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

/* *
 *
 *  License: www.highcharts.com/license
 *
 *  !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
 *
 * */
'use strict';
import H from '../../Core/Globals.js';
import U from '../../Core/Utilities.js';
var correctFloat = U.correctFloat, merge = U.merge, seriesType = U.seriesType;
var isArray = U.isArray, objectEach = U.objectEach;
var ATR = H.seriesTypes.atr, SMA = H.seriesTypes.sma;
/* eslint-disable require-jsdoc */
// Utils:
function createPointObj(mainSeries, index, close) {
    return {
        index: index,
        close: mainSeries.yData[index][close],
        x: mainSeries.xData[index]
    };
}
/* eslint-enable require-jsdoc */
/**
 * The Supertrend series type.
 *
 * @private
 * @class
 * @name Highcharts.seriesTypes.supertrend
 *
 * @augments Highcharts.Series
 */
seriesType('supertrend', 'sma', 
/**
 * Supertrend indicator. This series requires the `linkedTo` option to be
 * set and should be loaded after the `stock/indicators/indicators.js` and
 * `stock/indicators/sma.js`.
 *
 * @sample {highstock} stock/indicators/supertrend
 *         Supertrend indicator
 *
 * @extends      plotOptions.sma
 * @since        7.0.0
 * @product      highstock
 * @excluding    allAreas, cropThreshold, negativeColor, colorAxis, joinBy,
 *               keys, navigatorOptions, pointInterval, pointIntervalUnit,
 *               pointPlacement, pointRange, pointStart, showInNavigator,
 *               stacking, threshold
 * @requires     stock/indicators/indicators
 * @requires     stock/indicators/supertrend
 * @optionparent plotOptions.supertrend
 */
{
    /**
     * Paramters used in calculation of Supertrend indicator series points.
     *
     * @excluding index
     */
    params: {
        /**
         * Multiplier for Supertrend Indicator.
         */
        multiplier: 3,
        /**
         * The base period for indicator Supertrend Indicator calculations.
         * This is the number of data points which are taken into account
         * for the indicator calculations.
         */
        period: 10
    },
    /**
     * Color of the Supertrend series line that is beneath the main series.
     *
     * @sample {highstock} stock/indicators/supertrend/
     *         Example with risingTrendColor
     *
     * @type {Highcharts.ColorString|Highcharts.GradientColorObject|Highcharts.PatternObject}
     */
    risingTrendColor: '#06B535',
    /**
     * Color of the Supertrend series line that is above the main series.
     *
     * @sample {highstock} stock/indicators/supertrend/
     *         Example with fallingTrendColor
     *
     * @type {Highcharts.ColorString|Highcharts.GradientColorObject|Highcharts.PatternObject}
     */
    fallingTrendColor: '#F21313',
    /**
     * The styles for the Supertrend line that intersect main series.
     *
     * @sample {highstock} stock/indicators/supertrend/
     *         Example with changeTrendLine
     */
    changeTrendLine: {
        styles: {
            /**
             * Pixel width of the line.
             */
            lineWidth: 1,
            /**
             * Color of the line.
             *
             * @type {Highcharts.ColorString}
             */
            lineColor: '#333333',
            /**
             * The dash or dot style of the grid lines. For possible
             * values, see
             * [this demonstration](https://jsfiddle.net/gh/get/library/pure/highcharts/highcharts/tree/master/samples/highcharts/plotoptions/series-dashstyle-all/).
             *
             * @sample {highcharts} highcharts/yaxis/gridlinedashstyle/
             *         Long dashes
             * @sample {highstock} stock/xaxis/gridlinedashstyle/
             *         Long dashes
             *
             * @type  {Highcharts.DashStyleValue}
             * @since 7.0.0
             */
            dashStyle: 'LongDash'
        }
    }
}, 
/**
 * @lends Highcharts.Series.prototype
 */
{
    nameBase: 'Supertrend',
    nameComponents: ['multiplier', 'period'],
    requiredIndicators: ['atr'],
    init: function () {
        var options, parentOptions;
        SMA.prototype.init.apply(this, arguments);
        options = this.options;
        parentOptions = this.linkedParent.options;
        // Indicator cropThreshold has to be equal linked series one
        // reduced by period due to points comparison in drawGraph method
        // (#9787)
        options.cropThreshold = (parentOptions.cropThreshold -
            (options.params.period - 1));
    },
    drawGraph: function () {
        var indicator = this, indicOptions = indicator.options, 
        // Series that indicator is linked to
        mainSeries = indicator.linkedParent, mainLinePoints = (mainSeries ? mainSeries.points : []), indicPoints = indicator.points, indicPath = indicator.graph, indicPointsLen = indicPoints.length, 
        // Points offset between lines
        tempOffset = mainLinePoints.length - indicPointsLen, offset = tempOffset > 0 ? tempOffset : 0, 
        // @todo: fix when ichi-moku indicator is merged to master.
        gappedExtend = {
            options: {
                gapSize: indicOptions.gapSize
            }
        }, 
        // Sorted supertrend points array
        groupedPoitns = {
            top: [],
            bottom: [],
            intersect: [] // Change trend line points
        }, 
        // Options for trend lines
        supertrendLineOptions = {
            top: {
                styles: {
                    lineWidth: indicOptions.lineWidth,
                    lineColor: (indicOptions.fallingTrendColor ||
                        indicOptions.color),
                    dashStyle: indicOptions.dashStyle
                }
            },
            bottom: {
                styles: {
                    lineWidth: indicOptions.lineWidth,
                    lineColor: (indicOptions.risingTrendColor ||
                        indicOptions.color),
                    dashStyle: indicOptions.dashStyle
                }
            },
            intersect: indicOptions.changeTrendLine
        }, close = 3, 
        // Supertrend line point
        point, 
        // Supertrend line next point (has smaller x pos than point)
        nextPoint, 
        // Main series points
        mainPoint, nextMainPoint, 
        // Used when supertrend and main points are shifted
        // relative to each other
        prevMainPoint, prevPrevMainPoint, 
        // Used when particular point color is set
        pointColor, 
        // Temporary points that fill groupedPoitns array
        newPoint, newNextPoint;
        // Loop which sort supertrend points
        while (indicPointsLen--) {
            point = indicPoints[indicPointsLen];
            nextPoint = indicPoints[indicPointsLen - 1];
            mainPoint = mainLinePoints[indicPointsLen - 1 + offset];
            nextMainPoint = mainLinePoints[indicPointsLen - 2 + offset];
            prevMainPoint = mainLinePoints[indicPointsLen + offset];
            prevPrevMainPoint = mainLinePoints[indicPointsLen + offset + 1];
            pointColor = point.options.color;
            newPoint = {
                x: point.x,
                plotX: point.plotX,
                plotY: point.plotY,
                isNull: false
            };
            // When mainPoint is the last one (left plot area edge)
            // but supertrend has additional one
            if (!nextMainPoint &&
                mainPoint && mainSeries.yData[mainPoint.index - 1]) {
                nextMainPoint = createPointObj(mainSeries, mainPoint.index - 1, close);
            }
            // When prevMainPoint is the last one (right plot area edge)
            // but supertrend has additional one (and points are shifted)
            if (!prevPrevMainPoint &&
                prevMainPoint && mainSeries.yData[prevMainPoint.index + 1]) {
                prevPrevMainPoint = createPointObj(mainSeries, prevMainPoint.index + 1, close);
            }
            // When points are shifted (right or left plot area edge)
            if (!mainPoint &&
                nextMainPoint && mainSeries.yData[nextMainPoint.index + 1]) {
                mainPoint = createPointObj(mainSeries, nextMainPoint.index + 1, close);
            }
            else if (!mainPoint &&
                prevMainPoint && mainSeries.yData[prevMainPoint.index - 1]) {
                mainPoint = createPointObj(mainSeries, prevMainPoint.index - 1, close);
            }
            // Check if points are shifted relative to each other
            if (point &&
                mainPoint &&
                prevMainPoint &&
                nextMainPoint &&
                point.x !== mainPoint.x) {
                if (point.x === prevMainPoint.x) {
                    nextMainPoint = mainPoint;
                    mainPoint = prevMainPoint;
                }
                else if (point.x === nextMainPoint.x) {
                    mainPoint = nextMainPoint;
                    nextMainPoint = {
                        close: mainSeries.yData[mainPoint.index - 1][close],
                        x: mainSeries.xData[mainPoint.index - 1]
                    };
                }
                else if (prevPrevMainPoint && point.x === prevPrevMainPoint.x) {
                    mainPoint = prevPrevMainPoint;
                    nextMainPoint = prevMainPoint;
                }
            }
            if (nextPoint && nextMainPoint && mainPoint) {
                newNextPoint = {
                    x: nextPoint.x,
                    plotX: nextPoint.plotX,
                    plotY: nextPoint.plotY,
                    isNull: false
                };
                if (point.y >= mainPoint.close &&
                    nextPoint.y >= nextMainPoint.close) {
                    point.color = (pointColor || indicOptions.fallingTrendColor ||
                        indicOptions.color);
                    groupedPoitns.top.push(newPoint);
                }
                else if (point.y < mainPoint.close &&
                    nextPoint.y < nextMainPoint.close) {
                    point.color = (pointColor || indicOptions.risingTrendColor ||
                        indicOptions.color);
                    groupedPoitns.bottom.push(newPoint);
                }
                else {
                    groupedPoitns.intersect.push(newPoint);
                    groupedPoitns.intersect.push(newNextPoint);
                    // Additional null point to make a gap in line
                    groupedPoitns.intersect.push(merge(newNextPoint, {
                        isNull: true
                    }));
                    if (point.y >= mainPoint.close &&
                        nextPoint.y < nextMainPoint.close) {
                        point.color = (pointColor || indicOptions.fallingTrendColor ||
                            indicOptions.color);
                        nextPoint.color = (pointColor || indicOptions.risingTrendColor ||
                            indicOptions.color);
                        groupedPoitns.top.push(newPoint);
                        groupedPoitns.top.push(merge(newNextPoint, {
                            isNull: true
                        }));
                    }
                    else if (point.y < mainPoint.close &&
                        nextPoint.y >= nextMainPoint.close) {
                        point.color = (pointColor || indicOptions.risingTrendColor ||
                            indicOptions.color);
                        nextPoint.color = (pointColor || indicOptions.fallingTrendColor ||
                            indicOptions.color);
                        groupedPoitns.bottom.push(newPoint);
                        groupedPoitns.bottom.push(merge(newNextPoint, {
                            isNull: true
                        }));
                    }
                }
            }
            else if (mainPoint) {
                if (point.y >= mainPoint.close) {
                    point.color = (pointColor || indicOptions.fallingTrendColor ||
                        indicOptions.color);
                    groupedPoitns.top.push(newPoint);
                }
                else {
                    point.color = (pointColor || indicOptions.risingTrendColor ||
                        indicOptions.color);
                    groupedPoitns.bottom.push(newPoint);
                }
            }
        }
        // Generate lines:
        objectEach(groupedPoitns, function (values, lineName) {
            indicator.points = values;
            indicator.options = merge(supertrendLineOptions[lineName].styles, gappedExtend);
            indicator.graph = indicator['graph' + lineName + 'Line'];
            SMA.prototype.drawGraph.call(indicator);
            // Now save line
            indicator['graph' + lineName + 'Line'] = indicator.graph;
        });
        // Restore options:
        indicator.points = indicPoints;
        indicator.options = indicOptions;
        indicator.graph = indicPath;
    },
    // Supertrend (Multiplier, Period) Formula:
    // BASIC UPPERBAND = (HIGH + LOW) / 2 + Multiplier * ATR(Period)
    // BASIC LOWERBAND = (HIGH + LOW) / 2 - Multiplier * ATR(Period)
    // FINAL UPPERBAND =
    //     IF(
    //      Current BASICUPPERBAND  < Previous FINAL UPPERBAND AND
    //      Previous Close > Previous FINAL UPPERBAND
    //     ) THEN (Current BASIC UPPERBAND)
    //     ELSE (Previous FINALUPPERBAND)
    // FINAL LOWERBAND =
    //     IF(
    //      Current BASIC LOWERBAND  > Previous FINAL LOWERBAND AND
    //      Previous Close < Previous FINAL LOWERBAND
    //     ) THEN (Current BASIC LOWERBAND)
    //     ELSE (Previous FINAL LOWERBAND)
    // SUPERTREND =
    //     IF(
    //      Previous Supertrend == Previous FINAL UPPERBAND AND
    //      Current Close < Current FINAL UPPERBAND
    //     ) THAN Current FINAL UPPERBAND
    //     ELSE IF(
    //      Previous Supertrend == Previous FINAL LOWERBAND AND
    //      Current Close < Current FINAL LOWERBAND
    //     ) THAN Current FINAL UPPERBAND
    //     ELSE IF(
    //      Previous Supertrend == Previous FINAL UPPERBAND AND
    //      Current Close > Current FINAL UPPERBAND
    //     ) THAN Current FINAL LOWERBAND
    //     ELSE IF(
    //      Previous Supertrend == Previous FINAL LOWERBAND AND
    //      Current Close > Current FINAL LOWERBAND
    //     ) THAN Current FINAL LOWERBAND
    getValues: function (series, params) {
        var period = params.period, multiplier = params.multiplier, xVal = series.xData, yVal = series.yData, ATRData = [], 
        // 0- date, 1- Supertrend indicator
        ST = [], xData = [], yData = [], close = 3, low = 2, high = 1, periodsOffset = (period === 0) ? 0 : period - 1, basicUp, basicDown, finalUp = [], finalDown = [], supertrend, prevFinalUp, prevFinalDown, prevST, // previous Supertrend
        prevY, y, i;
        if ((xVal.length <= period) || !isArray(yVal[0]) ||
            yVal[0].length !== 4 || period < 0) {
            return;
        }
        ATRData = ATR.prototype.getValues.call(this, series, {
            period: period
        }).yData;
        for (i = 0; i < ATRData.length; i++) {
            y = yVal[periodsOffset + i];
            prevY = yVal[periodsOffset + i - 1] || [];
            prevFinalUp = finalUp[i - 1];
            prevFinalDown = finalDown[i - 1];
            prevST = yData[i - 1];
            if (i === 0) {
                prevFinalUp = prevFinalDown = prevST = 0;
            }
            basicUp = correctFloat((y[high] + y[low]) / 2 + multiplier * ATRData[i]);
            basicDown = correctFloat((y[high] + y[low]) / 2 - multiplier * ATRData[i]);
            if ((basicUp < prevFinalUp) ||
                (prevY[close] > prevFinalUp)) {
                finalUp[i] = basicUp;
            }
            else {
                finalUp[i] = prevFinalUp;
            }
            if ((basicDown > prevFinalDown) ||
                (prevY[close] < prevFinalDown)) {
                finalDown[i] = basicDown;
            }
            else {
                finalDown[i] = prevFinalDown;
            }
            if (prevST === prevFinalUp && y[close] < finalUp[i] ||
                prevST === prevFinalDown && y[close] < finalDown[i]) {
                supertrend = finalUp[i];
            }
            else if (prevST === prevFinalUp && y[close] > finalUp[i] ||
                prevST === prevFinalDown && y[close] > finalDown[i]) {
                supertrend = finalDown[i];
            }
            ST.push([xVal[periodsOffset + i], supertrend]);
            xData.push(xVal[periodsOffset + i]);
            yData.push(supertrend);
        }
        return {
            values: ST,
            xData: xData,
            yData: yData
        };
    }
});
/**
 * A `Supertrend indicator` series. If the [type](#series.supertrend.type)
 * option is not specified, it is inherited from [chart.type](#chart.type).
 *
 * @extends   series,plotOptions.supertrend
 * @since     7.0.0
 * @product   highstock
 * @excluding allAreas, colorAxis, cropThreshold, data, dataParser, dataURL,
 *            joinBy, keys, navigatorOptions, negativeColor, pointInterval,
 *            pointIntervalUnit, pointPlacement, pointRange, pointStart,
 *            showInNavigator, stacking, threshold
 * @requires  stock/indicators/indicators
 * @requires  stock/indicators/supertrend
 * @apioption series.supertrend
 */
''; // to include the above in the js output