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/**
* @license Highstock JS v12.1.2 (2025-01-09)
* @module highcharts/indicators/vwap
* @requires highcharts
* @requires highcharts/modules/stock
*
* Indicator series type for Highcharts Stock
*
* (c) 2010-2024 Paweł Dalek
*
* License: www.highcharts.com/license
*/
(function webpackUniversalModuleDefinition(root, factory) {
if(typeof exports === 'object' && typeof module === 'object')
module.exports = factory(require("highcharts"), require("highcharts")["SeriesRegistry"]);
else if(typeof define === 'function' && define.amd)
define("highcharts/indicators/vwap", [["highcharts/highcharts"], ["highcharts/highcharts","SeriesRegistry"]], factory);
else if(typeof exports === 'object')
exports["highcharts/indicators/vwap"] = factory(require("highcharts"), require("highcharts")["SeriesRegistry"]);
else
root["Highcharts"] = factory(root["Highcharts"], root["Highcharts"]["SeriesRegistry"]);
})(this, function(__WEBPACK_EXTERNAL_MODULE__944__, __WEBPACK_EXTERNAL_MODULE__512__) {
return /******/ (function() { // webpackBootstrap
/******/ "use strict";
/******/ var __webpack_modules__ = ({
/***/ 512:
/***/ (function(module) {
module.exports = __WEBPACK_EXTERNAL_MODULE__512__;
/***/ }),
/***/ 944:
/***/ (function(module) {
module.exports = __WEBPACK_EXTERNAL_MODULE__944__;
/***/ })
/******/ });
/************************************************************************/
/******/ // The module cache
/******/ var __webpack_module_cache__ = {};
/******/
/******/ // The require function
/******/ function __webpack_require__(moduleId) {
/******/ // Check if module is in cache
/******/ var cachedModule = __webpack_module_cache__[moduleId];
/******/ if (cachedModule !== undefined) {
/******/ return cachedModule.exports;
/******/ }
/******/ // Create a new module (and put it into the cache)
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/******/ // no module.id needed
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/******/ exports: {}
/******/ };
/******/
/******/ // Execute the module function
/******/ __webpack_modules__[moduleId](module, module.exports, __webpack_require__);
/******/
/******/ // Return the exports of the module
/******/ return module.exports;
/******/ }
/******/
/************************************************************************/
/******/ /* webpack/runtime/compat get default export */
/******/ !function() {
/******/ // getDefaultExport function for compatibility with non-harmony modules
/******/ __webpack_require__.n = function(module) {
/******/ var getter = module && module.__esModule ?
/******/ function() { return module['default']; } :
/******/ function() { return module; };
/******/ __webpack_require__.d(getter, { a: getter });
/******/ return getter;
/******/ };
/******/ }();
/******/
/******/ /* webpack/runtime/define property getters */
/******/ !function() {
/******/ // define getter functions for harmony exports
/******/ __webpack_require__.d = function(exports, definition) {
/******/ for(var key in definition) {
/******/ if(__webpack_require__.o(definition, key) && !__webpack_require__.o(exports, key)) {
/******/ Object.defineProperty(exports, key, { enumerable: true, get: definition[key] });
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/******/
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var __webpack_exports__ = {};
// EXPORTS
__webpack_require__.d(__webpack_exports__, {
"default": function() { return /* binding */ vwap_src; }
});
// EXTERNAL MODULE: external {"amd":["highcharts/highcharts"],"commonjs":["highcharts"],"commonjs2":["highcharts"],"root":["Highcharts"]}
var highcharts_commonjs_highcharts_commonjs2_highcharts_root_Highcharts_ = __webpack_require__(944);
var highcharts_commonjs_highcharts_commonjs2_highcharts_root_Highcharts_default = /*#__PURE__*/__webpack_require__.n(highcharts_commonjs_highcharts_commonjs2_highcharts_root_Highcharts_);
// EXTERNAL MODULE: external {"amd":["highcharts/highcharts","SeriesRegistry"],"commonjs":["highcharts","SeriesRegistry"],"commonjs2":["highcharts","SeriesRegistry"],"root":["Highcharts","SeriesRegistry"]}
var highcharts_SeriesRegistry_commonjs_highcharts_SeriesRegistry_commonjs2_highcharts_SeriesRegistry_root_Highcharts_SeriesRegistry_ = __webpack_require__(512);
var highcharts_SeriesRegistry_commonjs_highcharts_SeriesRegistry_commonjs2_highcharts_SeriesRegistry_root_Highcharts_SeriesRegistry_default = /*#__PURE__*/__webpack_require__.n(highcharts_SeriesRegistry_commonjs_highcharts_SeriesRegistry_commonjs2_highcharts_SeriesRegistry_root_Highcharts_SeriesRegistry_);
;// ./code/es5/es-modules/Stock/Indicators/VWAP/VWAPIndicator.js
/* *
*
* (c) 2010-2024 Paweł Dalek
*
* Volume Weighted Average Price (VWAP) indicator for Highcharts Stock
*
* License: www.highcharts.com/license
*
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
*
* */
var __extends = (undefined && undefined.__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 __());
};
})();
var SMAIndicator = (highcharts_SeriesRegistry_commonjs_highcharts_SeriesRegistry_commonjs2_highcharts_SeriesRegistry_root_Highcharts_SeriesRegistry_default()).seriesTypes.sma;
var error = (highcharts_commonjs_highcharts_commonjs2_highcharts_root_Highcharts_default()).error, isArray = (highcharts_commonjs_highcharts_commonjs2_highcharts_root_Highcharts_default()).isArray, merge = (highcharts_commonjs_highcharts_commonjs2_highcharts_root_Highcharts_default()).merge;
/* *
*
* Class
*
* */
/**
* The Volume Weighted Average Price (VWAP) series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.vwap
*
* @augments Highcharts.Series
*/
var VWAPIndicator = /** @class */ (function (_super) {
__extends(VWAPIndicator, _super);
function VWAPIndicator() {
return _super !== null && _super.apply(this, arguments) || this;
}
/* *
*
* Functions
*
* */
VWAPIndicator.prototype.getValues = function (series, params) {
var indicator = this,
chart = series.chart,
xValues = series.xData,
yValues = series.yData,
period = params.period;
var 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
**/
VWAPIndicator.prototype.calculateVWAPValues = function (isOHLC, xValues, yValues, volumeSeries, period) {
var volumeValues = volumeSeries.getColumn('y'),
volumeLength = volumeValues.length,
pointsLength = xValues.length,
cumulativePrice = [],
cumulativeVolume = [],
xData = [],
yData = [],
VWAP = [];
var 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
};
};
/* *
*
* Static Properties
*
* */
/**
* 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
*/
VWAPIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
/**
* @excluding index
*/
params: {
index: void 0, // Unchangeable index, do not inherit (#15362)
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'
}
});
return VWAPIndicator;
}(SMAIndicator));
highcharts_SeriesRegistry_commonjs_highcharts_SeriesRegistry_commonjs2_highcharts_SeriesRegistry_root_Highcharts_SeriesRegistry_default().registerSeriesType('vwap', VWAPIndicator);
/* *
*
* Default Export
*
* */
/* harmony default export */ var VWAP_VWAPIndicator = ((/* unused pure expression or super */ null && (VWAPIndicator)));
/* *
*
* API Options
*
* */
/**
* 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
;// ./code/es5/es-modules/masters/indicators/vwap.src.js
/* harmony default export */ var vwap_src = ((highcharts_commonjs_highcharts_commonjs2_highcharts_root_Highcharts_default()));
__webpack_exports__ = __webpack_exports__["default"];
/******/ return __webpack_exports__;
/******/ })()
;
});
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