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/* *
*
* (c) 2010-2019 Paweł Dalek
*
* Volume By Price (VBP) indicator for Highstock
*
* License: www.highcharts.com/license
*
* */
'use strict';
import H from '../parts/Globals.js';
import '../parts/Utilities.js';
// Utils
function arrayExtremesOHLC(data) {
var dataLength = data.length,
min = data[0][3],
max = min,
i = 1,
currentPoint;
for (; i < dataLength; i++) {
currentPoint = data[i][3];
if (currentPoint < min) {
min = currentPoint;
}
if (currentPoint > max) {
max = currentPoint;
}
}
return {
min: min,
max: max
};
}
var abs = Math.abs,
noop = H.noop,
addEvent = H.addEvent,
correctFloat = H.correctFloat,
seriesType = H.seriesType,
columnPrototype = H.seriesTypes.column.prototype;
/**
* The Volume By Price (VBP) series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.vbp
*
* @augments Highcharts.Series
*/
seriesType(
'vbp',
'sma',
/**
* Volume By Price indicator.
*
* This series requires `linkedTo` option to be set.
*
* @sample stock/indicators/volume-by-price
* Volume By Price indicator
*
* @extends plotOptions.sma
* @since 6.0.0
* @product highstock
* @optionparent plotOptions.vbp
*/
{
/**
* @excluding index, period
*/
params: {
/**
* The number of price zones.
*/
ranges: 12,
/**
* The id of volume series which is mandatory. For example using
* OHLC data, volumeSeriesID='volume' means the indicator will be
* calculated using OHLC and volume values.
*/
volumeSeriesID: 'volume'
},
/**
* The styles for lines which determine price zones.
*/
zoneLines: {
/**
* Enable/disable zone lines.
*/
enabled: true,
/**
* Specify the style of zone lines.
*
* @type {Highcharts.CSSObject}
* @default {"color": "#0A9AC9", "dashStyle": "LongDash", "lineWidth": 1}
*/
styles: {
/** @ignore-options */
color: '#0A9AC9',
/** @ignore-options */
dashStyle: 'LongDash',
/** @ignore-options */
lineWidth: 1
}
},
/**
* The styles for bars when volume is divided into positive/negative.
*/
volumeDivision: {
/**
* Option to control if volume is divided.
*/
enabled: true,
styles: {
/**
* Color of positive volume bars.
*
* @type {Highcharts.ColorString}
*/
positiveColor: 'rgba(144, 237, 125, 0.8)',
/**
* Color of negative volume bars.
*
* @type {Highcharts.ColorString}
*/
negativeColor: 'rgba(244, 91, 91, 0.8)'
}
},
// To enable series animation; must be animationLimit > pointCount
animationLimit: 1000,
enableMouseTracking: false,
pointPadding: 0,
zIndex: -1,
crisp: true,
dataGrouping: {
enabled: false
},
dataLabels: {
/** @ignore-option */
allowOverlap: true,
/** @ignore-option */
enabled: true,
/** @ignore-option */
format: 'P: {point.volumePos:.2f} | N: {point.volumeNeg:.2f}',
/** @ignore-option */
padding: 0,
/** @ignore-option */
style: {
fontSize: '7px'
},
/** @ignore-option */
verticalAlign: 'top'
}
},
/**
* @lends Highcharts.Series#
*/
{
nameBase: 'Volume by Price',
bindTo: {
series: false,
eventName: 'afterSetExtremes'
},
calculateOn: 'render',
markerAttribs: noop,
drawGraph: noop,
getColumnMetrics: columnPrototype.getColumnMetrics,
crispCol: columnPrototype.crispCol,
init: function (chart) {
var indicator = this,
params,
baseSeries,
volumeSeries;
H.seriesTypes.sma.prototype.init.apply(indicator, arguments);
params = indicator.options.params;
baseSeries = indicator.linkedParent;
volumeSeries = chart.get(params.volumeSeriesID);
indicator.addCustomEvents(baseSeries, volumeSeries);
return indicator;
},
// Adds events related with removing series
addCustomEvents: function (baseSeries, volumeSeries) {
var indicator = this;
function toEmptyIndicator() {
indicator.chart.redraw();
indicator.setData([]);
indicator.zoneStarts = [];
if (indicator.zoneLinesSVG) {
indicator.zoneLinesSVG.destroy();
delete indicator.zoneLinesSVG;
}
}
// If base series is deleted, indicator series data is filled with
// an empty array
indicator.dataEventsToUnbind.push(
addEvent(baseSeries, 'remove', function () {
toEmptyIndicator();
})
);
// If volume series is deleted, indicator series data is filled with
// an empty array
if (volumeSeries) {
indicator.dataEventsToUnbind.push(
addEvent(volumeSeries, 'remove', function () {
toEmptyIndicator();
})
);
}
return indicator;
},
// Initial animation
animate: function (init) {
var series = this,
attr = {};
if (H.svg && !init) {
attr.translateX = series.yAxis.pos;
series.group.animate(
attr,
H.extend(H.animObject(series.options.animation), {
step: function (val, fx) {
series.group.attr({
scaleX: Math.max(0.001, fx.pos)
});
}
})
);
// Delete this function to allow it only once
series.animate = null;
}
},
drawPoints: function () {
var indicator = this;
if (indicator.options.volumeDivision.enabled) {
indicator.posNegVolume(true, true);
columnPrototype.drawPoints.apply(indicator, arguments);
indicator.posNegVolume(false, false);
}
columnPrototype.drawPoints.apply(indicator, arguments);
},
// Function responsible for dividing volume into positive and negative
posNegVolume: function (initVol, pos) {
var indicator = this,
signOrder = pos ?
['positive', 'negative'] :
['negative', 'positive'],
volumeDivision = indicator.options.volumeDivision,
pointLength = indicator.points.length,
posWidths = [],
negWidths = [],
i = 0,
pointWidth,
priceZone,
wholeVol,
point;
if (initVol) {
indicator.posWidths = posWidths;
indicator.negWidths = negWidths;
} else {
posWidths = indicator.posWidths;
negWidths = indicator.negWidths;
}
for (; i < pointLength; i++) {
point = indicator.points[i];
point[signOrder[0] + 'Graphic'] = point.graphic;
point.graphic = point[signOrder[1] + 'Graphic'];
if (initVol) {
pointWidth = point.shapeArgs.width;
priceZone = indicator.priceZones[i];
wholeVol = priceZone.wholeVolumeData;
if (wholeVol) {
posWidths.push(
pointWidth / wholeVol * priceZone.positiveVolumeData
);
negWidths.push(
pointWidth / wholeVol * priceZone.negativeVolumeData
);
} else {
posWidths.push(0);
negWidths.push(0);
}
}
point.color = pos ?
volumeDivision.styles.positiveColor :
volumeDivision.styles.negativeColor;
point.shapeArgs.width = pos ?
indicator.posWidths[i] :
indicator.negWidths[i];
point.shapeArgs.x = pos ?
point.shapeArgs.x :
indicator.posWidths[i];
}
},
translate: function () {
var indicator = this,
options = indicator.options,
chart = indicator.chart,
yAxis = indicator.yAxis,
yAxisMin = yAxis.min,
zoneLinesOptions = indicator.options.zoneLines,
priceZones = indicator.priceZones,
yBarOffset = 0,
indicatorPoints,
volumeDataArray,
maxVolume,
primalBarWidth,
barHeight,
barHeightP,
oldBarHeight,
barWidth,
pointPadding,
chartPlotTop,
barX,
barY;
columnPrototype.translate.apply(indicator);
indicatorPoints = indicator.points;
// Do translate operation when points exist
if (indicatorPoints.length) {
pointPadding = options.pointPadding < 0.5 ?
options.pointPadding :
0.1;
volumeDataArray = indicator.volumeDataArray;
maxVolume = H.arrayMax(volumeDataArray);
primalBarWidth = chart.plotWidth / 2;
chartPlotTop = chart.plotTop;
barHeight = abs(yAxis.toPixels(yAxisMin) -
yAxis.toPixels(yAxisMin + indicator.rangeStep));
oldBarHeight = abs(yAxis.toPixels(yAxisMin) -
yAxis.toPixels(yAxisMin + indicator.rangeStep));
if (pointPadding) {
barHeightP = abs(barHeight * (1 - 2 * pointPadding));
yBarOffset = abs((barHeight - barHeightP) / 2);
barHeight = abs(barHeightP);
}
indicatorPoints.forEach(function (point, index) {
barX = point.barX = point.plotX = 0;
barY = point.plotY = (
yAxis.toPixels(priceZones[index].start) -
chartPlotTop -
(
yAxis.reversed ?
(barHeight - oldBarHeight) :
barHeight
) -
yBarOffset
);
barWidth = correctFloat(
primalBarWidth *
priceZones[index].wholeVolumeData / maxVolume
);
point.pointWidth = barWidth;
point.shapeArgs = indicator.crispCol.apply( // eslint-disable-line no-useless-call
indicator,
[barX, barY, barWidth, barHeight]
);
point.volumeNeg = priceZones[index].negativeVolumeData;
point.volumePos = priceZones[index].positiveVolumeData;
point.volumeAll = priceZones[index].wholeVolumeData;
});
if (zoneLinesOptions.enabled) {
indicator.drawZones(
chart,
yAxis,
indicator.zoneStarts,
zoneLinesOptions.styles
);
}
}
},
getValues: function (series, params) {
var indicator = this,
xValues = series.processedXData,
yValues = series.processedYData,
chart = indicator.chart,
ranges = params.ranges,
VBP = [],
xData = [],
yData = [],
isOHLC,
volumeSeries,
priceZones;
// Checks if base series exists
if (!series.chart) {
return H.error(
'Base series not found! In case it has been removed, add ' +
'a new one.',
true,
chart
);
}
// Checks if volume series exists
if (!(volumeSeries = chart.get(params.volumeSeriesID))) {
return H.error(
'Series ' +
params.volumeSeriesID +
' not found! Check `volumeSeriesID`.',
true,
chart
);
}
// Checks if series data fits the OHLC format
isOHLC = H.isArray(yValues[0]);
if (isOHLC && yValues[0].length !== 4) {
return H.error(
'Type of ' +
series.name +
' series is different than line, OHLC or candlestick.',
true,
chart
);
}
// Price zones contains all the information about the zones (index,
// start, end, volumes, etc.)
priceZones = indicator.priceZones = indicator.specifyZones(
isOHLC,
xValues,
yValues,
ranges,
volumeSeries
);
priceZones.forEach(function (zone, index) {
VBP.push([zone.x, zone.end]);
xData.push(VBP[index][0]);
yData.push(VBP[index][1]);
});
return {
values: VBP,
xData: xData,
yData: yData
};
},
// Specifing where each zone should start ans end
specifyZones: function (
isOHLC,
xValues,
yValues,
ranges,
volumeSeries
) {
var indicator = this,
rangeExtremes = isOHLC ? arrayExtremesOHLC(yValues) : false,
lowRange = rangeExtremes ?
rangeExtremes.min :
H.arrayMin(yValues),
highRange = rangeExtremes ?
rangeExtremes.max :
H.arrayMax(yValues),
zoneStarts = indicator.zoneStarts = [],
priceZones = [],
i = 0,
j = 1,
rangeStep,
zoneStartsLength;
if (!lowRange || !highRange) {
if (this.points.length) {
this.setData([]);
this.zoneStarts = [];
this.zoneLinesSVG.destroy();
}
return [];
}
rangeStep = indicator.rangeStep =
correctFloat(highRange - lowRange) / ranges;
zoneStarts.push(lowRange);
for (; i < ranges - 1; i++) {
zoneStarts.push(correctFloat(zoneStarts[i] + rangeStep));
}
zoneStarts.push(highRange);
zoneStartsLength = zoneStarts.length;
// Creating zones
for (; j < zoneStartsLength; j++) {
priceZones.push({
index: j - 1,
x: xValues[0],
start: zoneStarts[j - 1],
end: zoneStarts[j]
});
}
return indicator.volumePerZone(
isOHLC,
priceZones,
volumeSeries,
xValues,
yValues
);
},
// Calculating sum of volume values for a specific zone
volumePerZone: function (
isOHLC,
priceZones,
volumeSeries,
xValues,
yValues
) {
var indicator = this,
volumeXData = volumeSeries.processedXData,
volumeYData = volumeSeries.processedYData,
lastZoneIndex = priceZones.length - 1,
baseSeriesLength = yValues.length,
volumeSeriesLength = volumeYData.length,
previousValue,
startFlag,
endFlag,
value,
i;
// Checks if each point has a corresponding volume value
if (abs(baseSeriesLength - volumeSeriesLength)) {
// If the first point don't have volume, add 0 value at the
// beggining of the volume array
if (xValues[0] !== volumeXData[0]) {
volumeYData.unshift(0);
}
// If the last point don't have volume, add 0 value at the end
// of the volume array
if (
xValues[baseSeriesLength - 1] !==
volumeXData[volumeSeriesLength - 1]
) {
volumeYData.push(0);
}
}
indicator.volumeDataArray = [];
priceZones.forEach(function (zone) {
zone.wholeVolumeData = 0;
zone.positiveVolumeData = 0;
zone.negativeVolumeData = 0;
for (i = 0; i < baseSeriesLength; i++) {
startFlag = false;
endFlag = false;
value = isOHLC ? yValues[i][3] : yValues[i];
previousValue = i ?
(isOHLC ? yValues[i - 1][3] : yValues[i - 1]) :
value;
// Checks if this is the point with the lowest close value
// and if so, adds it calculations
if (value <= zone.start && zone.index === 0) {
startFlag = true;
}
// Checks if this is the point with the highest close value
// and if so, adds it calculations
if (value >= zone.end && zone.index === lastZoneIndex) {
endFlag = true;
}
if (
(value > zone.start || startFlag) &&
(value < zone.end || endFlag)
) {
zone.wholeVolumeData += volumeYData[i];
if (previousValue > value) {
zone.negativeVolumeData += volumeYData[i];
} else {
zone.positiveVolumeData += volumeYData[i];
}
}
}
indicator.volumeDataArray.push(zone.wholeVolumeData);
});
return priceZones;
},
// Function responsoble for drawing additional lines indicating zones
drawZones: function (chart, yAxis, zonesValues, zonesStyles) {
var indicator = this,
renderer = chart.renderer,
zoneLinesSVG = indicator.zoneLinesSVG,
zoneLinesPath = [],
leftLinePos = 0,
rightLinePos = chart.plotWidth,
verticalOffset = chart.plotTop,
verticalLinePos;
zonesValues.forEach(function (value) {
verticalLinePos = yAxis.toPixels(value) - verticalOffset;
zoneLinesPath = zoneLinesPath.concat(chart.renderer.crispLine([
'M',
leftLinePos,
verticalLinePos,
'L',
rightLinePos,
verticalLinePos
], zonesStyles.lineWidth));
});
// Create zone lines one path or update it while animating
if (zoneLinesSVG) {
zoneLinesSVG.animate({
d: zoneLinesPath
});
} else {
zoneLinesSVG = indicator.zoneLinesSVG =
renderer.path(zoneLinesPath).attr({
'stroke-width': zonesStyles.lineWidth,
'stroke': zonesStyles.color,
'dashstyle': zonesStyles.dashStyle,
'zIndex': indicator.group.zIndex + 0.1
})
.add(indicator.group);
}
}
},
/**
* @lends Highcharts.Point#
*/
{
// Required for destroying negative part of volume
destroy: function () {
if (this.negativeGraphic) {
this.negativeGraphic = this.negativeGraphic.destroy();
}
return H.Point.prototype.destroy.apply(this, arguments);
}
}
);
/**
* A `Volume By Price (VBP)` series. If the [type](#series.vbp.type) option is
* not specified, it is inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.vbp
* @since 6.0.0
* @product highstock
* @excluding dataParser, dataURL
* @apioption series.vbp
*/