/** * @license Highstock JS v9.1.1 (2021-06-04) * * Money Flow Index indicator for Highcharts Stock * * (c) 2010-2021 Grzegorz Blachliński * * 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/mfi', ['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/MFI/MFIIndicator.js', [_modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (SeriesRegistry, U) { /* * * * Money Flow Index indicator for Highcharts Stock * * (c) 2010-2021 Grzegorz Blachliński * * License: www.highcharts.com/license * * !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!! * * */ var __extends = (this && this.__extends) || (function () { var extendStatics = function (d, b) { extendStatics = Object.setPrototypeOf || ({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) || function (d, b) { for (var p in b) if (b.hasOwnProperty(p)) d[p] = b[p]; }; return extendStatics(d, b); }; return function (d, b) { extendStatics(d, b); function __() { this.constructor = d; } d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __()); }; })(); var SMAIndicator = SeriesRegistry.seriesTypes.sma; var extend = U.extend, merge = U.merge, error = U.error, isArray = U.isArray; /* eslint-disable require-jsdoc */ // Utils: function sumArray(array) { return array.reduce(function (prev, cur) { return prev + cur; }); } function toFixed(a, n) { return parseFloat(a.toFixed(n)); } function calculateTypicalPrice(point) { return (point[1] + point[2] + point[3]) / 3; } function calculateRawMoneyFlow(typicalPrice, volume) { return typicalPrice * volume; } /* eslint-enable require-jsdoc */ /* * * * Class * * */ /** * The MFI series type. * * @private * @class * @name Highcharts.seriesTypes.mfi * * @augments Highcharts.Series */ var MFIIndicator = /** @class */ (function (_super) { __extends(MFIIndicator, _super); function MFIIndicator() { var _this = _super !== null && _super.apply(this, arguments) || this; /* * * * Properties * * */ _this.data = void 0; _this.options = void 0; _this.points = void 0; return _this; } /* * * * Functions * * */ MFIIndicator.prototype.getValues = function (series, params) { var period = params.period, xVal = series.xData, yVal = series.yData, yValLen = yVal ? yVal.length : 0, decimals = params.decimals, // MFI starts calculations from the second point // Cause we need to calculate change between two points range = 1, volumeSeries = series.chart.get(params.volumeSeriesID), yValVolume = (volumeSeries && volumeSeries.yData), MFI = [], isUp = false, xData = [], yData = [], positiveMoneyFlow = [], negativeMoneyFlow = [], newTypicalPrice, oldTypicalPrice, rawMoneyFlow, negativeMoneyFlowSum, positiveMoneyFlowSum, moneyFlowRatio, MFIPoint, i; if (!volumeSeries) { error('Series ' + params.volumeSeriesID + ' not found! Check `volumeSeriesID`.', true, series.chart); return; } // MFI requires high low and close values if ((xVal.length <= period) || !isArray(yVal[0]) || yVal[0].length !== 4 || !yValVolume) { return; } // Calculate first typical price newTypicalPrice = calculateTypicalPrice(yVal[range]); // Accumulate first N-points while (range < period + 1) { // Calculate if up or down oldTypicalPrice = newTypicalPrice; newTypicalPrice = calculateTypicalPrice(yVal[range]); isUp = newTypicalPrice >= oldTypicalPrice; // Calculate raw money flow rawMoneyFlow = calculateRawMoneyFlow(newTypicalPrice, yValVolume[range]); // Add to array positiveMoneyFlow.push(isUp ? rawMoneyFlow : 0); negativeMoneyFlow.push(isUp ? 0 : rawMoneyFlow); range++; } for (i = range - 1; i < yValLen; i++) { if (i > range - 1) { // Remove first point from array positiveMoneyFlow.shift(); negativeMoneyFlow.shift(); // Calculate if up or down oldTypicalPrice = newTypicalPrice; newTypicalPrice = calculateTypicalPrice(yVal[i]); isUp = newTypicalPrice > oldTypicalPrice; // Calculate raw money flow rawMoneyFlow = calculateRawMoneyFlow(newTypicalPrice, yValVolume[i]); // Add to array positiveMoneyFlow.push(isUp ? rawMoneyFlow : 0); negativeMoneyFlow.push(isUp ? 0 : rawMoneyFlow); } // Calculate sum of negative and positive money flow: negativeMoneyFlowSum = sumArray(negativeMoneyFlow); positiveMoneyFlowSum = sumArray(positiveMoneyFlow); moneyFlowRatio = positiveMoneyFlowSum / negativeMoneyFlowSum; MFIPoint = toFixed(100 - (100 / (1 + moneyFlowRatio)), decimals); MFI.push([xVal[i], MFIPoint]); xData.push(xVal[i]); yData.push(MFIPoint); } return { values: MFI, xData: xData, yData: yData }; }; /** * Money Flow Index. This series requires `linkedTo` option to be set and * should be loaded after the `stock/indicators/indicators.js` file. * * @sample stock/indicators/mfi * Money Flow Index Indicator * * @extends plotOptions.sma * @since 6.0.0 * @product highstock * @requires stock/indicators/indicators * @requires stock/indicators/mfi * @optionparent plotOptions.mfi */ MFIIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, { /** * @excluding index */ params: { index: void 0, /** * 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', /** * Number of maximum decimals that are used in MFI calculations. */ decimals: 4 } }); return MFIIndicator; }(SMAIndicator)); extend(MFIIndicator.prototype, { nameBase: 'Money Flow Index' }); SeriesRegistry.registerSeriesType('mfi', MFIIndicator); /* * * * Default Export * * */ /** * A `MFI` series. If the [type](#series.mfi.type) option is not specified, it * is inherited from [chart.type](#chart.type). * * @extends series,plotOptions.mfi * @since 6.0.0 * @excluding dataParser, dataURL * @product highstock * @requires stock/indicators/indicators * @requires stock/indicators/mfi * @apioption series.mfi */ ''; // to include the above in the js output return MFIIndicator; }); _registerModule(_modules, 'masters/indicators/mfi.src.js', [], function () { }); }));