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/** * @license Highcharts JS v7.1.1 (2019-04-09) * * Indicator series type for Highstock * * (c) 2010-2019 Paweł Fus * * License: www.highcharts.com/license */ 'use strict'; (function (factory) { if (typeof module === 'object' && module.exports) { factory['default'] = factory; module.exports = factory; } else if (typeof define === 'function' && define.amd) { define('highcharts/indicators/bollinger-bands', ['highcharts', 'highcharts/modules/stock'], function (Highcharts) { factory(Highcharts); factory.Highcharts = Highcharts; return factory; }); } else { factory(typeof Highcharts !== 'undefined' ? Highcharts : undefined); } }(function (Highcharts) { var _modules = Highcharts ? Highcharts._modules : {}; function _registerModule(obj, path, args, fn) { if (!obj.hasOwnProperty(path)) { obj[path] = fn.apply(null, args); } } _registerModule(_modules, 'mixins/multipe-lines.js', [_modules['parts/Globals.js']], function (H) { /** * * (c) 2010-2019 Wojciech Chmiel * * License: www.highcharts.com/license * * */ var each = H.each, merge = H.merge, error = H.error, defined = H.defined, SMA = H.seriesTypes.sma; /** * Mixin useful for all indicators that have more than one line. * Merge it with your implementation where you will provide * getValues method appropriate to your indicator and pointArrayMap, * pointValKey, linesApiNames properites. Notice that pointArrayMap * should be consistent with amount of lines calculated in getValues method. * * @private * @mixin multipleLinesMixin */ var multipleLinesMixin = { /** * Lines ids. Required to plot appropriate amount of lines. * Notice that pointArrayMap should have more elements than * linesApiNames, because it contains main line and additional lines ids. * Also it should be consistent with amount of lines calculated in * getValues method from your implementation. * * @private * @name multipleLinesMixin.pointArrayMap * @type {Array<string>} */ pointArrayMap: ['top', 'bottom'], /** * Main line id. * * @private * @name multipleLinesMixin.pointValKey * @type {string} */ pointValKey: 'top', /** * Additional lines DOCS names. Elements of linesApiNames array should * be consistent with DOCS line names defined in your implementation. * Notice that linesApiNames should have decreased amount of elements * relative to pointArrayMap (without pointValKey). * * @private * @name multipleLinesMixin.linesApiNames * @type {Array<string>} */ linesApiNames: ['bottomLine'], /** * Create translatedLines Collection based on pointArrayMap. * * @private * @function multipleLinesMixin.getTranslatedLinesNames * * @param {string} excludedValue * pointValKey - main line id * * @return {Array<string>} * Returns translated lines names without excluded value. */ getTranslatedLinesNames: function (excludedValue) { var translatedLines = []; each(this.pointArrayMap, function (propertyName) { if (propertyName !== excludedValue) { translatedLines.push( 'plot' + propertyName.charAt(0).toUpperCase() + propertyName.slice(1) ); } }); return translatedLines; }, /** * @private * @function multipleLinesMixin.toYData * * @param {string} point * * @return {Array<number>} * Returns point Y value for all lines */ toYData: function (point) { var pointColl = []; each(this.pointArrayMap, function (propertyName) { pointColl.push(point[propertyName]); }); return pointColl; }, /** * Add lines plot pixel values. * * @private * @function multipleLinesMixin.translate */ translate: function () { var indicator = this, pointArrayMap = indicator.pointArrayMap, LinesNames = [], value; LinesNames = indicator.getTranslatedLinesNames(); SMA.prototype.translate.apply(indicator, arguments); each(indicator.points, function (point) { each(pointArrayMap, function (propertyName, i) { value = point[propertyName]; if (value !== null) { point[LinesNames[i]] = indicator.yAxis.toPixels( value, true ); } }); }); }, /** * Draw main and additional lines. * * @private * @function multipleLinesMixin.drawGraph */ drawGraph: function () { var indicator = this, pointValKey = indicator.pointValKey, linesApiNames = indicator.linesApiNames, mainLinePoints = indicator.points, pointsLength = mainLinePoints.length, mainLineOptions = indicator.options, mainLinePath = indicator.graph, gappedExtend = { options: { gapSize: mainLineOptions.gapSize } }, secondaryLines = [], // additional lines point place holders secondaryLinesNames = indicator.getTranslatedLinesNames( pointValKey ), point; // Generate points for additional lines: each(secondaryLinesNames, function (plotLine, index) { // create additional lines point place holders secondaryLines[index] = []; while (pointsLength--) { point = mainLinePoints[pointsLength]; secondaryLines[index].push({ x: point.x, plotX: point.plotX, plotY: point[plotLine], isNull: !defined(point[plotLine]) }); } pointsLength = mainLinePoints.length; }); // Modify options and generate additional lines: each(linesApiNames, function (lineName, i) { if (secondaryLines[i]) { indicator.points = secondaryLines[i]; if (mainLineOptions[lineName]) { indicator.options = merge( mainLineOptions[lineName].styles, gappedExtend ); } else { error( 'Error: "There is no ' + lineName + ' in DOCS options declared. Check if linesApiNames' + ' are consistent with your DOCS line names."' + ' at mixin/multiple-line.js:34' ); } indicator.graph = indicator['graph' + lineName]; SMA.prototype.drawGraph.call(indicator); // Now save lines: indicator['graph' + lineName] = indicator.graph; } else { error( 'Error: "' + lineName + ' doesn\'t have equivalent ' + 'in pointArrayMap. To many elements in linesApiNames ' + 'relative to pointArrayMap."' ); } }); // Restore options and draw a main line: indicator.points = mainLinePoints; indicator.options = mainLineOptions; indicator.graph = mainLinePath; SMA.prototype.drawGraph.call(indicator); } }; return multipleLinesMixin; }); _registerModule(_modules, 'indicators/bollinger-bands.src.js', [_modules['parts/Globals.js'], _modules['mixins/multipe-lines.js']], function (H, multipleLinesMixin) { /* * * * License: www.highcharts.com/license * * */ var merge = H.merge, isArray = H.isArray, SMA = H.seriesTypes.sma; // Utils: function getStandardDeviation(arr, index, isOHLC, mean) { var variance = 0, arrLen = arr.length, std = 0, i = 0, value; for (; i < arrLen; i++) { value = (isOHLC ? arr[i][index] : arr[i]) - mean; variance += value * value; } variance = variance / (arrLen - 1); std = Math.sqrt(variance); return std; } /** * Bollinger Bands series type. * * @private * @class * @name Highcharts.seriesTypes.bb * * @augments Highcharts.Series */ H.seriesType( 'bb', 'sma', /** * Bollinger bands (BB). This series requires the `linkedTo` option to be * set and should be loaded after the `stock/indicators/indicators.js` file. * * @sample stock/indicators/bollinger-bands * Bollinger bands * * @extends plotOptions.sma * @since 6.0.0 * @product highstock * @optionparent plotOptions.bb */ { params: { period: 20, /** * Standard deviation for top and bottom bands. */ standardDeviation: 2, index: 3 }, /** * Bottom line options. */ bottomLine: { /** * Styles for a bottom line. */ styles: { /** * Pixel width of the line. */ lineWidth: 1, /** * Color of the line. If not set, it's inherited from * [plotOptions.bb.color](#plotOptions.bb.color). * * @type {Highcharts.ColorString} */ lineColor: undefined } }, /** * Top line options. * * @extends plotOptions.bb.bottomLine */ topLine: { styles: { lineWidth: 1, /** * @type {Highcharts.ColorString} */ lineColor: undefined } }, tooltip: { pointFormat: '<span style="color:{point.color}">\u25CF</span><b> {series.name}</b><br/>Top: {point.top}<br/>Middle: {point.middle}<br/>Bottom: {point.bottom}<br/>' }, marker: { enabled: false }, dataGrouping: { approximation: 'averages' } }, /** * @lends Highcharts.Series# */ H.merge(multipleLinesMixin, { pointArrayMap: ['top', 'middle', 'bottom'], pointValKey: 'middle', nameComponents: ['period', 'standardDeviation'], linesApiNames: ['topLine', 'bottomLine'], init: function () { SMA.prototype.init.apply(this, arguments); // Set default color for lines: this.options = merge({ topLine: { styles: { lineColor: this.color } }, bottomLine: { styles: { lineColor: this.color } } }, this.options); }, getValues: function (series, params) { var period = params.period, standardDeviation = params.standardDeviation, xVal = series.xData, yVal = series.yData, yValLen = yVal ? yVal.length : 0, BB = [], // 0- date, 1-middle line, 2-top line, 3-bottom line ML, TL, BL, // middle line, top line and bottom line date, xData = [], yData = [], slicedX, slicedY, stdDev, isOHLC, point, i; if (xVal.length < period) { return false; } isOHLC = isArray(yVal[0]); for (i = period; i <= yValLen; i++) { slicedX = xVal.slice(i - period, i); slicedY = yVal.slice(i - period, i); point = SMA.prototype.getValues.call( this, { xData: slicedX, yData: slicedY }, params ); date = point.xData[0]; ML = point.yData[0]; stdDev = getStandardDeviation( slicedY, params.index, isOHLC, ML ); TL = ML + standardDeviation * stdDev; BL = ML - standardDeviation * stdDev; BB.push([date, TL, ML, BL]); xData.push(date); yData.push([TL, ML, BL]); } return { values: BB, xData: xData, yData: yData }; } }) ); /** * A bollinger bands indicator. If the [type](#series.bb.type) option is not * specified, it is inherited from [chart.type](#chart.type). * * @extends series,plotOptions.bb * @since 6.0.0 * @excluding dataParser, dataURL * @product highstock * @apioption series.bb */ }); _registerModule(_modules, 'masters/indicators/bollinger-bands.src.js', [], function () { }); }));