chore: version inicial del codigo fuente del LMS Estafeta
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/* *
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*
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* Money Flow Index indicator for Highstock
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*
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* (c) 2010-2020 Grzegorz Blachliński
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*
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* License: www.highcharts.com/license
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*
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* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
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*
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* */
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'use strict';
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import U from '../../Core/Utilities.js';
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var error = U.error, isArray = U.isArray, seriesType = U.seriesType;
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/* eslint-disable require-jsdoc */
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// Utils:
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function sumArray(array) {
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return array.reduce(function (prev, cur) {
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return prev + cur;
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});
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}
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function toFixed(a, n) {
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return parseFloat(a.toFixed(n));
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}
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function calculateTypicalPrice(point) {
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return (point[1] + point[2] + point[3]) / 3;
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}
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function calculateRawMoneyFlow(typicalPrice, volume) {
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return typicalPrice * volume;
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}
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/* eslint-enable require-jsdoc */
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/**
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* The MFI series type.
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*
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* @private
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* @class
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* @name Highcharts.seriesTypes.mfi
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*
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* @augments Highcharts.Series
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*/
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seriesType('mfi', 'sma',
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/**
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* Money Flow Index. This series requires `linkedTo` option to be set and
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* should be loaded after the `stock/indicators/indicators.js` file.
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*
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* @sample stock/indicators/mfi
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* Money Flow Index Indicator
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*
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* @extends plotOptions.sma
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* @since 6.0.0
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* @product highstock
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* @requires stock/indicators/indicators
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* @requires stock/indicators/mfi
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* @optionparent plotOptions.mfi
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*/
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{
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/**
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* @excluding index
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*/
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params: {
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period: 14,
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/**
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* The id of volume series which is mandatory.
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* For example using OHLC data, volumeSeriesID='volume' means
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* the indicator will be calculated using OHLC and volume values.
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*/
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volumeSeriesID: 'volume',
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/**
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* Number of maximum decimals that are used in MFI calculations.
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*/
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decimals: 4
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}
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},
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/**
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* @lends Highcharts.Series#
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*/
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{
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nameBase: 'Money Flow Index',
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getValues: function (series, params) {
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var period = params.period, xVal = series.xData, yVal = series.yData, yValLen = yVal ? yVal.length : 0, decimals = params.decimals,
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// MFI starts calculations from the second point
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// Cause we need to calculate change between two points
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range = 1, volumeSeries = series.chart.get(params.volumeSeriesID), yValVolume = (volumeSeries && volumeSeries.yData), MFI = [], isUp = false, xData = [], yData = [], positiveMoneyFlow = [], negativeMoneyFlow = [], newTypicalPrice, oldTypicalPrice, rawMoneyFlow, negativeMoneyFlowSum, positiveMoneyFlowSum, moneyFlowRatio, MFIPoint, i;
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if (!volumeSeries) {
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error('Series ' +
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params.volumeSeriesID +
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' not found! Check `volumeSeriesID`.', true, series.chart);
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return;
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}
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// MFI requires high low and close values
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if ((xVal.length <= period) || !isArray(yVal[0]) ||
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yVal[0].length !== 4 ||
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!yValVolume) {
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return;
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}
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// Calculate first typical price
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newTypicalPrice = calculateTypicalPrice(yVal[range]);
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// Accumulate first N-points
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while (range < period + 1) {
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// Calculate if up or down
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oldTypicalPrice = newTypicalPrice;
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newTypicalPrice = calculateTypicalPrice(yVal[range]);
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isUp = newTypicalPrice >= oldTypicalPrice;
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// Calculate raw money flow
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rawMoneyFlow = calculateRawMoneyFlow(newTypicalPrice, yValVolume[range]);
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// Add to array
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positiveMoneyFlow.push(isUp ? rawMoneyFlow : 0);
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negativeMoneyFlow.push(isUp ? 0 : rawMoneyFlow);
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range++;
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}
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for (i = range - 1; i < yValLen; i++) {
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if (i > range - 1) {
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// Remove first point from array
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positiveMoneyFlow.shift();
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negativeMoneyFlow.shift();
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// Calculate if up or down
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oldTypicalPrice = newTypicalPrice;
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newTypicalPrice = calculateTypicalPrice(yVal[i]);
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isUp = newTypicalPrice > oldTypicalPrice;
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// Calculate raw money flow
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rawMoneyFlow = calculateRawMoneyFlow(newTypicalPrice, yValVolume[i]);
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// Add to array
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positiveMoneyFlow.push(isUp ? rawMoneyFlow : 0);
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negativeMoneyFlow.push(isUp ? 0 : rawMoneyFlow);
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}
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// Calculate sum of negative and positive money flow:
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negativeMoneyFlowSum = sumArray(negativeMoneyFlow);
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positiveMoneyFlowSum = sumArray(positiveMoneyFlow);
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moneyFlowRatio = positiveMoneyFlowSum / negativeMoneyFlowSum;
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MFIPoint = toFixed(100 - (100 / (1 + moneyFlowRatio)), decimals);
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MFI.push([xVal[i], MFIPoint]);
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xData.push(xVal[i]);
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yData.push(MFIPoint);
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}
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return {
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values: MFI,
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xData: xData,
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yData: yData
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};
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}
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});
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/**
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* A `MFI` series. If the [type](#series.mfi.type) option is not specified, it
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* is inherited from [chart.type](#chart.type).
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*
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* @extends series,plotOptions.mfi
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* @since 6.0.0
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* @excluding dataParser, dataURL
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* @product highstock
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* @requires stock/indicators/indicators
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* @requires stock/indicators/mfi
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* @apioption series.mfi
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*/
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''; // to include the above in the js output
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