chore: version inicial del codigo fuente del LMS Estafeta

2026-10-02 20:33:12 -06:00
commit c8bb6b97b9
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+/* *
+ *
+ *  (c) 2010-2020 Paweł Dalek
+ *
+ *  Volume Weighted Average Price (VWAP) indicator for Highstock
+ *
+ *  License: www.highcharts.com/license
+ *
+ *  !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
+ *
+ * */
+'use strict';
+import U from '../../Core/Utilities.js';
+var error = U.error, isArray = U.isArray, seriesType = U.seriesType;
+/**
+ * The Volume Weighted Average Price (VWAP) series type.
+ *
+ * @private
+ * @class
+ * @name Highcharts.seriesTypes.vwap
+ *
+ * @augments Highcharts.Series
+ */
+seriesType('vwap', 'sma', 
+/**
+ * Volume Weighted Average Price indicator.
+ *
+ * This series requires `linkedTo` option to be set.
+ *
+ * @sample stock/indicators/vwap
+ *         Volume Weighted Average Price indicator
+ *
+ * @extends      plotOptions.sma
+ * @since        6.0.0
+ * @product      highstock
+ * @requires     stock/indicators/indicators
+ * @requires     stock/indicators/vwap
+ * @optionparent plotOptions.vwap
+ */
+{
+    /**
+     * @excluding index
+     */
+    params: {
+        period: 30,
+        /**
+         * 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'
+    }
+}, 
+/**
+ * @lends Highcharts.Series#
+ */
+{
+    /**
+     * Returns the final values of the indicator ready to be presented on a
+     * chart
+     * @private
+     * @param {Highcharts.VWAPIndicator} this indicator
+     * @param {Highcharts.Series} series - series for indicator
+     * @param {object} params - params
+     * @return {object} - computed VWAP
+     **/
+    getValues: function (series, params) {
+        var indicator = this, chart = series.chart, xValues = series.xData, yValues = series.yData, period = params.period, isOHLC = true, volumeSeries;
+        // Checks if volume series exists
+        if (!(volumeSeries = (chart.get(params.volumeSeriesID)))) {
+            error('Series ' +
+                params.volumeSeriesID +
+                ' not found! Check `volumeSeriesID`.', true, chart);
+            return;
+        }
+        // Checks if series data fits the OHLC format
+        if (!(isArray(yValues[0]))) {
+            isOHLC = false;
+        }
+        return indicator.calculateVWAPValues(isOHLC, xValues, yValues, volumeSeries, period);
+    },
+    /**
+     * Main algorithm used to calculate Volume Weighted Average Price (VWAP)
+     * values
+     * @private
+     * @param {boolean} isOHLC - says if data has OHLC format
+     * @param {Array<number>} xValues - array of timestamps
+     * @param {Array<number|Array<number,number,number,number>>} yValues -
+     * array of yValues, can be an array of a four arrays (OHLC) or array of
+     * values (line)
+     * @param {Array<*>} volumeSeries - volume series
+     * @param {number} period - number of points to be calculated
+     * @return {object} - Object contains computed VWAP
+     **/
+    calculateVWAPValues: function (isOHLC, xValues, yValues, volumeSeries, period) {
+        var volumeValues = volumeSeries.yData, volumeLength = volumeSeries.xData.length, pointsLength = xValues.length, cumulativePrice = [], cumulativeVolume = [], xData = [], yData = [], VWAP = [], commonLength, typicalPrice, cPrice, cVolume, i, j;
+        if (pointsLength <= volumeLength) {
+            commonLength = pointsLength;
+        }
+        else {
+            commonLength = volumeLength;
+        }
+        for (i = 0, j = 0; i < commonLength; i++) {
+            // Depending on whether series is OHLC or line type, price is
+            // average of the high, low and close or a simple value
+            typicalPrice = isOHLC ?
+                ((yValues[i][1] + yValues[i][2] +
+                    yValues[i][3]) / 3) :
+                yValues[i];
+            typicalPrice *= volumeValues[i];
+            cPrice = j ?
+                (cumulativePrice[i - 1] + typicalPrice) :
+                typicalPrice;
+            cVolume = j ?
+                (cumulativeVolume[i - 1] + volumeValues[i]) :
+                volumeValues[i];
+            cumulativePrice.push(cPrice);
+            cumulativeVolume.push(cVolume);
+            VWAP.push([xValues[i], (cPrice / cVolume)]);
+            xData.push(VWAP[i][0]);
+            yData.push(VWAP[i][1]);
+            j++;
+            if (j === period) {
+                j = 0;
+            }
+        }
+        return {
+            values: VWAP,
+            xData: xData,
+            yData: yData
+        };
+    }
+});
+/**
+ * A `Volume Weighted Average Price (VWAP)` series. If the
+ * [type](#series.vwap.type) option is not specified, it is inherited from
+ * [chart.type](#chart.type).
+ *
+ * @extends   series,plotOptions.vwap
+ * @since     6.0.0
+ * @product   highstock
+ * @excluding dataParser, dataURL
+ * @requires  stock/indicators/indicators
+ * @requires  stock/indicators/vwap
+ * @apioption series.vwap
+ */
+''; // to include the above in the js output