Carga
Carga
This commit is contained in:
@@ -0,0 +1,205 @@
|
||||
/* *
|
||||
*
|
||||
* (c) 2010-2021 Paweł Dalek
|
||||
*
|
||||
* Volume Weighted Average Price (VWAP) 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 error = U.error, isArray = U.isArray, merge = U.merge;
|
||||
/* *
|
||||
*
|
||||
* Class
|
||||
*
|
||||
* */
|
||||
/**
|
||||
* The Volume Weighted Average Price (VWAP) series type.
|
||||
*
|
||||
* @private
|
||||
* @class
|
||||
* @name Highcharts.seriesTypes.vwap
|
||||
*
|
||||
* @augments Highcharts.Series
|
||||
*/
|
||||
var VWAPIndicator = /** @class */ (function (_super) {
|
||||
__extends(VWAPIndicator, _super);
|
||||
function VWAPIndicator() {
|
||||
/* *
|
||||
*
|
||||
* Static Properties
|
||||
*
|
||||
* */
|
||||
var _this = _super !== null && _super.apply(this, arguments) || this;
|
||||
/* *
|
||||
*
|
||||
* Properties
|
||||
*
|
||||
* */
|
||||
_this.data = void 0;
|
||||
_this.points = void 0;
|
||||
_this.options = void 0;
|
||||
return _this;
|
||||
}
|
||||
/* *
|
||||
*
|
||||
* Functions
|
||||
*
|
||||
* */
|
||||
VWAPIndicator.prototype.getValues = function (series, params) {
|
||||
var indicator = this, chart = series.chart, xValues = series.xData, yValues = series.yData, period = params.period, isOHLC = true, volumeSeries;
|
||||
// Checks if volume series exists
|
||||
if (!(volumeSeries = (chart.get(params.volumeSeriesID)))) {
|
||||
error('Series ' +
|
||||
params.volumeSeriesID +
|
||||
' not found! Check `volumeSeriesID`.', true, chart);
|
||||
return;
|
||||
}
|
||||
// Checks if series data fits the OHLC format
|
||||
if (!(isArray(yValues[0]))) {
|
||||
isOHLC = false;
|
||||
}
|
||||
return indicator.calculateVWAPValues(isOHLC, xValues, yValues, volumeSeries, period);
|
||||
};
|
||||
/**
|
||||
* Main algorithm used to calculate Volume Weighted Average Price (VWAP)
|
||||
* values
|
||||
*
|
||||
* @private
|
||||
*
|
||||
* @param {boolean} isOHLC
|
||||
* Says if data has OHLC format
|
||||
*
|
||||
* @param {Array<number>} xValues
|
||||
* Array of timestamps
|
||||
*
|
||||
* @param {Array<number|Array<number,number,number,number>>} yValues
|
||||
* Array of yValues, can be an array of a four arrays (OHLC) or array of
|
||||
* values (line)
|
||||
*
|
||||
* @param {Array<*>} volumeSeries
|
||||
* Volume series
|
||||
*
|
||||
* @param {number} period
|
||||
* Number of points to be calculated
|
||||
*
|
||||
* @return {Object}
|
||||
* Object contains computed VWAP
|
||||
**/
|
||||
VWAPIndicator.prototype.calculateVWAPValues = function (isOHLC, xValues, yValues, volumeSeries, period) {
|
||||
var volumeValues = volumeSeries.yData, volumeLength = volumeSeries.xData.length, pointsLength = xValues.length, cumulativePrice = [], cumulativeVolume = [], xData = [], yData = [], VWAP = [], commonLength, typicalPrice, cPrice, cVolume, i, j;
|
||||
if (pointsLength <= volumeLength) {
|
||||
commonLength = pointsLength;
|
||||
}
|
||||
else {
|
||||
commonLength = volumeLength;
|
||||
}
|
||||
for (i = 0, j = 0; i < commonLength; i++) {
|
||||
// Depending on whether series is OHLC or line type, price is
|
||||
// average of the high, low and close or a simple value
|
||||
typicalPrice = isOHLC ?
|
||||
((yValues[i][1] + yValues[i][2] +
|
||||
yValues[i][3]) / 3) :
|
||||
yValues[i];
|
||||
typicalPrice *= volumeValues[i];
|
||||
cPrice = j ?
|
||||
(cumulativePrice[i - 1] + typicalPrice) :
|
||||
typicalPrice;
|
||||
cVolume = j ?
|
||||
(cumulativeVolume[i - 1] + volumeValues[i]) :
|
||||
volumeValues[i];
|
||||
cumulativePrice.push(cPrice);
|
||||
cumulativeVolume.push(cVolume);
|
||||
VWAP.push([xValues[i], (cPrice / cVolume)]);
|
||||
xData.push(VWAP[i][0]);
|
||||
yData.push(VWAP[i][1]);
|
||||
j++;
|
||||
if (j === period) {
|
||||
j = 0;
|
||||
}
|
||||
}
|
||||
return {
|
||||
values: VWAP,
|
||||
xData: xData,
|
||||
yData: yData
|
||||
};
|
||||
};
|
||||
/**
|
||||
* Volume Weighted Average Price indicator.
|
||||
*
|
||||
* This series requires `linkedTo` option to be set.
|
||||
*
|
||||
* @sample stock/indicators/vwap
|
||||
* Volume Weighted Average Price indicator
|
||||
*
|
||||
* @extends plotOptions.sma
|
||||
* @since 6.0.0
|
||||
* @product highstock
|
||||
* @requires stock/indicators/indicators
|
||||
* @requires stock/indicators/vwap
|
||||
* @optionparent plotOptions.vwap
|
||||
*/
|
||||
VWAPIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
|
||||
/**
|
||||
* @excluding index
|
||||
*/
|
||||
params: {
|
||||
index: void 0,
|
||||
period: 30,
|
||||
/**
|
||||
* The id of volume series which is mandatory. For example using
|
||||
* OHLC data, volumeSeriesID='volume' means the indicator will be
|
||||
* calculated using OHLC and volume values.
|
||||
*/
|
||||
volumeSeriesID: 'volume'
|
||||
}
|
||||
});
|
||||
return VWAPIndicator;
|
||||
}(SMAIndicator));
|
||||
SeriesRegistry.registerSeriesType('vwap', VWAPIndicator);
|
||||
/* *
|
||||
*
|
||||
* Default Export
|
||||
*
|
||||
* */
|
||||
export default VWAPIndicator;
|
||||
/* *
|
||||
*
|
||||
* API Options
|
||||
*
|
||||
* */
|
||||
/**
|
||||
* A `Volume Weighted Average Price (VWAP)` series. If the
|
||||
* [type](#series.vwap.type) option is not specified, it is inherited from
|
||||
* [chart.type](#chart.type).
|
||||
*
|
||||
* @extends series,plotOptions.vwap
|
||||
* @since 6.0.0
|
||||
* @product highstock
|
||||
* @excluding dataParser, dataURL
|
||||
* @requires stock/indicators/indicators
|
||||
* @requires stock/indicators/vwap
|
||||
* @apioption series.vwap
|
||||
*/
|
||||
''; // to include the above in the js output
|
||||
Reference in New Issue
Block a user