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

/* *
 *
 *  (c) 2010-2020 Paweł Dalek
 *
 *  Volume By Price (VBP) indicator for Highstock
 *
 *  License: www.highcharts.com/license
 *
 *  !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
 *
 * */
'use strict';
import H from '../../Core/Globals.js';
import Point from '../../Core/Series/Point.js';
import U from '../../Core/Utilities.js';
var addEvent = U.addEvent, animObject = U.animObject, arrayMax = U.arrayMax, arrayMin = U.arrayMin, correctFloat = U.correctFloat, error = U.error, extend = U.extend, isArray = U.isArray, seriesType = U.seriesType;
/* eslint-disable require-jsdoc */
// Utils
function arrayExtremesOHLC(data) {
    var dataLength = data.length, min = data[0][3], max = min, i = 1, currentPoint;
    for (; i < dataLength; i++) {
        currentPoint = data[i][3];
        if (currentPoint < min) {
            min = currentPoint;
        }
        if (currentPoint > max) {
            max = currentPoint;
        }
    }
    return {
        min: min,
        max: max
    };
}
/* eslint-enable require-jsdoc */
var abs = Math.abs, noop = H.noop, columnPrototype = H.seriesTypes.column.prototype;
/**
 * The Volume By Price (VBP) series type.
 *
 * @private
 * @class
 * @name Highcharts.seriesTypes.vbp
 *
 * @augments Highcharts.Series
 */
seriesType('vbp', 'sma', 
/**
 * Volume By Price indicator.
 *
 * This series requires `linkedTo` option to be set.
 *
 * @sample stock/indicators/volume-by-price
 *         Volume By Price indicator
 *
 * @extends      plotOptions.sma
 * @since        6.0.0
 * @product      highstock
 * @requires     stock/indicators/indicators
 * @requires     stock/indicators/volume-by-price
 * @optionparent plotOptions.vbp
 */
{
    /**
     * @excluding index, period
     */
    params: {
        /**
         * The number of price zones.
         */
        ranges: 12,
        /**
         * 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'
    },
    /**
     * The styles for lines which determine price zones.
     */
    zoneLines: {
        /**
         * Enable/disable zone lines.
         */
        enabled: true,
        /**
         * Specify the style of zone lines.
         *
         * @type    {Highcharts.CSSObject}
         * @default {"color": "#0A9AC9", "dashStyle": "LongDash", "lineWidth": 1}
         */
        styles: {
            /** @ignore-options */
            color: '#0A9AC9',
            /** @ignore-options */
            dashStyle: 'LongDash',
            /** @ignore-options */
            lineWidth: 1
        }
    },
    /**
     * The styles for bars when volume is divided into positive/negative.
     */
    volumeDivision: {
        /**
         * Option to control if volume is divided.
         */
        enabled: true,
        styles: {
            /**
             * Color of positive volume bars.
             *
             * @type {Highcharts.ColorString}
             */
            positiveColor: 'rgba(144, 237, 125, 0.8)',
            /**
             * Color of negative volume bars.
             *
             * @type {Highcharts.ColorString}
             */
            negativeColor: 'rgba(244, 91, 91, 0.8)'
        }
    },
    // To enable series animation; must be animationLimit > pointCount
    animationLimit: 1000,
    enableMouseTracking: false,
    pointPadding: 0,
    zIndex: -1,
    crisp: true,
    dataGrouping: {
        enabled: false
    },
    dataLabels: {
        allowOverlap: true,
        enabled: true,
        format: 'P: {point.volumePos:.2f} | N: {point.volumeNeg:.2f}',
        padding: 0,
        style: {
            /** @internal */
            fontSize: '7px'
        },
        verticalAlign: 'top'
    }
}, 
/**
 * @lends Highcharts.Series#
 */
{
    nameBase: 'Volume by Price',
    bindTo: {
        series: false,
        eventName: 'afterSetExtremes'
    },
    calculateOn: 'render',
    markerAttribs: noop,
    drawGraph: noop,
    getColumnMetrics: columnPrototype.getColumnMetrics,
    crispCol: columnPrototype.crispCol,
    init: function (chart) {
        var indicator = this, params, baseSeries, volumeSeries;
        H.seriesTypes.sma.prototype.init.apply(indicator, arguments);
        params = indicator.options.params;
        baseSeries = indicator.linkedParent;
        volumeSeries = chart.get(params.volumeSeriesID);
        indicator.addCustomEvents(baseSeries, volumeSeries);
        return indicator;
    },
    // Adds events related with removing series
    addCustomEvents: function (baseSeries, volumeSeries) {
        var indicator = this;
        /* eslint-disable require-jsdoc */
        function toEmptyIndicator() {
            indicator.chart.redraw();
            indicator.setData([]);
            indicator.zoneStarts = [];
            if (indicator.zoneLinesSVG) {
                indicator.zoneLinesSVG.destroy();
                delete indicator.zoneLinesSVG;
            }
        }
        /* eslint-enable require-jsdoc */
        // If base series is deleted, indicator series data is filled with
        // an empty array
        indicator.dataEventsToUnbind.push(addEvent(baseSeries, 'remove', function () {
            toEmptyIndicator();
        }));
        // If volume series is deleted, indicator series data is filled with
        // an empty array
        if (volumeSeries) {
            indicator.dataEventsToUnbind.push(addEvent(volumeSeries, 'remove', function () {
                toEmptyIndicator();
            }));
        }
        return indicator;
    },
    // Initial animation
    animate: function (init) {
        var series = this, inverted = series.chart.inverted, group = series.group, attr = {}, translate, position;
        if (!init && group) {
            translate = inverted ? 'translateY' : 'translateX';
            position = inverted ? series.yAxis.top : series.xAxis.left;
            group['forceAnimate:' + translate] = true;
            attr[translate] = position;
            group.animate(attr, extend(animObject(series.options.animation), {
                step: function (val, fx) {
                    series.group.attr({
                        scaleX: Math.max(0.001, fx.pos)
                    });
                }
            }));
        }
    },
    drawPoints: function () {
        var indicator = this;
        if (indicator.options.volumeDivision.enabled) {
            indicator.posNegVolume(true, true);
            columnPrototype.drawPoints.apply(indicator, arguments);
            indicator.posNegVolume(false, false);
        }
        columnPrototype.drawPoints.apply(indicator, arguments);
    },
    // Function responsible for dividing volume into positive and negative
    posNegVolume: function (initVol, pos) {
        var indicator = this, signOrder = pos ?
            ['positive', 'negative'] :
            ['negative', 'positive'], volumeDivision = indicator.options.volumeDivision, pointLength = indicator.points.length, posWidths = [], negWidths = [], i = 0, pointWidth, priceZone, wholeVol, point;
        if (initVol) {
            indicator.posWidths = posWidths;
            indicator.negWidths = negWidths;
        }
        else {
            posWidths = indicator.posWidths;
            negWidths = indicator.negWidths;
        }
        for (; i < pointLength; i++) {
            point = indicator.points[i];
            point[signOrder[0] + 'Graphic'] = point.graphic;
            point.graphic = point[signOrder[1] + 'Graphic'];
            if (initVol) {
                pointWidth = point.shapeArgs.width;
                priceZone = indicator.priceZones[i];
                wholeVol = priceZone.wholeVolumeData;
                if (wholeVol) {
                    posWidths.push(pointWidth / wholeVol * priceZone.positiveVolumeData);
                    negWidths.push(pointWidth / wholeVol * priceZone.negativeVolumeData);
                }
                else {
                    posWidths.push(0);
                    negWidths.push(0);
                }
            }
            point.color = pos ?
                volumeDivision.styles.positiveColor :
                volumeDivision.styles.negativeColor;
            point.shapeArgs.width = pos ?
                indicator.posWidths[i] :
                indicator.negWidths[i];
            point.shapeArgs.x = pos ?
                point.shapeArgs.x :
                indicator.posWidths[i];
        }
    },
    translate: function () {
        var indicator = this, options = indicator.options, chart = indicator.chart, yAxis = indicator.yAxis, yAxisMin = yAxis.min, zoneLinesOptions = indicator.options.zoneLines, priceZones = (indicator.priceZones), yBarOffset = 0, indicatorPoints, volumeDataArray, maxVolume, primalBarWidth, barHeight, barHeightP, oldBarHeight, barWidth, pointPadding, chartPlotTop, barX, barY;
        columnPrototype.translate.apply(indicator);
        indicatorPoints = indicator.points;
        // Do translate operation when points exist
        if (indicatorPoints.length) {
            pointPadding = options.pointPadding < 0.5 ?
                options.pointPadding :
                0.1;
            volumeDataArray = indicator.volumeDataArray;
            maxVolume = arrayMax(volumeDataArray);
            primalBarWidth = chart.plotWidth / 2;
            chartPlotTop = chart.plotTop;
            barHeight = abs(yAxis.toPixels(yAxisMin) -
                yAxis.toPixels(yAxisMin + indicator.rangeStep));
            oldBarHeight = abs(yAxis.toPixels(yAxisMin) -
                yAxis.toPixels(yAxisMin + indicator.rangeStep));
            if (pointPadding) {
                barHeightP = abs(barHeight * (1 - 2 * pointPadding));
                yBarOffset = abs((barHeight - barHeightP) / 2);
                barHeight = abs(barHeightP);
            }
            indicatorPoints.forEach(function (point, index) {
                barX = point.barX = point.plotX = 0;
                barY = point.plotY = (yAxis.toPixels(priceZones[index].start) -
                    chartPlotTop -
                    (yAxis.reversed ?
                        (barHeight - oldBarHeight) :
                        barHeight) -
                    yBarOffset);
                barWidth = correctFloat(primalBarWidth *
                    priceZones[index].wholeVolumeData / maxVolume);
                point.pointWidth = barWidth;
                point.shapeArgs = indicator.crispCol.apply(// eslint-disable-line no-useless-call
                indicator, [barX, barY, barWidth, barHeight]);
                point.volumeNeg = priceZones[index].negativeVolumeData;
                point.volumePos = priceZones[index].positiveVolumeData;
                point.volumeAll = priceZones[index].wholeVolumeData;
            });
            if (zoneLinesOptions.enabled) {
                indicator.drawZones(chart, yAxis, indicator.zoneStarts, zoneLinesOptions.styles);
            }
        }
    },
    getValues: function (series, params) {
        var indicator = this, xValues = series.processedXData, yValues = series.processedYData, chart = indicator.chart, ranges = params.ranges, VBP = [], xData = [], yData = [], isOHLC, volumeSeries, priceZones;
        // Checks if base series exists
        if (!series.chart) {
            error('Base series not found! In case it has been removed, add ' +
                'a new one.', true, chart);
            return;
        }
        // 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
        isOHLC = isArray(yValues[0]);
        if (isOHLC && yValues[0].length !== 4) {
            error('Type of ' +
                series.name +
                ' series is different than line, OHLC or candlestick.', true, chart);
            return;
        }
        // Price zones contains all the information about the zones (index,
        // start, end, volumes, etc.)
        priceZones = indicator.priceZones = indicator.specifyZones(isOHLC, xValues, yValues, ranges, volumeSeries);
        priceZones.forEach(function (zone, index) {
            VBP.push([zone.x, zone.end]);
            xData.push(VBP[index][0]);
            yData.push(VBP[index][1]);
        });
        return {
            values: VBP,
            xData: xData,
            yData: yData
        };
    },
    // Specifing where each zone should start ans end
    specifyZones: function (isOHLC, xValues, yValues, ranges, volumeSeries) {
        var indicator = this, rangeExtremes = (isOHLC ? arrayExtremesOHLC(yValues) : false), lowRange = rangeExtremes ?
            rangeExtremes.min :
            arrayMin(yValues), highRange = rangeExtremes ?
            rangeExtremes.max :
            arrayMax(yValues), zoneStarts = indicator.zoneStarts = [], priceZones = [], i = 0, j = 1, rangeStep, zoneStartsLength;
        if (!lowRange || !highRange) {
            if (this.points.length) {
                this.setData([]);
                this.zoneStarts = [];
                this.zoneLinesSVG.destroy();
            }
            return [];
        }
        rangeStep = indicator.rangeStep =
            correctFloat(highRange - lowRange) / ranges;
        zoneStarts.push(lowRange);
        for (; i < ranges - 1; i++) {
            zoneStarts.push(correctFloat(zoneStarts[i] + rangeStep));
        }
        zoneStarts.push(highRange);
        zoneStartsLength = zoneStarts.length;
        //    Creating zones
        for (; j < zoneStartsLength; j++) {
            priceZones.push({
                index: j - 1,
                x: xValues[0],
                start: zoneStarts[j - 1],
                end: zoneStarts[j]
            });
        }
        return indicator.volumePerZone(isOHLC, priceZones, volumeSeries, xValues, yValues);
    },
    // Calculating sum of volume values for a specific zone
    volumePerZone: function (isOHLC, priceZones, volumeSeries, xValues, yValues) {
        var indicator = this, volumeXData = volumeSeries.processedXData, volumeYData = volumeSeries.processedYData, lastZoneIndex = priceZones.length - 1, baseSeriesLength = yValues.length, volumeSeriesLength = volumeYData.length, previousValue, startFlag, endFlag, value, i;
        // Checks if each point has a corresponding volume value
        if (abs(baseSeriesLength - volumeSeriesLength)) {
            // If the first point don't have volume, add 0 value at the
            // beggining of the volume array
            if (xValues[0] !== volumeXData[0]) {
                volumeYData.unshift(0);
            }
            // If the last point don't have volume, add 0 value at the end
            // of the volume array
            if (xValues[baseSeriesLength - 1] !==
                volumeXData[volumeSeriesLength - 1]) {
                volumeYData.push(0);
            }
        }
        indicator.volumeDataArray = [];
        priceZones.forEach(function (zone) {
            zone.wholeVolumeData = 0;
            zone.positiveVolumeData = 0;
            zone.negativeVolumeData = 0;
            for (i = 0; i < baseSeriesLength; i++) {
                startFlag = false;
                endFlag = false;
                value = isOHLC ? yValues[i][3] : yValues[i];
                previousValue = i ?
                    (isOHLC ?
                        yValues[i - 1][3] :
                        yValues[i - 1]) :
                    value;
                // Checks if this is the point with the
                // lowest close value and if so, adds it calculations
                if (value <= zone.start && zone.index === 0) {
                    startFlag = true;
                }
                // Checks if this is the point with the highest
                // close value and if so, adds it calculations
                if (value >= zone.end && zone.index === lastZoneIndex) {
                    endFlag = true;
                }
                if ((value > zone.start || startFlag) &&
                    (value < zone.end || endFlag)) {
                    zone.wholeVolumeData += volumeYData[i];
                    if (previousValue > value) {
                        zone.negativeVolumeData += volumeYData[i];
                    }
                    else {
                        zone.positiveVolumeData += volumeYData[i];
                    }
                }
            }
            indicator.volumeDataArray.push(zone.wholeVolumeData);
        });
        return priceZones;
    },
    // Function responsoble for drawing additional lines indicating zones
    drawZones: function (chart, yAxis, zonesValues, zonesStyles) {
        var indicator = this, renderer = chart.renderer, zoneLinesSVG = indicator.zoneLinesSVG, zoneLinesPath = [], leftLinePos = 0, rightLinePos = chart.plotWidth, verticalOffset = chart.plotTop, verticalLinePos;
        zonesValues.forEach(function (value) {
            verticalLinePos = yAxis.toPixels(value) - verticalOffset;
            zoneLinesPath = zoneLinesPath.concat(chart.renderer.crispLine([[
                    'M',
                    leftLinePos,
                    verticalLinePos
                ], [
                    'L',
                    rightLinePos,
                    verticalLinePos
                ]], zonesStyles.lineWidth));
        });
        // Create zone lines one path or update it while animating
        if (zoneLinesSVG) {
            zoneLinesSVG.animate({
                d: zoneLinesPath
            });
        }
        else {
            zoneLinesSVG = indicator.zoneLinesSVG =
                renderer.path(zoneLinesPath).attr({
                    'stroke-width': zonesStyles.lineWidth,
                    'stroke': zonesStyles.color,
                    'dashstyle': zonesStyles.dashStyle,
                    'zIndex': indicator.group.zIndex + 0.1
                })
                    .add(indicator.group);
        }
    }
}, 
/**
 * @lends Highcharts.Point#
 */
{
    // Required for destroying negative part of volume
    destroy: function () {
        // @todo: this.negativeGraphic doesn't seem to be used anywhere
        if (this.negativeGraphic) {
            this.negativeGraphic = this.negativeGraphic.destroy();
        }
        return Point.prototype.destroy.apply(this, arguments);
    }
});
/**
 * A `Volume By Price (VBP)` series. If the [type](#series.vbp.type) option is
 * not specified, it is inherited from [chart.type](#chart.type).
 *
 * @extends   series,plotOptions.vbp
 * @since     6.0.0
 * @product   highstock
 * @excluding dataParser, dataURL
 * @requires  stock/indicators/indicators
 * @requires  stock/indicators/volume-by-price
 * @apioption series.vbp
 */
''; // to include the above in the js output