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/**
* @license Highcharts JS v7.1.1 (2019-04-09)
*
* (c) 2010-2019 Highsoft AS
* Author: Sebastian Domas
*
* License: www.highcharts.com/license
*/
'use strict';
(function (factory) {
if (typeof module === 'object' && module.exports) {
factory['default'] = factory;
module.exports = factory;
} else if (typeof define === 'function' && define.amd) {
define('highcharts/indicators/cmf', ['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, 'indicators/cmf.src.js', [_modules['parts/Globals.js']], function (H) {
/* *
*
* (c) 2010-2019 Highsoft AS
*
* Author: Sebastian Domas
*
* Chaikin Money Flow indicator for Highstock
*
* License: www.highcharts.com/license
*
* */
/**
* @private
* @interface Highcharts.CmfValuesObject
*//**
* Combined xData and yData values into a tuple.
* @name Highcharts.CmfValuesObject#values
* @type {Array<Array<number,number>>}
*//**
* Values represent x timestamp values
* @name Highcharts.CmfValuesObject#xData
* @type {Array<number>}
*//**
* Values represent y values
* @name Highcharts.CmfValuesObject#yData
* @type {Array<number>}
*/
/**
* The CMF series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.cmf
*
* @augments Highcharts.Series
*/
H.seriesType('cmf', 'sma',
/**
* Chaikin Money Flow indicator (cmf).
*
* @sample stock/indicators/cmf/
* Chaikin Money Flow indicator
*
* @extends plotOptions.sma
* @since 6.0.0
* @excluding animationLimit
* @product highstock
* @optionparent plotOptions.cmf
*/
{
params: {
period: 14,
/**
* The id of another series to use its data as volume data for the
* indiator calculation.
*/
volumeSeriesID: 'volume'
}
},
/**
* @lends Highcharts.Series#
*/
{
nameBase: 'Chaikin Money Flow',
/**
* Checks if the series and volumeSeries are accessible, number of
* points.x is longer than period, is series has OHLC data
* @private
* @return {boolean} True if series is valid and can be computed,
* otherwise false.
*/
isValid: function () {
var chart = this.chart,
options = this.options,
series = this.linkedParent,
volumeSeries = (
this.volumeSeries ||
(
this.volumeSeries =
chart.get(options.params.volumeSeriesID)
)
),
isSeriesOHLC = (
series &&
series.yData &&
series.yData[0].length === 4
);
function isLengthValid(serie) {
return serie.xData &&
serie.xData.length >= options.params.period;
}
return !!(
series &&
volumeSeries &&
isLengthValid(series) &&
isLengthValid(volumeSeries) && isSeriesOHLC
);
},
/**
* Returns indicator's data.
* @private
* @return {boolean|Highcharts.CmfValuesObject} Returns false if the
* indicator is not valid, otherwise returns Values object.
*/
getValues: function (series, params) {
if (!this.isValid()) {
return false;
}
return this.getMoneyFlow(
series.xData,
series.yData,
this.volumeSeries.yData,
params.period
);
},
/**
* @private
* @param {Array<number>} xData - x timestamp values
* @param {Array<number>} seriesYData - yData of basic series
* @param {Array<number>} volumeSeriesYData - yData of volume series
* @param {number} period - indicator's param
* @return {Highcharts.CmfValuesObject} object containing computed money
* flow data
*/
getMoneyFlow: function (xData, seriesYData, volumeSeriesYData, period) {
var len = seriesYData.length,
moneyFlowVolume = [],
sumVolume = 0,
sumMoneyFlowVolume = 0,
moneyFlowXData = [],
moneyFlowYData = [],
values = [],
i,
point,
nullIndex = -1;
/**
* Calculates money flow volume, changes i, nullIndex vars from
* upper scope!
* @private
* @param {Array<number>} ohlc - OHLC point
* @param {number} volume - Volume point's y value
* @return {number} - volume * moneyFlowMultiplier
**/
function getMoneyFlowVolume(ohlc, volume) {
var high = ohlc[1],
low = ohlc[2],
close = ohlc[3],
isValid =
volume !== null &&
high !== null &&
low !== null &&
close !== null &&
high !== low;
/**
* @private
* @param {number} h - High value
* @param {number} l - Low value
* @param {number} c - Close value
* @return {number} calculated multiplier for the point
**/
function getMoneyFlowMultiplier(h, l, c) {
return ((c - l) - (h - c)) / (h - l);
}
return isValid ?
getMoneyFlowMultiplier(high, low, close) * volume :
((nullIndex = i), null);
}
if (period > 0 && period <= len) {
for (i = 0; i < period; i++) {
moneyFlowVolume[i] = getMoneyFlowVolume(
seriesYData[i],
volumeSeriesYData[i]
);
sumVolume += volumeSeriesYData[i];
sumMoneyFlowVolume += moneyFlowVolume[i];
}
moneyFlowXData.push(xData[i - 1]);
moneyFlowYData.push(
i - nullIndex >= period && sumVolume !== 0 ?
sumMoneyFlowVolume / sumVolume :
null
);
values.push([moneyFlowXData[0], moneyFlowYData[0]]);
for (; i < len; i++) {
moneyFlowVolume[i] = getMoneyFlowVolume(
seriesYData[i],
volumeSeriesYData[i]
);
sumVolume -= volumeSeriesYData[i - period];
sumVolume += volumeSeriesYData[i];
sumMoneyFlowVolume -= moneyFlowVolume[i - period];
sumMoneyFlowVolume += moneyFlowVolume[i];
point = [
xData[i],
i - nullIndex >= period ?
sumMoneyFlowVolume / sumVolume :
null
];
moneyFlowXData.push(point[0]);
moneyFlowYData.push(point[1]);
values.push([point[0], point[1]]);
}
}
return {
values: values,
xData: moneyFlowXData,
yData: moneyFlowYData
};
}
});
/**
* A `CMF` series. If the [type](#series.cmf.type) option is not
* specified, it is inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.cmf
* @since 6.0.0
* @product highstock
* @excluding dataParser, dataURL
* @apioption series.cmf
*/
});
_registerModule(_modules, 'masters/indicators/cmf.src.js', [], function () {
});
}));