keltner-channels.src.js 18 KB

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  1. /**
  2. * @license Highstock JS v9.1.1 (2021-06-04)
  3. *
  4. * Indicator series type for Highcharts Stock
  5. *
  6. * (c) 2010-2021 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) 2010-2021 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/KeltnerChannels/KeltnerChannelsIndicator.js', [_modules['Mixins/MultipleLines.js'], _modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (MultipleLinesMixin, SeriesRegistry, U) {
  220. /* *
  221. *
  222. * License: www.highcharts.com/license
  223. *
  224. * !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
  225. *
  226. * */
  227. var __extends = (this && this.__extends) || (function () {
  228. var extendStatics = function (d,
  229. b) {
  230. extendStatics = Object.setPrototypeOf ||
  231. ({ __proto__: [] } instanceof Array && function (d,
  232. b) { d.__proto__ = b; }) ||
  233. function (d,
  234. b) { for (var p in b) if (b.hasOwnProperty(p)) d[p] = b[p]; };
  235. return extendStatics(d, b);
  236. };
  237. return function (d, b) {
  238. extendStatics(d, b);
  239. function __() { this.constructor = d; }
  240. d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
  241. };
  242. })();
  243. var _a = SeriesRegistry.seriesTypes,
  244. SMAIndicator = _a.sma,
  245. EMAIndicator = _a.ema,
  246. ATRIndicator = _a.atr;
  247. var correctFloat = U.correctFloat,
  248. extend = U.extend,
  249. merge = U.merge;
  250. /**
  251. * The Keltner Channels series type.
  252. *
  253. * @private
  254. * @class
  255. * @name Highcharts.seriesTypes.keltnerchannels
  256. *
  257. * @augments Highcharts.Series
  258. */
  259. var KeltnerChannelsIndicator = /** @class */ (function (_super) {
  260. __extends(KeltnerChannelsIndicator, _super);
  261. function KeltnerChannelsIndicator() {
  262. var _this = _super !== null && _super.apply(this,
  263. arguments) || this;
  264. _this.data = void 0;
  265. _this.options = void 0;
  266. _this.points = void 0;
  267. return _this;
  268. }
  269. KeltnerChannelsIndicator.prototype.init = function () {
  270. SeriesRegistry.seriesTypes.sma.prototype.init.apply(this, arguments);
  271. // Set default color for lines:
  272. this.options = merge({
  273. topLine: {
  274. styles: {
  275. lineColor: this.color
  276. }
  277. },
  278. bottomLine: {
  279. styles: {
  280. lineColor: this.color
  281. }
  282. }
  283. }, this.options);
  284. };
  285. KeltnerChannelsIndicator.prototype.getValues = function (series, params) {
  286. var period = params.period,
  287. periodATR = params.periodATR,
  288. multiplierATR = params.multiplierATR,
  289. index = params.index,
  290. yVal = series.yData,
  291. yValLen = yVal ? yVal.length : 0,
  292. // Keltner Channels array structure:
  293. // 0-date, 1-top line, 2-middle line, 3-bottom line
  294. KC = [],
  295. // middle line, top line and bottom lineI
  296. ML,
  297. TL,
  298. BL,
  299. date,
  300. seriesEMA = SeriesRegistry.seriesTypes.ema.prototype.getValues(series, {
  301. period: period,
  302. index: index
  303. }),
  304. seriesATR = SeriesRegistry.seriesTypes.atr.prototype.getValues(series, {
  305. period: periodATR
  306. }),
  307. pointEMA,
  308. pointATR,
  309. xData = [],
  310. yData = [],
  311. i;
  312. if (yValLen < period) {
  313. return;
  314. }
  315. for (i = period; i <= yValLen; i++) {
  316. pointEMA = seriesEMA.values[i - period];
  317. pointATR = seriesATR.values[i - periodATR];
  318. date = pointEMA[0];
  319. TL = correctFloat(pointEMA[1] + (multiplierATR * pointATR[1]));
  320. BL = correctFloat(pointEMA[1] - (multiplierATR * pointATR[1]));
  321. ML = pointEMA[1];
  322. KC.push([date, TL, ML, BL]);
  323. xData.push(date);
  324. yData.push([TL, ML, BL]);
  325. }
  326. return {
  327. values: KC,
  328. xData: xData,
  329. yData: yData
  330. };
  331. };
  332. /**
  333. * Keltner Channels. This series requires the `linkedTo` option to be set
  334. * and should be loaded after the `stock/indicators/indicators.js`,
  335. * `stock/indicators/atr.js`, and `stock/ema/.js`.
  336. *
  337. * @sample {highstock} stock/indicators/keltner-channels
  338. * Keltner Channels
  339. *
  340. * @extends plotOptions.sma
  341. * @since 7.0.0
  342. * @product highstock
  343. * @excluding allAreas, colorAxis, compare, compareBase, joinBy, keys,
  344. * navigatorOptions, pointInterval, pointIntervalUnit,
  345. * pointPlacement, pointRange, pointStart,showInNavigator,
  346. * stacking
  347. * @requires stock/indicators/indicators
  348. * @requires stock/indicators/keltner-channels
  349. * @optionparent plotOptions.keltnerchannels
  350. */
  351. KeltnerChannelsIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
  352. params: {
  353. period: 20,
  354. /**
  355. * The ATR period.
  356. */
  357. periodATR: 10,
  358. /**
  359. * The ATR multiplier.
  360. */
  361. multiplierATR: 2
  362. },
  363. /**
  364. * Bottom line options.
  365. *
  366. */
  367. bottomLine: {
  368. /**
  369. * Styles for a bottom line.
  370. *
  371. */
  372. styles: {
  373. /**
  374. * Pixel width of the line.
  375. */
  376. lineWidth: 1,
  377. /**
  378. * Color of the line. If not set, it's inherited from
  379. * `plotOptions.keltnerchannels.color`
  380. */
  381. lineColor: void 0
  382. }
  383. },
  384. /**
  385. * Top line options.
  386. *
  387. * @extends plotOptions.keltnerchannels.bottomLine
  388. */
  389. topLine: {
  390. styles: {
  391. lineWidth: 1,
  392. lineColor: void 0
  393. }
  394. },
  395. tooltip: {
  396. 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/>'
  397. },
  398. marker: {
  399. enabled: false
  400. },
  401. dataGrouping: {
  402. approximation: 'averages'
  403. },
  404. lineWidth: 1
  405. });
  406. return KeltnerChannelsIndicator;
  407. }(SMAIndicator));
  408. extend(KeltnerChannelsIndicator.prototype, {
  409. pointArrayMap: ['top', 'middle', 'bottom'],
  410. pointValKey: 'middle',
  411. nameBase: 'Keltner Channels',
  412. nameComponents: ['period', 'periodATR', 'multiplierATR'],
  413. linesApiNames: ['topLine', 'bottomLine'],
  414. requiredIndicators: ['ema', 'atr'],
  415. drawGraph: MultipleLinesMixin.drawGraph,
  416. getTranslatedLinesNames: MultipleLinesMixin.getTranslatedLinesNames,
  417. translate: MultipleLinesMixin.translate,
  418. toYData: MultipleLinesMixin.toYData
  419. });
  420. SeriesRegistry.registerSeriesType('keltnerchannels', KeltnerChannelsIndicator);
  421. /* *
  422. *
  423. * Default Export
  424. *
  425. * */
  426. /**
  427. * A Keltner Channels indicator. If the [type](#series.keltnerchannels.type)
  428. * option is not specified, it is inherited from[chart.type](#chart.type).
  429. *
  430. * @extends series,plotOptions.keltnerchannels
  431. * @since 7.0.0
  432. * @product highstock
  433. * @excluding allAreas, colorAxis, compare, compareBase, dataParser, dataURL,
  434. * joinBy, keys, navigatorOptions, pointInterval,
  435. * pointIntervalUnit, pointPlacement, pointRange, pointStart,
  436. * stacking, showInNavigator
  437. * @requires stock/indicators/indicators
  438. * @requires stock/indicators/keltner-channels
  439. * @apioption series.keltnerchannels
  440. */
  441. ''; // to include the above in the js output
  442. return KeltnerChannelsIndicator;
  443. });
  444. _registerModule(_modules, 'masters/indicators/keltner-channels.src.js', [], function () {
  445. });
  446. }));