727 lines
27 KiB
JavaScript
727 lines
27 KiB
JavaScript
function newBollingerPlottersBollingerBandsBollingerBands() {
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const MODULE_NAME = "Bands Plotter";
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const ERROR_LOG = true;
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const INTENSIVE_LOG = false;
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const logger = newWebDebugLog();
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let thisObject = {
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// Main functions and properties.
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initialize: initialize,
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finalize: finalize,
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container: undefined,
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fitFunction: undefined,
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getContainer: getContainer,
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setTimeFrame: setTimeFrame,
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setDatetime: setDatetime,
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setCoordinateSystem: setCoordinateSystem,
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draw: draw,
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/* Events declared outside the plotter. */
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onDailyFileLoaded: onDailyFileLoaded,
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// Secondary functions and properties.
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currentBand: undefined
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};
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/* this is part of the module template */
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let container = newContainer(); // Do not touch this 3 lines, they are just needed.
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container.initialize();
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thisObject.container = container;
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let coordinateSystem
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let timeFrame; // This will hold the current Time Frame the user is at.
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let datetime; // This will hold the current Datetime the user is at.
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let marketFile; // This is the current Market File being plotted.
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let fileCursor; // This is the current File Cursor being used to retrieve Daily Files.
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let marketFiles; // This object will provide the different Market Files at different Time Frames.
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let dailyFiles; // This object will provide the different File Cursors at different Time Frames.
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/* these are module specific variables: */
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let bands = []; // Here we keep the bands to be plotted every time the Draw() function is called by the AAWebPlatform.
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let onMouseOverEventSuscriptionId
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let zoomChangedEventSubscriptionId
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let offsetChangedEventSubscriptionId
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let dragFinishedEventSubscriptionId
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let dimmensionsChangedEventSubscriptionId
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let marketFilesUpdatedEventSubscriptionId
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let dailyFilesUpdatedEventSubscriptionId
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let scaleChangedEventSubscriptionId
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let userPositionDate
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return thisObject;
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function finalize() {
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try {
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/* Stop listening to the necessary events. */
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thisObject.container.eventHandler.stopListening(onMouseOverEventSuscriptionId)
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UI.projects.foundations.spaces.chartingSpace.viewport.eventHandler.stopListening(zoomChangedEventSubscriptionId);
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UI.projects.foundations.spaces.chartingSpace.viewport.eventHandler.stopListening(offsetChangedEventSubscriptionId);
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canvas.eventHandler.stopListening(dragFinishedEventSubscriptionId);
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thisObject.container.eventHandler.stopListening(dimmensionsChangedEventSubscriptionId)
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marketFiles.eventHandler.stopListening(marketFilesUpdatedEventSubscriptionId);
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dailyFiles.eventHandler.stopListening(dailyFilesUpdatedEventSubscriptionId);
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/* Destroyed References */
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marketFiles = undefined;
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dailyFiles = undefined;
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datetime = undefined;
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timeFrame = undefined;
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marketFile = undefined;
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fileCursor = undefined;
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thisObject.fitFunction = undefined
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finalizeCoordinateSystem()
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coordinateSystem = undefined
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] finalize -> err = " + err.stack); }
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}
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}
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function initialize(pStorage, pDatetime, pTimeFrame, pCoordinateSystem, callBackFunction) {
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try {
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/* Store the information received. */
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marketFiles = pStorage.marketFiles[0];
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dailyFiles = pStorage.dailyFiles[0];
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datetime = pDatetime;
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timeFrame = pTimeFrame;
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coordinateSystem = pCoordinateSystem
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initializeCoordinateSystem()
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/* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */
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marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster.
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/* Now we set the right files according to current Time Frame. */
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marketFile = marketFiles.getFile(pTimeFrame);
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fileCursor = dailyFiles.getFileCursor(pTimeFrame);
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/* Listen to the necessary events. */
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zoomChangedEventSubscriptionId = UI.projects.foundations.spaces.chartingSpace.viewport.eventHandler.listenToEvent("Zoom Changed", onViewportZoomChanged);
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offsetChangedEventSubscriptionId = UI.projects.foundations.spaces.chartingSpace.viewport.eventHandler.listenToEvent("Position Changed", onViewportPositionChanged);
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dragFinishedEventSubscriptionId = canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished);
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marketFilesUpdatedEventSubscriptionId = marketFiles.eventHandler.listenToEvent("Files Updated", onMarketFilesUpdated);
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dailyFilesUpdatedEventSubscriptionId = dailyFiles.eventHandler.listenToEvent("Files Updated", onDailyFilesUpdated);
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onMouseOverEventSuscriptionId = thisObject.container.eventHandler.listenToEvent('onMouseOver', onMouseOver)
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/* Get ready for plotting. */
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recalculate();
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dimmensionsChangedEventSubscriptionId = thisObject.container.eventHandler.listenToEvent('Dimmensions Changed', function () {
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recalculate();
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})
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callBackFunction();
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err = " + err.stack); }
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}
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}
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function initializeCoordinateSystem() {
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scaleChangedEventSubscriptionId = coordinateSystem.eventHandler.listenToEvent('Scale Changed', onScaleChanged)
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}
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function finalizeCoordinateSystem() {
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coordinateSystem.eventHandler.stopListening(scaleChangedEventSubscriptionId)
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}
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function onScaleChanged() {
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recalculate();
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}
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function onMouseOver(event) {
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let userPosition = UI.projects.foundations.utilities.dateRateTransformations.getDateFromPointAtBrowserCanvas(event, thisObject.container, coordinateSystem)
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userPositionDate = userPosition.valueOf()
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}
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function getContainer(point) {
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try {
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let container;
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/* First we check if this point is inside this space. */
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if (this.container.frame.isThisPointHere(point) === true) {
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return this.container;
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} else {
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/* This point does not belong to this space. */
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return undefined;
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] getContainer -> err = " + err.stack); }
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}
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}
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function onMarketFilesUpdated() {
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try {
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let newMarketFile = marketFiles.getFile(timeFrame);
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if (newMarketFile !== undefined) {
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marketFile = newMarketFile;
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recalculate();
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] onMarketFilesUpdated -> err = " + err.stack); }
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}
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}
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function onDailyFilesUpdated() {
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try {
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let newFileCursor = dailyFiles.getFileCursor(timeFrame);
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if (newFileCursor !== undefined) {
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fileCursor = newFileCursor;
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recalculate();
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFilesUpdated -> err = " + err.stack); }
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}
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}
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function setTimeFrame(pTimeFrame) {
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try {
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if (timeFrame !== pTimeFrame) {
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timeFrame = pTimeFrame;
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if (timeFrame >= _1_HOUR_IN_MILISECONDS) {
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let newMarketFile = marketFiles.getFile(pTimeFrame);
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if (newMarketFile !== undefined) {
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marketFile = newMarketFile;
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recalculate();
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}
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} else {
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let newFileCursor = dailyFiles.getFileCursor(pTimeFrame);
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if (newFileCursor !== undefined) {
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fileCursor = newFileCursor;
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recalculate();
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}
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}
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] setTimeFrame -> err = " + err.stack); }
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}
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}
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function setDatetime(pDatetime) {
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datetime = pDatetime;
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}
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function setCoordinateSystem(pCoordinateSystem) {
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finalizeCoordinateSystem()
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coordinateSystem = pCoordinateSystem
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initializeCoordinateSystem()
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}
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function onDailyFileLoaded(event) {
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try {
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if (event.currentValue === event.totalValue) {
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/* This happens only when all of the files in the cursor have been loaded. */
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recalculate();
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err = " + err.stack); }
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}
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}
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function draw() {
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try {
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this.container.frame.draw();
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plotChart();
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err = " + err.stack); }
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}
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}
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function recalculate() {
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try {
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if (timeFrame >= _1_HOUR_IN_MILISECONDS) {
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recalculateUsingMarketFiles();
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} else {
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recalculateUsingDailyFiles();
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}
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thisObject.container.eventHandler.raiseEvent("Bands Changed", bands);
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err = " + err.stack); }
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}
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}
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function recalculateUsingDailyFiles() {
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try {
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if (fileCursor === undefined) { return; } // We need to wait
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if (fileCursor.files.size === 0) { return; } // We need to wait until there are files in the cursor
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let daysOnSides = getSideDays(timeFrame);
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let leftDate = UI.projects.foundations.utilities.dateRateTransformations.getDateFromPointAtBrowserCanvas(UI.projects.foundations.spaces.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem);
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let rightDate = UI.projects.foundations.utilities.dateRateTransformations.getDateFromPointAtBrowserCanvas(UI.projects.foundations.spaces.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem);
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let dateDiff = rightDate.valueOf() - leftDate.valueOf();
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let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
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let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
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let currentDate = new Date(farLeftDate.valueOf());
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bands = [];
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let lastBand
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while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) {
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let stringDate = currentDate.getUTCFullYear() + '-' + pad(currentDate.getUTCMonth() + 1, 2) + '-' + pad(currentDate.getUTCDate(), 2);
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let dailyFile = fileCursor.files.get(stringDate);
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if (dailyFile !== undefined) {
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for (let i = 0; i < dailyFile.length; i++) {
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let band = {
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begin: undefined,
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end: undefined,
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movingAverage: undefined,
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standardDeviation: undefined,
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deviation: undefined
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};
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band.begin = dailyFile[i][0];
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band.end = dailyFile[i][1];
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band.movingAverage = dailyFile[i][2];
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band.standardDeviation = dailyFile[i][3];
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band.deviation = dailyFile[i][4];
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if (lastBand !== undefined) {
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if (lastBand.movingAverage > band.movingAverage) { band.direction = "Down" }
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if (lastBand.movingAverage < band.movingAverage) { band.direction = "Up" }
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if (lastBand.movingAverage === band.movingAverage) { band.direction = "Side" }
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}
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lastBand = band
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if (
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(band.begin >= farLeftDate.valueOf() && band.end <= farRightDate.valueOf()) &&
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(band.begin >= coordinateSystem.min.x && band.end <= coordinateSystem.max.x)
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) {
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bands.push(band);
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if (datetime.valueOf() >= band.begin && datetime.valueOf() <= band.end) {
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thisObject.currentBand = band;
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thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentBand);
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}
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}
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}
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}
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currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS);
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}
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/* Lets check if all the visible screen is going to be covered by bands. */
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let lowerEnd = leftDate.valueOf();
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let upperEnd = rightDate.valueOf();
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if (bands.length > 0) {
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if (bands[0].begin > lowerEnd || bands[bands.length - 1].end < upperEnd) {
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setTimeout(recalculate, 2000);
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}
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err = " + err.stack); }
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}
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}
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function recalculateUsingMarketFiles() {
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try {
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if (marketFile === undefined) { return; } // Initialization not complete yet.
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let daysOnSides = getSideDays(timeFrame);
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let leftDate = UI.projects.foundations.utilities.dateRateTransformations.getDateFromPointAtBrowserCanvas(UI.projects.foundations.spaces.chartingSpace.viewport.visibleArea.topLeft, thisObject.container, coordinateSystem);
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let rightDate = UI.projects.foundations.utilities.dateRateTransformations.getDateFromPointAtBrowserCanvas(UI.projects.foundations.spaces.chartingSpace.viewport.visibleArea.topRight, thisObject.container, coordinateSystem);
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let dateDiff = rightDate.valueOf() - leftDate.valueOf();
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leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
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rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
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bands = [];
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let lastBand
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for (let i = 0; i < marketFile.length; i++) {
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let band = {
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begin: undefined,
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end: undefined,
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movingAverage: undefined,
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standardDeviation: undefined,
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deviation: undefined
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};
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band.begin = marketFile[i][0];
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band.end = marketFile[i][1];
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band.movingAverage = marketFile[i][2];
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band.standardDeviation = marketFile[i][3];
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band.deviation = marketFile[i][4];
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if (lastBand !== undefined) {
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if (lastBand.movingAverage > band.movingAverage) { band.direction = "Down" }
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if (lastBand.movingAverage < band.movingAverage) { band.direction = "Up" }
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if (lastBand.movingAverage === band.movingAverage) { band.direction = "Side" }
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}
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lastBand = band
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if (
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(band.begin >= leftDate.valueOf() && band.end <= rightDate.valueOf()) &&
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(band.begin >= coordinateSystem.min.x && band.end <= coordinateSystem.max.x)
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) {
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bands.push(band);
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if (datetime.valueOf() >= band.begin && datetime.valueOf() <= band.end) {
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thisObject.currentBand = band;
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thisObject.container.eventHandler.raiseEvent("Current Record Changed", thisObject.currentBand);
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}
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}
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}
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} catch (err) {
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if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err = " + err.stack); }
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}
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}
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function plotChart() {
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try {
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let band;
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let previousBand;
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if (bands.length > 0) {
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/* Now we calculate and plot the bands */
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for (let i = 1; i < bands.length; i++) {
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band = bands[i];
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previousBand = bands[i - 1];
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/* From here we draw the actual Bollinger Bands and lines it contains. */
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let bandPoint1 = {
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x: band.begin,
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y: previousBand.movingAverage - previousBand.deviation
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};
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let bandPoint2 = {
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x: band.begin,
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y: previousBand.movingAverage + previousBand.deviation
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};
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let bandPoint3 = {
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x: band.end,
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y: band.movingAverage + band.deviation
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};
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let bandPoint4 = {
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x: band.end,
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y: band.movingAverage - band.deviation
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};
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let bandPoint5 = {
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x: band.begin,
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y: previousBand.movingAverage
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};
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let bandPoint6 = {
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x: band.end,
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y: band.movingAverage
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};
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bandPoint1 = coordinateSystem.transformThisPoint(bandPoint1);
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bandPoint2 = coordinateSystem.transformThisPoint(bandPoint2);
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bandPoint3 = coordinateSystem.transformThisPoint(bandPoint3);
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bandPoint4 = coordinateSystem.transformThisPoint(bandPoint4);
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bandPoint5 = coordinateSystem.transformThisPoint(bandPoint5);
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bandPoint6 = coordinateSystem.transformThisPoint(bandPoint6);
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bandPoint1 = UI.projects.foundations.utilities.coordinateTransformations.transformThisPoint(bandPoint1, thisObject.container);
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bandPoint2 = UI.projects.foundations.utilities.coordinateTransformations.transformThisPoint(bandPoint2, thisObject.container);
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bandPoint3 = UI.projects.foundations.utilities.coordinateTransformations.transformThisPoint(bandPoint3, thisObject.container);
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bandPoint4 = UI.projects.foundations.utilities.coordinateTransformations.transformThisPoint(bandPoint4, thisObject.container);
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bandPoint5 = UI.projects.foundations.utilities.coordinateTransformations.transformThisPoint(bandPoint5, thisObject.container);
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bandPoint6 = UI.projects.foundations.utilities.coordinateTransformations.transformThisPoint(bandPoint6, thisObject.container);
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if (bandPoint2.x < UI.projects.foundations.spaces.chartingSpace.viewport.visibleArea.bottomLeft.x || bandPoint1.x > UI.projects.foundations.spaces.chartingSpace.viewport.visibleArea.bottomRight.x) {
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continue;
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}
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if (UI.projects.foundations.spaces.chartingSpace.viewport.zoomTargetLevel < UI.projects.foundations.globals.zoom.ZOOM_OUT_THRESHOLD_FOR_PACKING_OBJECTS_AT_THE_BOTTOM_OR_TOP_OF_VIEWPORT) {
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let diffA = bandPoint1.y - UI.projects.foundations.spaces.chartingSpace.viewport.visibleArea.bottomLeft.y
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if (diffA > 0) {
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bandPoint1.y = bandPoint1.y - diffA
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bandPoint2.y = bandPoint2.y - diffA
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bandPoint3.y = bandPoint3.y - diffA
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bandPoint4.y = bandPoint4.y - diffA
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bandPoint5.y = bandPoint5.y - diffA
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bandPoint6.y = bandPoint6.y - diffA
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}
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let diffB = bandPoint2.y - UI.projects.foundations.spaces.chartingSpace.viewport.visibleArea.topLeft.y
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if (diffB < 0) {
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bandPoint1.y = bandPoint1.y - diffB
|
|
bandPoint2.y = bandPoint2.y - diffB
|
|
bandPoint3.y = bandPoint3.y - diffB
|
|
bandPoint4.y = bandPoint4.y - diffB
|
|
bandPoint5.y = bandPoint5.y - diffB
|
|
bandPoint6.y = bandPoint6.y - diffB
|
|
}
|
|
}
|
|
|
|
bandPoint1 = UI.projects.foundations.spaces.chartingSpace.viewport.fitIntoVisibleArea(bandPoint1);
|
|
bandPoint2 = UI.projects.foundations.spaces.chartingSpace.viewport.fitIntoVisibleArea(bandPoint2);
|
|
bandPoint3 = UI.projects.foundations.spaces.chartingSpace.viewport.fitIntoVisibleArea(bandPoint3);
|
|
bandPoint4 = UI.projects.foundations.spaces.chartingSpace.viewport.fitIntoVisibleArea(bandPoint4);
|
|
bandPoint5 = UI.projects.foundations.spaces.chartingSpace.viewport.fitIntoVisibleArea(bandPoint5);
|
|
bandPoint6 = UI.projects.foundations.spaces.chartingSpace.viewport.fitIntoVisibleArea(bandPoint6);
|
|
|
|
bandPoint1 = thisObject.fitFunction(bandPoint1);
|
|
bandPoint2 = thisObject.fitFunction(bandPoint2);
|
|
bandPoint3 = thisObject.fitFunction(bandPoint3);
|
|
bandPoint4 = thisObject.fitFunction(bandPoint4);
|
|
bandPoint5 = thisObject.fitFunction(bandPoint5);
|
|
bandPoint6 = thisObject.fitFunction(bandPoint6);
|
|
|
|
/* First we are drawing a semi-transparent background */
|
|
|
|
browserCanvasContext.beginPath();
|
|
|
|
browserCanvasContext.moveTo(bandPoint1.x, bandPoint1.y);
|
|
browserCanvasContext.lineTo(bandPoint2.x, bandPoint2.y);
|
|
browserCanvasContext.lineTo(bandPoint3.x, bandPoint3.y);
|
|
browserCanvasContext.lineTo(bandPoint4.x, bandPoint4.y);
|
|
|
|
browserCanvasContext.closePath();
|
|
|
|
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', 0.05)';
|
|
|
|
if (userPositionDate >= band.begin && userPositionDate <= band.end) {
|
|
/* highlight the current band */
|
|
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 0.05)'; // Current band according to time
|
|
}
|
|
|
|
if (
|
|
bandPoint1.x < UI.projects.foundations.spaces.chartingSpace.viewport.visibleArea.topLeft.x + 150
|
|
||
|
|
bandPoint1.x > UI.projects.foundations.spaces.chartingSpace.viewport.visibleArea.bottomRight.x - 150
|
|
) {
|
|
// we leave this bands without fill.
|
|
} else {
|
|
browserCanvasContext.fill();
|
|
}
|
|
|
|
|
|
|
|
|
|
/* Next we are drawing the outer bands lines */
|
|
|
|
browserCanvasContext.beginPath();
|
|
|
|
browserCanvasContext.moveTo(bandPoint1.x, bandPoint1.y);
|
|
browserCanvasContext.lineTo(bandPoint4.x, bandPoint4.y);
|
|
browserCanvasContext.moveTo(bandPoint2.x, bandPoint2.y);
|
|
browserCanvasContext.lineTo(bandPoint3.x, bandPoint3.y);
|
|
|
|
browserCanvasContext.closePath();
|
|
|
|
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', 1)';
|
|
|
|
if (userPositionDate >= band.begin && userPositionDate <= band.end) {
|
|
|
|
/* highlight the current band */
|
|
|
|
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current band according to time
|
|
|
|
let currentBand = {
|
|
bodyWidth: bandPoint3.x - bandPoint2.x,
|
|
leftBodyHeight: bandPoint2.y - bandPoint1.y,
|
|
rightBodyHeight: bandPoint3.y - bandPoint4.y,
|
|
topDelta: bandPoint3.y - bandPoint2.y,
|
|
bottomDelta: bandPoint4.y - bandPoint1.y,
|
|
timeFrame: timeFrame,
|
|
innerBand: band
|
|
};
|
|
|
|
thisObject.container.eventHandler.raiseEvent("Current Record Changed", currentBand);
|
|
}
|
|
|
|
browserCanvasContext.lineWidth = 0.2;
|
|
browserCanvasContext.setLineDash([]) // Resets Line Dash
|
|
browserCanvasContext.stroke();
|
|
|
|
|
|
|
|
/* Finally we draw the moving average line */
|
|
|
|
browserCanvasContext.beginPath();
|
|
|
|
browserCanvasContext.moveTo(bandPoint5.x, bandPoint5.y);
|
|
browserCanvasContext.lineTo(bandPoint6.x, bandPoint6.y);
|
|
|
|
browserCanvasContext.closePath();
|
|
|
|
if (bandPoint5.y > bandPoint6.y) {
|
|
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', 1)';
|
|
} else {
|
|
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', 1)';
|
|
}
|
|
|
|
if (userPositionDate >= band.begin && userPositionDate <= band.end) {
|
|
/* highlight the current band */
|
|
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current band according to time
|
|
}
|
|
|
|
browserCanvasContext.lineWidth = 0.2;
|
|
browserCanvasContext.setLineDash([]) // Resets Line Dash
|
|
browserCanvasContext.stroke();
|
|
|
|
/* Contributing to Auto-Scale*/
|
|
coordinateSystem.reportYValue(band.movingAverage + band.deviation)
|
|
coordinateSystem.reportYValue(band.movingAverage - band.deviation)
|
|
}
|
|
}
|
|
|
|
} catch (err) {
|
|
|
|
if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err = " + err.stack); }
|
|
}
|
|
}
|
|
|
|
|
|
function onViewportZoomChanged(event) {
|
|
|
|
try {
|
|
|
|
recalculate();
|
|
|
|
} catch (err) {
|
|
|
|
if (ERROR_LOG === true) { logger.write("[ERROR] onViewportZoomChanged -> err = " + err.stack); }
|
|
}
|
|
}
|
|
|
|
function onViewportPositionChanged(event) {
|
|
|
|
try {
|
|
|
|
if (event !== undefined) {
|
|
if (event.recalculate === true) {
|
|
recalculate()
|
|
return
|
|
}
|
|
}
|
|
if (Math.random() * 100 > 95) {
|
|
recalculate()
|
|
};
|
|
|
|
} catch (err) {
|
|
|
|
if (ERROR_LOG === true) { logger.write("[ERROR] onViewportPositionChanged -> err = " + err.stack); }
|
|
}
|
|
}
|
|
|
|
function onDragFinished() {
|
|
|
|
try {
|
|
|
|
recalculate();
|
|
|
|
} catch (err) {
|
|
|
|
if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err = " + err.stack); }
|
|
}
|
|
}
|
|
}
|
|
|
|
|