/* istanbul ignore next */
var __extends = (this && this.__extends) || (function () {
var extendStatics = function (d, b) {
extendStatics = Object.setPrototypeOf ||
({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
function (d, b) { for (var p in b) if (b.hasOwnProperty(p)) d[p] = b[p]; };
return extendStatics(d, b);
};
return function (d, b) {
extendStatics(d, b);
function __() { this.constructor = d; }
d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
};
})();
define(["require", "exports", "./indicator-base"], function (require, exports, indicator_base_1) {
"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
var AtrIndicator = (function (_super) {
__extends(AtrIndicator, _super);
function AtrIndicator() {
return _super !== null && _super.apply(this, arguments) || this;
}
AtrIndicator.prototype.initDataSource = function (indicator) {
var validData = indicator.points;
if (validData.length > 0 && validData.length > indicator.period) {
this.calculateATRPoints(indicator, validData);
}
};
AtrIndicator.prototype.calculateATRPoints = function (indicator, validData) {
var average = 0;
var highLow = 0;
var highClose = 0;
var lowClose = 0;
var trueRange = 0;
var points = [];
var temp = [];
var period = indicator.period;
var sum = 0;
var y = 'y';
var signalSeries = indicator.targetSeries[0];
for (var i = 0; i < validData.length; i++) {
highLow = Number(validData[i].high) - Number(validData[i].low);
if (i > 0) {
highClose = Math.abs(Number(validData[i].high) - Number(validData[i - 1].close));
lowClose = Math.abs(Number(validData[i].low) - Number(validData[i - 1].close));
}
trueRange = Math.max(highLow, highClose, lowClose);
sum = sum + trueRange;
if (i >= period) {
average = (Number(temp[i - 1][y]) * (period - 1) + trueRange) / period;
points.push(this.getDataPoint(validData[i].x, average, validData[i], signalSeries, points.length));
}
else {
average = sum / period;
if (i === period - 1) {
points.push(this.getDataPoint(validData[i].x, average, validData[i], signalSeries, points.length));
}
}
temp[i] = { x: validData[i].x, y: average };
}
this.setSeriesRange(points, indicator);
};
AtrIndicator.prototype.destroy = function () {
};
AtrIndicator.prototype.getModuleName = function () {
return 'AtrIndicator';
};
return AtrIndicator;
}(indicator_base_1.TechnicalAnalysis));
exports.AtrIndicator = AtrIndicator;
});
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