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- /**
- * @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 () {
- });
- }));
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