/** * @license Highcharts JS v7.0.3 (2019-02-06) * * (c) 2010-2019 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(function () { return factory; }); } else { factory(typeof Highcharts !== 'undefined' ? Highcharts : undefined); } }(function (Highcharts) { (function (H) { /* * * * (c) 2010-2019 Highsoft AS * * Author: Sebastian Domas * * Chaikin Money Flow indicator for Highstock * * License: www.highcharts.com/license * * */ /** * @private * @interface Highcharts.CmfValuesObject *//** * Combined xData and yData values into a tuple. * @name Highcharts.CmfValuesObject#values * @type {Array>} *//** * Values represent x timestamp values * @name Highcharts.CmfValuesObject#xData * @type {Array} *//** * Values represent y values * @name Highcharts.CmfValuesObject#yData * @type {Array} */ /** * The CMF series type. * * @private * @class * @name Highcharts.seriesTypes.cmf * * @augments Highcharts.Series */ H.seriesType('cmf', 'sma', /** * Chaikin Money Flow indicator (cmf). * * @sample stock/indicators/cmf/ * Chaikin Money Flow indicator * * @extends plotOptions.sma * @since 6.0.0 * @excluding animationLimit * @product highstock * @optionparent plotOptions.cmf */ { params: { period: 14, /** * The id of another series to use its data as volume data for the * indiator calculation. */ volumeSeriesID: 'volume' } }, /** * @lends Highcharts.Series# */ { nameBase: 'Chaikin Money Flow', /** * Checks if the series and volumeSeries are accessible, number of * points.x is longer than period, is series has OHLC data * @private * @return {boolean} True if series is valid and can be computed, * otherwise false. */ 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 ); 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 * @return {boolean|Highcharts.CmfValuesObject} Returns false if the * indicator is not valid, otherwise returns Values object. */ getValues: function (series, params) { if (!this.isValid()) { return false; } 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.CmfValuesObject} object containing computed money * flow data */ 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} - 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 }; } }); /** * 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 * @apioption series.cmf */ }(Highcharts)); return (function () { }()); }));