
*
|
||||
* License: www.highcharts.com/license
|
||||
*
|
||||
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
|
||||
*
|
||||
* */
|
||||
'use strict';
|
||||
var __extends = (this && this.__extends) || (function () {
|
||||
var extendStatics = function (d, b) {
|
||||
extendStatics = Object.setPrototypeOf ||
|
||||
({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
|
||||
function (d, b) { for (var p in b) if (Object.prototype.hasOwnProperty.call(b, p)) d[p] = b[p]; };
|
||||
return extendStatics(d, b);
|
||||
};
|
||||
return function (d, b) {
|
||||
if (typeof b !== "function" && b !== null)
|
||||
throw new TypeError("Class extends value " + String(b) + " is not a constructor or null");
|
||||
extendStatics(d, b);
|
||||
function __() { this.constructor = d; }
|
||||
d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
|
||||
};
|
||||
})();
|
||||
import SeriesRegistry from '../../../Core/Series/SeriesRegistry.js';
|
||||
var SMAIndicator = SeriesRegistry.seriesTypes.sma;
|
||||
import U from '../../../Core/Utilities.js';
|
||||
var merge = U.merge;
|
||||
/* *
|
||||
*
|
||||
* Class
|
||||
*
|
||||
* */
|
||||
/**
|
||||
* The CMF series type.
|
||||
*
|
||||
* @private
|
||||
* @class
|
||||
* @name Highcharts.seriesTypes.cmf
|
||||
*
|
||||
* @augments Highcharts.Series
|
||||
*/
|
||||
var CMFIndicator = /** @class */ (function (_super) {
|
||||
__extends(CMFIndicator, _super);
|
||||
function CMFIndicator() {
|
||||
/* *
|
||||
*
|
||||
* Static Properties
|
||||
*
|
||||
* */
|
||||
var _this = _super !== null && _super.apply(this, arguments) || this;
|
||||
/* *
|
||||
*
|
||||
* Properties
|
||||
*
|
||||
* */
|
||||
_this.data = void 0;
|
||||
_this.options = void 0;
|
||||
_this.points = void 0;
|
||||
_this.volumeSeries = void 0;
|
||||
_this.linkedParent = void 0;
|
||||
_this.yData = void 0;
|
||||
_this.nameBase = 'Chaikin Money Flow';
|
||||
return _this;
|
||||
}
|
||||
/* *
|
||||
*
|
||||
* Functions
|
||||
*
|
||||
* */
|
||||
/**
|
||||
* Checks if the series and volumeSeries are accessible, number of
|
||||
* points.x is longer than period, is series has OHLC data
|
||||
* @private
|
||||
* @param {Highcharts.CMFIndicator} this indicator to use.
|
||||
* @return {boolean} True if series is valid and can be computed,
|
||||
* otherwise false.
|
||||
*/
|
||||
CMFIndicator.prototype.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);
|
||||
/**
|
||||
* @private
|
||||
* @param {Highcharts.Series} serie to check length validity on.
|
||||
* @return {boolean|undefined} true if length is valid.
|
||||
*/
|
||||
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
|
||||
* @param {Highcharts.CMFIndicator} this indicator to use.
|
||||
* @param {Highcharts.Series} series to calculate values from
|
||||
* @param {Highcharts.CMFIndicatorParamsOptions} params to pass
|
||||
* @return {boolean|Highcharts.IndicatorNullableValuesObject} Returns false if the
|
||||
* indicator is not valid, otherwise returns Values object.
|
||||
*/
|
||||
CMFIndicator.prototype.getValues = function (series, params) {
|
||||
if (!this.isValid()) {
|
||||
return;
|
||||
}
|
||||
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.IndicatorNullableValuesObject}
|
||||
* object containing computed money flow data
|
||||
*/
|
||||
CMFIndicator.prototype.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|null}
|
||||
* 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
|
||||
};
|
||||
};
|
||||
/**
|
||||
* Chaikin Money Flow indicator (cmf).
|
||||
*
|
||||
* @sample stock/indicators/cmf/
|
||||
* Chaikin Money Flow indicator
|
||||
*
|
||||
* @extends plotOptions.sma
|
||||
* @since 6.0.0
|
||||
* @excluding animationLimit
|
||||
* @product highstock
|
||||
* @requires stock/indicators/indicators
|
||||
* @requires stock/indicators/cmf
|
||||
* @optionparent plotOptions.cmf
|
||||
*/
|
||||
CMFIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
|
||||
/**
|
||||
* @excluding index
|
||||
*/
|
||||
params: {
|
||||
index: void 0,
|
||||
/**
|
||||
* The id of another series to use its data as volume data for the
|
||||
* indiator calculation.
|
||||
*/
|
||||
volumeSeriesID: 'volume'
|
||||
}
|
||||
});
|
||||
return CMFIndicator;
|
||||
}(SMAIndicator));
|
||||
SeriesRegistry.registerSeriesType('cmf', CMFIndicator);
|
||||
/* *
|
||||
*
|
||||
* Default Export
|
||||
*
|
||||
* */
|
||||
export default CMFIndicator;
|
||||
/* *
|
||||
*
|
||||
* API Options
|
||||
*
|
||||
* */
|
||||
/**
|
||||
* 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
|
||||
* @requires stock/indicators/indicators
|
||||
* @requires stock/indicators/cmf
|
||||
* @apioption series.cmf
|
||||
*/
|
||||
''; // adds doclet above to the transpiled file
|
||||
Reference in New Issue
Block a user