aw-highstock_rails 7.0.3

data/vendor/assets/javascripts/highstock/es-modules/indicators/roc.src.js

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+/* *
+ *
+ *  (c) 2010-2019 Kacper Madej
+ *
+ *  License: www.highcharts.com/license
+ *
+ * */
+
+'use strict';
+
+import H from '../parts/Globals.js';
+import '../parts/Utilities.js';
+
+var seriesType = H.seriesType,
+    isArray = H.isArray;
+
+// Utils:
+function populateAverage(xVal, yVal, i, period, index) {
+    /* Calculated as:
+
+       (Closing Price [today] - Closing Price [n days ago]) /
+        Closing Price [n days ago] * 100
+
+       Return y as null when avoiding division by zero */
+    var nDaysAgoY,
+        rocY;
+
+    if (index < 0) {
+        // y data given as an array of values
+        nDaysAgoY = yVal[i - period];
+        rocY = nDaysAgoY ?
+            (yVal[i] - nDaysAgoY) / nDaysAgoY * 100 :
+            null;
+    } else {
+        // y data given as an array of arrays and the index should be used
+        nDaysAgoY = yVal[i - period][index];
+        rocY = nDaysAgoY ?
+            (yVal[i][index] - nDaysAgoY) / nDaysAgoY * 100 :
+            null;
+    }
+
+    return [xVal[i], rocY];
+}
+
+/**
+ * The ROC series type.
+ *
+ * @private
+ * @class
+ * @name Highcharts.seriesTypes.roc
+ *
+ * @augments Highcharts.Series
+ */
+seriesType(
+    'roc',
+    'sma',
+    /**
+     * Rate of change indicator (ROC). The indicator value for each point
+     * is defined as:
+     *
+     * `(C - Cn) / Cn * 100`
+     *
+     * where: `C` is the close value of the point of the same x in the
+     * linked series and `Cn` is the close value of the point `n` periods
+     * ago. `n` is set through [period](#plotOptions.roc.params.period).
+     *
+     * This series requires `linkedTo` option to be set.
+     *
+     * @sample stock/indicators/roc
+     *         Rate of change indicator
+     *
+     * @extends      plotOptions.sma
+     * @since        6.0.0
+     * @product      highstock
+     * @optionparent plotOptions.roc
+     */
+    {
+        params: {
+            index: 3,
+            period: 9
+        }
+    },
+    /**
+     * @lends Highcharts.Series#
+     */
+    {
+        nameBase: 'Rate of Change',
+        getValues: function (series, params) {
+            var period = params.period,
+                xVal = series.xData,
+                yVal = series.yData,
+                yValLen = yVal ? yVal.length : 0,
+                ROC = [],
+                xData = [],
+                yData = [],
+                i,
+                index = -1,
+                ROCPoint;
+
+            // Period is used as a number of time periods ago, so we need more
+            // (at least 1 more) data than the period value
+            if (xVal.length <= period) {
+                return false;
+            }
+
+            // Switch index for OHLC / Candlestick / Arearange
+            if (isArray(yVal[0])) {
+                index = params.index;
+            }
+
+            // i = period <-- skip first N-points
+            // Calculate value one-by-one for each period in visible data
+            for (i = period; i < yValLen; i++) {
+                ROCPoint = populateAverage(xVal, yVal, i, period, index);
+                ROC.push(ROCPoint);
+                xData.push(ROCPoint[0]);
+                yData.push(ROCPoint[1]);
+            }
+
+            return {
+                values: ROC,
+                xData: xData,
+                yData: yData
+            };
+        }
+    }
+);
+
+/**
+ * A `ROC` series. If the [type](#series.wma.type) option is not
+ * specified, it is inherited from [chart.type](#chart.type).
+ *
+ * Rate of change indicator (ROC). The indicator value for each point
+ * is defined as:
+ *
+ * `(C - Cn) / Cn * 100`
+ *
+ * where: `C` is the close value of the point of the same x in the
+ * linked series and `Cn` is the close value of the point `n` periods
+ * ago. `n` is set through [period](#series.roc.params.period).
+ *
+ * This series requires `linkedTo` option to be set.
+ *
+ * @extends   series,plotOptions.roc
+ * @since     6.0.0
+ * @product   highstock
+ * @excluding dataParser, dataURL
+ * @apioption series.roc
+ */

data/vendor/assets/javascripts/highstock/es-modules/indicators/rsi.src.js

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+/* *
+ *
+ *  License: www.highcharts.com/license
+ *
+ * */
+
+'use strict';
+
+import H from '../parts/Globals.js';
+import '../parts/Utilities.js';
+
+var isArray = H.isArray;
+
+// Utils:
+function toFixed(a, n) {
+    return parseFloat(a.toFixed(n));
+}
+
+/**
+ * The RSI series type.
+ *
+ * @private
+ * @class
+ * @name Highcharts.seriesTypes.rsi
+ *
+ * @augments Highcharts.Series
+ */
+H.seriesType(
+    'rsi',
+    'sma',
+    /**
+     * Relative strength index (RSI) technical indicator. This series
+     * requires the `linkedTo` option to be set and should be loaded after
+     * the `stock/indicators/indicators.js` file.
+     *
+     * @sample stock/indicators/rsi
+     *         RSI indicator
+     *
+     * @extends      plotOptions.sma
+     * @since        6.0.0
+     * @product      highstock
+     * @optionparent plotOptions.rsi
+     */
+    {
+        /**
+         * @excluding index
+         */
+        params: {
+            period: 14,
+            /**
+             * Number of maximum decimals that are used in RSI calculations.
+             */
+            decimals: 4
+        }
+    },
+    /**
+     * @lends Highcharts.Series#
+     */
+    {
+        getValues: function (series, params) {
+            var period = params.period,
+                xVal = series.xData,
+                yVal = series.yData,
+                yValLen = yVal ? yVal.length : 0,
+                decimals = params.decimals,
+                // RSI starts calculations from the second point
+                // Cause we need to calculate change between two points
+                range = 1,
+                RSI = [],
+                xData = [],
+                yData = [],
+                index = 3,
+                gain = 0,
+                loss = 0,
+                RSIPoint, change, avgGain, avgLoss, i;
+
+            // RSI requires close value
+            if (
+                (xVal.length < period) || !isArray(yVal[0]) ||
+                yVal[0].length !== 4
+            ) {
+                return false;
+            }
+
+            // Calculate changes for first N points
+            while (range < period) {
+                change = toFixed(
+                    yVal[range][index] - yVal[range - 1][index],
+                    decimals
+                );
+
+                if (change > 0) {
+                    gain += change;
+                } else {
+                    loss += Math.abs(change);
+                }
+
+                range++;
+            }
+
+            // Average for first n-1 points:
+            avgGain = toFixed(gain / (period - 1), decimals);
+            avgLoss = toFixed(loss / (period - 1), decimals);
+
+            for (i = range; i < yValLen; i++) {
+                change = toFixed(yVal[i][index] - yVal[i - 1][index], decimals);
+
+                if (change > 0) {
+                    gain = change;
+                    loss = 0;
+                } else {
+                    gain = 0;
+                    loss = Math.abs(change);
+                }
+
+                // Calculate smoothed averages, RS, RSI values:
+                avgGain = toFixed(
+                    (avgGain * (period - 1) + gain) / period,
+                    decimals
+                );
+                avgLoss = toFixed(
+                    (avgLoss * (period - 1) + loss) / period,
+                    decimals
+                );
+                // If average-loss is equal zero, then by definition RSI is set
+                // to 100:
+                if (avgLoss === 0) {
+                    RSIPoint = 100;
+                // If average-gain is equal zero, then by definition RSI is set
+                // to 0:
+                } else if (avgGain === 0) {
+                    RSIPoint = 0;
+                } else {
+                    RSIPoint = toFixed(
+                        100 - (100 / (1 + (avgGain / avgLoss))),
+                        decimals
+                    );
+                }
+
+                RSI.push([xVal[i], RSIPoint]);
+                xData.push(xVal[i]);
+                yData.push(RSIPoint);
+            }
+
+            return {
+                values: RSI,
+                xData: xData,
+                yData: yData
+            };
+        }
+    }
+);
+
+/**
+ * A `RSI` series. If the [type](#series.rsi.type) option is not
+ * specified, it is inherited from [chart.type](#chart.type).
+ *
+ * @extends   series,plotOptions.rsi
+ * @since     6.0.0
+ * @product   highstock
+ * @excluding dataParser, dataURL
+ * @apioption series.rsi
+ */

data/vendor/assets/javascripts/highstock/es-modules/indicators/stochastic.src.js

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+/* *
+ *
+ *  License: www.highcharts.com/license
+ *
+ * */
+
+'use strict';
+
+import H from '../parts/Globals.js';
+import '../parts/Utilities.js';
+import reduceArrayMixin from '../mixins/reduce-array.js';
+import multipleLinesMixin from '../mixins/multipe-lines.js';
+
+var merge = H.merge,
+    isArray = H.isArray,
+    SMA = H.seriesTypes.sma,
+    getArrayExtremes = reduceArrayMixin.getArrayExtremes;
+
+/**
+ * The Stochastic series type.
+ *
+ * @private
+ * @class
+ * @name Highcharts.seriesTypes.stochastic
+ *
+ * @augments Highcharts.Series
+ */
+H.seriesType(
+    'stochastic',
+    'sma',
+    /**
+     * Stochastic oscillator. This series requires the `linkedTo` option to be
+     * set and should be loaded after the `stock/indicators/indicators.js` file.
+     *
+     * @sample stock/indicators/stochastic
+     *         Stochastic oscillator
+     *
+     * @extends      plotOptions.sma
+     * @since        6.0.0
+     * @product      highstock
+     * @excluding    allAreas, colorAxis, joinBy, keys, navigatorOptions,
+     *               pointInterval, pointIntervalUnit, pointPlacement,
+     *               pointRange, pointStart, showInNavigator, stacking
+     * @optionparent plotOptions.stochastic
+     */
+    {
+        /**
+         * @excluding index, period
+         */
+        params: {
+            /**
+             * Periods for Stochastic oscillator: [%K, %D].
+             *
+             * @type    {Array<number,number>}
+             * @default [14, 3]
+             */
+            periods: [14, 3]
+        },
+        marker: {
+            enabled: false
+        },
+        tooltip: {
+            pointFormat: '<span style="color:{point.color}">\u25CF</span><b> {series.name}</b><br/>%K: {point.y}<br/>%D: {point.smoothed}<br/>'
+        },
+        /**
+         * Smoothed line options.
+         */
+        smoothedLine: {
+            /**
+             * Styles for a smoothed line.
+             */
+            styles: {
+                /**
+                 * Pixel width of the line.
+                 */
+                lineWidth: 1,
+                /**
+                 * Color of the line. If not set, it's inherited from
+                 * [plotOptions.stochastic.color
+                 * ](#plotOptions.stochastic.color).
+                 *
+                 * @type {Highcharts.ColorString}
+                 */
+                lineColor: undefined
+            }
+        },
+        dataGrouping: {
+            approximation: 'averages'
+        }
+    },
+    /**
+     * @lends Highcharts.Series#
+     */
+    H.merge(multipleLinesMixin, {
+        nameComponents: ['periods'],
+        nameBase: 'Stochastic',
+        pointArrayMap: ['y', 'smoothed'],
+        parallelArrays: ['x', 'y', 'smoothed'],
+        pointValKey: 'y',
+        linesApiNames: ['smoothedLine'],
+        init: function () {
+            SMA.prototype.init.apply(this, arguments);
+
+            // Set default color for lines:
+            this.options = merge({
+                smoothedLine: {
+                    styles: {
+                        lineColor: this.color
+                    }
+                }
+            }, this.options);
+        },
+        getValues: function (series, params) {
+            var periodK = params.periods[0],
+                periodD = params.periods[1],
+                xVal = series.xData,
+                yVal = series.yData,
+                yValLen = yVal ? yVal.length : 0,
+                SO = [], // 0- date, 1-%K, 2-%D
+                xData = [],
+                yData = [],
+                slicedY,
+                close = 3,
+                low = 2,
+                high = 1,
+                CL, HL, LL, K,
+                D = null,
+                points,
+                extremes,
+                i;
+
+
+            // Stochastic requires close value
+            if (
+                yValLen < periodK ||
+                !isArray(yVal[0]) ||
+                yVal[0].length !== 4
+            ) {
+                return false;
+            }
+
+            // For a N-period, we start from N-1 point, to calculate Nth point
+            // That is why we later need to comprehend slice() elements list
+            // with (+1)
+            for (i = periodK - 1; i < yValLen; i++) {
+                slicedY = yVal.slice(i - periodK + 1, i + 1);
+
+                // Calculate %K
+                extremes = getArrayExtremes(slicedY, low, high);
+                LL = extremes[0]; // Lowest low in %K periods
+                CL = yVal[i][close] - LL;
+                HL = extremes[1] - LL;
+                K = CL / HL * 100;
+
+                xData.push(xVal[i]);
+                yData.push([K, null]);
+
+                // Calculate smoothed %D, which is SMA of %K
+                if (i >= (periodK - 1) + (periodD - 1)) {
+                    points = SMA.prototype.getValues.call(this, {
+                        xData: xData.slice(-periodD),
+                        yData: yData.slice(-periodD)
+                    }, {
+                        period: periodD
+                    });
+                    D = points.yData[0];
+                }
+
+                SO.push([xVal[i], K, D]);
+                yData[yData.length - 1][1] = D;
+            }
+
+            return {
+                values: SO,
+                xData: xData,
+                yData: yData
+            };
+        }
+    })
+);
+
+/**
+ * A Stochastic indicator. If the [type](#series.stochastic.type) option is not
+ * specified, it is inherited from [chart.type](#chart.type).
+ *
+ * @extends   series,plotOptions.stochastic
+ * @since     6.0.0
+ * @product   highstock
+ * @excluding allAreas, colorAxis,  dataParser, dataURL, joinBy, keys,
+ *            navigatorOptions, pointInterval, pointIntervalUnit,
+ *            pointPlacement, pointRange, pointStart, showInNavigator, stacking
+ * @apioption series.stochastic
+ */