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/**
* @license Highstock JS v11.4.8 (2024-08-29)
*
* Indicator series type for Highcharts Stock
*
* (c) 2010-2024 Kamil Kulig
*
* License: www.highcharts.com/license
*/
(function (factory) {
if (typeof module === 'object' && module.exports) {
factory['default'] = factory;
module.exports = factory;
} else if (typeof define === 'function' && define.amd) {
define('highcharts/indicators/regressions', ['highcharts', 'highcharts/modules/stock'], function (Highcharts) {
factory(Highcharts);
factory.Highcharts = Highcharts;
return factory;
});
} else {
factory(typeof Highcharts !== 'undefined' ? Highcharts : undefined);
}
}(function (Highcharts) {
'use strict';
var _modules = Highcharts ? Highcharts._modules : {};
function _registerModule(obj, path, args, fn) {
if (!obj.hasOwnProperty(path)) {
obj[path] = fn.apply(null, args);
if (typeof CustomEvent === 'function') {
Highcharts.win.dispatchEvent(new CustomEvent(
'HighchartsModuleLoaded',
{ detail: { path: path, module: obj[path] } }
));
}
}
}
_registerModule(_modules, 'Stock/Indicators/LinearRegression/LinearRegressionIndicator.js', [_modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (SeriesRegistry, U) {
/**
*
* (c) 2010-2024 Kamil Kulig
*
* License: www.highcharts.com/license
*
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
*
* */
const { sma: SMAIndicator } = SeriesRegistry.seriesTypes;
const { isArray, extend, merge } = U;
/* *
*
* Class
*
* */
/**
* Linear regression series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.linearregression
*
* @augments Highcharts.Series
*/
class LinearRegressionIndicator extends SMAIndicator {
/* *
*
* Functions
*
* */
/**
* Return the slope and intercept of a straight line function.
*
* @private
*
* @param {Array} xData
* List of all x coordinates in a period.
*
* @param {Array} yData
* List of all y coordinates in a period.
*
* @return {Highcharts.RegressionLineParametersObject}
* Object that contains the slope and the intercept of a straight line
* function.
*/
getRegressionLineParameters(xData, yData) {
// Least squares method
const yIndex = this.options.params.index, getSingleYValue = function (yValue, yIndex) {
return isArray(yValue) ? yValue[yIndex] : yValue;
}, xSum = xData.reduce(function (accX, val) {
return val + accX;
}, 0), ySum = yData.reduce(function (accY, val) {
return getSingleYValue(val, yIndex) + accY;
}, 0), xMean = xSum / xData.length, yMean = ySum / yData.length;
let xError, yError, i, formulaNumerator = 0, formulaDenominator = 0;
for (i = 0; i < xData.length; i++) {
xError = xData[i] - xMean;
yError = getSingleYValue(yData[i], yIndex) - yMean;
formulaNumerator += xError * yError;
formulaDenominator += Math.pow(xError, 2);
}
const slope = formulaDenominator ?
formulaNumerator / formulaDenominator : 0; // Don't divide by 0
return {
slope: slope,
intercept: yMean - slope * xMean
};
}
/**
* Return the y value on a straight line.
*
* @private
*
* @param {Highcharts.RegressionLineParametersObject} lineParameters
* Object that contains the slope and the intercept of a straight line
* function.
*
* @param {number} endPointX
* X coordinate of the point.
*
* @return {number}
* Y value of the point that lies on the line.
*/
getEndPointY(lineParameters, endPointX) {
return lineParameters.slope * endPointX + lineParameters.intercept;
}
/**
* Transform the coordinate system so that x values start at 0 and
* apply xAxisUnit.
*
* @private
*
* @param {Array} xData
* List of all x coordinates in a period
*
* @param {number} xAxisUnit
* Option (see the API)
*
* @return {Array}
* Array of transformed x data
*/
transformXData(xData, xAxisUnit) {
const xOffset = xData[0];
return xData.map(function (xValue) {
return (xValue - xOffset) / xAxisUnit;
});
}
/**
* Find the closest distance between points in the base series.
* @private
* @param {Array} xData list of all x coordinates in the base series
* @return {number} - closest distance between points in the base series
*/
findClosestDistance(xData) {
let distance, closestDistance, i;
for (i = 1; i < xData.length - 1; i++) {
distance = xData[i] - xData[i - 1];
if (distance > 0 &&
(typeof closestDistance === 'undefined' ||
distance < closestDistance)) {
closestDistance = distance;
}
}
return closestDistance;
}
// Required to be implemented - starting point for indicator's logic
getValues(baseSeries, regressionSeriesParams) {
const xData = baseSeries.xData, yData = baseSeries.yData, period = regressionSeriesParams.period,
// Format required to be returned
indicatorData = {
xData: [], // By getValues() method
yData: [],
values: []
}, xAxisUnit = this.options.params.xAxisUnit ||
this.findClosestDistance(xData);
let lineParameters, i, periodStart, periodEnd, endPointX, endPointY, periodXData, periodYData, periodTransformedXData;
// Iteration logic: x value of the last point within the period
// (end point) is used to represent the y value (regression)
// of the entire period.
for (i = period - 1; i <= xData.length - 1; i++) {
periodStart = i - period + 1; // Adjusted for slice() function
periodEnd = i + 1; // (as above)
endPointX = xData[i];
periodXData = xData.slice(periodStart, periodEnd);
periodYData = yData.slice(periodStart, periodEnd);
periodTransformedXData = this.transformXData(periodXData, xAxisUnit);
lineParameters = this.getRegressionLineParameters(periodTransformedXData, periodYData);
endPointY = this.getEndPointY(lineParameters, periodTransformedXData[periodTransformedXData.length - 1]);
// @todo this is probably not used anywhere
indicatorData.values.push({
regressionLineParameters: lineParameters,
x: endPointX,
y: endPointY
});
indicatorData.xData.push(endPointX);
indicatorData.yData.push(endPointY);
}
return indicatorData;
}
}
/* *
*
* Static Properties
*
* */
/**
* Linear regression indicator. This series requires `linkedTo` option to be
* set.
*
* @sample {highstock} stock/indicators/linear-regression
* Linear regression indicator
*
* @extends plotOptions.sma
* @since 7.0.0
* @product highstock
* @requires stock/indicators/indicators
* @requires stock/indicators/regressions
* @optionparent plotOptions.linearregression
*/
LinearRegressionIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
params: {
/**
* Unit (in milliseconds) for the x axis distances used to
* compute the regression line parameters (slope & intercept)
* for every range. In Highcharts Stock the x axis values are
* always represented in milliseconds which may cause that
* distances between points are "big" integer numbers.
*
* Highcharts Stock's linear regression algorithm (least squares
* method) will utilize these "big" integers for finding the
* slope and the intercept of the regression line for each
* period. In consequence, this value may be a very "small"
* decimal number that's hard to interpret by a human.
*
* For instance: `xAxisUnit` equaled to `86400000` ms (1 day)
* forces the algorithm to treat `86400000` as `1` while
* computing the slope and the intercept. This may enhance the
* legibility of the indicator's values.
*
* Default value is the closest distance between two data
* points.
*
* In `v9.0.2`, the default value has been changed
* from `undefined` to `null`.
*
* @sample {highstock} stock/plotoptions/linear-regression-xaxisunit
* xAxisUnit set to 1 minute
*
* @example
* // In Liniear Regression Slope Indicator series `xAxisUnit`is
* // `86400000` (1 day) and period is `3`. There're 3 points in
* // the base series:
*
* data: [
* [Date.UTC(2020, 0, 1), 1],
* [Date.UTC(2020, 0, 2), 3],
* [Date.UTC(2020, 0, 3), 5]
* ]
*
* // This will produce one point in the indicator series that
* // has a `y` value of `2` (slope of the regression line). If
* // we change the `xAxisUnit` to `1` (ms) the value of the
* // indicator's point will be `2.3148148148148148e-8` which is
* // harder to interpert for a human.
*
* @type {null|number}
* @product highstock
*/
xAxisUnit: null
},
tooltip: {
valueDecimals: 4
}
});
extend(LinearRegressionIndicator.prototype, {
nameBase: 'Linear Regression Indicator'
});
SeriesRegistry.registerSeriesType('linearRegression', LinearRegressionIndicator);
/* *
*
* Default Export
*
* */
/* *
*
* API Options
*
* */
/**
* A linear regression series. If the
* [type](#series.linearregression.type) option is not specified, it is
* inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.linearregression
* @since 7.0.0
* @product highstock
* @excluding dataParser,dataURL
* @requires stock/indicators/indicators
* @requires stock/indicators/regressions
* @apioption series.linearregression
*/
''; // To include the above in the js output
return LinearRegressionIndicator;
});
_registerModule(_modules, 'Stock/Indicators/LinearRegressionSlopes/LinearRegressionSlopesIndicator.js', [_modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (SeriesRegistry, U) {
/**
*
* (c) 2010-2024 Kamil Kulig
*
* License: www.highcharts.com/license
*
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
*
* */
const { linearRegression: LinearRegressionIndicator } = SeriesRegistry.seriesTypes;
const { extend, merge } = U;
/* *
*
* Class
*
* */
/**
* The Linear Regression Slope series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.linearRegressionSlope
*
* @augments Highcharts.Series
*/
class LinearRegressionSlopesIndicator extends LinearRegressionIndicator {
/* *
*
* Functions
*
* */
getEndPointY(lineParameters) {
return lineParameters.slope;
}
}
/* *
*
* Static Properties
*
* */
/**
* Linear regression slope indicator. This series requires `linkedTo`
* option to be set.
*
* @sample {highstock} stock/indicators/linear-regression-slope
* Linear regression slope indicator
*
* @extends plotOptions.linearregression
* @since 7.0.0
* @product highstock
* @requires stock/indicators/indicators
* @requires stock/indicators/regressions
* @optionparent plotOptions.linearregressionslope
*/
LinearRegressionSlopesIndicator.defaultOptions = merge(LinearRegressionIndicator.defaultOptions);
extend(LinearRegressionSlopesIndicator.prototype, {
nameBase: 'Linear Regression Slope Indicator'
});
SeriesRegistry.registerSeriesType('linearRegressionSlope', LinearRegressionSlopesIndicator);
/* *
*
* Default Export
*
* */
/* *
*
* API Options
*
* */
/**
* A linear regression intercept series. If the
* [type](#series.linearregressionslope.type) option is not specified, it is
* inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.linearregressionslope
* @since 7.0.0
* @product highstock
* @excluding dataParser,dataURL
* @requires stock/indicators/indicators
* @requires stock/indicators/regressions
* @apioption series.linearregressionslope
*/
''; // To include the above in the js output
return LinearRegressionSlopesIndicator;
});
_registerModule(_modules, 'Stock/Indicators/LinearRegressionIntercept/LinearRegressionInterceptIndicator.js', [_modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (SeriesRegistry, U) {
/**
*
* (c) 2010-2024 Kamil Kulig
*
* License: www.highcharts.com/license
*
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
*
* */
const { linearRegression: LinearRegressionIndicator } = SeriesRegistry.seriesTypes;
const { extend, merge } = U;
/* *
*
* Class
*
* */
/**
* The Linear Regression Intercept series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.linearRegressionIntercept
*
* @augments Highcharts.Series
*/
class LinearRegressionInterceptIndicator extends LinearRegressionIndicator {
/* *
*
* Functions
*
* */
getEndPointY(lineParameters) {
return lineParameters.intercept;
}
}
/* *
*
* Static Properties
*
* */
/**
* Linear regression intercept indicator. This series requires `linkedTo`
* option to be set.
*
* @sample {highstock} stock/indicators/linear-regression-intercept
* Linear intercept slope indicator
*
* @extends plotOptions.linearregression
* @since 7.0.0
* @product highstock
* @requires stock/indicators/indicators
* @requires stock/indicators/regressions
* @optionparent plotOptions.linearregressionintercept
*/
LinearRegressionInterceptIndicator.defaultOptions = merge(LinearRegressionIndicator.defaultOptions);
extend(LinearRegressionInterceptIndicator.prototype, {
nameBase: 'Linear Regression Intercept Indicator'
});
SeriesRegistry.registerSeriesType('linearRegressionIntercept', LinearRegressionInterceptIndicator);
/* *
*
* Default Export
*
* */
/* *
*
* API Options
*
* */
/**
* A linear regression intercept series. If the
* [type](#series.linearregressionintercept.type) option is not specified, it is
* inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.linearregressionintercept
* @since 7.0.0
* @product highstock
* @excluding dataParser,dataURL
* @requires stock/indicators/indicators
* @requires stock/indicators/regressions
* @apioption series.linearregressionintercept
*/
''; // To include the above in the js output
return LinearRegressionInterceptIndicator;
});
_registerModule(_modules, 'Stock/Indicators/LinearRegressionAngle/LinearRegressionAngleIndicator.js', [_modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (SeriesRegistry, U) {
/**
*
* (c) 2010-2024 Kamil Kulig
*
* License: www.highcharts.com/license
*
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
*
* */
const { linearRegression: LinearRegressionIndicator } = SeriesRegistry.seriesTypes;
const { extend, merge } = U;
/* *
*
* Class
*
* */
/**
* The Linear Regression Angle series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.linearRegressionAngle
*
* @augments Highcharts.Series
*/
class LinearRegressionAngleIndicator extends LinearRegressionIndicator {
/* *
*
* Functions
*
* */
/**
* Convert a slope of a line to angle (in degrees) between
* the line and x axis
* @private
* @param {number} slope of the straight line function
* @return {number} angle in degrees
*/
slopeToAngle(slope) {
return Math.atan(slope) * (180 / Math.PI); // Rad to deg
}
getEndPointY(lineParameters) {
return this.slopeToAngle(lineParameters.slope);
}
}
/* *
*
* Static Properties
*
* */
/**
* Linear regression angle indicator. This series requires `linkedTo`
* option to be set.
*
* @sample {highstock} stock/indicators/linear-regression-angle
* Linear intercept angle indicator
*
* @extends plotOptions.linearregression
* @since 7.0.0
* @product highstock
* @requires stock/indicators/indicators
* @requires stock/indicators/regressions
* @optionparent plotOptions.linearregressionangle
*/
LinearRegressionAngleIndicator.defaultOptions = merge(LinearRegressionIndicator.defaultOptions, {
tooltip: {
pointFormat: '\u25CF' +
'{series.name}: {point.y}°
'
}
});
extend(LinearRegressionAngleIndicator.prototype, {
nameBase: 'Linear Regression Angle Indicator'
});
SeriesRegistry.registerSeriesType('linearRegressionAngle', LinearRegressionAngleIndicator);
/* *
*
* Default Export
*
* */
/**
* A linear regression intercept series. If the
* [type](#series.linearregressionangle.type) option is not specified, it is
* inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.linearregressionangle
* @since 7.0.0
* @product highstock
* @excluding dataParser,dataURL
* @requires stock/indicators/indicators
* @requires stock/indicators/regressions
* @apioption series.linearregressionangle
*/
''; // To include the above in the js output
return LinearRegressionAngleIndicator;
});
_registerModule(_modules, 'masters/indicators/regressions.src.js', [_modules['Core/Globals.js']], function (Highcharts) {
// eslint-disable-next-line max-len
// eslint-disable-next-line max-len
return Highcharts;
});
}));