wwbsr/node_modules/highcharts/indicators/regressions.src.js

/**
 * @license Highstock JS v8.2.0 (2020-08-20)
 *
 * Indicator series type for Highstock
 *
 * (c) 2010-2019 Kamil Kulig
 *
 * License: www.highcharts.com/license
 */
'use strict';
(function (factory) {
    if (typeof module === 'object' && module.exports) {
        factory['default'] = factory;
        module.exports = factory;
    } else if (typeof define === 'function' && define.amd) {
        define('highcharts/indicators/regressions', ['highcharts', 'highcharts/modules/stock'], function (Highcharts) {
            factory(Highcharts);
            factory.Highcharts = Highcharts;
            return factory;
        });
    } else {
        factory(typeof Highcharts !== 'undefined' ? Highcharts : undefined);
    }
}(function (Highcharts) {
    var _modules = Highcharts ? Highcharts._modules : {};
    function _registerModule(obj, path, args, fn) {
        if (!obj.hasOwnProperty(path)) {
            obj[path] = fn.apply(null, args);
        }
    }
    _registerModule(_modules, 'Stock/Indicators/RegressionIndicators.js', [_modules['Core/Utilities.js']], function (U) {
        /**
         *
         *  (c) 2010-2020 Kamil Kulig
         *
         *  License: www.highcharts.com/license
         *
         *  !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
         *
         * */
        var isArray = U.isArray,
            seriesType = U.seriesType;
        /**
         * Linear regression series type.
         *
         * @private
         * @class
         * @name Highcharts.seriesTypes.linearregression
         *
         * @augments Highcharts.Series
         */
        seriesType('linearRegression', 'sma', 
        /**
         * Linear regression indicator. This series requires `linkedTo` option to be
         * set.
         *
         * @sample {highstock} stock/indicators/linear-regression
         *         Linear regression indicator
         *
         * @extends      plotOptions.sma
         * @since        7.0.0
         * @product      highstock
         * @requires     stock/indicators/indicators
         * @requires     stock/indicators/regressions
         * @optionparent plotOptions.linearregression
         */
        {
            params: {
                /**
                 * Unit (in milliseconds) for the x axis distances used to compute
                 * the regression line paramters (slope & intercept) for every
                 * range. In Highstock the x axis values are always represented in
                 * milliseconds which may cause that distances between points are
                 * "big" integer numbers.
                 *
                 * Highstock's linear regression algorithm (least squares method)
                 * will utilize these "big" integers for finding the slope and the
                 * intercept of the regression line for each period. In consequence,
                 * this value may be a very "small" decimal number that's hard to
                 * interpret by a human.
                 *
                 * For instance: `xAxisUnit` equealed to `86400000` ms (1 day)
                 * forces the algorithm to treat `86400000` as `1` while computing
                 * the slope and the intercept. This may enchance the legiblitity of
                 * the indicator's values.
                 *
                 * Default value is the closest distance between two data points.
                 *
                 * @sample {highstock} stock/plotoptions/linear-regression-xaxisunit
                 *         xAxisUnit set to 1 minute
                 *
                 * @example
                 * // In Liniear Regression Slope Indicator series `xAxisUnit` is
                 * // `86400000` (1 day) and period is `3`. There're 3 points in the
                 * // base series:
                 *
                 * data: [
                 *   [Date.UTC(2020, 0, 1), 1],
                 *   [Date.UTC(2020, 0, 2), 3],
                 *   [Date.UTC(2020, 0, 3), 5]
                 * ]
                 *
                 * // This will produce one point in the indicator series that has a
                 * // `y` value of `2` (slope of the regression line). If we change
                 * // the `xAxisUnit` to `1` (ms) the value of the indicator's point
                 * // will be `2.3148148148148148e-8` which is harder to interpert
                 * // for a human.
                 *
                 * @type    {number}
                 * @product highstock
                 */
                xAxisUnit: void 0
            },
            tooltip: {
                valueDecimals: 4
            }
        }, 
        /**
         * @lends Highcharts.Series#
         */
        {
            nameBase: 'Linear Regression Indicator',
            /**
             * Return the slope and intercept of a straight line function.
             * @private
             * @param {Highcharts.LinearRegressionIndicator} this indicator to use
             * @param {Array<number>} xData -  list of all x coordinates in a period
             * @param {Array<number>} yData - list of all y coordinates in a period
             * @return {Highcharts.RegressionLineParametersObject}
             *          object that contains the slope and the intercept
             *          of a straight line function
             */
            getRegressionLineParameters: function (xData, yData) {
                // least squares method
                var yIndex = this.options.params.index,
                    getSingleYValue = function (yValue,
                    yIndex) {
                        return isArray(yValue) ? yValue[yIndex] : yValue;
                }, xSum = xData.reduce(function (accX, val) {
                    return val + accX;
                }, 0), ySum = yData.reduce(function (accY, val) {
                    return getSingleYValue(val, yIndex) + accY;
                }, 0), xMean = xSum / xData.length, yMean = ySum / yData.length, xError, yError, formulaNumerator = 0, formulaDenominator = 0, i, slope;
                for (i = 0; i < xData.length; i++) {
                    xError = xData[i] - xMean;
                    yError = getSingleYValue(yData[i], yIndex) - yMean;
                    formulaNumerator += xError * yError;
                    formulaDenominator += Math.pow(xError, 2);
                }
                slope = formulaDenominator ?
                    formulaNumerator / formulaDenominator : 0; // don't divide by 0
                return {
                    slope: slope,
                    intercept: yMean - slope * xMean
                };
            },
            /**
             * Return the y value on a straight line.
             * @private
             * @param {Highcharts.RegressionLineParametersObject} lineParameters
             *          object that contains the slope and the intercept
             *          of a straight line function
             * @param {number} endPointX - x coordinate of the point
             * @return {number} - y value of the point that lies on the line
             */
            getEndPointY: function (lineParameters, endPointX) {
                return lineParameters.slope * endPointX + lineParameters.intercept;
            },
            /**
             * Transform the coordinate system so that x values start at 0 and
             * apply xAxisUnit.
             * @private
             * @param {Array<number>} xData - list of all x coordinates in a period
             * @param {number} xAxisUnit - option (see the API)
             * @return {Array<number>} - array of transformed x data
             */
            transformXData: function (xData, xAxisUnit) {
                var xOffset = xData[0];
                return xData.map(function (xValue) {
                    return (xValue - xOffset) / xAxisUnit;
                });
            },
            /**
             * Find the closest distance between points in the base series.
             * @private
             * @param {Array<number>} xData
                        list of all x coordinates in the base series
             * @return {number} - closest distance between points in the base series
             */
            findClosestDistance: function (xData) {
                var distance,
                    closestDistance,
                    i;
                for (i = 1; i < xData.length - 1; i++) {
                    distance = xData[i] - xData[i - 1];
                    if (distance > 0 &&
                        (typeof closestDistance === 'undefined' ||
                            distance < closestDistance)) {
                        closestDistance = distance;
                    }
                }
                return closestDistance;
            },
            // Required to be implemented - starting point for indicator's logic
            getValues: function (baseSeries, regressionSeriesParams) {
                var xData = baseSeries.xData,
                    yData = baseSeries.yData,
                    period = regressionSeriesParams.period,
                    lineParameters,
                    i,
                    periodStart,
                    periodEnd, 
                    // format required to be returned
                    indicatorData = {
                        xData: [],
                        yData: [],
                        values: []
                    },
                    endPointX,
                    endPointY,
                    periodXData,
                    periodYData,
                    periodTransformedXData,
                    xAxisUnit = this.options.params.xAxisUnit ||
                        this.findClosestDistance(xData);
                // Iteration logic: x value of the last point within the period
                // (end point) is used to represent the y value (regression)
                // of the entire period.
                for (i = period - 1; i <= xData.length - 1; i++) {
                    periodStart = i - period + 1; // adjusted for slice() function
                    periodEnd = i + 1; // (as above)
                    endPointX = xData[i];
                    periodXData = xData.slice(periodStart, periodEnd);
                    periodYData = yData.slice(periodStart, periodEnd);
                    periodTransformedXData = this.transformXData(periodXData, xAxisUnit);
                    lineParameters = this.getRegressionLineParameters(periodTransformedXData, periodYData);
                    endPointY = this.getEndPointY(lineParameters, periodTransformedXData[periodTransformedXData.length - 1]);
                    // @todo this is probably not used anywhere
                    indicatorData.values.push({
                        regressionLineParameters: lineParameters,
                        x: endPointX,
                        y: endPointY
                    });
                    indicatorData.xData.push(endPointX);
                    indicatorData.yData.push(endPointY);
                }
                return indicatorData;
            }
        });
        /**
         * A linear regression series. If the [type](#series.linearregression.type)
         * option is not specified, it is inherited from [chart.type](#chart.type).
         *
         * @extends   series,plotOptions.linearregression
         * @since     7.0.0
         * @product   highstock
         * @excluding dataParser,dataURL
         * @requires  stock/indicators/indicators
         * @requires  stock/indicators/regressions
         * @apioption series.linearregression
         */
        /* ************************************************************************** */
        /**
         * The Linear Regression Slope series type.
         *
         * @private
         * @class
         * @name Highcharts.seriesTypes.linearRegressionSlope
         *
         * @augments Highcharts.Series
         */
        seriesType('linearRegressionSlope', 'linearRegression', 
        /**
         * Linear regression slope indicator. This series requires `linkedTo`
         * option to be set.
         *
         * @sample {highstock} stock/indicators/linear-regression-slope
         *         Linear regression slope indicator
         *
         * @extends      plotOptions.linearregression
         * @since        7.0.0
         * @product      highstock
         * @requires     stock/indicators/indicators
         * @requires     stock/indicators/regressions
         * @optionparent plotOptions.linearregressionslope
         */
        {}, 
        /**
         * @lends Highcharts.Series#
         */
        {
            nameBase: 'Linear Regression Slope Indicator',
            getEndPointY: function (lineParameters) {
                return lineParameters.slope;
            }
        });
        /**
         * A linear regression slope series. If the
         * [type](#series.linearregressionslope.type) option is not specified, it is
         * inherited from [chart.type](#chart.type).
         *
         * @extends   series,plotOptions.linearregressionslope
         * @since     7.0.0
         * @product   highstock
         * @excluding dataParser,dataURL
         * @requires  stock/indicators/indicators
         * @requires  stock/indicators/regressions
         * @apioption series.linearregressionslope
         */
        /* ************************************************************************** */
        /**
         * The Linear Regression Intercept series type.
         *
         * @private
         * @class
         * @name Highcharts.seriesTypes.linearRegressionIntercept
         *
         * @augments Highcharts.Series
         */
        seriesType('linearRegressionIntercept', 'linearRegression', 
        /**
         * Linear regression intercept indicator. This series requires `linkedTo`
         * option to be set.
         *
         * @sample {highstock} stock/indicators/linear-regression-intercept
         *         Linear intercept slope indicator
         *
         * @extends      plotOptions.linearregression
         * @since        7.0.0
         * @product      highstock
         * @requires     stock/indicators/indicators
         * @requires     stock/indicators/regressions
         * @optionparent plotOptions.linearregressionintercept
         */
        {}, 
        /**
         * @lends Highcharts.Series#
         */
        {
            nameBase: 'Linear Regression Intercept Indicator',
            getEndPointY: function (lineParameters) {
                return lineParameters.intercept;
            }
        });
        /**
         * A linear regression intercept series. If the
         * [type](#series.linearregressionintercept.type) option is not specified, it is
         * inherited from [chart.type](#chart.type).
         *
         * @extends   series,plotOptions.linearregressionintercept
         * @since     7.0.0
         * @product   highstock
         * @excluding dataParser,dataURL
         * @requires  stock/indicators/indicators
         * @requires  stock/indicators/regressions
         * @apioption series.linearregressionintercept
         */
        /* ************************************************************************** */
        /**
         * The Linear Regression Angle series type.
         *
         * @private
         * @class
         * @name Highcharts.seriesTypes.linearRegressionAngle
         *
         * @augments Highcharts.Series
         */
        seriesType('linearRegressionAngle', 'linearRegression', 
        /**
         * Linear regression angle indicator. This series requires `linkedTo`
         * option to be set.
         *
         * @sample {highstock} stock/indicators/linear-regression-angle
         *         Linear intercept angle indicator
         *
         * @extends      plotOptions.linearregression
         * @since        7.0.0
         * @product      highstock
         * @requires     stock/indicators/indicators
         * @requires     stock/indicators/regressions
         * @optionparent plotOptions.linearregressionangle
         */
        {
            tooltip: {
                pointFormat: '<span style="color:{point.color}">\u25CF</span>' +
                    '{series.name}: <b>{point.y}°</b><br/>'
            }
        }, 
        /**
         * @lends Highcharts.Series#
         */
        {
            nameBase: 'Linear Regression Angle Indicator',
            /**
            * Convert a slope of a line to angle (in degrees) between
            * the line and x axis
            * @private
            * @param {number} slope of the straight line function
            * @return {number} angle in degrees
            */
            slopeToAngle: function (slope) {
                return Math.atan(slope) * (180 / Math.PI); // rad to deg
            },
            getEndPointY: function (lineParameters) {
                return this.slopeToAngle(lineParameters.slope);
            }
        });
        /**
         * A linear regression intercept series. If the
         * [type](#series.linearregressionangle.type) option is not specified, it is
         * inherited from [chart.type](#chart.type).
         *
         * @extends   series,plotOptions.linearregressionangle
         * @since     7.0.0
         * @product   highstock
         * @excluding dataParser,dataURL
         * @requires  stock/indicators/indicators
         * @requires  stock/indicators/regressions
         * @apioption series.linearregressionangle
         */
        ''; // to include the above in the js output

    });
    _registerModule(_modules, 'masters/indicators/regressions.src.js', [], function () {


    });
}));