acttrader-charts 1.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +676 -0
- package/dist/MACD-BmvUIYwI.d.cts +1128 -0
- package/dist/MACD-BmvUIYwI.d.ts +1128 -0
- package/dist/chunk-X6OSI4P2.js +2523 -0
- package/dist/chunk-X6OSI4P2.js.map +1 -0
- package/dist/index.cjs +20264 -0
- package/dist/index.cjs.map +1 -0
- package/dist/index.d.cts +1351 -0
- package/dist/index.d.ts +1351 -0
- package/dist/index.js +17651 -0
- package/dist/index.js.map +1 -0
- package/dist/indicators/index.cjs +2555 -0
- package/dist/indicators/index.cjs.map +1 -0
- package/dist/indicators/index.d.cts +288 -0
- package/dist/indicators/index.d.ts +288 -0
- package/dist/indicators/index.js +3 -0
- package/dist/indicators/index.js.map +1 -0
- package/package.json +54 -0
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// src/indicators/sourceField.ts
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function getSource(bar, source) {
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return bar[source];
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}
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// src/indicators/SMA.ts
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var SMA = class {
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constructor(period, color = "#F5A623", name = "MA", source = "close") {
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this.period = period;
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this.source = source;
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this.name = name;
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this.color = color;
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}
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compute(data) {
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return data.map((_, i) => {
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if (i < this.period - 1) return { index: i, value: null };
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let sum = 0;
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for (let j = i - this.period + 1; j <= i; j++) sum += getSource(data[j], this.source);
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return { index: i, value: sum / this.period };
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});
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}
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render(ctx, results, scale, viewport, chartHeight) {
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const priceRange = getPriceRangeFromCtx(ctx);
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if (!priceRange) return;
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ctx.beginPath();
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ctx.strokeStyle = this.color;
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ctx.lineWidth = 1.5;
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ctx.lineJoin = "round";
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let started = false;
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const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
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for (const r of results) {
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if (r.value === null) {
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started = false;
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continue;
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}
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const x = scale.xToPixel(r.index, viewport, chartWidth);
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const y = scale.yToPixel(r.value, priceRange, chartHeight);
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started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
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}
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ctx.stroke();
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}
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};
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function getPriceRangeFromCtx(ctx) {
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const canvas = ctx.canvas;
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return canvas._priceRange ?? null;
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}
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// src/indicators/EMA.ts
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var EMA = class {
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constructor(period, color = "#9B59B6", name = "EMA", source = "close") {
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this.period = period;
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this.source = source;
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this.name = name;
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this.color = color;
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}
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compute(data) {
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const k = 2 / (this.period + 1);
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const results = [];
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let ema = null;
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for (let i = 0; i < data.length; i++) {
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if (i < this.period - 1) {
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results.push({ index: i, value: null });
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continue;
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}
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if (ema === null) {
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let sum = 0;
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for (let j = 0; j < this.period; j++) sum += getSource(data[i - j], this.source);
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ema = sum / this.period;
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} else {
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ema = getSource(data[i], this.source) * k + ema * (1 - k);
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}
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results.push({ index: i, value: ema });
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}
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return results;
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}
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render(ctx, results, scale, viewport, chartHeight) {
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const canvas = ctx.canvas;
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const priceRange = canvas._priceRange;
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if (!priceRange) return;
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ctx.beginPath();
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ctx.strokeStyle = this.color;
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ctx.lineWidth = 1.5;
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ctx.lineJoin = "round";
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let started = false;
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const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
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for (const r of results) {
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if (r.value === null) {
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started = false;
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continue;
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}
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const x = scale.xToPixel(r.index, viewport, chartWidth);
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const y = scale.yToPixel(r.value, priceRange, chartHeight);
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started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
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}
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ctx.stroke();
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}
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};
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// src/indicators/WMA.ts
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var WMA = class {
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constructor(period = 20, color = "#e91e63", name = "WMA", source = "close") {
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this.period = period;
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this.source = source;
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this.name = name;
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this.color = color;
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}
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compute(data) {
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const denominator = this.period * (this.period + 1) / 2;
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const results = [];
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for (let i = 0; i < data.length; i++) {
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if (i < this.period - 1) {
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results.push({ index: i, value: null });
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continue;
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}
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let wma = 0;
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for (let j = 0; j < this.period; j++) {
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wma += getSource(data[i - (this.period - 1 - j)], this.source) * (j + 1);
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}
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results.push({ index: i, value: wma / denominator });
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}
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return results;
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}
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render(ctx, results, scale, viewport, chartHeight) {
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const canvas = ctx.canvas;
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const priceRange = canvas._priceRange;
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if (!priceRange) return;
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const chartWidth = canvas._chartWidth ?? ctx.canvas.width;
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ctx.beginPath();
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ctx.strokeStyle = this.color;
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ctx.lineWidth = 1.5;
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ctx.lineJoin = "round";
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let started = false;
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for (const r of results) {
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if (r.value === null) {
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started = false;
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continue;
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}
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const x = scale.xToPixel(r.index, viewport, chartWidth);
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const y = scale.yToPixel(r.value, priceRange, chartHeight);
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started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
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}
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ctx.stroke();
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}
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};
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// src/indicators/HMA.ts
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function computeWMA(data, period) {
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const denominator = period * (period + 1) / 2;
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const results = [];
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for (let i = 0; i < data.length; i++) {
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if (i < period - 1) {
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results.push(null);
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continue;
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}
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let wma = 0;
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for (let j = 0; j < period; j++) {
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wma += data[i - (period - 1 - j)] * (j + 1);
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}
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results.push(wma / denominator);
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}
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return results;
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}
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var HMA = class {
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constructor(period = 20, color = "#00bcd4", name = "HMA", source = "close") {
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this.period = period;
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this.source = source;
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this.name = name;
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this.color = color;
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}
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compute(data) {
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const closes = data.map((b) => getSource(b, this.source));
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const halfPeriod = Math.floor(this.period / 2);
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const sqrtPeriod = Math.floor(Math.sqrt(this.period));
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const wmaHalf = computeWMA(closes, halfPeriod);
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const wmaFull = computeWMA(closes, this.period);
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const diff = wmaHalf.map((half, i) => {
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const full = wmaFull[i];
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if (half === null || full === null) return null;
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return 2 * half - full;
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});
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const diffForWma = diff.map((v) => v === null ? 0 : v);
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const hmaRaw = computeWMA(diffForWma, sqrtPeriod);
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return data.map((_, i) => {
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const windowStart = i - sqrtPeriod + 1;
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if (windowStart < 0) return { index: i, value: null };
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const allDiffValid = diff[windowStart] !== null && diff[i] !== null;
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if (!allDiffValid || hmaRaw[i] === null) return { index: i, value: null };
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return { index: i, value: hmaRaw[i] };
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});
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}
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render(ctx, results, scale, viewport, chartHeight) {
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const canvas = ctx.canvas;
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const priceRange = canvas._priceRange;
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if (!priceRange) return;
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const chartWidth = canvas._chartWidth ?? ctx.canvas.width;
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ctx.beginPath();
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ctx.strokeStyle = this.color;
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ctx.lineWidth = 1.5;
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ctx.lineJoin = "round";
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let started = false;
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for (const r of results) {
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if (r.value === null) {
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started = false;
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continue;
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}
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const x = scale.xToPixel(r.index, viewport, chartWidth);
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const y = scale.yToPixel(r.value, priceRange, chartHeight);
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started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
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}
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ctx.stroke();
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}
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};
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// src/indicators/MARibbon.ts
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var RIBBON_PERIODS = [5, 10, 20, 50, 100];
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var RIBBON_COLORS = ["#ff6b6b", "#ffd93d", "#6bcb77", "#4d96ff", "#c77dff"];
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var MARibbon = class {
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constructor(color = "#ffcc80", source = "close") {
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this.source = source;
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this.name = "MARibbon";
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this.color = color;
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}
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compute(data) {
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const sma = (endIndex, period) => {
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if (endIndex < period - 1) return null;
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let sum = 0;
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for (let j = endIndex - period + 1; j <= endIndex; j++) sum += getSource(data[j], this.source);
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return sum / period;
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};
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return data.map((_, i) => ({
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index: i,
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value: sma(i, 5),
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// SMA5
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upper: sma(i, 10),
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// SMA10
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lower: sma(i, 20),
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// SMA20
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signal: sma(i, 50),
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// SMA50
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histogram: sma(i, 100)
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// SMA100
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}));
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}
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render(ctx, results, scale, viewport, chartHeight) {
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const canvas = ctx.canvas;
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const priceRange = canvas._priceRange;
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if (!priceRange) return;
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const chartWidth = canvas._chartWidth ?? ctx.canvas.width;
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ctx.lineWidth = 1;
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ctx.lineJoin = "round";
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const keys = ["value", "upper", "lower", "signal", "histogram"];
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for (let li = 0; li < RIBBON_PERIODS.length; li++) {
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const key = keys[li];
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const lineColor = RIBBON_COLORS[li];
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ctx.beginPath();
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ctx.strokeStyle = lineColor;
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let started = false;
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for (const r of results) {
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const val = r[key];
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if (val == null) {
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started = false;
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continue;
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}
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const x = scale.xToPixel(r.index, viewport, chartWidth);
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const y = scale.yToPixel(val, priceRange, chartHeight);
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started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
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}
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ctx.stroke();
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}
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}
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};
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// src/indicators/BollingerBands.ts
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274
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var BollingerBands = class {
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constructor(period = 20, stdDevMultiplier = 2, color = "#3B82F6", name = "BB", source = "close") {
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this.period = period;
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this.stdDevMultiplier = stdDevMultiplier;
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this.source = source;
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this.name = name;
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this.color = color;
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}
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compute(data) {
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return data.map((_, i) => {
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if (i < this.period - 1) return { index: i, value: null, upper: null, lower: null };
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const slice = data.slice(i - this.period + 1, i + 1).map((b) => getSource(b, this.source));
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const mean = slice.reduce((s, v) => s + v, 0) / this.period;
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const variance = slice.reduce((s, v) => s + (v - mean) ** 2, 0) / this.period;
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const std = Math.sqrt(variance);
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return {
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index: i,
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value: mean,
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upper: mean + std * this.stdDevMultiplier,
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lower: mean - std * this.stdDevMultiplier
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};
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});
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}
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render(ctx, results, scale, viewport, chartHeight) {
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const canvas = ctx.canvas;
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const priceRange = canvas._priceRange;
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if (!priceRange) return;
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|
301
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
302
|
+
ctx.lineWidth = 1;
|
|
303
|
+
ctx.lineJoin = "round";
|
|
304
|
+
const drawLine = (getValue, dash = false) => {
|
|
305
|
+
if (dash) ctx.setLineDash([4, 3]);
|
|
306
|
+
ctx.beginPath();
|
|
307
|
+
let started = false;
|
|
308
|
+
for (const r of results) {
|
|
309
|
+
const val = getValue(r);
|
|
310
|
+
if (val == null) {
|
|
311
|
+
started = false;
|
|
312
|
+
continue;
|
|
313
|
+
}
|
|
314
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
315
|
+
const y = scale.yToPixel(val, priceRange, chartHeight);
|
|
316
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
317
|
+
}
|
|
318
|
+
ctx.stroke();
|
|
319
|
+
if (dash) ctx.setLineDash([]);
|
|
320
|
+
};
|
|
321
|
+
ctx.strokeStyle = this.color;
|
|
322
|
+
drawLine((r) => r.value);
|
|
323
|
+
ctx.strokeStyle = `${this.color}99`;
|
|
324
|
+
drawLine((r) => r.upper, true);
|
|
325
|
+
drawLine((r) => r.lower, true);
|
|
326
|
+
const upperPoints = [];
|
|
327
|
+
const lowerPoints = [];
|
|
328
|
+
for (const r of results) {
|
|
329
|
+
if (r.upper == null || r.lower == null) continue;
|
|
330
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
331
|
+
upperPoints.push([x, scale.yToPixel(r.upper, priceRange, chartHeight)]);
|
|
332
|
+
lowerPoints.push([x, scale.yToPixel(r.lower, priceRange, chartHeight)]);
|
|
333
|
+
}
|
|
334
|
+
if (upperPoints.length < 2) return;
|
|
335
|
+
ctx.beginPath();
|
|
336
|
+
upperPoints.forEach(([x, y], i) => i === 0 ? ctx.moveTo(x, y) : ctx.lineTo(x, y));
|
|
337
|
+
lowerPoints.reverse().forEach(([x, y]) => ctx.lineTo(x, y));
|
|
338
|
+
ctx.closePath();
|
|
339
|
+
ctx.fillStyle = `${this.color}12`;
|
|
340
|
+
ctx.fill();
|
|
341
|
+
}
|
|
342
|
+
};
|
|
343
|
+
|
|
344
|
+
// src/indicators/KeltnerChannels.ts
|
|
345
|
+
var KeltnerChannels = class {
|
|
346
|
+
constructor(period = 20, mult = 2, atrPeriod = 10, color = "#4caf50", name = "KC") {
|
|
347
|
+
this.period = period;
|
|
348
|
+
this.mult = mult;
|
|
349
|
+
this.atrPeriod = atrPeriod;
|
|
350
|
+
this.name = name;
|
|
351
|
+
this.color = color;
|
|
352
|
+
}
|
|
353
|
+
compute(data) {
|
|
354
|
+
const results = [];
|
|
355
|
+
const emaK = 2 / (this.period + 1);
|
|
356
|
+
let ema = null;
|
|
357
|
+
let atr = null;
|
|
358
|
+
for (let i = 0; i < data.length; i++) {
|
|
359
|
+
const bar = data[i];
|
|
360
|
+
if (i < this.period - 1) {
|
|
361
|
+
results.push({ index: i, value: null, upper: null, lower: null });
|
|
362
|
+
continue;
|
|
363
|
+
}
|
|
364
|
+
if (ema === null) {
|
|
365
|
+
let sum = 0;
|
|
366
|
+
for (let j = 0; j < this.period; j++) sum += data[i - j].close;
|
|
367
|
+
ema = sum / this.period;
|
|
368
|
+
} else {
|
|
369
|
+
ema = bar.close * emaK + ema * (1 - emaK);
|
|
370
|
+
}
|
|
371
|
+
const tr = i === 0 ? bar.high - bar.low : Math.max(
|
|
372
|
+
bar.high - bar.low,
|
|
373
|
+
Math.abs(bar.high - data[i - 1].close),
|
|
374
|
+
Math.abs(bar.low - data[i - 1].close)
|
|
375
|
+
);
|
|
376
|
+
if (atr === null) {
|
|
377
|
+
if (i < this.atrPeriod) {
|
|
378
|
+
results.pop();
|
|
379
|
+
results.push({ index: i, value: null, upper: null, lower: null });
|
|
380
|
+
if (i === this.atrPeriod - 1) {
|
|
381
|
+
let trSum = 0;
|
|
382
|
+
for (let j = 0; j < this.atrPeriod; j++) {
|
|
383
|
+
const b = data[i - j];
|
|
384
|
+
const prev = data[i - j - 1];
|
|
385
|
+
const trj = j === i ? b.high - b.low : Math.max(
|
|
386
|
+
b.high - b.low,
|
|
387
|
+
Math.abs(b.high - prev.close),
|
|
388
|
+
Math.abs(b.low - prev.close)
|
|
389
|
+
);
|
|
390
|
+
trSum += trj;
|
|
391
|
+
}
|
|
392
|
+
atr = trSum / this.atrPeriod;
|
|
393
|
+
}
|
|
394
|
+
continue;
|
|
395
|
+
}
|
|
396
|
+
} else {
|
|
397
|
+
atr = (atr * (this.atrPeriod - 1) + tr) / this.atrPeriod;
|
|
398
|
+
}
|
|
399
|
+
if (atr === null) {
|
|
400
|
+
results.push({ index: i, value: null, upper: null, lower: null });
|
|
401
|
+
continue;
|
|
402
|
+
}
|
|
403
|
+
const upper = ema + this.mult * atr;
|
|
404
|
+
const lower = ema - this.mult * atr;
|
|
405
|
+
results.push({ index: i, value: ema, upper, lower });
|
|
406
|
+
}
|
|
407
|
+
return results;
|
|
408
|
+
}
|
|
409
|
+
render(ctx, results, scale, viewport, chartHeight) {
|
|
410
|
+
const canvas = ctx.canvas;
|
|
411
|
+
const priceRange = canvas._priceRange;
|
|
412
|
+
if (!priceRange) return;
|
|
413
|
+
const chartWidth = canvas._chartWidth ?? ctx.canvas.width;
|
|
414
|
+
ctx.lineWidth = 1;
|
|
415
|
+
ctx.lineJoin = "round";
|
|
416
|
+
const drawLine = (getValue, dash = false) => {
|
|
417
|
+
if (dash) ctx.setLineDash([4, 3]);
|
|
418
|
+
ctx.beginPath();
|
|
419
|
+
let started = false;
|
|
420
|
+
for (const r of results) {
|
|
421
|
+
const val = getValue(r);
|
|
422
|
+
if (val == null) {
|
|
423
|
+
started = false;
|
|
424
|
+
continue;
|
|
425
|
+
}
|
|
426
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
427
|
+
const y = scale.yToPixel(val, priceRange, chartHeight);
|
|
428
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
429
|
+
}
|
|
430
|
+
ctx.stroke();
|
|
431
|
+
if (dash) ctx.setLineDash([]);
|
|
432
|
+
};
|
|
433
|
+
ctx.strokeStyle = this.color;
|
|
434
|
+
drawLine((r) => r.value);
|
|
435
|
+
ctx.strokeStyle = `${this.color}99`;
|
|
436
|
+
drawLine((r) => r.upper, true);
|
|
437
|
+
drawLine((r) => r.lower, true);
|
|
438
|
+
const upperPoints = [];
|
|
439
|
+
const lowerPoints = [];
|
|
440
|
+
for (const r of results) {
|
|
441
|
+
if (r.upper == null || r.lower == null) continue;
|
|
442
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
443
|
+
upperPoints.push([x, scale.yToPixel(r.upper, priceRange, chartHeight)]);
|
|
444
|
+
lowerPoints.push([x, scale.yToPixel(r.lower, priceRange, chartHeight)]);
|
|
445
|
+
}
|
|
446
|
+
if (upperPoints.length < 2) return;
|
|
447
|
+
ctx.beginPath();
|
|
448
|
+
upperPoints.forEach(([x, y], i) => i === 0 ? ctx.moveTo(x, y) : ctx.lineTo(x, y));
|
|
449
|
+
lowerPoints.reverse().forEach(([x, y]) => ctx.lineTo(x, y));
|
|
450
|
+
ctx.closePath();
|
|
451
|
+
ctx.fillStyle = `${this.color}12`;
|
|
452
|
+
ctx.fill();
|
|
453
|
+
}
|
|
454
|
+
};
|
|
455
|
+
|
|
456
|
+
// src/indicators/DonchianChannels.ts
|
|
457
|
+
var DonchianChannels = class {
|
|
458
|
+
constructor(period = 20, color = "#26c6da") {
|
|
459
|
+
this.period = period;
|
|
460
|
+
this.name = "DC";
|
|
461
|
+
this.color = color;
|
|
462
|
+
}
|
|
463
|
+
compute(data) {
|
|
464
|
+
return data.map((_, i) => {
|
|
465
|
+
if (i < this.period - 1) return { index: i, value: null, upper: null, lower: null };
|
|
466
|
+
let highest = -Infinity;
|
|
467
|
+
let lowest = Infinity;
|
|
468
|
+
for (let j = i - this.period + 1; j <= i; j++) {
|
|
469
|
+
if (data[j].high > highest) highest = data[j].high;
|
|
470
|
+
if (data[j].low < lowest) lowest = data[j].low;
|
|
471
|
+
}
|
|
472
|
+
const middle = (highest + lowest) / 2;
|
|
473
|
+
return { index: i, value: middle, upper: highest, lower: lowest };
|
|
474
|
+
});
|
|
475
|
+
}
|
|
476
|
+
render(ctx, results, scale, viewport, chartHeight) {
|
|
477
|
+
const canvas = ctx.canvas;
|
|
478
|
+
const priceRange = canvas._priceRange;
|
|
479
|
+
if (!priceRange) return;
|
|
480
|
+
const chartWidth = canvas._chartWidth ?? ctx.canvas.width;
|
|
481
|
+
ctx.lineWidth = 1;
|
|
482
|
+
ctx.lineJoin = "round";
|
|
483
|
+
const drawLine = (getValue, dash = false) => {
|
|
484
|
+
if (dash) ctx.setLineDash([4, 3]);
|
|
485
|
+
ctx.beginPath();
|
|
486
|
+
let started = false;
|
|
487
|
+
for (const r of results) {
|
|
488
|
+
const val = getValue(r);
|
|
489
|
+
if (val == null) {
|
|
490
|
+
started = false;
|
|
491
|
+
continue;
|
|
492
|
+
}
|
|
493
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
494
|
+
const y = scale.yToPixel(val, priceRange, chartHeight);
|
|
495
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
496
|
+
}
|
|
497
|
+
ctx.stroke();
|
|
498
|
+
if (dash) ctx.setLineDash([]);
|
|
499
|
+
};
|
|
500
|
+
ctx.strokeStyle = this.color;
|
|
501
|
+
drawLine((r) => r.value, true);
|
|
502
|
+
ctx.strokeStyle = `${this.color}99`;
|
|
503
|
+
drawLine((r) => r.upper);
|
|
504
|
+
drawLine((r) => r.lower);
|
|
505
|
+
const upperPoints = [];
|
|
506
|
+
const lowerPoints = [];
|
|
507
|
+
for (const r of results) {
|
|
508
|
+
if (r.upper == null || r.lower == null) continue;
|
|
509
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
510
|
+
upperPoints.push([x, scale.yToPixel(r.upper, priceRange, chartHeight)]);
|
|
511
|
+
lowerPoints.push([x, scale.yToPixel(r.lower, priceRange, chartHeight)]);
|
|
512
|
+
}
|
|
513
|
+
if (upperPoints.length < 2) return;
|
|
514
|
+
ctx.beginPath();
|
|
515
|
+
upperPoints.forEach(([x, y], i) => i === 0 ? ctx.moveTo(x, y) : ctx.lineTo(x, y));
|
|
516
|
+
lowerPoints.slice().reverse().forEach(([x, y]) => ctx.lineTo(x, y));
|
|
517
|
+
ctx.closePath();
|
|
518
|
+
ctx.fillStyle = `${this.color}14`;
|
|
519
|
+
ctx.fill();
|
|
520
|
+
}
|
|
521
|
+
};
|
|
522
|
+
|
|
523
|
+
// src/indicators/ATR.ts
|
|
524
|
+
var ATR = class {
|
|
525
|
+
constructor(period = 14, color = "#ff5722", name = "ATR") {
|
|
526
|
+
this.period = period;
|
|
527
|
+
this.pane = "sub";
|
|
528
|
+
this.paneHeight = 80;
|
|
529
|
+
this.name = name;
|
|
530
|
+
this.color = color;
|
|
531
|
+
}
|
|
532
|
+
compute(data) {
|
|
533
|
+
const results = [];
|
|
534
|
+
if (data.length === 0) return results;
|
|
535
|
+
const tr = [];
|
|
536
|
+
for (let i = 0; i < data.length; i++) {
|
|
537
|
+
if (i === 0) {
|
|
538
|
+
tr.push(data[i].high - data[i].low);
|
|
539
|
+
} else {
|
|
540
|
+
const prevClose = data[i - 1].close;
|
|
541
|
+
tr.push(Math.max(
|
|
542
|
+
data[i].high - data[i].low,
|
|
543
|
+
Math.abs(data[i].high - prevClose),
|
|
544
|
+
Math.abs(data[i].low - prevClose)
|
|
545
|
+
));
|
|
546
|
+
}
|
|
547
|
+
}
|
|
548
|
+
if (data.length < this.period) {
|
|
549
|
+
return data.map((_, i) => ({ index: i, value: null }));
|
|
550
|
+
}
|
|
551
|
+
let atr = 0;
|
|
552
|
+
for (let i = 0; i < this.period; i++) {
|
|
553
|
+
atr += tr[i];
|
|
554
|
+
}
|
|
555
|
+
atr /= this.period;
|
|
556
|
+
for (let i = 0; i < this.period - 1; i++) {
|
|
557
|
+
results.push({ index: i, value: null });
|
|
558
|
+
}
|
|
559
|
+
results.push({ index: this.period - 1, value: atr });
|
|
560
|
+
for (let i = this.period; i < data.length; i++) {
|
|
561
|
+
atr = (atr * (this.period - 1) + tr[i]) / this.period;
|
|
562
|
+
results.push({ index: i, value: atr });
|
|
563
|
+
}
|
|
564
|
+
return results;
|
|
565
|
+
}
|
|
566
|
+
getValueRange(results) {
|
|
567
|
+
let maxVal = 1e-4;
|
|
568
|
+
for (const r of results) {
|
|
569
|
+
if (r.value != null) maxVal = Math.max(maxVal, r.value);
|
|
570
|
+
}
|
|
571
|
+
return { min: 0, max: maxVal * 1.2 };
|
|
572
|
+
}
|
|
573
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
574
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
575
|
+
let maxVal = 1e-4;
|
|
576
|
+
for (const r of results) {
|
|
577
|
+
if (r.value != null) maxVal = Math.max(maxVal, r.value);
|
|
578
|
+
}
|
|
579
|
+
const range = rangeOverride ?? { min: 0, max: maxVal * 1.2 };
|
|
580
|
+
const points = [];
|
|
581
|
+
for (const r of results) {
|
|
582
|
+
if (r.value == null) continue;
|
|
583
|
+
points.push({
|
|
584
|
+
x: scale.xToPixel(r.index, viewport, chartWidth),
|
|
585
|
+
y: scale.yToPixel(r.value, range, paneHeight)
|
|
586
|
+
});
|
|
587
|
+
}
|
|
588
|
+
if (points.length === 0) return;
|
|
589
|
+
const baseY = scale.yToPixel(0, range, paneHeight);
|
|
590
|
+
ctx.beginPath();
|
|
591
|
+
ctx.moveTo(points[0].x, baseY);
|
|
592
|
+
for (const p of points) ctx.lineTo(p.x, p.y);
|
|
593
|
+
ctx.lineTo(points[points.length - 1].x, baseY);
|
|
594
|
+
ctx.closePath();
|
|
595
|
+
ctx.fillStyle = this.color + "33";
|
|
596
|
+
ctx.fill();
|
|
597
|
+
ctx.beginPath();
|
|
598
|
+
ctx.strokeStyle = this.color;
|
|
599
|
+
ctx.lineWidth = 1.5;
|
|
600
|
+
ctx.lineJoin = "round";
|
|
601
|
+
let started = false;
|
|
602
|
+
for (const r of results) {
|
|
603
|
+
if (r.value == null) {
|
|
604
|
+
started = false;
|
|
605
|
+
continue;
|
|
606
|
+
}
|
|
607
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
608
|
+
const y = scale.yToPixel(r.value, range, paneHeight);
|
|
609
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
610
|
+
}
|
|
611
|
+
ctx.stroke();
|
|
612
|
+
}
|
|
613
|
+
};
|
|
614
|
+
|
|
615
|
+
// src/indicators/RSI.ts
|
|
616
|
+
var RSI = class {
|
|
617
|
+
constructor(period = 14, color = "#e8b84b", name = "RSI", source = "close") {
|
|
618
|
+
this.period = period;
|
|
619
|
+
this.source = source;
|
|
620
|
+
this.pane = "sub";
|
|
621
|
+
this.paneHeight = 80;
|
|
622
|
+
this.name = name;
|
|
623
|
+
this.color = color;
|
|
624
|
+
}
|
|
625
|
+
compute(data) {
|
|
626
|
+
const results = [];
|
|
627
|
+
if (data.length < this.period + 1) {
|
|
628
|
+
return data.map((_, i) => ({ index: i, value: null }));
|
|
629
|
+
}
|
|
630
|
+
let avgGain = 0;
|
|
631
|
+
let avgLoss = 0;
|
|
632
|
+
for (let i = 1; i <= this.period; i++) {
|
|
633
|
+
const delta = getSource(data[i], this.source) - getSource(data[i - 1], this.source);
|
|
634
|
+
if (delta > 0) avgGain += delta;
|
|
635
|
+
else avgLoss += Math.abs(delta);
|
|
636
|
+
}
|
|
637
|
+
avgGain /= this.period;
|
|
638
|
+
avgLoss /= this.period;
|
|
639
|
+
for (let i = 0; i < this.period; i++) {
|
|
640
|
+
results.push({ index: i, value: null });
|
|
641
|
+
}
|
|
642
|
+
const rs0 = avgLoss === 0 ? Infinity : avgGain / avgLoss;
|
|
643
|
+
results.push({ index: this.period, value: avgLoss === 0 ? 100 : 100 - 100 / (1 + rs0) });
|
|
644
|
+
for (let i = this.period + 1; i < data.length; i++) {
|
|
645
|
+
const delta = getSource(data[i], this.source) - getSource(data[i - 1], this.source);
|
|
646
|
+
const gain = delta > 0 ? delta : 0;
|
|
647
|
+
const loss = delta < 0 ? Math.abs(delta) : 0;
|
|
648
|
+
avgGain = (avgGain * (this.period - 1) + gain) / this.period;
|
|
649
|
+
avgLoss = (avgLoss * (this.period - 1) + loss) / this.period;
|
|
650
|
+
const rs = avgLoss === 0 ? Infinity : avgGain / avgLoss;
|
|
651
|
+
results.push({ index: i, value: avgLoss === 0 ? 100 : 100 - 100 / (1 + rs) });
|
|
652
|
+
}
|
|
653
|
+
return results;
|
|
654
|
+
}
|
|
655
|
+
getValueRange(_results) {
|
|
656
|
+
return { min: 0, max: 100 };
|
|
657
|
+
}
|
|
658
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
659
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
660
|
+
const range = rangeOverride ?? { min: 0, max: 100 };
|
|
661
|
+
const y70 = scale.yToPixel(70, range, paneHeight);
|
|
662
|
+
const y30 = scale.yToPixel(30, range, paneHeight);
|
|
663
|
+
ctx.fillStyle = "rgba(239,83,80,0.06)";
|
|
664
|
+
ctx.fillRect(0, 0, chartWidth, y70);
|
|
665
|
+
ctx.fillStyle = "rgba(38,166,154,0.06)";
|
|
666
|
+
ctx.fillRect(0, y30, chartWidth, paneHeight - y30);
|
|
667
|
+
ctx.save();
|
|
668
|
+
ctx.setLineDash([4, 4]);
|
|
669
|
+
ctx.strokeStyle = "rgba(150,150,150,0.35)";
|
|
670
|
+
ctx.lineWidth = 1;
|
|
671
|
+
for (const level of [70, 50, 30]) {
|
|
672
|
+
const y = scale.yToPixel(level, range, paneHeight);
|
|
673
|
+
ctx.beginPath();
|
|
674
|
+
ctx.moveTo(0, y);
|
|
675
|
+
ctx.lineTo(chartWidth, y);
|
|
676
|
+
ctx.stroke();
|
|
677
|
+
}
|
|
678
|
+
ctx.setLineDash([]);
|
|
679
|
+
ctx.restore();
|
|
680
|
+
ctx.beginPath();
|
|
681
|
+
ctx.strokeStyle = this.color;
|
|
682
|
+
ctx.lineWidth = 1.5;
|
|
683
|
+
ctx.lineJoin = "round";
|
|
684
|
+
let started = false;
|
|
685
|
+
for (const r of results) {
|
|
686
|
+
if (r.value === null) {
|
|
687
|
+
started = false;
|
|
688
|
+
continue;
|
|
689
|
+
}
|
|
690
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
691
|
+
const y = scale.yToPixel(r.value, range, paneHeight);
|
|
692
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
693
|
+
}
|
|
694
|
+
ctx.stroke();
|
|
695
|
+
}
|
|
696
|
+
};
|
|
697
|
+
|
|
698
|
+
// src/indicators/Stochastic.ts
|
|
699
|
+
var Stochastic = class {
|
|
700
|
+
constructor(kPeriod = 14, dPeriod = 3, color = "#e040fb") {
|
|
701
|
+
this.kPeriod = kPeriod;
|
|
702
|
+
this.dPeriod = dPeriod;
|
|
703
|
+
this.name = "Stoch";
|
|
704
|
+
this.pane = "sub";
|
|
705
|
+
this.paneHeight = 80;
|
|
706
|
+
this.color = color;
|
|
707
|
+
}
|
|
708
|
+
compute(data) {
|
|
709
|
+
const results = [];
|
|
710
|
+
const kValues = [];
|
|
711
|
+
for (let i = 0; i < data.length; i++) {
|
|
712
|
+
if (i < this.kPeriod - 1) {
|
|
713
|
+
kValues.push(null);
|
|
714
|
+
results.push({ index: i, value: null, upper: null });
|
|
715
|
+
continue;
|
|
716
|
+
}
|
|
717
|
+
let lowestLow = Infinity;
|
|
718
|
+
let highestHigh = -Infinity;
|
|
719
|
+
for (let j = i - this.kPeriod + 1; j <= i; j++) {
|
|
720
|
+
if (data[j].low < lowestLow) lowestLow = data[j].low;
|
|
721
|
+
if (data[j].high > highestHigh) highestHigh = data[j].high;
|
|
722
|
+
}
|
|
723
|
+
const denom = highestHigh - lowestLow;
|
|
724
|
+
const k = denom === 0 ? 50 : (data[i].close - lowestLow) / denom * 100;
|
|
725
|
+
kValues.push(k);
|
|
726
|
+
results.push({ index: i, value: k, upper: null });
|
|
727
|
+
}
|
|
728
|
+
for (let i = 0; i < data.length; i++) {
|
|
729
|
+
const kVal = kValues[i];
|
|
730
|
+
if (kVal === null) continue;
|
|
731
|
+
let count = 0;
|
|
732
|
+
let sum = 0;
|
|
733
|
+
for (let j = i; j >= 0 && count < this.dPeriod; j--) {
|
|
734
|
+
if (kValues[j] === null) break;
|
|
735
|
+
sum += kValues[j];
|
|
736
|
+
count++;
|
|
737
|
+
}
|
|
738
|
+
if (count === this.dPeriod) {
|
|
739
|
+
results[i].upper = sum / this.dPeriod;
|
|
740
|
+
}
|
|
741
|
+
}
|
|
742
|
+
return results;
|
|
743
|
+
}
|
|
744
|
+
getValueRange(_results) {
|
|
745
|
+
return { min: 0, max: 100 };
|
|
746
|
+
}
|
|
747
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
748
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
749
|
+
const range = rangeOverride ?? { min: 0, max: 100 };
|
|
750
|
+
const y80 = scale.yToPixel(80, range, paneHeight);
|
|
751
|
+
const y20 = scale.yToPixel(20, range, paneHeight);
|
|
752
|
+
ctx.fillStyle = "rgba(239,83,80,0.06)";
|
|
753
|
+
ctx.fillRect(0, 0, chartWidth, y80);
|
|
754
|
+
ctx.fillStyle = "rgba(38,166,154,0.06)";
|
|
755
|
+
ctx.fillRect(0, y20, chartWidth, paneHeight - y20);
|
|
756
|
+
ctx.save();
|
|
757
|
+
ctx.setLineDash([4, 4]);
|
|
758
|
+
ctx.strokeStyle = "rgba(150,150,150,0.35)";
|
|
759
|
+
ctx.lineWidth = 1;
|
|
760
|
+
for (const level of [80, 50, 20]) {
|
|
761
|
+
const y = scale.yToPixel(level, range, paneHeight);
|
|
762
|
+
ctx.beginPath();
|
|
763
|
+
ctx.moveTo(0, y);
|
|
764
|
+
ctx.lineTo(chartWidth, y);
|
|
765
|
+
ctx.stroke();
|
|
766
|
+
}
|
|
767
|
+
ctx.setLineDash([]);
|
|
768
|
+
ctx.restore();
|
|
769
|
+
ctx.beginPath();
|
|
770
|
+
ctx.strokeStyle = this.color;
|
|
771
|
+
ctx.lineWidth = 1.5;
|
|
772
|
+
ctx.lineJoin = "round";
|
|
773
|
+
let started = false;
|
|
774
|
+
for (const r of results) {
|
|
775
|
+
if (r.value === null) {
|
|
776
|
+
started = false;
|
|
777
|
+
continue;
|
|
778
|
+
}
|
|
779
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
780
|
+
const y = scale.yToPixel(r.value, range, paneHeight);
|
|
781
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
782
|
+
}
|
|
783
|
+
ctx.stroke();
|
|
784
|
+
ctx.beginPath();
|
|
785
|
+
ctx.strokeStyle = "#ff9800";
|
|
786
|
+
ctx.lineWidth = 1;
|
|
787
|
+
ctx.lineJoin = "round";
|
|
788
|
+
started = false;
|
|
789
|
+
for (const r of results) {
|
|
790
|
+
if (r.upper == null) {
|
|
791
|
+
started = false;
|
|
792
|
+
continue;
|
|
793
|
+
}
|
|
794
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
795
|
+
const y = scale.yToPixel(r.upper, range, paneHeight);
|
|
796
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
797
|
+
}
|
|
798
|
+
ctx.stroke();
|
|
799
|
+
}
|
|
800
|
+
};
|
|
801
|
+
|
|
802
|
+
// src/indicators/StochRSI.ts
|
|
803
|
+
function computeSMA(values, period) {
|
|
804
|
+
const result = [];
|
|
805
|
+
for (let i = 0; i < values.length; i++) {
|
|
806
|
+
if (i < period - 1) {
|
|
807
|
+
result.push(null);
|
|
808
|
+
continue;
|
|
809
|
+
}
|
|
810
|
+
let sum = 0;
|
|
811
|
+
let valid = true;
|
|
812
|
+
for (let j = i - period + 1; j <= i; j++) {
|
|
813
|
+
if (values[j] === null) {
|
|
814
|
+
valid = false;
|
|
815
|
+
break;
|
|
816
|
+
}
|
|
817
|
+
sum += values[j];
|
|
818
|
+
}
|
|
819
|
+
result.push(valid ? sum / period : null);
|
|
820
|
+
}
|
|
821
|
+
return result;
|
|
822
|
+
}
|
|
823
|
+
var StochRSI = class {
|
|
824
|
+
constructor(rsiPeriod = 14, stochPeriod = 14, kPeriod = 3, dPeriod = 3, color = "#00e5ff") {
|
|
825
|
+
this.rsiPeriod = rsiPeriod;
|
|
826
|
+
this.stochPeriod = stochPeriod;
|
|
827
|
+
this.kPeriod = kPeriod;
|
|
828
|
+
this.dPeriod = dPeriod;
|
|
829
|
+
this.name = "StochRSI";
|
|
830
|
+
this.pane = "sub";
|
|
831
|
+
this.paneHeight = 80;
|
|
832
|
+
this.color = color;
|
|
833
|
+
}
|
|
834
|
+
compute(data) {
|
|
835
|
+
const rsiValues = [];
|
|
836
|
+
if (data.length < this.rsiPeriod + 1) {
|
|
837
|
+
return data.map((_, i) => ({ index: i, value: null, upper: null }));
|
|
838
|
+
}
|
|
839
|
+
let avgGain = 0;
|
|
840
|
+
let avgLoss = 0;
|
|
841
|
+
for (let i = 1; i <= this.rsiPeriod; i++) {
|
|
842
|
+
const delta = data[i].close - data[i - 1].close;
|
|
843
|
+
if (delta > 0) avgGain += delta;
|
|
844
|
+
else avgLoss += Math.abs(delta);
|
|
845
|
+
}
|
|
846
|
+
avgGain /= this.rsiPeriod;
|
|
847
|
+
avgLoss /= this.rsiPeriod;
|
|
848
|
+
for (let i = 0; i < this.rsiPeriod; i++) rsiValues.push(null);
|
|
849
|
+
const rs0 = avgLoss === 0 ? Infinity : avgGain / avgLoss;
|
|
850
|
+
rsiValues.push(avgLoss === 0 ? 100 : 100 - 100 / (1 + rs0));
|
|
851
|
+
for (let i = this.rsiPeriod + 1; i < data.length; i++) {
|
|
852
|
+
const delta = data[i].close - data[i - 1].close;
|
|
853
|
+
const gain = delta > 0 ? delta : 0;
|
|
854
|
+
const loss = delta < 0 ? Math.abs(delta) : 0;
|
|
855
|
+
avgGain = (avgGain * (this.rsiPeriod - 1) + gain) / this.rsiPeriod;
|
|
856
|
+
avgLoss = (avgLoss * (this.rsiPeriod - 1) + loss) / this.rsiPeriod;
|
|
857
|
+
const rs = avgLoss === 0 ? Infinity : avgGain / avgLoss;
|
|
858
|
+
rsiValues.push(avgLoss === 0 ? 100 : 100 - 100 / (1 + rs));
|
|
859
|
+
}
|
|
860
|
+
const stochRsiValues = [];
|
|
861
|
+
for (let i = 0; i < data.length; i++) {
|
|
862
|
+
if (rsiValues[i] === null) {
|
|
863
|
+
stochRsiValues.push(null);
|
|
864
|
+
continue;
|
|
865
|
+
}
|
|
866
|
+
if (i < this.rsiPeriod + this.stochPeriod - 1) {
|
|
867
|
+
stochRsiValues.push(null);
|
|
868
|
+
continue;
|
|
869
|
+
}
|
|
870
|
+
let minRsi = Infinity;
|
|
871
|
+
let maxRsi = -Infinity;
|
|
872
|
+
let valid = true;
|
|
873
|
+
for (let j = i - this.stochPeriod + 1; j <= i; j++) {
|
|
874
|
+
if (rsiValues[j] === null) {
|
|
875
|
+
valid = false;
|
|
876
|
+
break;
|
|
877
|
+
}
|
|
878
|
+
const v = rsiValues[j];
|
|
879
|
+
if (v < minRsi) minRsi = v;
|
|
880
|
+
if (v > maxRsi) maxRsi = v;
|
|
881
|
+
}
|
|
882
|
+
if (!valid) {
|
|
883
|
+
stochRsiValues.push(null);
|
|
884
|
+
continue;
|
|
885
|
+
}
|
|
886
|
+
const denom = maxRsi - minRsi;
|
|
887
|
+
const stoch = denom === 0 ? 50 : (rsiValues[i] - minRsi) / denom * 100;
|
|
888
|
+
stochRsiValues.push(stoch);
|
|
889
|
+
}
|
|
890
|
+
const kLine = computeSMA(stochRsiValues, this.kPeriod);
|
|
891
|
+
const dLine = computeSMA(kLine, this.dPeriod);
|
|
892
|
+
return data.map((_, i) => ({
|
|
893
|
+
index: i,
|
|
894
|
+
value: kLine[i] ?? null,
|
|
895
|
+
upper: dLine[i] ?? null
|
|
896
|
+
}));
|
|
897
|
+
}
|
|
898
|
+
getValueRange(_results) {
|
|
899
|
+
return { min: 0, max: 100 };
|
|
900
|
+
}
|
|
901
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
902
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
903
|
+
const range = rangeOverride ?? { min: 0, max: 100 };
|
|
904
|
+
const y80 = scale.yToPixel(80, range, paneHeight);
|
|
905
|
+
const y20 = scale.yToPixel(20, range, paneHeight);
|
|
906
|
+
ctx.fillStyle = "rgba(239,83,80,0.06)";
|
|
907
|
+
ctx.fillRect(0, 0, chartWidth, y80);
|
|
908
|
+
ctx.fillStyle = "rgba(38,166,154,0.06)";
|
|
909
|
+
ctx.fillRect(0, y20, chartWidth, paneHeight - y20);
|
|
910
|
+
ctx.save();
|
|
911
|
+
ctx.setLineDash([4, 4]);
|
|
912
|
+
ctx.strokeStyle = "rgba(150,150,150,0.35)";
|
|
913
|
+
ctx.lineWidth = 1;
|
|
914
|
+
for (const level of [80, 50, 20]) {
|
|
915
|
+
const y = scale.yToPixel(level, range, paneHeight);
|
|
916
|
+
ctx.beginPath();
|
|
917
|
+
ctx.moveTo(0, y);
|
|
918
|
+
ctx.lineTo(chartWidth, y);
|
|
919
|
+
ctx.stroke();
|
|
920
|
+
}
|
|
921
|
+
ctx.setLineDash([]);
|
|
922
|
+
ctx.restore();
|
|
923
|
+
ctx.beginPath();
|
|
924
|
+
ctx.strokeStyle = this.color;
|
|
925
|
+
ctx.lineWidth = 1.5;
|
|
926
|
+
ctx.lineJoin = "round";
|
|
927
|
+
let started = false;
|
|
928
|
+
for (const r of results) {
|
|
929
|
+
if (r.value === null) {
|
|
930
|
+
started = false;
|
|
931
|
+
continue;
|
|
932
|
+
}
|
|
933
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
934
|
+
const y = scale.yToPixel(r.value, range, paneHeight);
|
|
935
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
936
|
+
}
|
|
937
|
+
ctx.stroke();
|
|
938
|
+
ctx.beginPath();
|
|
939
|
+
ctx.strokeStyle = "#ff9800";
|
|
940
|
+
ctx.lineWidth = 1;
|
|
941
|
+
ctx.lineJoin = "round";
|
|
942
|
+
started = false;
|
|
943
|
+
for (const r of results) {
|
|
944
|
+
if (r.upper == null) {
|
|
945
|
+
started = false;
|
|
946
|
+
continue;
|
|
947
|
+
}
|
|
948
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
949
|
+
const y = scale.yToPixel(r.upper, range, paneHeight);
|
|
950
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
951
|
+
}
|
|
952
|
+
ctx.stroke();
|
|
953
|
+
}
|
|
954
|
+
};
|
|
955
|
+
|
|
956
|
+
// src/indicators/MACD.ts
|
|
957
|
+
function computeEMA(data, period) {
|
|
958
|
+
const k = 2 / (period + 1);
|
|
959
|
+
const results = [];
|
|
960
|
+
let ema = null;
|
|
961
|
+
for (let i = 0; i < data.length; i++) {
|
|
962
|
+
if (i < period - 1) {
|
|
963
|
+
results.push(null);
|
|
964
|
+
continue;
|
|
965
|
+
}
|
|
966
|
+
if (ema === null) {
|
|
967
|
+
let sum = 0;
|
|
968
|
+
for (let j = 0; j < period; j++) sum += data[i - j];
|
|
969
|
+
ema = sum / period;
|
|
970
|
+
} else {
|
|
971
|
+
ema = data[i] * k + ema * (1 - k);
|
|
972
|
+
}
|
|
973
|
+
results.push(ema);
|
|
974
|
+
}
|
|
975
|
+
return results;
|
|
976
|
+
}
|
|
977
|
+
var MACD = class {
|
|
978
|
+
constructor(fast = 12, slow = 26, signal = 9, color = "#2196f3", name = "MACD", source = "close") {
|
|
979
|
+
this.fast = fast;
|
|
980
|
+
this.slow = slow;
|
|
981
|
+
this.signal = signal;
|
|
982
|
+
this.source = source;
|
|
983
|
+
this.pane = "sub";
|
|
984
|
+
this.paneHeight = 80;
|
|
985
|
+
this.name = name;
|
|
986
|
+
this.color = color;
|
|
987
|
+
}
|
|
988
|
+
compute(data) {
|
|
989
|
+
const closes = data.map((b) => getSource(b, this.source));
|
|
990
|
+
const fastEMA = computeEMA(closes, this.fast);
|
|
991
|
+
const slowEMA = computeEMA(closes, this.slow);
|
|
992
|
+
const macdLine = closes.map((_, i) => {
|
|
993
|
+
if (fastEMA[i] === null || slowEMA[i] === null) return null;
|
|
994
|
+
return fastEMA[i] - slowEMA[i];
|
|
995
|
+
});
|
|
996
|
+
const macdValues = macdLine.map((v) => v ?? 0);
|
|
997
|
+
const rawSignal = computeEMA(macdValues, this.signal);
|
|
998
|
+
return data.map((_, i) => {
|
|
999
|
+
const macd = macdLine[i];
|
|
1000
|
+
if (macd === null) return { index: i, value: null, upper: null, lower: null, histogram: null };
|
|
1001
|
+
const signalStart = this.slow - 1 + this.signal - 1;
|
|
1002
|
+
const sig = i >= signalStart ? rawSignal[i] : null;
|
|
1003
|
+
const hist = macd !== null && sig !== null ? macd - sig : null;
|
|
1004
|
+
return {
|
|
1005
|
+
index: i,
|
|
1006
|
+
value: macd,
|
|
1007
|
+
// MACD line
|
|
1008
|
+
upper: sig,
|
|
1009
|
+
// Signal line
|
|
1010
|
+
lower: hist
|
|
1011
|
+
// Histogram
|
|
1012
|
+
};
|
|
1013
|
+
});
|
|
1014
|
+
}
|
|
1015
|
+
getValueRange(results) {
|
|
1016
|
+
let maxAbs = 1e-4;
|
|
1017
|
+
for (const r of results) {
|
|
1018
|
+
if (r.value != null) maxAbs = Math.max(maxAbs, Math.abs(r.value));
|
|
1019
|
+
if (r.upper != null) maxAbs = Math.max(maxAbs, Math.abs(r.upper));
|
|
1020
|
+
if (r.lower != null) maxAbs = Math.max(maxAbs, Math.abs(r.lower));
|
|
1021
|
+
}
|
|
1022
|
+
return { min: -maxAbs * 1.3, max: maxAbs * 1.3 };
|
|
1023
|
+
}
|
|
1024
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
1025
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
1026
|
+
let maxAbs = 1e-4;
|
|
1027
|
+
for (const r of results) {
|
|
1028
|
+
if (r.value != null) maxAbs = Math.max(maxAbs, Math.abs(r.value));
|
|
1029
|
+
if (r.upper != null) maxAbs = Math.max(maxAbs, Math.abs(r.upper));
|
|
1030
|
+
if (r.lower != null) maxAbs = Math.max(maxAbs, Math.abs(r.lower));
|
|
1031
|
+
}
|
|
1032
|
+
const range = rangeOverride ?? { min: -maxAbs * 1.3, max: maxAbs * 1.3 };
|
|
1033
|
+
const zeroY = scale.yToPixel(0, range, paneHeight);
|
|
1034
|
+
ctx.strokeStyle = "rgba(150,150,150,0.3)";
|
|
1035
|
+
ctx.lineWidth = 1;
|
|
1036
|
+
ctx.beginPath();
|
|
1037
|
+
ctx.moveTo(0, zeroY);
|
|
1038
|
+
ctx.lineTo(chartWidth, zeroY);
|
|
1039
|
+
ctx.stroke();
|
|
1040
|
+
const bodyW = Math.max(scale.candleBodyWidth(viewport, chartWidth), 1);
|
|
1041
|
+
for (const r of results) {
|
|
1042
|
+
if (r.lower == null) continue;
|
|
1043
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1044
|
+
const barY = scale.yToPixel(r.lower, range, paneHeight);
|
|
1045
|
+
const h = Math.abs(barY - zeroY);
|
|
1046
|
+
const top = Math.min(barY, zeroY);
|
|
1047
|
+
ctx.fillStyle = r.lower >= 0 ? "rgba(38,166,154,0.55)" : "rgba(239,83,80,0.55)";
|
|
1048
|
+
ctx.fillRect(x - bodyW / 2, top, bodyW, h);
|
|
1049
|
+
}
|
|
1050
|
+
ctx.beginPath();
|
|
1051
|
+
ctx.strokeStyle = this.color;
|
|
1052
|
+
ctx.lineWidth = 1.5;
|
|
1053
|
+
ctx.lineJoin = "round";
|
|
1054
|
+
let started = false;
|
|
1055
|
+
for (const r of results) {
|
|
1056
|
+
if (r.value == null) {
|
|
1057
|
+
started = false;
|
|
1058
|
+
continue;
|
|
1059
|
+
}
|
|
1060
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1061
|
+
const y = scale.yToPixel(r.value, range, paneHeight);
|
|
1062
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
1063
|
+
}
|
|
1064
|
+
ctx.stroke();
|
|
1065
|
+
ctx.beginPath();
|
|
1066
|
+
ctx.strokeStyle = "#ff6b35";
|
|
1067
|
+
ctx.lineWidth = 1;
|
|
1068
|
+
ctx.lineJoin = "round";
|
|
1069
|
+
started = false;
|
|
1070
|
+
for (const r of results) {
|
|
1071
|
+
if (r.upper == null) {
|
|
1072
|
+
started = false;
|
|
1073
|
+
continue;
|
|
1074
|
+
}
|
|
1075
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1076
|
+
const y = scale.yToPixel(r.upper, range, paneHeight);
|
|
1077
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
1078
|
+
}
|
|
1079
|
+
ctx.stroke();
|
|
1080
|
+
}
|
|
1081
|
+
};
|
|
1082
|
+
|
|
1083
|
+
// src/indicators/CCI.ts
|
|
1084
|
+
var CCI = class {
|
|
1085
|
+
constructor(period = 20, color = "#4db6ac") {
|
|
1086
|
+
this.period = period;
|
|
1087
|
+
this.name = "CCI";
|
|
1088
|
+
this.pane = "sub";
|
|
1089
|
+
this.paneHeight = 80;
|
|
1090
|
+
this.color = color;
|
|
1091
|
+
}
|
|
1092
|
+
compute(data) {
|
|
1093
|
+
return data.map((_, i) => {
|
|
1094
|
+
if (i < this.period - 1) return { index: i, value: null };
|
|
1095
|
+
const slice = data.slice(i - this.period + 1, i + 1);
|
|
1096
|
+
const tpSlice = slice.map((b) => (b.high + b.low + b.close) / 3);
|
|
1097
|
+
const tp = tpSlice[tpSlice.length - 1];
|
|
1098
|
+
const sma = tpSlice.reduce((s, v) => s + v, 0) / this.period;
|
|
1099
|
+
const meanDev = tpSlice.reduce((s, v) => s + Math.abs(v - sma), 0) / this.period;
|
|
1100
|
+
if (meanDev === 0) return { index: i, value: 0 };
|
|
1101
|
+
return { index: i, value: (tp - sma) / (0.015 * meanDev) };
|
|
1102
|
+
});
|
|
1103
|
+
}
|
|
1104
|
+
getValueRange(results) {
|
|
1105
|
+
let maxAbs = 1e-4;
|
|
1106
|
+
for (const r of results) {
|
|
1107
|
+
if (r.value != null) maxAbs = Math.max(maxAbs, Math.abs(r.value));
|
|
1108
|
+
}
|
|
1109
|
+
return { min: -maxAbs * 1.3, max: maxAbs * 1.3 };
|
|
1110
|
+
}
|
|
1111
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
1112
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
1113
|
+
let maxAbs = 1e-4;
|
|
1114
|
+
for (const r of results) {
|
|
1115
|
+
if (r.value != null) maxAbs = Math.max(maxAbs, Math.abs(r.value));
|
|
1116
|
+
}
|
|
1117
|
+
const range = rangeOverride ?? { min: -maxAbs * 1.3, max: maxAbs * 1.3 };
|
|
1118
|
+
const y100 = scale.yToPixel(100, range, paneHeight);
|
|
1119
|
+
const yNeg100 = scale.yToPixel(-100, range, paneHeight);
|
|
1120
|
+
ctx.fillStyle = "rgba(239,83,80,0.10)";
|
|
1121
|
+
ctx.fillRect(0, 0, chartWidth, y100);
|
|
1122
|
+
ctx.fillStyle = "rgba(38,166,154,0.10)";
|
|
1123
|
+
ctx.fillRect(0, yNeg100, chartWidth, paneHeight - yNeg100);
|
|
1124
|
+
ctx.save();
|
|
1125
|
+
ctx.setLineDash([4, 4]);
|
|
1126
|
+
ctx.strokeStyle = "rgba(150,150,150,0.35)";
|
|
1127
|
+
ctx.lineWidth = 1;
|
|
1128
|
+
for (const level of [100, 0, -100]) {
|
|
1129
|
+
const y = scale.yToPixel(level, range, paneHeight);
|
|
1130
|
+
ctx.beginPath();
|
|
1131
|
+
ctx.moveTo(0, y);
|
|
1132
|
+
ctx.lineTo(chartWidth, y);
|
|
1133
|
+
ctx.stroke();
|
|
1134
|
+
}
|
|
1135
|
+
ctx.setLineDash([]);
|
|
1136
|
+
ctx.restore();
|
|
1137
|
+
ctx.beginPath();
|
|
1138
|
+
ctx.strokeStyle = this.color;
|
|
1139
|
+
ctx.lineWidth = 1.5;
|
|
1140
|
+
ctx.lineJoin = "round";
|
|
1141
|
+
let started = false;
|
|
1142
|
+
for (const r of results) {
|
|
1143
|
+
if (r.value === null) {
|
|
1144
|
+
started = false;
|
|
1145
|
+
continue;
|
|
1146
|
+
}
|
|
1147
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1148
|
+
const y = scale.yToPixel(r.value, range, paneHeight);
|
|
1149
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
1150
|
+
}
|
|
1151
|
+
ctx.stroke();
|
|
1152
|
+
}
|
|
1153
|
+
};
|
|
1154
|
+
|
|
1155
|
+
// src/indicators/WilliamsR.ts
|
|
1156
|
+
var WilliamsR = class {
|
|
1157
|
+
constructor(period = 14, color = "#ff7043") {
|
|
1158
|
+
this.period = period;
|
|
1159
|
+
this.name = "%R";
|
|
1160
|
+
this.pane = "sub";
|
|
1161
|
+
this.paneHeight = 80;
|
|
1162
|
+
this.color = color;
|
|
1163
|
+
}
|
|
1164
|
+
compute(data) {
|
|
1165
|
+
return data.map((_, i) => {
|
|
1166
|
+
if (i < this.period - 1) return { index: i, value: null };
|
|
1167
|
+
let highestHigh = -Infinity;
|
|
1168
|
+
let lowestLow = Infinity;
|
|
1169
|
+
for (let j = i - this.period + 1; j <= i; j++) {
|
|
1170
|
+
if (data[j].high > highestHigh) highestHigh = data[j].high;
|
|
1171
|
+
if (data[j].low < lowestLow) lowestLow = data[j].low;
|
|
1172
|
+
}
|
|
1173
|
+
const denom = highestHigh - lowestLow;
|
|
1174
|
+
const r = denom === 0 ? -50 : (highestHigh - data[i].close) / denom * -100;
|
|
1175
|
+
return { index: i, value: r };
|
|
1176
|
+
});
|
|
1177
|
+
}
|
|
1178
|
+
getValueRange(_results) {
|
|
1179
|
+
return { min: -100, max: 0 };
|
|
1180
|
+
}
|
|
1181
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
1182
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
1183
|
+
const range = rangeOverride ?? { min: -100, max: 0 };
|
|
1184
|
+
const yNeg20 = scale.yToPixel(-20, range, paneHeight);
|
|
1185
|
+
const yNeg80 = scale.yToPixel(-80, range, paneHeight);
|
|
1186
|
+
ctx.fillStyle = "rgba(239,83,80,0.06)";
|
|
1187
|
+
ctx.fillRect(0, 0, chartWidth, yNeg20);
|
|
1188
|
+
ctx.fillStyle = "rgba(38,166,154,0.06)";
|
|
1189
|
+
ctx.fillRect(0, yNeg80, chartWidth, paneHeight - yNeg80);
|
|
1190
|
+
ctx.save();
|
|
1191
|
+
ctx.setLineDash([4, 4]);
|
|
1192
|
+
ctx.strokeStyle = "rgba(150,150,150,0.35)";
|
|
1193
|
+
ctx.lineWidth = 1;
|
|
1194
|
+
for (const level of [-20, -50, -80]) {
|
|
1195
|
+
const y = scale.yToPixel(level, range, paneHeight);
|
|
1196
|
+
ctx.beginPath();
|
|
1197
|
+
ctx.moveTo(0, y);
|
|
1198
|
+
ctx.lineTo(chartWidth, y);
|
|
1199
|
+
ctx.stroke();
|
|
1200
|
+
}
|
|
1201
|
+
ctx.setLineDash([]);
|
|
1202
|
+
ctx.restore();
|
|
1203
|
+
ctx.beginPath();
|
|
1204
|
+
ctx.strokeStyle = this.color;
|
|
1205
|
+
ctx.lineWidth = 1.5;
|
|
1206
|
+
ctx.lineJoin = "round";
|
|
1207
|
+
let started = false;
|
|
1208
|
+
for (const r of results) {
|
|
1209
|
+
if (r.value === null) {
|
|
1210
|
+
started = false;
|
|
1211
|
+
continue;
|
|
1212
|
+
}
|
|
1213
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1214
|
+
const y = scale.yToPixel(r.value, range, paneHeight);
|
|
1215
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
1216
|
+
}
|
|
1217
|
+
ctx.stroke();
|
|
1218
|
+
}
|
|
1219
|
+
};
|
|
1220
|
+
|
|
1221
|
+
// src/indicators/ROC.ts
|
|
1222
|
+
var ROC = class {
|
|
1223
|
+
constructor(period = 12, color = "#80cbc4", source = "close") {
|
|
1224
|
+
this.period = period;
|
|
1225
|
+
this.source = source;
|
|
1226
|
+
this.pane = "sub";
|
|
1227
|
+
this.paneHeight = 80;
|
|
1228
|
+
this.name = "ROC";
|
|
1229
|
+
this.color = color;
|
|
1230
|
+
}
|
|
1231
|
+
compute(data) {
|
|
1232
|
+
return data.map((_, i) => {
|
|
1233
|
+
if (i < this.period) return { index: i, value: null };
|
|
1234
|
+
const prev = getSource(data[i - this.period], this.source);
|
|
1235
|
+
if (prev === 0) return { index: i, value: null };
|
|
1236
|
+
return { index: i, value: (getSource(data[i], this.source) - prev) / prev * 100 };
|
|
1237
|
+
});
|
|
1238
|
+
}
|
|
1239
|
+
getValueRange(results) {
|
|
1240
|
+
let maxAbs = 1e-4;
|
|
1241
|
+
for (const r of results) {
|
|
1242
|
+
if (r.value != null) maxAbs = Math.max(maxAbs, Math.abs(r.value));
|
|
1243
|
+
}
|
|
1244
|
+
return { min: -maxAbs * 1.3, max: maxAbs * 1.3 };
|
|
1245
|
+
}
|
|
1246
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
1247
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
1248
|
+
let maxAbs = 1e-4;
|
|
1249
|
+
for (const r of results) {
|
|
1250
|
+
if (r.value != null) maxAbs = Math.max(maxAbs, Math.abs(r.value));
|
|
1251
|
+
}
|
|
1252
|
+
const range = rangeOverride ?? { min: -maxAbs * 1.3, max: maxAbs * 1.3 };
|
|
1253
|
+
const zeroY = scale.yToPixel(0, range, paneHeight);
|
|
1254
|
+
const points = [];
|
|
1255
|
+
for (const r of results) {
|
|
1256
|
+
if (r.value == null) continue;
|
|
1257
|
+
points.push({
|
|
1258
|
+
x: scale.xToPixel(r.index, viewport, chartWidth),
|
|
1259
|
+
y: scale.yToPixel(r.value, range, paneHeight),
|
|
1260
|
+
value: r.value
|
|
1261
|
+
});
|
|
1262
|
+
}
|
|
1263
|
+
if (points.length >= 2) {
|
|
1264
|
+
ctx.beginPath();
|
|
1265
|
+
ctx.moveTo(points[0].x, zeroY);
|
|
1266
|
+
for (const p of points) {
|
|
1267
|
+
ctx.lineTo(p.x, Math.min(p.y, zeroY));
|
|
1268
|
+
}
|
|
1269
|
+
ctx.lineTo(points[points.length - 1].x, zeroY);
|
|
1270
|
+
ctx.closePath();
|
|
1271
|
+
ctx.fillStyle = "rgba(38,166,154,0.05)";
|
|
1272
|
+
ctx.fill();
|
|
1273
|
+
ctx.beginPath();
|
|
1274
|
+
ctx.moveTo(points[0].x, zeroY);
|
|
1275
|
+
for (const p of points) {
|
|
1276
|
+
ctx.lineTo(p.x, Math.max(p.y, zeroY));
|
|
1277
|
+
}
|
|
1278
|
+
ctx.lineTo(points[points.length - 1].x, zeroY);
|
|
1279
|
+
ctx.closePath();
|
|
1280
|
+
ctx.fillStyle = "rgba(239,83,80,0.05)";
|
|
1281
|
+
ctx.fill();
|
|
1282
|
+
}
|
|
1283
|
+
ctx.save();
|
|
1284
|
+
ctx.setLineDash([4, 4]);
|
|
1285
|
+
ctx.strokeStyle = "rgba(150,150,150,0.35)";
|
|
1286
|
+
ctx.lineWidth = 1;
|
|
1287
|
+
ctx.beginPath();
|
|
1288
|
+
ctx.moveTo(0, zeroY);
|
|
1289
|
+
ctx.lineTo(chartWidth, zeroY);
|
|
1290
|
+
ctx.stroke();
|
|
1291
|
+
ctx.setLineDash([]);
|
|
1292
|
+
ctx.restore();
|
|
1293
|
+
ctx.beginPath();
|
|
1294
|
+
ctx.strokeStyle = this.color;
|
|
1295
|
+
ctx.lineWidth = 1.5;
|
|
1296
|
+
ctx.lineJoin = "round";
|
|
1297
|
+
let started = false;
|
|
1298
|
+
for (const r of results) {
|
|
1299
|
+
if (r.value === null) {
|
|
1300
|
+
started = false;
|
|
1301
|
+
continue;
|
|
1302
|
+
}
|
|
1303
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1304
|
+
const y = scale.yToPixel(r.value, range, paneHeight);
|
|
1305
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
1306
|
+
}
|
|
1307
|
+
ctx.stroke();
|
|
1308
|
+
}
|
|
1309
|
+
};
|
|
1310
|
+
|
|
1311
|
+
// src/indicators/OBV.ts
|
|
1312
|
+
var OBV = class {
|
|
1313
|
+
constructor(color = "#aed581") {
|
|
1314
|
+
this.name = "OBV";
|
|
1315
|
+
this.pane = "sub";
|
|
1316
|
+
this.paneHeight = 80;
|
|
1317
|
+
this.color = color;
|
|
1318
|
+
}
|
|
1319
|
+
compute(data) {
|
|
1320
|
+
const results = [];
|
|
1321
|
+
let obv = 0;
|
|
1322
|
+
for (let i = 0; i < data.length; i++) {
|
|
1323
|
+
if (i === 0) {
|
|
1324
|
+
obv = data[i].volume ?? 0;
|
|
1325
|
+
} else {
|
|
1326
|
+
if (data[i].close > data[i - 1].close) {
|
|
1327
|
+
obv += data[i].volume ?? 0;
|
|
1328
|
+
} else if (data[i].close < data[i - 1].close) {
|
|
1329
|
+
obv -= data[i].volume ?? 0;
|
|
1330
|
+
}
|
|
1331
|
+
}
|
|
1332
|
+
results.push({ index: i, value: obv });
|
|
1333
|
+
}
|
|
1334
|
+
return results;
|
|
1335
|
+
}
|
|
1336
|
+
getValueRange(results) {
|
|
1337
|
+
let minVal = Infinity;
|
|
1338
|
+
let maxVal = -Infinity;
|
|
1339
|
+
for (const r of results) {
|
|
1340
|
+
if (r.value != null) {
|
|
1341
|
+
if (r.value < minVal) minVal = r.value;
|
|
1342
|
+
if (r.value > maxVal) maxVal = r.value;
|
|
1343
|
+
}
|
|
1344
|
+
}
|
|
1345
|
+
if (minVal === Infinity) return { min: 0, max: 1 };
|
|
1346
|
+
const padding = (maxVal - minVal) * 0.1 || 1;
|
|
1347
|
+
return { min: minVal - padding, max: maxVal + padding };
|
|
1348
|
+
}
|
|
1349
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
1350
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
1351
|
+
let minVal = Infinity;
|
|
1352
|
+
let maxVal = -Infinity;
|
|
1353
|
+
for (const r of results) {
|
|
1354
|
+
if (r.value != null) {
|
|
1355
|
+
if (r.value < minVal) minVal = r.value;
|
|
1356
|
+
if (r.value > maxVal) maxVal = r.value;
|
|
1357
|
+
}
|
|
1358
|
+
}
|
|
1359
|
+
if (minVal === Infinity) return;
|
|
1360
|
+
const padding = (maxVal - minVal) * 0.1 || 1;
|
|
1361
|
+
const range = rangeOverride ?? { min: minVal - padding, max: maxVal + padding };
|
|
1362
|
+
const zeroY = scale.yToPixel(0, range, paneHeight);
|
|
1363
|
+
const points = [];
|
|
1364
|
+
for (const r of results) {
|
|
1365
|
+
if (r.value == null) continue;
|
|
1366
|
+
points.push({
|
|
1367
|
+
x: scale.xToPixel(r.index, viewport, chartWidth),
|
|
1368
|
+
y: scale.yToPixel(r.value, range, paneHeight),
|
|
1369
|
+
value: r.value
|
|
1370
|
+
});
|
|
1371
|
+
}
|
|
1372
|
+
if (points.length === 0) return;
|
|
1373
|
+
ctx.save();
|
|
1374
|
+
ctx.setLineDash([4, 4]);
|
|
1375
|
+
ctx.strokeStyle = "rgba(150,150,150,0.35)";
|
|
1376
|
+
ctx.lineWidth = 1;
|
|
1377
|
+
ctx.beginPath();
|
|
1378
|
+
ctx.moveTo(0, zeroY);
|
|
1379
|
+
ctx.lineTo(chartWidth, zeroY);
|
|
1380
|
+
ctx.stroke();
|
|
1381
|
+
ctx.setLineDash([]);
|
|
1382
|
+
ctx.restore();
|
|
1383
|
+
if (points.length >= 2) {
|
|
1384
|
+
ctx.beginPath();
|
|
1385
|
+
ctx.moveTo(points[0].x, zeroY);
|
|
1386
|
+
for (const p of points) ctx.lineTo(p.x, p.y);
|
|
1387
|
+
ctx.lineTo(points[points.length - 1].x, zeroY);
|
|
1388
|
+
ctx.closePath();
|
|
1389
|
+
const lastVal = points[points.length - 1].value;
|
|
1390
|
+
ctx.fillStyle = lastVal >= 0 ? "rgba(38,166,154,0.12)" : "rgba(239,83,80,0.12)";
|
|
1391
|
+
ctx.fill();
|
|
1392
|
+
}
|
|
1393
|
+
ctx.beginPath();
|
|
1394
|
+
ctx.strokeStyle = this.color;
|
|
1395
|
+
ctx.lineWidth = 1.5;
|
|
1396
|
+
ctx.lineJoin = "round";
|
|
1397
|
+
let started = false;
|
|
1398
|
+
for (const r of results) {
|
|
1399
|
+
if (r.value == null) {
|
|
1400
|
+
started = false;
|
|
1401
|
+
continue;
|
|
1402
|
+
}
|
|
1403
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1404
|
+
const y = scale.yToPixel(r.value, range, paneHeight);
|
|
1405
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
1406
|
+
}
|
|
1407
|
+
ctx.stroke();
|
|
1408
|
+
}
|
|
1409
|
+
};
|
|
1410
|
+
|
|
1411
|
+
// src/indicators/VWAP.ts
|
|
1412
|
+
var VWAP = class {
|
|
1413
|
+
constructor(color = "#9c27b0") {
|
|
1414
|
+
this.name = "VWAP";
|
|
1415
|
+
this.color = color;
|
|
1416
|
+
}
|
|
1417
|
+
compute(data) {
|
|
1418
|
+
const results = [];
|
|
1419
|
+
let cumTPV = 0;
|
|
1420
|
+
let cumVol = 0;
|
|
1421
|
+
for (let i = 0; i < data.length; i++) {
|
|
1422
|
+
const bar = data[i];
|
|
1423
|
+
const typicalPrice = (bar.high + bar.low + bar.close) / 3;
|
|
1424
|
+
cumTPV += typicalPrice * (bar.volume ?? 0);
|
|
1425
|
+
cumVol += bar.volume ?? 0;
|
|
1426
|
+
results.push({
|
|
1427
|
+
index: i,
|
|
1428
|
+
value: cumVol === 0 ? null : cumTPV / cumVol
|
|
1429
|
+
});
|
|
1430
|
+
}
|
|
1431
|
+
return results;
|
|
1432
|
+
}
|
|
1433
|
+
render(ctx, results, scale, viewport, chartHeight) {
|
|
1434
|
+
const canvas = ctx.canvas;
|
|
1435
|
+
const priceRange = canvas._priceRange;
|
|
1436
|
+
if (!priceRange) return;
|
|
1437
|
+
const chartWidth = canvas._chartWidth ?? ctx.canvas.width;
|
|
1438
|
+
ctx.beginPath();
|
|
1439
|
+
ctx.strokeStyle = this.color;
|
|
1440
|
+
ctx.lineWidth = 1.5;
|
|
1441
|
+
ctx.lineJoin = "round";
|
|
1442
|
+
ctx.setLineDash([4, 3]);
|
|
1443
|
+
let started = false;
|
|
1444
|
+
for (const r of results) {
|
|
1445
|
+
if (r.value === null) {
|
|
1446
|
+
started = false;
|
|
1447
|
+
continue;
|
|
1448
|
+
}
|
|
1449
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1450
|
+
const y = scale.yToPixel(r.value, priceRange, chartHeight);
|
|
1451
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
1452
|
+
}
|
|
1453
|
+
ctx.stroke();
|
|
1454
|
+
ctx.setLineDash([]);
|
|
1455
|
+
}
|
|
1456
|
+
};
|
|
1457
|
+
|
|
1458
|
+
// src/indicators/AccDistribution.ts
|
|
1459
|
+
var AccDistribution = class {
|
|
1460
|
+
constructor(color = "#ce93d8") {
|
|
1461
|
+
this.name = "A/D";
|
|
1462
|
+
this.pane = "sub";
|
|
1463
|
+
this.paneHeight = 80;
|
|
1464
|
+
this.color = color;
|
|
1465
|
+
}
|
|
1466
|
+
compute(data) {
|
|
1467
|
+
const results = [];
|
|
1468
|
+
let ad = 0;
|
|
1469
|
+
for (let i = 0; i < data.length; i++) {
|
|
1470
|
+
const { high, low, close, volume } = data[i];
|
|
1471
|
+
const denom = high - low;
|
|
1472
|
+
const mfm = denom === 0 ? 0 : (close - low - (high - close)) / denom;
|
|
1473
|
+
ad += mfm * (volume ?? 0);
|
|
1474
|
+
results.push({ index: i, value: ad });
|
|
1475
|
+
}
|
|
1476
|
+
return results;
|
|
1477
|
+
}
|
|
1478
|
+
getValueRange(results) {
|
|
1479
|
+
let minVal = Infinity;
|
|
1480
|
+
let maxVal = -Infinity;
|
|
1481
|
+
for (const r of results) {
|
|
1482
|
+
if (r.value != null) {
|
|
1483
|
+
if (r.value < minVal) minVal = r.value;
|
|
1484
|
+
if (r.value > maxVal) maxVal = r.value;
|
|
1485
|
+
}
|
|
1486
|
+
}
|
|
1487
|
+
if (minVal === Infinity) return { min: 0, max: 1 };
|
|
1488
|
+
const padding = (maxVal - minVal) * 0.1 || 1;
|
|
1489
|
+
return { min: minVal - padding, max: maxVal + padding };
|
|
1490
|
+
}
|
|
1491
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
1492
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
1493
|
+
let minVal = Infinity;
|
|
1494
|
+
let maxVal = -Infinity;
|
|
1495
|
+
for (const r of results) {
|
|
1496
|
+
if (r.value != null) {
|
|
1497
|
+
if (r.value < minVal) minVal = r.value;
|
|
1498
|
+
if (r.value > maxVal) maxVal = r.value;
|
|
1499
|
+
}
|
|
1500
|
+
}
|
|
1501
|
+
if (minVal === Infinity) return;
|
|
1502
|
+
const padding = (maxVal - minVal) * 0.1 || 1;
|
|
1503
|
+
const range = rangeOverride ?? { min: minVal - padding, max: maxVal + padding };
|
|
1504
|
+
const points = [];
|
|
1505
|
+
for (const r of results) {
|
|
1506
|
+
if (r.value == null) continue;
|
|
1507
|
+
points.push({
|
|
1508
|
+
x: scale.xToPixel(r.index, viewport, chartWidth),
|
|
1509
|
+
y: scale.yToPixel(r.value, range, paneHeight)
|
|
1510
|
+
});
|
|
1511
|
+
}
|
|
1512
|
+
if (points.length === 0) return;
|
|
1513
|
+
if (points.length >= 2) {
|
|
1514
|
+
const baseY = paneHeight;
|
|
1515
|
+
ctx.beginPath();
|
|
1516
|
+
ctx.moveTo(points[0].x, baseY);
|
|
1517
|
+
for (const p of points) ctx.lineTo(p.x, p.y);
|
|
1518
|
+
ctx.lineTo(points[points.length - 1].x, baseY);
|
|
1519
|
+
ctx.closePath();
|
|
1520
|
+
ctx.fillStyle = this.color + "20";
|
|
1521
|
+
ctx.fill();
|
|
1522
|
+
}
|
|
1523
|
+
ctx.beginPath();
|
|
1524
|
+
ctx.strokeStyle = this.color;
|
|
1525
|
+
ctx.lineWidth = 1.5;
|
|
1526
|
+
ctx.lineJoin = "round";
|
|
1527
|
+
let started = false;
|
|
1528
|
+
for (const r of results) {
|
|
1529
|
+
if (r.value == null) {
|
|
1530
|
+
started = false;
|
|
1531
|
+
continue;
|
|
1532
|
+
}
|
|
1533
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1534
|
+
const y = scale.yToPixel(r.value, range, paneHeight);
|
|
1535
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
1536
|
+
}
|
|
1537
|
+
ctx.stroke();
|
|
1538
|
+
}
|
|
1539
|
+
};
|
|
1540
|
+
|
|
1541
|
+
// src/indicators/MFI.ts
|
|
1542
|
+
var MFI = class {
|
|
1543
|
+
constructor(period = 14, color = "#ffab40") {
|
|
1544
|
+
this.period = period;
|
|
1545
|
+
this.pane = "sub";
|
|
1546
|
+
this.paneHeight = 80;
|
|
1547
|
+
this.name = "MFI";
|
|
1548
|
+
this.color = color;
|
|
1549
|
+
}
|
|
1550
|
+
compute(data) {
|
|
1551
|
+
const results = [];
|
|
1552
|
+
const tp = data.map((b) => (b.high + b.low + b.close) / 3);
|
|
1553
|
+
const rawMF = data.map((b, i) => tp[i] * (b.volume ?? 0));
|
|
1554
|
+
for (let i = 0; i < data.length; i++) {
|
|
1555
|
+
if (i < this.period) {
|
|
1556
|
+
results.push({ index: i, value: null });
|
|
1557
|
+
continue;
|
|
1558
|
+
}
|
|
1559
|
+
let posSum = 0;
|
|
1560
|
+
let negSum = 0;
|
|
1561
|
+
for (let j = i - this.period + 1; j <= i; j++) {
|
|
1562
|
+
if (tp[j] > tp[j - 1]) {
|
|
1563
|
+
posSum += rawMF[j];
|
|
1564
|
+
} else if (tp[j] < tp[j - 1]) {
|
|
1565
|
+
negSum += rawMF[j];
|
|
1566
|
+
}
|
|
1567
|
+
}
|
|
1568
|
+
if (negSum === 0) {
|
|
1569
|
+
results.push({ index: i, value: 100 });
|
|
1570
|
+
} else {
|
|
1571
|
+
const mfRatio = posSum / negSum;
|
|
1572
|
+
results.push({ index: i, value: 100 - 100 / (1 + mfRatio) });
|
|
1573
|
+
}
|
|
1574
|
+
}
|
|
1575
|
+
return results;
|
|
1576
|
+
}
|
|
1577
|
+
getValueRange(_results) {
|
|
1578
|
+
return { min: 0, max: 100 };
|
|
1579
|
+
}
|
|
1580
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
1581
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
1582
|
+
const range = rangeOverride ?? { min: 0, max: 100 };
|
|
1583
|
+
const y80 = scale.yToPixel(80, range, paneHeight);
|
|
1584
|
+
const y20 = scale.yToPixel(20, range, paneHeight);
|
|
1585
|
+
ctx.fillStyle = "rgba(239,83,80,0.06)";
|
|
1586
|
+
ctx.fillRect(0, 0, chartWidth, y80);
|
|
1587
|
+
ctx.fillStyle = "rgba(38,166,154,0.06)";
|
|
1588
|
+
ctx.fillRect(0, y20, chartWidth, paneHeight - y20);
|
|
1589
|
+
ctx.save();
|
|
1590
|
+
ctx.setLineDash([4, 4]);
|
|
1591
|
+
ctx.strokeStyle = "rgba(150,150,150,0.35)";
|
|
1592
|
+
ctx.lineWidth = 1;
|
|
1593
|
+
for (const level of [80, 50, 20]) {
|
|
1594
|
+
const y = scale.yToPixel(level, range, paneHeight);
|
|
1595
|
+
ctx.beginPath();
|
|
1596
|
+
ctx.moveTo(0, y);
|
|
1597
|
+
ctx.lineTo(chartWidth, y);
|
|
1598
|
+
ctx.stroke();
|
|
1599
|
+
}
|
|
1600
|
+
ctx.setLineDash([]);
|
|
1601
|
+
ctx.restore();
|
|
1602
|
+
ctx.beginPath();
|
|
1603
|
+
ctx.strokeStyle = this.color;
|
|
1604
|
+
ctx.lineWidth = 1.5;
|
|
1605
|
+
ctx.lineJoin = "round";
|
|
1606
|
+
let started = false;
|
|
1607
|
+
for (const r of results) {
|
|
1608
|
+
if (r.value === null) {
|
|
1609
|
+
started = false;
|
|
1610
|
+
continue;
|
|
1611
|
+
}
|
|
1612
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1613
|
+
const y = scale.yToPixel(r.value, range, paneHeight);
|
|
1614
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
1615
|
+
}
|
|
1616
|
+
ctx.stroke();
|
|
1617
|
+
}
|
|
1618
|
+
};
|
|
1619
|
+
|
|
1620
|
+
// src/indicators/CMF.ts
|
|
1621
|
+
var CMF = class {
|
|
1622
|
+
constructor(period = 20, color = "#80deea") {
|
|
1623
|
+
this.period = period;
|
|
1624
|
+
this.pane = "sub";
|
|
1625
|
+
this.paneHeight = 80;
|
|
1626
|
+
this.name = "CMF";
|
|
1627
|
+
this.color = color;
|
|
1628
|
+
}
|
|
1629
|
+
compute(data) {
|
|
1630
|
+
const mfv = data.map((b) => {
|
|
1631
|
+
const denom = b.high - b.low;
|
|
1632
|
+
const mfm = denom === 0 ? 0 : (b.close - b.low - (b.high - b.close)) / denom;
|
|
1633
|
+
return mfm * (b.volume ?? 0);
|
|
1634
|
+
});
|
|
1635
|
+
return data.map((b, i) => {
|
|
1636
|
+
if (i < this.period - 1) return { index: i, value: null };
|
|
1637
|
+
let sumMFV = 0;
|
|
1638
|
+
let sumVol = 0;
|
|
1639
|
+
for (let j = i - this.period + 1; j <= i; j++) {
|
|
1640
|
+
sumMFV += mfv[j];
|
|
1641
|
+
sumVol += data[j].volume ?? 0;
|
|
1642
|
+
}
|
|
1643
|
+
const cmf = sumVol === 0 ? 0 : sumMFV / sumVol;
|
|
1644
|
+
return { index: i, value: cmf };
|
|
1645
|
+
});
|
|
1646
|
+
}
|
|
1647
|
+
getValueRange(_results) {
|
|
1648
|
+
return { min: -1, max: 1 };
|
|
1649
|
+
}
|
|
1650
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
1651
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
1652
|
+
const range = rangeOverride ?? { min: -1, max: 1 };
|
|
1653
|
+
const zeroY = scale.yToPixel(0, range, paneHeight);
|
|
1654
|
+
const y02 = scale.yToPixel(0.2, range, paneHeight);
|
|
1655
|
+
const yN02 = scale.yToPixel(-0.2, range, paneHeight);
|
|
1656
|
+
ctx.fillStyle = "rgba(38,166,154,0.08)";
|
|
1657
|
+
ctx.fillRect(0, 0, chartWidth, y02);
|
|
1658
|
+
ctx.fillStyle = "rgba(239,83,80,0.08)";
|
|
1659
|
+
ctx.fillRect(0, yN02, chartWidth, paneHeight - yN02);
|
|
1660
|
+
ctx.save();
|
|
1661
|
+
ctx.setLineDash([4, 4]);
|
|
1662
|
+
ctx.strokeStyle = "rgba(150,150,150,0.35)";
|
|
1663
|
+
ctx.lineWidth = 1;
|
|
1664
|
+
for (const level of [0.2, 0, -0.2]) {
|
|
1665
|
+
const y = scale.yToPixel(level, range, paneHeight);
|
|
1666
|
+
ctx.beginPath();
|
|
1667
|
+
ctx.moveTo(0, y);
|
|
1668
|
+
ctx.lineTo(chartWidth, y);
|
|
1669
|
+
ctx.stroke();
|
|
1670
|
+
}
|
|
1671
|
+
ctx.setLineDash([]);
|
|
1672
|
+
ctx.restore();
|
|
1673
|
+
const bodyW = Math.max(1, chartWidth / Math.max(results.length, 1) * 0.6);
|
|
1674
|
+
for (const r of results) {
|
|
1675
|
+
if (r.value == null) continue;
|
|
1676
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1677
|
+
const barY = scale.yToPixel(r.value, range, paneHeight);
|
|
1678
|
+
const h = Math.abs(barY - zeroY);
|
|
1679
|
+
const top = Math.min(barY, zeroY);
|
|
1680
|
+
ctx.fillStyle = r.value >= 0 ? "rgba(38,166,154,0.45)" : "rgba(239,83,80,0.45)";
|
|
1681
|
+
ctx.fillRect(x - bodyW / 2, top, bodyW, h);
|
|
1682
|
+
}
|
|
1683
|
+
ctx.beginPath();
|
|
1684
|
+
ctx.strokeStyle = this.color;
|
|
1685
|
+
ctx.lineWidth = 1.5;
|
|
1686
|
+
ctx.lineJoin = "round";
|
|
1687
|
+
let started = false;
|
|
1688
|
+
for (const r of results) {
|
|
1689
|
+
if (r.value === null) {
|
|
1690
|
+
started = false;
|
|
1691
|
+
continue;
|
|
1692
|
+
}
|
|
1693
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1694
|
+
const y = scale.yToPixel(r.value, range, paneHeight);
|
|
1695
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
1696
|
+
}
|
|
1697
|
+
ctx.stroke();
|
|
1698
|
+
}
|
|
1699
|
+
};
|
|
1700
|
+
|
|
1701
|
+
// src/indicators/PivotPoints.ts
|
|
1702
|
+
var PivotPoints = class {
|
|
1703
|
+
constructor(color = "#ffd54f") {
|
|
1704
|
+
this.name = "Pivot";
|
|
1705
|
+
this.color = color;
|
|
1706
|
+
}
|
|
1707
|
+
compute(data) {
|
|
1708
|
+
return data.map((_, i) => {
|
|
1709
|
+
if (i === 0) return { index: i, value: null, upper: null, lower: null, signal: null, histogram: null };
|
|
1710
|
+
const prev = data[i - 1];
|
|
1711
|
+
const pp = (prev.high + prev.low + prev.close) / 3;
|
|
1712
|
+
const r1 = 2 * pp - prev.low;
|
|
1713
|
+
const s1 = 2 * pp - prev.high;
|
|
1714
|
+
const r2 = pp + (prev.high - prev.low);
|
|
1715
|
+
const s2 = pp - (prev.high - prev.low);
|
|
1716
|
+
return {
|
|
1717
|
+
index: i,
|
|
1718
|
+
value: pp,
|
|
1719
|
+
// PP
|
|
1720
|
+
upper: r1,
|
|
1721
|
+
// R1
|
|
1722
|
+
lower: s1,
|
|
1723
|
+
// S1
|
|
1724
|
+
signal: r2,
|
|
1725
|
+
// R2
|
|
1726
|
+
histogram: s2
|
|
1727
|
+
// S2
|
|
1728
|
+
};
|
|
1729
|
+
});
|
|
1730
|
+
}
|
|
1731
|
+
render(ctx, results, scale, viewport, chartHeight) {
|
|
1732
|
+
const canvas = ctx.canvas;
|
|
1733
|
+
const priceRange = canvas._priceRange;
|
|
1734
|
+
if (!priceRange) return;
|
|
1735
|
+
const chartWidth = canvas._chartWidth ?? ctx.canvas.width;
|
|
1736
|
+
let lastResult = null;
|
|
1737
|
+
for (let i = results.length - 1; i >= 0; i--) {
|
|
1738
|
+
if (results[i].value !== null) {
|
|
1739
|
+
lastResult = results[i];
|
|
1740
|
+
break;
|
|
1741
|
+
}
|
|
1742
|
+
}
|
|
1743
|
+
if (lastResult === null) return;
|
|
1744
|
+
const levels = [
|
|
1745
|
+
{ value: lastResult.signal, label: "R2", color: "#b71c1c" },
|
|
1746
|
+
{ value: lastResult.upper, label: "R1", color: "#ef5350" },
|
|
1747
|
+
{ value: lastResult.value, label: "PP", color: "#ffd54f" },
|
|
1748
|
+
{ value: lastResult.lower, label: "S1", color: "#26a69a" },
|
|
1749
|
+
{ value: lastResult.histogram, label: "S2", color: "#1b5e20" }
|
|
1750
|
+
];
|
|
1751
|
+
ctx.lineWidth = 1;
|
|
1752
|
+
ctx.font = "10px sans-serif";
|
|
1753
|
+
ctx.textBaseline = "middle";
|
|
1754
|
+
for (const level of levels) {
|
|
1755
|
+
if (level.value == null) continue;
|
|
1756
|
+
const y = scale.yToPixel(level.value, priceRange, chartHeight);
|
|
1757
|
+
ctx.beginPath();
|
|
1758
|
+
ctx.setLineDash([6, 4]);
|
|
1759
|
+
ctx.strokeStyle = level.color;
|
|
1760
|
+
ctx.moveTo(0, y);
|
|
1761
|
+
ctx.lineTo(chartWidth, y);
|
|
1762
|
+
ctx.stroke();
|
|
1763
|
+
ctx.setLineDash([]);
|
|
1764
|
+
ctx.fillStyle = level.color;
|
|
1765
|
+
ctx.fillText(level.label, chartWidth - 28, y - 6);
|
|
1766
|
+
}
|
|
1767
|
+
}
|
|
1768
|
+
};
|
|
1769
|
+
|
|
1770
|
+
// src/indicators/FibRetracementIndicator.ts
|
|
1771
|
+
var FIB_RATIOS = [0, 0.236, 0.382, 0.5, 0.618, 0.786, 1];
|
|
1772
|
+
var FIB_LABELS = ["0%", "23.6%", "38.2%", "50%", "61.8%", "78.6%", "100%"];
|
|
1773
|
+
var FIB_COLORS = ["#90a4ae", "#4d96ff", "#6bcb77", "#ffd93d", "#ff9800", "#ef5350", "#90a4ae"];
|
|
1774
|
+
var FibRetracementIndicator = class {
|
|
1775
|
+
constructor(lookback = 50, color = "#e1bee7") {
|
|
1776
|
+
this.lookback = lookback;
|
|
1777
|
+
this.name = "Fib";
|
|
1778
|
+
this.color = color;
|
|
1779
|
+
}
|
|
1780
|
+
compute(data) {
|
|
1781
|
+
return data.map((_, i) => {
|
|
1782
|
+
const start = Math.max(0, i - this.lookback + 1);
|
|
1783
|
+
let high = -Infinity;
|
|
1784
|
+
let low = Infinity;
|
|
1785
|
+
for (let j = start; j <= i; j++) {
|
|
1786
|
+
if (data[j].high > high) high = data[j].high;
|
|
1787
|
+
if (data[j].low < low) low = data[j].low;
|
|
1788
|
+
}
|
|
1789
|
+
const range = high - low;
|
|
1790
|
+
return {
|
|
1791
|
+
index: i,
|
|
1792
|
+
value: high,
|
|
1793
|
+
// 100% (top of range)
|
|
1794
|
+
upper: low + 0.618 * range,
|
|
1795
|
+
// 61.8%
|
|
1796
|
+
lower: low + 0.382 * range,
|
|
1797
|
+
// 38.2%
|
|
1798
|
+
signal: low + 0.5 * range,
|
|
1799
|
+
// 50%
|
|
1800
|
+
histogram: low
|
|
1801
|
+
// 0% (bottom of range)
|
|
1802
|
+
};
|
|
1803
|
+
});
|
|
1804
|
+
}
|
|
1805
|
+
render(ctx, results, scale, viewport, chartHeight) {
|
|
1806
|
+
const canvas = ctx.canvas;
|
|
1807
|
+
const priceRange = canvas._priceRange;
|
|
1808
|
+
if (!priceRange) return;
|
|
1809
|
+
const chartWidth = canvas._chartWidth ?? ctx.canvas.width;
|
|
1810
|
+
let lastResult = null;
|
|
1811
|
+
for (let i = results.length - 1; i >= 0; i--) {
|
|
1812
|
+
if (results[i].value !== null) {
|
|
1813
|
+
lastResult = results[i];
|
|
1814
|
+
break;
|
|
1815
|
+
}
|
|
1816
|
+
}
|
|
1817
|
+
if (lastResult === null) return;
|
|
1818
|
+
const high = lastResult.value;
|
|
1819
|
+
const low = lastResult.histogram;
|
|
1820
|
+
if (high == null || low == null) return;
|
|
1821
|
+
const range = high - low;
|
|
1822
|
+
const fibValues = FIB_RATIOS.map((ratio) => low + ratio * range);
|
|
1823
|
+
ctx.lineWidth = 1;
|
|
1824
|
+
ctx.font = "10px sans-serif";
|
|
1825
|
+
ctx.textBaseline = "middle";
|
|
1826
|
+
for (let fi = 0; fi < FIB_RATIOS.length; fi++) {
|
|
1827
|
+
const price = fibValues[fi];
|
|
1828
|
+
const y = scale.yToPixel(price, priceRange, chartHeight);
|
|
1829
|
+
const color = FIB_COLORS[fi];
|
|
1830
|
+
ctx.beginPath();
|
|
1831
|
+
ctx.setLineDash([6, 4]);
|
|
1832
|
+
ctx.strokeStyle = color;
|
|
1833
|
+
ctx.moveTo(0, y);
|
|
1834
|
+
ctx.lineTo(chartWidth, y);
|
|
1835
|
+
ctx.stroke();
|
|
1836
|
+
ctx.setLineDash([]);
|
|
1837
|
+
ctx.fillStyle = color;
|
|
1838
|
+
ctx.fillText(FIB_LABELS[fi], chartWidth - 38, y - 6);
|
|
1839
|
+
}
|
|
1840
|
+
}
|
|
1841
|
+
};
|
|
1842
|
+
|
|
1843
|
+
// src/indicators/Supertrend.ts
|
|
1844
|
+
var Supertrend = class {
|
|
1845
|
+
constructor(atrPeriod = 10, multiplier = 3, color = "#26a69a") {
|
|
1846
|
+
this.atrPeriod = atrPeriod;
|
|
1847
|
+
this.multiplier = multiplier;
|
|
1848
|
+
this.name = "Supertrend";
|
|
1849
|
+
this.color = color;
|
|
1850
|
+
}
|
|
1851
|
+
compute(data) {
|
|
1852
|
+
const n = data.length;
|
|
1853
|
+
const results = [];
|
|
1854
|
+
if (n === 0) return results;
|
|
1855
|
+
const tr = new Array(n).fill(0);
|
|
1856
|
+
for (let i = 0; i < n; i++) {
|
|
1857
|
+
const high = data[i].high;
|
|
1858
|
+
const low = data[i].low;
|
|
1859
|
+
const prevClose = i > 0 ? data[i - 1].close : data[i].close;
|
|
1860
|
+
tr[i] = Math.max(high - low, Math.abs(high - prevClose), Math.abs(low - prevClose));
|
|
1861
|
+
}
|
|
1862
|
+
const atr = new Array(n).fill(0);
|
|
1863
|
+
if (n < this.atrPeriod) {
|
|
1864
|
+
for (let i = 0; i < n; i++) results.push({ index: i, value: null, upper: null });
|
|
1865
|
+
return results;
|
|
1866
|
+
}
|
|
1867
|
+
let atrSeed = 0;
|
|
1868
|
+
for (let i = 0; i < this.atrPeriod; i++) atrSeed += tr[i];
|
|
1869
|
+
atr[this.atrPeriod - 1] = atrSeed / this.atrPeriod;
|
|
1870
|
+
for (let i = this.atrPeriod; i < n; i++) {
|
|
1871
|
+
atr[i] = (atr[i - 1] * (this.atrPeriod - 1) + tr[i]) / this.atrPeriod;
|
|
1872
|
+
}
|
|
1873
|
+
const finalUpperBand = new Array(n).fill(0);
|
|
1874
|
+
const finalLowerBand = new Array(n).fill(0);
|
|
1875
|
+
const direction = new Array(n).fill(1);
|
|
1876
|
+
for (let i = 0; i < n; i++) {
|
|
1877
|
+
if (i < this.atrPeriod - 1) {
|
|
1878
|
+
results.push({ index: i, value: null, upper: null });
|
|
1879
|
+
continue;
|
|
1880
|
+
}
|
|
1881
|
+
const hl2 = (data[i].high + data[i].low) / 2;
|
|
1882
|
+
const basicUpper = hl2 + this.multiplier * atr[i];
|
|
1883
|
+
const basicLower = hl2 - this.multiplier * atr[i];
|
|
1884
|
+
if (i === this.atrPeriod - 1) {
|
|
1885
|
+
finalUpperBand[i] = basicUpper;
|
|
1886
|
+
finalLowerBand[i] = basicLower;
|
|
1887
|
+
direction[i] = 1;
|
|
1888
|
+
results.push({ index: i, value: finalLowerBand[i], upper: 1 });
|
|
1889
|
+
continue;
|
|
1890
|
+
}
|
|
1891
|
+
const prevClose = data[i - 1].close;
|
|
1892
|
+
finalUpperBand[i] = basicUpper < finalUpperBand[i - 1] || prevClose > finalUpperBand[i - 1] ? basicUpper : finalUpperBand[i - 1];
|
|
1893
|
+
finalLowerBand[i] = basicLower > finalLowerBand[i - 1] || prevClose < finalLowerBand[i - 1] ? basicLower : finalLowerBand[i - 1];
|
|
1894
|
+
if (direction[i - 1] === -1) {
|
|
1895
|
+
direction[i] = data[i].close > finalUpperBand[i] ? 1 : -1;
|
|
1896
|
+
} else {
|
|
1897
|
+
direction[i] = data[i].close < finalLowerBand[i] ? -1 : 1;
|
|
1898
|
+
}
|
|
1899
|
+
const supertrendVal = direction[i] === 1 ? finalLowerBand[i] : finalUpperBand[i];
|
|
1900
|
+
results.push({ index: i, value: supertrendVal, upper: direction[i] });
|
|
1901
|
+
}
|
|
1902
|
+
return results;
|
|
1903
|
+
}
|
|
1904
|
+
render(ctx, results, scale, viewport, chartHeight) {
|
|
1905
|
+
const canvas = ctx.canvas;
|
|
1906
|
+
const priceRange = canvas._priceRange;
|
|
1907
|
+
if (!priceRange) return;
|
|
1908
|
+
const chartWidth = canvas._chartWidth ?? ctx.canvas.width;
|
|
1909
|
+
ctx.lineWidth = 2;
|
|
1910
|
+
ctx.lineJoin = "round";
|
|
1911
|
+
const BULLISH_COLOR = "#26a69a";
|
|
1912
|
+
const BEARISH_COLOR = "#ef5350";
|
|
1913
|
+
let prevDirection = null;
|
|
1914
|
+
ctx.beginPath();
|
|
1915
|
+
ctx.strokeStyle = BULLISH_COLOR;
|
|
1916
|
+
let startedBull = false;
|
|
1917
|
+
for (const r of results) {
|
|
1918
|
+
if (r.value == null || r.upper == null) {
|
|
1919
|
+
startedBull = false;
|
|
1920
|
+
continue;
|
|
1921
|
+
}
|
|
1922
|
+
const isBullish = r.upper >= 0;
|
|
1923
|
+
if (!isBullish) {
|
|
1924
|
+
startedBull = false;
|
|
1925
|
+
continue;
|
|
1926
|
+
}
|
|
1927
|
+
if (prevDirection !== 1) startedBull = false;
|
|
1928
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1929
|
+
const y = scale.yToPixel(r.value, priceRange, chartHeight);
|
|
1930
|
+
startedBull ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), startedBull = true);
|
|
1931
|
+
prevDirection = 1;
|
|
1932
|
+
}
|
|
1933
|
+
ctx.stroke();
|
|
1934
|
+
ctx.beginPath();
|
|
1935
|
+
ctx.strokeStyle = BEARISH_COLOR;
|
|
1936
|
+
let startedBear = false;
|
|
1937
|
+
prevDirection = null;
|
|
1938
|
+
for (const r of results) {
|
|
1939
|
+
if (r.value == null || r.upper == null) {
|
|
1940
|
+
startedBear = false;
|
|
1941
|
+
continue;
|
|
1942
|
+
}
|
|
1943
|
+
const isBearish = r.upper < 0;
|
|
1944
|
+
if (!isBearish) {
|
|
1945
|
+
startedBear = false;
|
|
1946
|
+
continue;
|
|
1947
|
+
}
|
|
1948
|
+
if (prevDirection !== -1) startedBear = false;
|
|
1949
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
1950
|
+
const y = scale.yToPixel(r.value, priceRange, chartHeight);
|
|
1951
|
+
startedBear ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), startedBear = true);
|
|
1952
|
+
prevDirection = -1;
|
|
1953
|
+
}
|
|
1954
|
+
ctx.stroke();
|
|
1955
|
+
}
|
|
1956
|
+
};
|
|
1957
|
+
|
|
1958
|
+
// src/indicators/ParabolicSAR.ts
|
|
1959
|
+
var ParabolicSAR = class {
|
|
1960
|
+
constructor(step = 0.02, maxAF = 0.2, color = "#ff6b9d") {
|
|
1961
|
+
this.step = step;
|
|
1962
|
+
this.maxAF = maxAF;
|
|
1963
|
+
this.name = "PSAR";
|
|
1964
|
+
this.color = color;
|
|
1965
|
+
}
|
|
1966
|
+
compute(data) {
|
|
1967
|
+
const n = data.length;
|
|
1968
|
+
const results = [];
|
|
1969
|
+
if (n < 2) {
|
|
1970
|
+
for (let i = 0; i < n; i++) results.push({ index: i, value: null, upper: null });
|
|
1971
|
+
return results;
|
|
1972
|
+
}
|
|
1973
|
+
let bullish = true;
|
|
1974
|
+
let af = this.step;
|
|
1975
|
+
let ep = data[0].high;
|
|
1976
|
+
let sar = data[0].low;
|
|
1977
|
+
results.push({ index: 0, value: null, upper: null });
|
|
1978
|
+
for (let i = 1; i < n; i++) {
|
|
1979
|
+
let newSar = sar + af * (ep - sar);
|
|
1980
|
+
if (bullish) {
|
|
1981
|
+
const prevLow = data[i - 1].low;
|
|
1982
|
+
const prevPrevLow = i >= 2 ? data[i - 2].low : data[i - 1].low;
|
|
1983
|
+
newSar = Math.min(newSar, prevLow, prevPrevLow);
|
|
1984
|
+
if (newSar > data[i].low) {
|
|
1985
|
+
bullish = false;
|
|
1986
|
+
newSar = ep;
|
|
1987
|
+
ep = data[i].low;
|
|
1988
|
+
af = this.step;
|
|
1989
|
+
} else {
|
|
1990
|
+
if (data[i].high > ep) {
|
|
1991
|
+
ep = data[i].high;
|
|
1992
|
+
af = Math.min(af + this.step, this.maxAF);
|
|
1993
|
+
}
|
|
1994
|
+
}
|
|
1995
|
+
} else {
|
|
1996
|
+
const prevHigh = data[i - 1].high;
|
|
1997
|
+
const prevPrevHigh = i >= 2 ? data[i - 2].high : data[i - 1].high;
|
|
1998
|
+
newSar = Math.max(newSar, prevHigh, prevPrevHigh);
|
|
1999
|
+
if (newSar < data[i].high) {
|
|
2000
|
+
bullish = true;
|
|
2001
|
+
newSar = ep;
|
|
2002
|
+
ep = data[i].high;
|
|
2003
|
+
af = this.step;
|
|
2004
|
+
} else {
|
|
2005
|
+
if (data[i].low < ep) {
|
|
2006
|
+
ep = data[i].low;
|
|
2007
|
+
af = Math.min(af + this.step, this.maxAF);
|
|
2008
|
+
}
|
|
2009
|
+
}
|
|
2010
|
+
}
|
|
2011
|
+
sar = newSar;
|
|
2012
|
+
results.push({ index: i, value: sar, upper: bullish ? 1 : -1 });
|
|
2013
|
+
}
|
|
2014
|
+
return results;
|
|
2015
|
+
}
|
|
2016
|
+
render(ctx, results, scale, viewport, chartHeight) {
|
|
2017
|
+
const canvas = ctx.canvas;
|
|
2018
|
+
const priceRange = canvas._priceRange;
|
|
2019
|
+
if (!priceRange) return;
|
|
2020
|
+
const chartWidth = canvas._chartWidth ?? ctx.canvas.width;
|
|
2021
|
+
const BULLISH_COLOR = "#26a69a";
|
|
2022
|
+
const BEARISH_COLOR = "#ef5350";
|
|
2023
|
+
for (const r of results) {
|
|
2024
|
+
if (r.value == null || r.upper == null) continue;
|
|
2025
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
2026
|
+
const y = scale.yToPixel(r.value, priceRange, chartHeight);
|
|
2027
|
+
ctx.beginPath();
|
|
2028
|
+
ctx.arc(x, y, 2, 0, Math.PI * 2);
|
|
2029
|
+
ctx.fillStyle = r.upper >= 0 ? BULLISH_COLOR : BEARISH_COLOR;
|
|
2030
|
+
ctx.fill();
|
|
2031
|
+
}
|
|
2032
|
+
}
|
|
2033
|
+
};
|
|
2034
|
+
|
|
2035
|
+
// src/indicators/IchimokuCloud.ts
|
|
2036
|
+
function periodHighLow(data, index, period) {
|
|
2037
|
+
if (index < period - 1) return null;
|
|
2038
|
+
let high = -Infinity;
|
|
2039
|
+
let low = Infinity;
|
|
2040
|
+
for (let j = index - period + 1; j <= index; j++) {
|
|
2041
|
+
if (data[j].high > high) high = data[j].high;
|
|
2042
|
+
if (data[j].low < low) low = data[j].low;
|
|
2043
|
+
}
|
|
2044
|
+
return { high, low };
|
|
2045
|
+
}
|
|
2046
|
+
var IchimokuCloud = class {
|
|
2047
|
+
constructor(tenkanPeriod = 9, kijunPeriod = 26, senkouBPeriod = 52, color = "#b0bec5") {
|
|
2048
|
+
this.tenkanPeriod = tenkanPeriod;
|
|
2049
|
+
this.kijunPeriod = kijunPeriod;
|
|
2050
|
+
this.senkouBPeriod = senkouBPeriod;
|
|
2051
|
+
this.name = "Ichimoku";
|
|
2052
|
+
this.color = color;
|
|
2053
|
+
}
|
|
2054
|
+
compute(data) {
|
|
2055
|
+
return data.map((bar, i) => {
|
|
2056
|
+
const tenkanHL = periodHighLow(data, i, this.tenkanPeriod);
|
|
2057
|
+
const tenkan = tenkanHL !== null ? (tenkanHL.high + tenkanHL.low) / 2 : null;
|
|
2058
|
+
const kijunHL = periodHighLow(data, i, this.kijunPeriod);
|
|
2059
|
+
const kijun = kijunHL !== null ? (kijunHL.high + kijunHL.low) / 2 : null;
|
|
2060
|
+
const spanA = tenkan !== null && kijun !== null ? (tenkan + kijun) / 2 : null;
|
|
2061
|
+
const spanBHL = periodHighLow(data, i, this.senkouBPeriod);
|
|
2062
|
+
const spanB = spanBHL !== null ? (spanBHL.high + spanBHL.low) / 2 : null;
|
|
2063
|
+
const chikou = bar.close;
|
|
2064
|
+
return {
|
|
2065
|
+
index: i,
|
|
2066
|
+
value: tenkan,
|
|
2067
|
+
upper: kijun,
|
|
2068
|
+
lower: spanA,
|
|
2069
|
+
signal: spanB,
|
|
2070
|
+
histogram: chikou
|
|
2071
|
+
};
|
|
2072
|
+
});
|
|
2073
|
+
}
|
|
2074
|
+
render(ctx, results, scale, viewport, chartHeight) {
|
|
2075
|
+
const canvas = ctx.canvas;
|
|
2076
|
+
const priceRange = canvas._priceRange;
|
|
2077
|
+
if (!priceRange) return;
|
|
2078
|
+
const chartWidth = canvas._chartWidth ?? ctx.canvas.width;
|
|
2079
|
+
ctx.lineWidth = 1;
|
|
2080
|
+
ctx.lineJoin = "round";
|
|
2081
|
+
const drawLine = (getValue, color, dash = false) => {
|
|
2082
|
+
ctx.strokeStyle = color;
|
|
2083
|
+
if (dash) ctx.setLineDash([4, 3]);
|
|
2084
|
+
ctx.beginPath();
|
|
2085
|
+
let started2 = false;
|
|
2086
|
+
for (const r of results) {
|
|
2087
|
+
const val = getValue(r);
|
|
2088
|
+
if (val == null) {
|
|
2089
|
+
started2 = false;
|
|
2090
|
+
continue;
|
|
2091
|
+
}
|
|
2092
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
2093
|
+
const y = scale.yToPixel(val, priceRange, chartHeight);
|
|
2094
|
+
started2 ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started2 = true);
|
|
2095
|
+
}
|
|
2096
|
+
ctx.stroke();
|
|
2097
|
+
if (dash) ctx.setLineDash([]);
|
|
2098
|
+
};
|
|
2099
|
+
const spanAPoints = [];
|
|
2100
|
+
const spanBPoints = [];
|
|
2101
|
+
for (const r of results) {
|
|
2102
|
+
if (r.lower == null || r.signal == null) continue;
|
|
2103
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
2104
|
+
spanAPoints.push([x, scale.yToPixel(r.lower, priceRange, chartHeight)]);
|
|
2105
|
+
spanBPoints.push([x, scale.yToPixel(r.signal, priceRange, chartHeight)]);
|
|
2106
|
+
}
|
|
2107
|
+
for (let i = 0; i + 1 < spanAPoints.length; i++) {
|
|
2108
|
+
const [x0, a0] = spanAPoints[i];
|
|
2109
|
+
const [x1, a1] = spanAPoints[i + 1];
|
|
2110
|
+
const [, b0] = spanBPoints[i];
|
|
2111
|
+
const [, b1] = spanBPoints[i + 1];
|
|
2112
|
+
const spanAAbove = a0 < b0;
|
|
2113
|
+
ctx.beginPath();
|
|
2114
|
+
ctx.moveTo(x0, a0);
|
|
2115
|
+
ctx.lineTo(x1, a1);
|
|
2116
|
+
ctx.lineTo(x1, b1);
|
|
2117
|
+
ctx.lineTo(x0, b0);
|
|
2118
|
+
ctx.closePath();
|
|
2119
|
+
ctx.fillStyle = spanAAbove ? "rgba(38, 166, 154, 0.15)" : "rgba(239, 83, 80, 0.15)";
|
|
2120
|
+
ctx.fill();
|
|
2121
|
+
}
|
|
2122
|
+
drawLine((r) => r.lower, "#26a69a", true);
|
|
2123
|
+
drawLine((r) => r.signal, "#ef5350", true);
|
|
2124
|
+
drawLine((r) => r.value, "#ef9a9a");
|
|
2125
|
+
drawLine((r) => r.upper, "#90caf9");
|
|
2126
|
+
ctx.strokeStyle = "#b0bec5";
|
|
2127
|
+
ctx.beginPath();
|
|
2128
|
+
let started = false;
|
|
2129
|
+
for (const r of results) {
|
|
2130
|
+
if (r.histogram == null) {
|
|
2131
|
+
started = false;
|
|
2132
|
+
continue;
|
|
2133
|
+
}
|
|
2134
|
+
const shiftedIndex = r.index - this.kijunPeriod;
|
|
2135
|
+
if (shiftedIndex < 0) {
|
|
2136
|
+
started = false;
|
|
2137
|
+
continue;
|
|
2138
|
+
}
|
|
2139
|
+
const x = scale.xToPixel(shiftedIndex, viewport, chartWidth);
|
|
2140
|
+
const y = scale.yToPixel(r.histogram, priceRange, chartHeight);
|
|
2141
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
2142
|
+
}
|
|
2143
|
+
ctx.stroke();
|
|
2144
|
+
}
|
|
2145
|
+
};
|
|
2146
|
+
|
|
2147
|
+
// src/indicators/ADX.ts
|
|
2148
|
+
var ADX = class {
|
|
2149
|
+
constructor(period = 14, color = "#fff176") {
|
|
2150
|
+
this.period = period;
|
|
2151
|
+
this.pane = "sub";
|
|
2152
|
+
this.paneHeight = 80;
|
|
2153
|
+
this.name = "ADX";
|
|
2154
|
+
this.color = color;
|
|
2155
|
+
}
|
|
2156
|
+
compute(data) {
|
|
2157
|
+
const n = data.length;
|
|
2158
|
+
if (n < this.period + 1) {
|
|
2159
|
+
return data.map((_, i) => ({ index: i, value: null, upper: null, lower: null }));
|
|
2160
|
+
}
|
|
2161
|
+
const tr = new Array(n).fill(0);
|
|
2162
|
+
const dmP = new Array(n).fill(0);
|
|
2163
|
+
const dmM = new Array(n).fill(0);
|
|
2164
|
+
tr[0] = data[0].high - data[0].low;
|
|
2165
|
+
dmP[0] = 0;
|
|
2166
|
+
dmM[0] = 0;
|
|
2167
|
+
for (let i = 1; i < n; i++) {
|
|
2168
|
+
const prevClose = data[i - 1].close;
|
|
2169
|
+
const prevHigh = data[i - 1].high;
|
|
2170
|
+
const prevLow = data[i - 1].low;
|
|
2171
|
+
const currHigh = data[i].high;
|
|
2172
|
+
const currLow = data[i].low;
|
|
2173
|
+
tr[i] = Math.max(
|
|
2174
|
+
currHigh - currLow,
|
|
2175
|
+
Math.abs(currHigh - prevClose),
|
|
2176
|
+
Math.abs(currLow - prevClose)
|
|
2177
|
+
);
|
|
2178
|
+
const upMove = currHigh - prevHigh;
|
|
2179
|
+
const downMove = prevLow - currLow;
|
|
2180
|
+
dmP[i] = upMove > downMove && upMove > 0 ? upMove : 0;
|
|
2181
|
+
dmM[i] = downMove > upMove && downMove > 0 ? downMove : 0;
|
|
2182
|
+
}
|
|
2183
|
+
let smoothTR = 0;
|
|
2184
|
+
let smoothDP = 0;
|
|
2185
|
+
let smoothDM = 0;
|
|
2186
|
+
for (let i = 0; i < this.period; i++) {
|
|
2187
|
+
smoothTR += tr[i];
|
|
2188
|
+
smoothDP += dmP[i];
|
|
2189
|
+
smoothDM += dmM[i];
|
|
2190
|
+
}
|
|
2191
|
+
const results = [];
|
|
2192
|
+
for (let i = 0; i < this.period; i++) {
|
|
2193
|
+
results.push({ index: i, value: null, upper: null, lower: null });
|
|
2194
|
+
}
|
|
2195
|
+
const diPArr = new Array(n).fill(0);
|
|
2196
|
+
const diMArr = new Array(n).fill(0);
|
|
2197
|
+
const dxArr = new Array(n).fill(0);
|
|
2198
|
+
const diP0 = smoothTR === 0 ? 0 : 100 * smoothDP / smoothTR;
|
|
2199
|
+
const diM0 = smoothTR === 0 ? 0 : 100 * smoothDM / smoothTR;
|
|
2200
|
+
const dx0 = diP0 + diM0 === 0 ? 0 : 100 * Math.abs(diP0 - diM0) / (diP0 + diM0);
|
|
2201
|
+
diPArr[this.period - 1] = diP0;
|
|
2202
|
+
diMArr[this.period - 1] = diM0;
|
|
2203
|
+
dxArr[this.period - 1] = dx0;
|
|
2204
|
+
results[this.period - 1] = {
|
|
2205
|
+
index: this.period - 1,
|
|
2206
|
+
value: null,
|
|
2207
|
+
// ADX not ready yet
|
|
2208
|
+
upper: diP0,
|
|
2209
|
+
lower: diM0
|
|
2210
|
+
};
|
|
2211
|
+
for (let i = this.period; i < n; i++) {
|
|
2212
|
+
smoothTR = smoothTR - smoothTR / this.period + tr[i];
|
|
2213
|
+
smoothDP = smoothDP - smoothDP / this.period + dmP[i];
|
|
2214
|
+
smoothDM = smoothDM - smoothDM / this.period + dmM[i];
|
|
2215
|
+
const diP = smoothTR === 0 ? 0 : 100 * smoothDP / smoothTR;
|
|
2216
|
+
const diM = smoothTR === 0 ? 0 : 100 * smoothDM / smoothTR;
|
|
2217
|
+
const dx = diP + diM === 0 ? 0 : 100 * Math.abs(diP - diM) / (diP + diM);
|
|
2218
|
+
diPArr[i] = diP;
|
|
2219
|
+
diMArr[i] = diM;
|
|
2220
|
+
dxArr[i] = dx;
|
|
2221
|
+
results.push({ index: i, value: null, upper: diP, lower: diM });
|
|
2222
|
+
}
|
|
2223
|
+
const adxStart = 2 * this.period - 2;
|
|
2224
|
+
if (adxStart >= n) return results;
|
|
2225
|
+
let adx = 0;
|
|
2226
|
+
for (let i = this.period - 1; i <= adxStart; i++) {
|
|
2227
|
+
adx += dxArr[i];
|
|
2228
|
+
}
|
|
2229
|
+
adx /= this.period;
|
|
2230
|
+
results[adxStart].value = adx;
|
|
2231
|
+
for (let i = adxStart + 1; i < n; i++) {
|
|
2232
|
+
adx = (adx * (this.period - 1) + dxArr[i]) / this.period;
|
|
2233
|
+
results[i].value = adx;
|
|
2234
|
+
}
|
|
2235
|
+
return results;
|
|
2236
|
+
}
|
|
2237
|
+
getValueRange(_results) {
|
|
2238
|
+
return { min: 0, max: 100 };
|
|
2239
|
+
}
|
|
2240
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
2241
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
2242
|
+
const range = rangeOverride ?? { min: 0, max: 100 };
|
|
2243
|
+
ctx.save();
|
|
2244
|
+
ctx.setLineDash([4, 4]);
|
|
2245
|
+
ctx.strokeStyle = "rgba(150,150,150,0.35)";
|
|
2246
|
+
ctx.lineWidth = 1;
|
|
2247
|
+
const y25 = scale.yToPixel(25, range, paneHeight);
|
|
2248
|
+
ctx.beginPath();
|
|
2249
|
+
ctx.moveTo(0, y25);
|
|
2250
|
+
ctx.lineTo(chartWidth, y25);
|
|
2251
|
+
ctx.stroke();
|
|
2252
|
+
ctx.setLineDash([]);
|
|
2253
|
+
ctx.restore();
|
|
2254
|
+
const drawLine = (getValue, strokeColor, lineWidth) => {
|
|
2255
|
+
ctx.beginPath();
|
|
2256
|
+
ctx.strokeStyle = strokeColor;
|
|
2257
|
+
ctx.lineWidth = lineWidth;
|
|
2258
|
+
ctx.lineJoin = "round";
|
|
2259
|
+
let started = false;
|
|
2260
|
+
for (const r of results) {
|
|
2261
|
+
const val = getValue(r);
|
|
2262
|
+
if (val == null) {
|
|
2263
|
+
started = false;
|
|
2264
|
+
continue;
|
|
2265
|
+
}
|
|
2266
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
2267
|
+
const y = scale.yToPixel(val, range, paneHeight);
|
|
2268
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
2269
|
+
}
|
|
2270
|
+
ctx.stroke();
|
|
2271
|
+
};
|
|
2272
|
+
drawLine((r) => r.upper, "#26a69a", 1);
|
|
2273
|
+
drawLine((r) => r.lower, "#ef5350", 1);
|
|
2274
|
+
drawLine((r) => r.value, this.color, 1.5);
|
|
2275
|
+
}
|
|
2276
|
+
};
|
|
2277
|
+
|
|
2278
|
+
// src/indicators/AwesomeOscillator.ts
|
|
2279
|
+
var AwesomeOscillator = class {
|
|
2280
|
+
constructor(fastPeriod = 5, slowPeriod = 34, color = "#b0bec5") {
|
|
2281
|
+
this.fastPeriod = fastPeriod;
|
|
2282
|
+
this.slowPeriod = slowPeriod;
|
|
2283
|
+
this.name = "AO";
|
|
2284
|
+
this.pane = "sub";
|
|
2285
|
+
this.paneHeight = 80;
|
|
2286
|
+
this.color = color;
|
|
2287
|
+
}
|
|
2288
|
+
compute(data) {
|
|
2289
|
+
const mid = data.map((b) => (b.high + b.low) / 2);
|
|
2290
|
+
const sma = (arr, end, period) => {
|
|
2291
|
+
if (end < period - 1) return null;
|
|
2292
|
+
let sum = 0;
|
|
2293
|
+
for (let j = end - period + 1; j <= end; j++) sum += arr[j];
|
|
2294
|
+
return sum / period;
|
|
2295
|
+
};
|
|
2296
|
+
return data.map((_, i) => {
|
|
2297
|
+
const fast = sma(mid, i, this.fastPeriod);
|
|
2298
|
+
const slow = sma(mid, i, this.slowPeriod);
|
|
2299
|
+
if (fast === null || slow === null) return { index: i, value: null };
|
|
2300
|
+
return { index: i, value: fast - slow };
|
|
2301
|
+
});
|
|
2302
|
+
}
|
|
2303
|
+
getValueRange(results) {
|
|
2304
|
+
let maxAbs = 1e-4;
|
|
2305
|
+
for (const r of results) {
|
|
2306
|
+
if (r.value != null) maxAbs = Math.max(maxAbs, Math.abs(r.value));
|
|
2307
|
+
}
|
|
2308
|
+
return { min: -maxAbs * 1.2, max: maxAbs * 1.2 };
|
|
2309
|
+
}
|
|
2310
|
+
render(ctx, results, scale, viewport, paneHeight, rangeOverride) {
|
|
2311
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
2312
|
+
let maxAbs = 1e-4;
|
|
2313
|
+
for (const r of results) {
|
|
2314
|
+
if (r.value != null) maxAbs = Math.max(maxAbs, Math.abs(r.value));
|
|
2315
|
+
}
|
|
2316
|
+
const range = rangeOverride ?? { min: -maxAbs * 1.2, max: maxAbs * 1.2 };
|
|
2317
|
+
const zeroY = scale.yToPixel(0, range, paneHeight);
|
|
2318
|
+
ctx.save();
|
|
2319
|
+
ctx.setLineDash([4, 4]);
|
|
2320
|
+
ctx.strokeStyle = "rgba(150,150,150,0.35)";
|
|
2321
|
+
ctx.lineWidth = 1;
|
|
2322
|
+
ctx.beginPath();
|
|
2323
|
+
ctx.moveTo(0, zeroY);
|
|
2324
|
+
ctx.lineTo(chartWidth, zeroY);
|
|
2325
|
+
ctx.stroke();
|
|
2326
|
+
ctx.setLineDash([]);
|
|
2327
|
+
ctx.restore();
|
|
2328
|
+
const bodyW = Math.max(scale.candleBodyWidth(viewport, chartWidth), 1);
|
|
2329
|
+
let prevValue = null;
|
|
2330
|
+
for (const r of results) {
|
|
2331
|
+
if (r.value == null) {
|
|
2332
|
+
prevValue = null;
|
|
2333
|
+
continue;
|
|
2334
|
+
}
|
|
2335
|
+
const isGreen = prevValue === null ? true : r.value >= prevValue;
|
|
2336
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
2337
|
+
const barY = scale.yToPixel(r.value, range, paneHeight);
|
|
2338
|
+
const h = Math.abs(barY - zeroY);
|
|
2339
|
+
const top = Math.min(barY, zeroY);
|
|
2340
|
+
ctx.fillStyle = isGreen ? "rgba(38,166,154,0.70)" : "rgba(239,83,80,0.70)";
|
|
2341
|
+
ctx.fillRect(x - bodyW / 2, top, bodyW, h);
|
|
2342
|
+
prevValue = r.value;
|
|
2343
|
+
}
|
|
2344
|
+
}
|
|
2345
|
+
};
|
|
2346
|
+
|
|
2347
|
+
// src/indicators/HeikinAshi.ts
|
|
2348
|
+
var HeikinAshi = class {
|
|
2349
|
+
constructor(color = "#90a4ae", upColor = "#26a69a", downColor = "#ef5350") {
|
|
2350
|
+
this.name = "HA";
|
|
2351
|
+
this.color = color;
|
|
2352
|
+
this.upColor = upColor;
|
|
2353
|
+
this.downColor = downColor;
|
|
2354
|
+
}
|
|
2355
|
+
compute(data) {
|
|
2356
|
+
const results = [];
|
|
2357
|
+
let prevHAOpen = 0;
|
|
2358
|
+
let prevHAClose = 0;
|
|
2359
|
+
for (let i = 0; i < data.length; i++) {
|
|
2360
|
+
const bar = data[i];
|
|
2361
|
+
const haClose = (bar.open + bar.high + bar.low + bar.close) / 4;
|
|
2362
|
+
let haOpen;
|
|
2363
|
+
if (i === 0) {
|
|
2364
|
+
haOpen = (bar.open + bar.close) / 2;
|
|
2365
|
+
} else {
|
|
2366
|
+
haOpen = (prevHAOpen + prevHAClose) / 2;
|
|
2367
|
+
}
|
|
2368
|
+
const haHigh = Math.max(bar.high, haOpen, haClose);
|
|
2369
|
+
const haLow = Math.min(bar.low, haOpen, haClose);
|
|
2370
|
+
prevHAOpen = haOpen;
|
|
2371
|
+
prevHAClose = haClose;
|
|
2372
|
+
results.push({
|
|
2373
|
+
index: i,
|
|
2374
|
+
value: haClose,
|
|
2375
|
+
// HA-Close
|
|
2376
|
+
upper: haHigh,
|
|
2377
|
+
// HA-High
|
|
2378
|
+
lower: haLow,
|
|
2379
|
+
// HA-Low
|
|
2380
|
+
signal: haOpen
|
|
2381
|
+
// HA-Open
|
|
2382
|
+
});
|
|
2383
|
+
}
|
|
2384
|
+
return results;
|
|
2385
|
+
}
|
|
2386
|
+
render(ctx, results, scale, viewport, chartHeight) {
|
|
2387
|
+
const canvas = ctx.canvas;
|
|
2388
|
+
const priceRange = canvas._priceRange;
|
|
2389
|
+
if (!priceRange) return;
|
|
2390
|
+
const chartWidth = canvas._chartWidth ?? ctx.canvas.width;
|
|
2391
|
+
const candleWidth = scale.candleBodyWidth(viewport, chartWidth);
|
|
2392
|
+
const halfBody = candleWidth / 2;
|
|
2393
|
+
for (const r of results) {
|
|
2394
|
+
if (r.value == null || r.upper == null || r.lower == null || r.signal == null) continue;
|
|
2395
|
+
const haClose = r.value;
|
|
2396
|
+
const haHigh = r.upper;
|
|
2397
|
+
const haLow = r.lower;
|
|
2398
|
+
const haOpen = r.signal;
|
|
2399
|
+
const isBullish = haClose >= haOpen;
|
|
2400
|
+
const color = isBullish ? this.upColor : this.downColor;
|
|
2401
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
2402
|
+
const yHigh = scale.yToPixel(haHigh, priceRange, chartHeight);
|
|
2403
|
+
const yLow = scale.yToPixel(haLow, priceRange, chartHeight);
|
|
2404
|
+
const yOpen = scale.yToPixel(haOpen, priceRange, chartHeight);
|
|
2405
|
+
const yClose = scale.yToPixel(haClose, priceRange, chartHeight);
|
|
2406
|
+
const bodyTop = Math.min(yOpen, yClose);
|
|
2407
|
+
const bodyBottom = Math.max(yOpen, yClose);
|
|
2408
|
+
const bodyHeight = Math.max(1, bodyBottom - bodyTop);
|
|
2409
|
+
ctx.beginPath();
|
|
2410
|
+
ctx.strokeStyle = color;
|
|
2411
|
+
ctx.lineWidth = 1;
|
|
2412
|
+
ctx.moveTo(x, yHigh);
|
|
2413
|
+
ctx.lineTo(x, yLow);
|
|
2414
|
+
ctx.stroke();
|
|
2415
|
+
ctx.fillStyle = color;
|
|
2416
|
+
ctx.strokeStyle = color;
|
|
2417
|
+
ctx.lineWidth = 1;
|
|
2418
|
+
ctx.fillRect(x - halfBody, bodyTop, candleWidth, bodyHeight);
|
|
2419
|
+
ctx.strokeRect(x - halfBody, bodyTop, candleWidth, bodyHeight);
|
|
2420
|
+
}
|
|
2421
|
+
}
|
|
2422
|
+
};
|
|
2423
|
+
|
|
2424
|
+
// src/indicators/VOL.ts
|
|
2425
|
+
var VOL = class {
|
|
2426
|
+
constructor(upColor = "#26a69a", downColor = "#ef5350") {
|
|
2427
|
+
this.name = "VOL";
|
|
2428
|
+
this.pane = "sub";
|
|
2429
|
+
this.paneHeight = 80;
|
|
2430
|
+
this.upColor = upColor;
|
|
2431
|
+
this.downColor = downColor;
|
|
2432
|
+
this.color = upColor;
|
|
2433
|
+
}
|
|
2434
|
+
compute(data) {
|
|
2435
|
+
return data.map((bar, i) => ({
|
|
2436
|
+
index: i,
|
|
2437
|
+
value: bar.volume ?? 0,
|
|
2438
|
+
// encode direction in signal field for render phase
|
|
2439
|
+
signal: bar.close >= bar.open ? 1 : 0
|
|
2440
|
+
}));
|
|
2441
|
+
}
|
|
2442
|
+
render(ctx, results, scale, viewport, paneHeight) {
|
|
2443
|
+
const chartWidth = ctx.canvas._chartWidth ?? ctx.canvas.width;
|
|
2444
|
+
let maxVol = 0;
|
|
2445
|
+
for (const r of results) {
|
|
2446
|
+
if (r.value != null && r.value > maxVol) maxVol = r.value;
|
|
2447
|
+
}
|
|
2448
|
+
if (maxVol === 0) return;
|
|
2449
|
+
const range = { min: 0, max: maxVol * 1.1 };
|
|
2450
|
+
const baseY = scale.yToPixel(0, range, paneHeight);
|
|
2451
|
+
const bodyW = Math.max(scale.candleBodyWidth(viewport, chartWidth), 1);
|
|
2452
|
+
for (const r of results) {
|
|
2453
|
+
if (r.value == null || r.value === 0) continue;
|
|
2454
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
2455
|
+
const topY = scale.yToPixel(r.value, range, paneHeight);
|
|
2456
|
+
const h = Math.abs(baseY - topY);
|
|
2457
|
+
ctx.fillStyle = r.signal === 1 ? `${this.upColor}99` : `${this.downColor}99`;
|
|
2458
|
+
ctx.fillRect(x - bodyW / 2, topY, bodyW, h);
|
|
2459
|
+
}
|
|
2460
|
+
ctx.fillStyle = this.upColor;
|
|
2461
|
+
ctx.font = "10px 'Inter', system-ui, sans-serif";
|
|
2462
|
+
ctx.fillText(this.name, 4, 11);
|
|
2463
|
+
}
|
|
2464
|
+
};
|
|
2465
|
+
|
|
2466
|
+
// src/indicators/LinearRegression.ts
|
|
2467
|
+
var LinearRegression = class {
|
|
2468
|
+
constructor(period = 14, color = "#ff9800") {
|
|
2469
|
+
this.period = period;
|
|
2470
|
+
this.name = "LinReg";
|
|
2471
|
+
this.color = color;
|
|
2472
|
+
}
|
|
2473
|
+
compute(data) {
|
|
2474
|
+
const n = this.period;
|
|
2475
|
+
const results = [];
|
|
2476
|
+
const sumX = n * (n - 1) / 2;
|
|
2477
|
+
const sumX2 = n * (n - 1) * (2 * n - 1) / 6;
|
|
2478
|
+
const denom = n * sumX2 - sumX * sumX;
|
|
2479
|
+
for (let i = 0; i < data.length; i++) {
|
|
2480
|
+
if (i < n - 1) {
|
|
2481
|
+
results.push({ index: i, value: null });
|
|
2482
|
+
continue;
|
|
2483
|
+
}
|
|
2484
|
+
let sumY = 0;
|
|
2485
|
+
let sumXY = 0;
|
|
2486
|
+
for (let j = 0; j < n; j++) {
|
|
2487
|
+
const close = data[i - (n - 1 - j)].close;
|
|
2488
|
+
sumY += close;
|
|
2489
|
+
sumXY += j * close;
|
|
2490
|
+
}
|
|
2491
|
+
const slope = (n * sumXY - sumX * sumY) / denom;
|
|
2492
|
+
const intercept = (sumY - slope * sumX) / n;
|
|
2493
|
+
const value = intercept + slope * (n - 1);
|
|
2494
|
+
results.push({ index: i, value });
|
|
2495
|
+
}
|
|
2496
|
+
return results;
|
|
2497
|
+
}
|
|
2498
|
+
render(ctx, results, scale, viewport, chartHeight) {
|
|
2499
|
+
const canvas = ctx.canvas;
|
|
2500
|
+
const priceRange = canvas._priceRange;
|
|
2501
|
+
if (!priceRange) return;
|
|
2502
|
+
const chartWidth = canvas._chartWidth ?? ctx.canvas.width;
|
|
2503
|
+
ctx.beginPath();
|
|
2504
|
+
ctx.strokeStyle = this.color;
|
|
2505
|
+
ctx.lineWidth = 1.5;
|
|
2506
|
+
ctx.lineJoin = "round";
|
|
2507
|
+
let started = false;
|
|
2508
|
+
for (const r of results) {
|
|
2509
|
+
if (r.value === null) {
|
|
2510
|
+
started = false;
|
|
2511
|
+
continue;
|
|
2512
|
+
}
|
|
2513
|
+
const x = scale.xToPixel(r.index, viewport, chartWidth);
|
|
2514
|
+
const y = scale.yToPixel(r.value, priceRange, chartHeight);
|
|
2515
|
+
started ? ctx.lineTo(x, y) : (ctx.moveTo(x, y), started = true);
|
|
2516
|
+
}
|
|
2517
|
+
ctx.stroke();
|
|
2518
|
+
}
|
|
2519
|
+
};
|
|
2520
|
+
|
|
2521
|
+
export { ADX, ATR, AccDistribution, AwesomeOscillator, BollingerBands, CCI, CMF, DonchianChannels, EMA, FibRetracementIndicator, HMA, HeikinAshi, IchimokuCloud, KeltnerChannels, LinearRegression, MACD, MARibbon, MFI, OBV, ParabolicSAR, PivotPoints, ROC, RSI, SMA, StochRSI, Stochastic, Supertrend, VOL, VWAP, WMA, WilliamsR };
|
|
2522
|
+
//# sourceMappingURL=chunk-X6OSI4P2.js.map
|
|
2523
|
+
//# sourceMappingURL=chunk-X6OSI4P2.js.map
|