bollinger-bands.src.js 18 KB

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  1. /**
  2. * @license Highstock JS v9.0.1 (2021-02-16)
  3. *
  4. * Indicator series type for Highstock
  5. *
  6. * (c) 2010-2021 Paweł Fus
  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/bollinger-bands', ['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/BB/BBIndicator.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 SMAIndicator = SeriesRegistry.seriesTypes.sma;
  244. var extend = U.extend,
  245. isArray = U.isArray,
  246. merge = U.merge;
  247. /* eslint-disable valid-jsdoc */
  248. // Utils:
  249. /**
  250. * @private
  251. */
  252. function getStandardDeviation(arr, index, isOHLC, mean) {
  253. var variance = 0,
  254. arrLen = arr.length,
  255. std = 0,
  256. i = 0,
  257. value;
  258. for (; i < arrLen; i++) {
  259. value = (isOHLC ? arr[i][index] : arr[i]) - mean;
  260. variance += value * value;
  261. }
  262. variance = variance / (arrLen - 1);
  263. std = Math.sqrt(variance);
  264. return std;
  265. }
  266. /* eslint-enable valid-jsdoc */
  267. /**
  268. * Bollinger Bands series type.
  269. *
  270. * @private
  271. * @class
  272. * @name Highcharts.seriesTypes.bb
  273. *
  274. * @augments Highcharts.Series
  275. */
  276. var BBIndicator = /** @class */ (function (_super) {
  277. __extends(BBIndicator, _super);
  278. function BBIndicator() {
  279. var _this = _super !== null && _super.apply(this,
  280. arguments) || this;
  281. /* *
  282. *
  283. * Prototype Properties
  284. *
  285. * */
  286. _this.data = void 0;
  287. _this.options = void 0;
  288. _this.points = void 0;
  289. return _this;
  290. }
  291. BBIndicator.prototype.init = function () {
  292. SeriesRegistry.seriesTypes.sma.prototype.init.apply(this, arguments);
  293. // Set default color for lines:
  294. this.options = merge({
  295. topLine: {
  296. styles: {
  297. lineColor: this.color
  298. }
  299. },
  300. bottomLine: {
  301. styles: {
  302. lineColor: this.color
  303. }
  304. }
  305. }, this.options);
  306. };
  307. BBIndicator.prototype.getValues = function (series, params) {
  308. var period = params.period,
  309. standardDeviation = params.standardDeviation,
  310. xVal = series.xData,
  311. yVal = series.yData,
  312. yValLen = yVal ? yVal.length : 0,
  313. // 0- date, 1-middle line, 2-top line, 3-bottom line
  314. BB = [],
  315. // middle line, top line and bottom line
  316. ML,
  317. TL,
  318. BL,
  319. date,
  320. xData = [],
  321. yData = [],
  322. slicedX,
  323. slicedY,
  324. stdDev,
  325. isOHLC,
  326. point,
  327. i;
  328. if (xVal.length < period) {
  329. return;
  330. }
  331. isOHLC = isArray(yVal[0]);
  332. for (i = period; i <= yValLen; i++) {
  333. slicedX = xVal.slice(i - period, i);
  334. slicedY = yVal.slice(i - period, i);
  335. point = SeriesRegistry.seriesTypes.sma.prototype.getValues.call(this, {
  336. xData: slicedX,
  337. yData: slicedY
  338. }, params);
  339. date = point.xData[0];
  340. ML = point.yData[0];
  341. stdDev = getStandardDeviation(slicedY, params.index, isOHLC, ML);
  342. TL = ML + standardDeviation * stdDev;
  343. BL = ML - standardDeviation * stdDev;
  344. BB.push([date, TL, ML, BL]);
  345. xData.push(date);
  346. yData.push([TL, ML, BL]);
  347. }
  348. return {
  349. values: BB,
  350. xData: xData,
  351. yData: yData
  352. };
  353. };
  354. /**
  355. * Bollinger bands (BB). This series requires the `linkedTo` option to be
  356. * set and should be loaded after the `stock/indicators/indicators.js` file.
  357. *
  358. * @sample stock/indicators/bollinger-bands
  359. * Bollinger bands
  360. *
  361. * @extends plotOptions.sma
  362. * @since 6.0.0
  363. * @product highstock
  364. * @requires stock/indicators/indicators
  365. * @requires stock/indicators/bollinger-bands
  366. * @optionparent plotOptions.bb
  367. */
  368. BBIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
  369. params: {
  370. period: 20,
  371. /**
  372. * Standard deviation for top and bottom bands.
  373. */
  374. standardDeviation: 2,
  375. index: 3
  376. },
  377. /**
  378. * Bottom line options.
  379. */
  380. bottomLine: {
  381. /**
  382. * Styles for a bottom line.
  383. */
  384. styles: {
  385. /**
  386. * Pixel width of the line.
  387. */
  388. lineWidth: 1,
  389. /**
  390. * Color of the line. If not set, it's inherited from
  391. * [plotOptions.bb.color](#plotOptions.bb.color).
  392. *
  393. * @type {Highcharts.ColorString}
  394. */
  395. lineColor: void 0
  396. }
  397. },
  398. /**
  399. * Top line options.
  400. *
  401. * @extends plotOptions.bb.bottomLine
  402. */
  403. topLine: {
  404. styles: {
  405. lineWidth: 1,
  406. /**
  407. * @type {Highcharts.ColorString}
  408. */
  409. lineColor: void 0
  410. }
  411. },
  412. tooltip: {
  413. pointFormat: '<span style="color:{point.color}">\u25CF</span><b> {series.name}</b><br/>Top: {point.top}<br/>Middle: {point.middle}<br/>Bottom: {point.bottom}<br/>'
  414. },
  415. marker: {
  416. enabled: false
  417. },
  418. dataGrouping: {
  419. approximation: 'averages'
  420. }
  421. });
  422. return BBIndicator;
  423. }(SMAIndicator));
  424. extend(BBIndicator.prototype, {
  425. pointArrayMap: ['top', 'middle', 'bottom'],
  426. pointValKey: 'middle',
  427. nameComponents: ['period', 'standardDeviation'],
  428. linesApiNames: ['topLine', 'bottomLine'],
  429. drawGraph: MultipleLinesMixin.drawGraph,
  430. getTranslatedLinesNames: MultipleLinesMixin.getTranslatedLinesNames,
  431. translate: MultipleLinesMixin.translate,
  432. toYData: MultipleLinesMixin.toYData
  433. });
  434. SeriesRegistry.registerSeriesType('bb', BBIndicator);
  435. /* *
  436. *
  437. * Default Export
  438. *
  439. * */
  440. /**
  441. * A bollinger bands indicator. If the [type](#series.bb.type) option is not
  442. * specified, it is inherited from [chart.type](#chart.type).
  443. *
  444. * @extends series,plotOptions.bb
  445. * @since 6.0.0
  446. * @excluding dataParser, dataURL
  447. * @product highstock
  448. * @requires stock/indicators/indicators
  449. * @requires stock/indicators/bollinger-bands
  450. * @apioption series.bb
  451. */
  452. ''; // to include the above in the js output
  453. return BBIndicator;
  454. });
  455. _registerModule(_modules, 'masters/indicators/bollinger-bands.src.js', [], function () {
  456. });
  457. }));