dmi.src.js 22 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508
  1. /**
  2. * @license Highstock JS v9.1.1 (2021-06-04)
  3. *
  4. * Indicator series type for Highcharts Stock
  5. *
  6. * (c) 2010-2021 Rafal Sebestjanski
  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/dmi', ['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) 2010-2021 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/DMI/DMIIndicator.js', [_modules['Mixins/MultipleLines.js'], _modules['Core/Color/Palette.js'], _modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (MultipleLinesMixin, palette, SeriesRegistry, U) {
  220. /* *
  221. * (c) 2010-2021 Rafal Sebestjanski
  222. *
  223. * Directional Movement Index (DMI) indicator for Highcharts Stock
  224. *
  225. * License: www.highcharts.com/license
  226. *
  227. * !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
  228. *
  229. * */
  230. var __extends = (this && this.__extends) || (function () {
  231. var extendStatics = function (d,
  232. b) {
  233. extendStatics = Object.setPrototypeOf ||
  234. ({ __proto__: [] } instanceof Array && function (d,
  235. b) { d.__proto__ = b; }) ||
  236. function (d,
  237. b) { for (var p in b) if (b.hasOwnProperty(p)) d[p] = b[p]; };
  238. return extendStatics(d, b);
  239. };
  240. return function (d, b) {
  241. extendStatics(d, b);
  242. function __() { this.constructor = d; }
  243. d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
  244. };
  245. })();
  246. var SMAIndicator = SeriesRegistry.seriesTypes.sma;
  247. var correctFloat = U.correctFloat,
  248. extend = U.extend,
  249. isArray = U.isArray,
  250. merge = U.merge;
  251. /* *
  252. *
  253. * Class
  254. *
  255. * */
  256. /**
  257. * The Directional Movement Index (DMI) series type.
  258. *
  259. * @private
  260. * @class
  261. * @name Highcharts.seriesTypes.dmi
  262. *
  263. * @augments Highcharts.Series
  264. */
  265. var DMIIndicator = /** @class */ (function (_super) {
  266. __extends(DMIIndicator, _super);
  267. function DMIIndicator() {
  268. return _super !== null && _super.apply(this, arguments) || this;
  269. }
  270. /* *
  271. *
  272. * Functions
  273. *
  274. * */
  275. DMIIndicator.prototype.calculateDM = function (yVal, i, isPositiveDM) {
  276. var currentHigh = yVal[i][1],
  277. currentLow = yVal[i][2],
  278. previousHigh = yVal[i - 1][1],
  279. previousLow = yVal[i - 1][2];
  280. var DM;
  281. if (currentHigh - previousHigh > previousLow - currentLow) {
  282. // for +DM
  283. DM = isPositiveDM ? Math.max(currentHigh - previousHigh, 0) : 0;
  284. }
  285. else {
  286. // for -DM
  287. DM = !isPositiveDM ? Math.max(previousLow - currentLow, 0) : 0;
  288. }
  289. return correctFloat(DM);
  290. };
  291. DMIIndicator.prototype.calculateDI = function (smoothedDM, tr) {
  292. return smoothedDM / tr * 100;
  293. };
  294. DMIIndicator.prototype.calculateDX = function (plusDI, minusDI) {
  295. return correctFloat(Math.abs(plusDI - minusDI) / Math.abs(plusDI + minusDI) * 100);
  296. };
  297. DMIIndicator.prototype.smoothValues = function (accumulatedValues, currentValue, period) {
  298. return correctFloat(accumulatedValues - accumulatedValues / period + currentValue);
  299. };
  300. DMIIndicator.prototype.getTR = function (currentPoint, prevPoint) {
  301. return correctFloat(Math.max(
  302. // currentHigh - currentLow
  303. currentPoint[1] - currentPoint[2],
  304. // currentHigh - previousClose
  305. !prevPoint ? 0 : Math.abs(currentPoint[1] - prevPoint[3]),
  306. // currentLow - previousClose
  307. !prevPoint ? 0 : Math.abs(currentPoint[2] - prevPoint[3])));
  308. };
  309. DMIIndicator.prototype.getValues = function (series, params) {
  310. var period = params.period,
  311. xVal = series.xData,
  312. yVal = series.yData,
  313. yValLen = yVal ? yVal.length : 0,
  314. DMI = [],
  315. xData = [],
  316. yData = [];
  317. if (
  318. // Check period, if bigger than points length, skip
  319. (xVal.length <= period) ||
  320. // Only ohlc data is valid
  321. !isArray(yVal[0]) ||
  322. yVal[0].length !== 4) {
  323. return;
  324. }
  325. var prevSmoothedPlusDM = 0,
  326. prevSmoothedMinusDM = 0,
  327. prevSmoothedTR = 0,
  328. i;
  329. for (i = 1; i < yValLen; i++) {
  330. var smoothedPlusDM = void 0,
  331. smoothedMinusDM = void 0,
  332. smoothedTR = void 0,
  333. plusDM = void 0, // +DM
  334. minusDM = void 0, // -DM
  335. TR = void 0,
  336. plusDI = void 0, // +DI
  337. minusDI = void 0, // -DI
  338. DX = void 0;
  339. if (i <= period) {
  340. plusDM = this.calculateDM(yVal, i, true);
  341. minusDM = this.calculateDM(yVal, i);
  342. TR = this.getTR(yVal[i], yVal[i - 1]);
  343. // Accumulate first period values to smooth them later
  344. prevSmoothedPlusDM += plusDM;
  345. prevSmoothedMinusDM += minusDM;
  346. prevSmoothedTR += TR;
  347. // Get all values for the first point
  348. if (i === period) {
  349. plusDI = this.calculateDI(prevSmoothedPlusDM, prevSmoothedTR);
  350. minusDI = this.calculateDI(prevSmoothedMinusDM, prevSmoothedTR);
  351. DX = this.calculateDX(prevSmoothedPlusDM, prevSmoothedMinusDM);
  352. DMI.push([xVal[i], DX, plusDI, minusDI]);
  353. xData.push(xVal[i]);
  354. yData.push([DX, plusDI, minusDI]);
  355. }
  356. }
  357. else {
  358. // Calculate current values
  359. plusDM = this.calculateDM(yVal, i, true);
  360. minusDM = this.calculateDM(yVal, i);
  361. TR = this.getTR(yVal[i], yVal[i - 1]);
  362. // Smooth +DM, -DM and TR
  363. smoothedPlusDM = this.smoothValues(prevSmoothedPlusDM, plusDM, period);
  364. smoothedMinusDM = this.smoothValues(prevSmoothedMinusDM, minusDM, period);
  365. smoothedTR = this.smoothValues(prevSmoothedTR, TR, period);
  366. // Save current smoothed values for the next step
  367. prevSmoothedPlusDM = smoothedPlusDM;
  368. prevSmoothedMinusDM = smoothedMinusDM;
  369. prevSmoothedTR = smoothedTR;
  370. // Get all next points (except the first one calculated above)
  371. plusDI = this.calculateDI(prevSmoothedPlusDM, prevSmoothedTR);
  372. minusDI = this.calculateDI(prevSmoothedMinusDM, prevSmoothedTR);
  373. DX = this.calculateDX(prevSmoothedPlusDM, prevSmoothedMinusDM);
  374. DMI.push([xVal[i], DX, plusDI, minusDI]);
  375. xData.push(xVal[i]);
  376. yData.push([DX, plusDI, minusDI]);
  377. }
  378. }
  379. return {
  380. values: DMI,
  381. xData: xData,
  382. yData: yData
  383. };
  384. };
  385. /**
  386. * Directional Movement Index (DMI).
  387. * This series requires the `linkedTo` option to be set and should
  388. * be loaded after the `stock/indicators/indicators.js` file.
  389. *
  390. * @sample stock/indicators/dmi
  391. * DMI indicator
  392. *
  393. * @extends plotOptions.sma
  394. * @since 9.1.0
  395. * @product highstock
  396. * @excluding allAreas, colorAxis, joinBy, keys, navigatorOptions,
  397. * pointInterval, pointIntervalUnit, pointPlacement,
  398. * pointRange, pointStart, showInNavigator, stacking
  399. * @requires stock/indicators/indicators
  400. * @requires stock/indicators/dmi
  401. * @optionparent plotOptions.dmi
  402. */
  403. DMIIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
  404. /**
  405. * @excluding index
  406. */
  407. params: {
  408. index: void 0 // unused index, do not inherit (#15362)
  409. },
  410. marker: {
  411. enabled: false
  412. },
  413. tooltip: {
  414. pointFormat: '<span style="color: {point.color}">\u25CF</span><b> {series.name}</b><br/>' +
  415. '<span style="color: {point.color}">DX</span>: {point.y}<br/>' +
  416. '<span style="color: {point.series.options.plusDILine.styles.lineColor}">+DI</span>' +
  417. ': {point.plusDI}<br/>' +
  418. '<span style="color: {point.series.options.minusDILine.styles.lineColor}">-DI</span>' +
  419. ': {point.minusDI}<br/>'
  420. },
  421. /**
  422. * +DI line options.
  423. */
  424. plusDILine: {
  425. /**
  426. * Styles for the +DI line.
  427. */
  428. styles: {
  429. /**
  430. * Pixel width of the line.
  431. */
  432. lineWidth: 1,
  433. /**
  434. * Color of the line.
  435. *
  436. * @type {Highcharts.ColorString}
  437. */
  438. lineColor: palette.positiveColor // green-ish
  439. }
  440. },
  441. /**
  442. * -DI line options.
  443. */
  444. minusDILine: {
  445. /**
  446. * Styles for the -DI line.
  447. */
  448. styles: {
  449. /**
  450. * Pixel width of the line.
  451. */
  452. lineWidth: 1,
  453. /**
  454. * Color of the line.
  455. *
  456. * @type {Highcharts.ColorString}
  457. */
  458. lineColor: palette.negativeColor // red-ish
  459. }
  460. },
  461. dataGrouping: {
  462. approximation: 'averages'
  463. }
  464. });
  465. return DMIIndicator;
  466. }(SMAIndicator));
  467. extend(DMIIndicator.prototype, {
  468. nameBase: 'DMI',
  469. pointArrayMap: ['y', 'plusDI', 'minusDI'],
  470. parallelArrays: ['x', 'y', 'plusDI', 'minusDI'],
  471. pointValKey: 'y',
  472. linesApiNames: ['plusDILine', 'minusDILine'],
  473. drawGraph: MultipleLinesMixin.drawGraph,
  474. getTranslatedLinesNames: MultipleLinesMixin.getTranslatedLinesNames,
  475. translate: MultipleLinesMixin.translate,
  476. toYData: MultipleLinesMixin.toYData
  477. });
  478. SeriesRegistry.registerSeriesType('dmi', DMIIndicator);
  479. /* *
  480. *
  481. * Default Export
  482. *
  483. * */
  484. /**
  485. * The Directional Movement Index (DMI) indicator series.
  486. * If the [type](#series.dmi.type) option is not
  487. * specified, it is inherited from [chart.type](#chart.type).
  488. *
  489. * @extends series,plotOptions.dmi
  490. * @since 9.1.0
  491. * @product highstock
  492. * @excluding allAreas, colorAxis, dataParser, dataURL, joinBy, keys,
  493. * navigatorOptions, pointInterval, pointIntervalUnit,
  494. * pointPlacement, pointRange, pointStart, showInNavigator, stacking
  495. * @requires stock/indicators/indicators
  496. * @requires stock/indicators/dmi
  497. * @apioption series.dmi
  498. */
  499. ''; // to include the above in the js output
  500. return DMIIndicator;
  501. });
  502. _registerModule(_modules, 'masters/indicators/dmi.src.js', [], function () {
  503. });
  504. }));