all files / chart/technical-indicators/ rsi-indicator.js

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/* 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", "../series/chart-series", "./indicator-base"], function (require, exports, chart_series_1, indicator_base_1) {
    "use strict";
    Object.defineProperty(exports, "__esModule", { value: true });
    var RsiIndicator = (function (_super) {
        __extends(RsiIndicator, _super);
        function RsiIndicator() {
            return _super !== null && _super.apply(this, arguments) || this;
        }
        RsiIndicator.prototype.initSeriesCollection = function (indicator, chart) {
            _super.prototype.initSeriesCollection.call(this, indicator, chart);
            if (indicator.showZones) {
                var lowerLine = new chart_series_1.Series(indicator, 'targetSeries', {}, true);
                _super.prototype.setSeriesProperties.call(this, lowerLine, indicator, 'LowerLine', indicator.lowerLine.color, indicator.lowerLine.width, chart);
                var upperLine = new chart_series_1.Series(indicator, 'targetSeries', {}, true);
                _super.prototype.setSeriesProperties.call(this, upperLine, indicator, 'UpperLine', indicator.upperLine.color, indicator.upperLine.width, chart);
            }
        };
        RsiIndicator.prototype.initDataSource = function (indicator) {
            var signalCollection = [];
            var lowerCollection = [];
            var upperCollection = [];
            var signalSeries = indicator.targetSeries[0];
            var validData = indicator.points;
            if (validData.length && validData.length >= indicator.period) {
                if (indicator.showZones) {
                    for (var i = 0; i < validData.length; i++) {
                        upperCollection.push(this.getDataPoint(validData[i].x, indicator.overBought, validData[i], indicator.targetSeries[1], upperCollection.length));
                        lowerCollection.push(this.getDataPoint(validData[i].x, indicator.overSold, validData[i], indicator.targetSeries[2], lowerCollection.length));
                    }
                }
                var prevClose = Number(validData[0].close);
                var gain = 0;
                var loss = 0;
                for (var i = 1; i <= indicator.period; i++) {
                    var close_1 = Number(validData[i].close);
                    if (close_1 > prevClose) {
                        gain += close_1 - prevClose;
                    }
                    else {
                        loss += prevClose - close_1;
                    }
                    prevClose = close_1;
                }
                gain = gain / indicator.period;
                loss = loss / indicator.period;
                signalCollection.push(this.getDataPoint(validData[indicator.period].x, 100 - (100 / (1 + gain / loss)), validData[indicator.period], signalSeries, signalCollection.length));
                for (var j = indicator.period + 1; j < validData.length; j++) {
                    var close_2 = Number(validData[j].close);
                    if (close_2 > prevClose) {
                        gain = (gain * (indicator.period - 1) + (close_2 - prevClose)) / indicator.period;
                        loss = (loss * (indicator.period - 1)) / indicator.period;
                    }
                    else Eif (close_2 < prevClose) {
                        loss = (loss * (indicator.period - 1) + (prevClose - close_2)) / indicator.period;
                        gain = (gain * (indicator.period - 1)) / indicator.period;
                    }
                    prevClose = close_2;
                    signalCollection.push(this.getDataPoint(validData[j].x, 100 - (100 / (1 + gain / loss)), validData[j], signalSeries, signalCollection.length));
                }
            }
            this.setSeriesRange(signalCollection, indicator, indicator.targetSeries[0]);
            if (indicator.showZones) {
                this.setSeriesRange(upperCollection, indicator, indicator.targetSeries[1]);
                this.setSeriesRange(lowerCollection, indicator, indicator.targetSeries[2]);
            }
        };
        RsiIndicator.prototype.destroy = function () {
        };
        RsiIndicator.prototype.getModuleName = function () {
            return 'RsiIndicator';
        };
        return RsiIndicator;
    }(indicator_base_1.TechnicalAnalysis));
    exports.RsiIndicator = RsiIndicator;
});