keltner-channels.src.js 16 KB

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  1. /**
  2. * @license Highstock JS v8.2.0 (2020-08-20)
  3. *
  4. * Indicator series type for Highstock
  5. *
  6. * (c) 2010-2019 Daniel Studencki
  7. *
  8. * License: www.highcharts.com/license
  9. */
  10. 'use strict';
  11. (function (factory) {
  12. if (typeof module === 'object' && module.exports) {
  13. factory['default'] = factory;
  14. module.exports = factory;
  15. } else if (typeof define === 'function' && define.amd) {
  16. define('highcharts/indicators/keltner-channels', ['highcharts', 'highcharts/modules/stock'], function (Highcharts) {
  17. factory(Highcharts);
  18. factory.Highcharts = Highcharts;
  19. return factory;
  20. });
  21. } else {
  22. factory(typeof Highcharts !== 'undefined' ? Highcharts : undefined);
  23. }
  24. }(function (Highcharts) {
  25. var _modules = Highcharts ? Highcharts._modules : {};
  26. function _registerModule(obj, path, args, fn) {
  27. if (!obj.hasOwnProperty(path)) {
  28. obj[path] = fn.apply(null, args);
  29. }
  30. }
  31. _registerModule(_modules, 'Mixins/MultipleLines.js', [_modules['Core/Globals.js'], _modules['Core/Utilities.js']], function (H, U) {
  32. /**
  33. *
  34. * (c) 2010-2020 Wojciech Chmiel
  35. *
  36. * License: www.highcharts.com/license
  37. *
  38. * !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
  39. *
  40. * */
  41. var defined = U.defined,
  42. error = U.error,
  43. merge = U.merge;
  44. var SMA = H.seriesTypes.sma;
  45. /**
  46. * Mixin useful for all indicators that have more than one line.
  47. * Merge it with your implementation where you will provide
  48. * getValues method appropriate to your indicator and pointArrayMap,
  49. * pointValKey, linesApiNames properites. Notice that pointArrayMap
  50. * should be consistent with amount of lines calculated in getValues method.
  51. *
  52. * @private
  53. * @mixin multipleLinesMixin
  54. */
  55. var multipleLinesMixin = {
  56. /* eslint-disable valid-jsdoc */
  57. /**
  58. * Lines ids. Required to plot appropriate amount of lines.
  59. * Notice that pointArrayMap should have more elements than
  60. * linesApiNames, because it contains main line and additional lines ids.
  61. * Also it should be consistent with amount of lines calculated in
  62. * getValues method from your implementation.
  63. *
  64. * @private
  65. * @name multipleLinesMixin.pointArrayMap
  66. * @type {Array<string>}
  67. */
  68. pointArrayMap: ['top', 'bottom'],
  69. /**
  70. * Main line id.
  71. *
  72. * @private
  73. * @name multipleLinesMixin.pointValKey
  74. * @type {string}
  75. */
  76. pointValKey: 'top',
  77. /**
  78. * Additional lines DOCS names. Elements of linesApiNames array should
  79. * be consistent with DOCS line names defined in your implementation.
  80. * Notice that linesApiNames should have decreased amount of elements
  81. * relative to pointArrayMap (without pointValKey).
  82. *
  83. * @private
  84. * @name multipleLinesMixin.linesApiNames
  85. * @type {Array<string>}
  86. */
  87. linesApiNames: ['bottomLine'],
  88. /**
  89. * Create translatedLines Collection based on pointArrayMap.
  90. *
  91. * @private
  92. * @function multipleLinesMixin.getTranslatedLinesNames
  93. * @param {string} [excludedValue]
  94. * Main line id
  95. * @return {Array<string>}
  96. * Returns translated lines names without excluded value.
  97. */
  98. getTranslatedLinesNames: function (excludedValue) {
  99. var translatedLines = [];
  100. (this.pointArrayMap || []).forEach(function (propertyName) {
  101. if (propertyName !== excludedValue) {
  102. translatedLines.push('plot' +
  103. propertyName.charAt(0).toUpperCase() +
  104. propertyName.slice(1));
  105. }
  106. });
  107. return translatedLines;
  108. },
  109. /**
  110. * @private
  111. * @function multipleLinesMixin.toYData
  112. * @param {Highcharts.Point} point
  113. * Indicator point
  114. * @return {Array<number>}
  115. * Returns point Y value for all lines
  116. */
  117. toYData: function (point) {
  118. var pointColl = [];
  119. (this.pointArrayMap || []).forEach(function (propertyName) {
  120. pointColl.push(point[propertyName]);
  121. });
  122. return pointColl;
  123. },
  124. /**
  125. * Add lines plot pixel values.
  126. *
  127. * @private
  128. * @function multipleLinesMixin.translate
  129. * @return {void}
  130. */
  131. translate: function () {
  132. var indicator = this,
  133. pointArrayMap = indicator.pointArrayMap,
  134. LinesNames = [],
  135. value;
  136. LinesNames = indicator.getTranslatedLinesNames();
  137. SMA.prototype.translate.apply(indicator, arguments);
  138. indicator.points.forEach(function (point) {
  139. pointArrayMap.forEach(function (propertyName, i) {
  140. value = point[propertyName];
  141. if (value !== null) {
  142. point[LinesNames[i]] = indicator.yAxis.toPixels(value, true);
  143. }
  144. });
  145. });
  146. },
  147. /**
  148. * Draw main and additional lines.
  149. *
  150. * @private
  151. * @function multipleLinesMixin.drawGraph
  152. * @return {void}
  153. */
  154. drawGraph: function () {
  155. var indicator = this,
  156. pointValKey = indicator.pointValKey,
  157. linesApiNames = indicator.linesApiNames,
  158. mainLinePoints = indicator.points,
  159. pointsLength = mainLinePoints.length,
  160. mainLineOptions = indicator.options,
  161. mainLinePath = indicator.graph,
  162. gappedExtend = {
  163. options: {
  164. gapSize: mainLineOptions.gapSize
  165. }
  166. },
  167. // additional lines point place holders:
  168. secondaryLines = [],
  169. secondaryLinesNames = indicator.getTranslatedLinesNames(pointValKey),
  170. point;
  171. // Generate points for additional lines:
  172. secondaryLinesNames.forEach(function (plotLine, index) {
  173. // create additional lines point place holders
  174. secondaryLines[index] = [];
  175. while (pointsLength--) {
  176. point = mainLinePoints[pointsLength];
  177. secondaryLines[index].push({
  178. x: point.x,
  179. plotX: point.plotX,
  180. plotY: point[plotLine],
  181. isNull: !defined(point[plotLine])
  182. });
  183. }
  184. pointsLength = mainLinePoints.length;
  185. });
  186. // Modify options and generate additional lines:
  187. linesApiNames.forEach(function (lineName, i) {
  188. if (secondaryLines[i]) {
  189. indicator.points = secondaryLines[i];
  190. if (mainLineOptions[lineName]) {
  191. indicator.options = merge(mainLineOptions[lineName].styles, gappedExtend);
  192. }
  193. else {
  194. error('Error: "There is no ' + lineName +
  195. ' in DOCS options declared. Check if linesApiNames' +
  196. ' are consistent with your DOCS line names."' +
  197. ' at mixin/multiple-line.js:34');
  198. }
  199. indicator.graph = indicator['graph' + lineName];
  200. SMA.prototype.drawGraph.call(indicator);
  201. // Now save lines:
  202. indicator['graph' + lineName] = indicator.graph;
  203. }
  204. else {
  205. error('Error: "' + lineName + ' doesn\'t have equivalent ' +
  206. 'in pointArrayMap. To many elements in linesApiNames ' +
  207. 'relative to pointArrayMap."');
  208. }
  209. });
  210. // Restore options and draw a main line:
  211. indicator.points = mainLinePoints;
  212. indicator.options = mainLineOptions;
  213. indicator.graph = mainLinePath;
  214. SMA.prototype.drawGraph.call(indicator);
  215. }
  216. };
  217. return multipleLinesMixin;
  218. });
  219. _registerModule(_modules, 'Stock/Indicators/KeltnerChannelsIndicator.js', [_modules['Core/Globals.js'], _modules['Core/Utilities.js'], _modules['Mixins/MultipleLines.js']], function (H, U, multipleLinesMixin) {
  220. /* *
  221. *
  222. * License: www.highcharts.com/license
  223. *
  224. * !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
  225. *
  226. * */
  227. var correctFloat = U.correctFloat,
  228. merge = U.merge,
  229. seriesType = U.seriesType;
  230. var SMA = H.seriesTypes.sma,
  231. EMA = H.seriesTypes.ema,
  232. ATR = H.seriesTypes.atr;
  233. /**
  234. * The Keltner Channels series type.
  235. *
  236. * @private
  237. * @class
  238. * @name Highcharts.seriesTypes.keltnerchannels
  239. *
  240. * @augments Highcharts.Series
  241. */
  242. seriesType('keltnerchannels', 'sma',
  243. /**
  244. * Keltner Channels. This series requires the `linkedTo` option to be set
  245. * and should be loaded after the `stock/indicators/indicators.js`,
  246. * `stock/indicators/atr.js`, and `stock/ema/.js`.
  247. *
  248. * @sample {highstock} stock/indicators/keltner-channels
  249. * Keltner Channels
  250. *
  251. * @extends plotOptions.sma
  252. * @since 7.0.0
  253. * @product highstock
  254. * @excluding allAreas, colorAxis, compare, compareBase, joinBy, keys,
  255. * navigatorOptions, pointInterval, pointIntervalUnit,
  256. * pointPlacement, pointRange, pointStart,showInNavigator,
  257. * stacking
  258. * @requires stock/indicators/indicators
  259. * @requires stock/indicators/keltner-channels
  260. * @optionparent plotOptions.keltnerchannels
  261. */
  262. {
  263. params: {
  264. period: 20,
  265. /**
  266. * The ATR period.
  267. */
  268. periodATR: 10,
  269. /**
  270. * The ATR multiplier.
  271. */
  272. multiplierATR: 2
  273. },
  274. /**
  275. * Bottom line options.
  276. *
  277. */
  278. bottomLine: {
  279. /**
  280. * Styles for a bottom line.
  281. *
  282. */
  283. styles: {
  284. /**
  285. * Pixel width of the line.
  286. */
  287. lineWidth: 1,
  288. /**
  289. * Color of the line. If not set, it's inherited from
  290. * `plotOptions.keltnerchannels.color`
  291. */
  292. lineColor: void 0
  293. }
  294. },
  295. /**
  296. * Top line options.
  297. *
  298. * @extends plotOptions.keltnerchannels.bottomLine
  299. */
  300. topLine: {
  301. styles: {
  302. lineWidth: 1,
  303. lineColor: void 0
  304. }
  305. },
  306. tooltip: {
  307. pointFormat: '<span style="color:{point.color}">\u25CF</span><b> {series.name}</b><br/>Upper Channel: {point.top}<br/>EMA({series.options.params.period}): {point.middle}<br/>Lower Channel: {point.bottom}<br/>'
  308. },
  309. marker: {
  310. enabled: false
  311. },
  312. dataGrouping: {
  313. approximation: 'averages'
  314. },
  315. lineWidth: 1
  316. },
  317. /**
  318. * @lends Highcharts.Series#
  319. */
  320. merge(multipleLinesMixin, {
  321. pointArrayMap: ['top', 'middle', 'bottom'],
  322. pointValKey: 'middle',
  323. nameBase: 'Keltner Channels',
  324. nameComponents: ['period', 'periodATR', 'multiplierATR'],
  325. linesApiNames: ['topLine', 'bottomLine'],
  326. requiredIndicators: ['ema', 'atr'],
  327. init: function () {
  328. SMA.prototype.init.apply(this, arguments);
  329. // Set default color for lines:
  330. this.options = merge({
  331. topLine: {
  332. styles: {
  333. lineColor: this.color
  334. }
  335. },
  336. bottomLine: {
  337. styles: {
  338. lineColor: this.color
  339. }
  340. }
  341. }, this.options);
  342. },
  343. getValues: function (series, params) {
  344. var period = params.period,
  345. periodATR = params.periodATR,
  346. multiplierATR = params.multiplierATR,
  347. index = params.index,
  348. yVal = series.yData,
  349. yValLen = yVal ? yVal.length : 0,
  350. // Keltner Channels array structure:
  351. // 0-date, 1-top line, 2-middle line, 3-bottom line
  352. KC = [],
  353. // middle line, top line and bottom lineI
  354. ML,
  355. TL,
  356. BL,
  357. date,
  358. seriesEMA = EMA.prototype.getValues(series, {
  359. period: period,
  360. index: index
  361. }),
  362. seriesATR = ATR.prototype.getValues(series, {
  363. period: periodATR
  364. }),
  365. pointEMA,
  366. pointATR,
  367. xData = [],
  368. yData = [],
  369. i;
  370. if (yValLen < period) {
  371. return;
  372. }
  373. for (i = period; i <= yValLen; i++) {
  374. pointEMA = seriesEMA.values[i - period];
  375. pointATR = seriesATR.values[i - periodATR];
  376. date = pointEMA[0];
  377. TL = correctFloat(pointEMA[1] + (multiplierATR * pointATR[1]));
  378. BL = correctFloat(pointEMA[1] - (multiplierATR * pointATR[1]));
  379. ML = pointEMA[1];
  380. KC.push([date, TL, ML, BL]);
  381. xData.push(date);
  382. yData.push([TL, ML, BL]);
  383. }
  384. return {
  385. values: KC,
  386. xData: xData,
  387. yData: yData
  388. };
  389. }
  390. }));
  391. /**
  392. * A Keltner Channels indicator. If the [type](#series.keltnerchannels.type)
  393. * option is not specified, it is inherited from[chart.type](#chart.type).
  394. *
  395. * @extends series,plotOptions.keltnerchannels
  396. * @since 7.0.0
  397. * @product highstock
  398. * @excluding allAreas, colorAxis, compare, compareBase, dataParser, dataURL,
  399. * joinBy, keys, navigatorOptions, pointInterval,
  400. * pointIntervalUnit, pointPlacement, pointRange, pointStart,
  401. * stacking, showInNavigator
  402. * @requires stock/indicators/indicators
  403. * @requires stock/indicators/keltner-channels
  404. * @apioption series.keltnerchannels
  405. */
  406. ''; // to include the above in the js output
  407. });
  408. _registerModule(_modules, 'masters/indicators/keltner-channels.src.js', [], function () {
  409. });
  410. }));