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/* *
*
* (c) 2010-2019 Kamil Kulig
*
* License: www.highcharts.com/license
*
* */
'use strict';
import H from '../parts/Globals.js';
import '../parts/Utilities.js';
var seriesType = H.seriesType,
isArray = H.isArray;
/**
* Linear regression series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.linearregression
*
* @augments Highcharts.Series
*/
seriesType(
'linearRegression',
'sma',
/**
* Linear regression indicator. This series requires `linkedTo` option to be
* set.
*
* @sample {highstock} stock/indicators/linear-regression
* Linear regression indicator
*
* @extends plotOptions.sma
* @since 7.0.0
* @product highstock
* @optionparent plotOptions.linearregression
*/
{
params: {
/**
* Unit (in milliseconds) for the x axis distances used to compute
* the regression line paramters (slope & intercept) for every
* range. In Highstock the x axis values are always represented in
* milliseconds which may cause that distances between points are
* "big" integer numbers.
*
* Highstock's linear regression algorithm (least squares method)
* will utilize these "big" integers for finding the slope and the
* intercept of the regression line for each period. In consequence,
* this value may be a very "small" decimal number that's hard to
* interpret by a human.
*
* For instance: `xAxisUnit` equealed to `86400000` ms (1 day)
* forces the algorithm to treat `86400000` as `1` while computing
* the slope and the intercept. This may enchance the legiblitity of
* the indicator's values.
*
* Default value is the closest distance between two data points.
*
* @sample {highstock} stock/plotoptions/linear-regression-xaxisunit
* xAxisUnit set to 1 minute
*
* @example
* // In Liniear Regression Slope Indicator series `xAxisUnit` is
* // `86400000` (1 day) and period is `3`. There're 3 points in the
* // base series:
*
* data: [
* [Date.UTC(2019, 0, 1), 1],
* [Date.UTC(2019, 0, 2), 3],
* [Date.UTC(2019, 0, 3), 5]
* ]
*
* // This will produce one point in the indicator series that has a
* // `y` value of `2` (slope of the regression line). If we change
* // the `xAxisUnit` to `1` (ms) the value of the indicator's point
* // will be `2.3148148148148148e-8` which is harder to interpert
* // for a human.
*
* @type {number}
* @product highstock
*/
xAxisUnit: undefined
},
tooltip: {
valueDecimals: 4
}
},
/**
* @lends Highcharts.Series#
*/
{
nameBase: 'Linear Regression Indicator',
/**
* Return the slope and intercept of a straight line function.
* @private
* @param {Array<number>} - list of all x coordinates in a period
* @param {Array<number>} - list of all y coordinates in a period
* @return {object} - object that contains the slope and the intercept
* of a straight line function
*/
getRegressionLineParameters: function (xData, yData) {
// least squares method
var yIndex = this.options.params.index,
getSingleYValue = function (yValue, yIndex) {
return isArray(yValue) ? yValue[yIndex] : yValue;
},
xSum = xData.reduce(function (accX, val) {
return val + accX;
}, 0),
ySum = yData.reduce(function (accY, val) {
return getSingleYValue(val, yIndex) + accY;
}, 0),
xMean = xSum / xData.length,
yMean = ySum / yData.length,
xError,
yError,
formulaNumerator = 0,
formulaDenominator = 0,
i,
slope;
for (i = 0; i < xData.length; i++) {
xError = xData[i] - xMean;
yError = getSingleYValue(yData[i], yIndex) - yMean;
formulaNumerator += xError * yError;
formulaDenominator += Math.pow(xError, 2);
}
slope = formulaDenominator ?
formulaNumerator / formulaDenominator : 0; // don't divide by 0
return {
slope: slope,
intercept: yMean - slope * xMean
};
},
/**
* Return the y value on a straight line.
* @private
* @param {object} - object that contains the slope and the intercept
* of a straight line function
* @param {number} - x coordinate of the point
* @return {number} - y value of the point that lies on the line
*/
getEndPointY: function (lineParameters, endPointX) {
return lineParameters.slope * endPointX + lineParameters.intercept;
},
/**
* Transform the coordinate system so that x values start at 0 and
* apply xAxisUnit.
* @private
* @param {Array<number>} - list of all x coordinates in a period
* @param {number} - xAxisUnit option (see the API)
* @return {Array<number>} - array of transformed x data
*/
transformXData: function (xData, xAxisUnit) {
var xOffset = xData[0];
return xData.map(function (xValue) {
return (xValue - xOffset) / xAxisUnit;
});
},
/**
* Find the closest distance between points in the base series.
* @private
* @param {Array<number>} - list of all x coordinates in the base series
* @return {number} - closest distance between points in the base series
*/
findClosestDistance: function (xData) {
var distance,
closestDistance,
i;
for (i = 1; i < xData.length - 1; i++) {
distance = xData[i] - xData[i - 1];
if (distance > 0 && (closestDistance === undefined ||
distance < closestDistance)) {
closestDistance = distance;
}
}
return closestDistance;
},
// Required to be implemented - starting point for indicator's logic
getValues: function (baseSeries, regressionSeriesParams) {
var xData = baseSeries.xData,
yData = baseSeries.yData,
period = regressionSeriesParams.period,
lineParameters,
i,
periodStart,
periodEnd,
indicatorData = { // format required to be returned
xData: [], // by getValues() method
yData: [],
values: []
},
endPointX,
endPointY,
periodXData,
periodYData,
periodTransformedXData,
xAxisUnit = this.options.params.xAxisUnit ||
this.findClosestDistance(xData);
// Iteration logic: x value of the last point within the period
// (end point) is used to represent the y value (regression)
// of the entire period.
for (i = period - 1; i <= xData.length - 1; i++) {
periodStart = i - period + 1; // adjusted for slice() function
periodEnd = i + 1; // (as above)
endPointX = xData[i];
periodXData = xData.slice(periodStart, periodEnd);
periodYData = yData.slice(periodStart, periodEnd);
periodTransformedXData = this.transformXData(periodXData,
xAxisUnit);
lineParameters = this.getRegressionLineParameters(
periodTransformedXData, periodYData
);
endPointY = this.getEndPointY(lineParameters,
periodTransformedXData[periodTransformedXData.length - 1]);
indicatorData.values.push({
regressionLineParameters: lineParameters,
x: endPointX,
y: endPointY
});
indicatorData.xData.push(endPointX);
indicatorData.yData.push(endPointY);
}
return indicatorData;
}
}
);
/**
* A linear regression series. If the [type](#series.linearregression.type)
* option is not specified, it is inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.linearregression
* @since 7.0.0
* @product highstock
* @excluding dataParser,dataURL
* @apioption series.linearregression
*/
/* ************************************************************************** */
/**
* The Linear Regression Slope series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.linearRegressionSlope
*
* @augments Highcharts.Series
*/
seriesType(
'linearRegressionSlope',
'linearRegression',
/**
* Linear regression slope indicator. This series requires `linkedTo`
* option to be set.
*
* @sample {highstock} stock/indicators/linear-regression-slope
* Linear regression slope indicator
*
* @extends plotOptions.linearregression
* @since 7.0.0
* @product highstock
* @optionparent plotOptions.linearregressionslope
*/
{},
/**
* @lends Highcharts.Series#
*/
{
nameBase: 'Linear Regression Slope Indicator',
getEndPointY: function (lineParameters) {
return lineParameters.slope;
}
}
);
/**
* A linear regression slope series. If the
* [type](#series.linearregressionslope.type) option is not specified, it is
* inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.linearregressionslope
* @since 7.0.0
* @product highstock
* @excluding dataParser,dataURL
* @apioption series.linearregressionslope
*/
/* ************************************************************************** */
/**
* The Linear Regression Intercept series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.linearRegressionIntercept
*
* @augments Highcharts.Series
*/
seriesType(
'linearRegressionIntercept',
'linearRegression',
/**
* Linear regression intercept indicator. This series requires `linkedTo`
* option to be set.
*
* @sample {highstock} stock/indicators/linear-regression-intercept
* Linear intercept slope indicator
*
* @extends plotOptions.linearregression
* @since 7.0.0
* @product highstock
* @optionparent plotOptions.linearregressionintercept
*/
{},
/**
* @lends Highcharts.Series#
*/
{
nameBase: 'Linear Regression Intercept Indicator',
getEndPointY: function (lineParameters) {
return lineParameters.intercept;
}
}
);
/**
* A linear regression intercept series. If the
* [type](#series.linearregressionintercept.type) option is not specified, it is
* inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.linearregressionintercept
* @since 7.0.0
* @product highstock
* @excluding dataParser,dataURL
* @apioption series.linearregressionintercept
*/
/* ************************************************************************** */
/**
* The Linear Regression Angle series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.linearRegressionAngle
*
* @augments Highcharts.Series
*/
seriesType(
'linearRegressionAngle',
'linearRegression',
/**
* Linear regression angle indicator. This series requires `linkedTo`
* option to be set.
*
* @sample {highstock} stock/indicators/linear-regression-angle
* Linear intercept angle indicator
*
* @extends plotOptions.linearregression
* @since 7.0.0
* @product highstock
* @optionparent plotOptions.linearregressionangle
*/
{
tooltip: { // add a degree symbol
pointFormat: '<span style="color:{point.color}">\u25CF</span>' +
'{series.name}: <b>{point.y}°</b><br/>'
}
},
/**
* @lends Highcharts.Series#
*/
{
nameBase: 'Linear Regression Angle Indicator',
/**
* Convert a slope of a line to angle (in degrees) between
* the line and x axis
* @private
* @param {number} - slope of the straight line function
* @return {number}
*/
slopeToAngle: function (slope) {
return Math.atan(slope) * (180 / Math.PI); // rad to deg
},
getEndPointY: function (lineParameters) {
return this.slopeToAngle(lineParameters.slope);
}
}
);
/**
* A linear regression intercept series. If the
* [type](#series.linearregressionangle.type) option is not specified, it is
* inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.linearregressionangle
* @since 7.0.0
* @product highstock
* @excluding dataParser,dataURL
* @apioption series.linearregressionangle
*/