wwbsr/node_modules/highcharts/es-modules/Stock/Indicators/CMFIndicator.js

/* *
 *
 *  (c) 2010-2020 Highsoft AS
 *
 *  Author: Sebastian Domas
 *
 *  Chaikin Money Flow indicator for Highstock
 *
 *  License: www.highcharts.com/license
 *
 *  !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
 *
 * */
'use strict';
import U from '../../Core/Utilities.js';
var seriesType = U.seriesType;
/**
 * The CMF series type.
 *
 * @private
 * @class
 * @name Highcharts.seriesTypes.cmf
 *
 * @augments Highcharts.Series
 */
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
 * @requires     stock/indicators/indicators
 * @requires     stock/indicators/cmf
 * @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
     * @param {Highcharts.CMFIndicator} this indicator to use.
     * @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);
        /**
         * @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.
     */
    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
     */
    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
        };
    }
});
/**
 * 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