/** * @license Highstock JS v9.1.1 (2021-06-04) * * (c) 2010-2021 Highsoft AS * Author: Sebastian Domas * * 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/cmf', ['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/CMF/CMFIndicator.js', [_modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (SeriesRegistry, U) { /* * * * (c) 2010-2021 Highsoft AS * * Author: Sebastian Domas * * Chaikin Money Flow indicator for Highcharts Stock * * 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 merge = U.merge; /** * The CMF series type. * * @private * @class * @name Highcharts.seriesTypes.cmf * * @augments Highcharts.Series */ var CMFIndicator = /** @class */ (function (_super) { __extends(CMFIndicator, _super); function CMFIndicator() { var _this = _super !== null && _super.apply(this, arguments) || this; /* * * * Properties * * */ _this.data = void 0; _this.options = void 0; _this.points = void 0; _this.volumeSeries = void 0; _this.linkedParent = void 0; _this.yData = void 0; _this.nameBase = 'Chaikin Money Flow'; return _this; } /** * Checks if the series and volumeSeries are accessible, number of * points.x is longer than period, is series has OHLC data * @private * @param {Highcharts.CMFIndicator} this indicator to use. * @return {boolean} True if series is valid and can be computed, * otherwise false. */ CMFIndicator.prototype.isValid = function () { var chart = this.chart, options = this.options, series = this.linkedParent, volumeSeries = (this.volumeSeries || (this.volumeSeries = chart.get(options.params.volumeSeriesID))), isSeriesOHLC = (series && series.yData && series.yData[0].length === 4); /** * @private * @param {Highcharts.Series} serie to check length validity on. * @return {boolean|undefined} true if length is valid. */ function isLengthValid(serie) { return serie.xData && serie.xData.length >= options.params.period; } return !!(series && volumeSeries && isLengthValid(series) && isLengthValid(volumeSeries) && isSeriesOHLC); }; /** * Returns indicator's data. * @private * @param {Highcharts.CMFIndicator} this indicator to use. * @param {Highcharts.Series} series to calculate values from * @param {Highcharts.CMFIndicatorParamsOptions} params to pass * @return {boolean|Highcharts.IndicatorNullableValuesObject} Returns false if the * indicator is not valid, otherwise returns Values object. */ CMFIndicator.prototype.getValues = function (series, params) { if (!this.isValid()) { return; } return this.getMoneyFlow(series.xData, series.yData, this.volumeSeries.yData, params.period); }; /** * @private * @param {Array} xData - x timestamp values * @param {Array} seriesYData - yData of basic series * @param {Array} volumeSeriesYData - yData of volume series * @param {number} period - indicator's param * @return {Highcharts.IndicatorNullableValuesObject} object containing computed money * flow data */ CMFIndicator.prototype.getMoneyFlow = function (xData, seriesYData, volumeSeriesYData, period) { var len = seriesYData.length, moneyFlowVolume = [], sumVolume = 0, sumMoneyFlowVolume = 0, moneyFlowXData = [], moneyFlowYData = [], values = [], i, point, nullIndex = -1; /** * Calculates money flow volume, changes i, nullIndex vars from * upper scope! * @private * @param {Array} ohlc - OHLC point * @param {number} volume - Volume point's y value * @return {number|null} - volume * moneyFlowMultiplier **/ function getMoneyFlowVolume(ohlc, volume) { var high = ohlc[1], low = ohlc[2], close = ohlc[3], isValid = volume !== null && high !== null && low !== null && close !== null && high !== low; /** * @private * @param {number} h - High value * @param {number} l - Low value * @param {number} c - Close value * @return {number} calculated multiplier for the point **/ function getMoneyFlowMultiplier(h, l, c) { return ((c - l) - (h - c)) / (h - l); } return isValid ? getMoneyFlowMultiplier(high, low, close) * volume : ((nullIndex = i), null); } if (period > 0 && period <= len) { for (i = 0; i < period; i++) { moneyFlowVolume[i] = getMoneyFlowVolume(seriesYData[i], volumeSeriesYData[i]); sumVolume += volumeSeriesYData[i]; sumMoneyFlowVolume += moneyFlowVolume[i]; } moneyFlowXData.push(xData[i - 1]); moneyFlowYData.push(i - nullIndex >= period && sumVolume !== 0 ? sumMoneyFlowVolume / sumVolume : null); values.push([moneyFlowXData[0], moneyFlowYData[0]]); for (; i < len; i++) { moneyFlowVolume[i] = getMoneyFlowVolume(seriesYData[i], volumeSeriesYData[i]); sumVolume -= volumeSeriesYData[i - period]; sumVolume += volumeSeriesYData[i]; sumMoneyFlowVolume -= moneyFlowVolume[i - period]; sumMoneyFlowVolume += moneyFlowVolume[i]; point = [ xData[i], i - nullIndex >= period ? sumMoneyFlowVolume / sumVolume : null ]; moneyFlowXData.push(point[0]); moneyFlowYData.push(point[1]); values.push([point[0], point[1]]); } } return { values: values, xData: moneyFlowXData, yData: moneyFlowYData }; }; /** * Chaikin Money Flow indicator (cmf). * * @sample stock/indicators/cmf/ * Chaikin Money Flow indicator * * @extends plotOptions.sma * @since 6.0.0 * @excluding animationLimit * @product highstock * @requires stock/indicators/indicators * @requires stock/indicators/cmf * @optionparent plotOptions.cmf */ CMFIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, { /** * @excluding index */ params: { index: void 0, /** * The id of another series to use its data as volume data for the * indiator calculation. */ volumeSeriesID: 'volume' } }); return CMFIndicator; }(SMAIndicator)); SeriesRegistry.registerSeriesType('cmf', CMFIndicator); /* * * * Default Export * * */ /** * A `CMF` series. If the [type](#series.cmf.type) option is not * specified, it is inherited from [chart.type](#chart.type). * * @extends series,plotOptions.cmf * @since 6.0.0 * @product highstock * @excluding dataParser, dataURL * @requires stock/indicators/indicators * @requires stock/indicators/cmf * @apioption series.cmf */ ''; // adds doclet above to the transpiled file return CMFIndicator; }); _registerModule(_modules, 'masters/indicators/cmf.src.js', [], function () { }); }));