Files
Superalgos/Candles.js
T

810 lines
28 KiB
JavaScript

function newAAMastersPlottersCandlesVolumesCandles() {
const MODULE_NAME = "Candles Plotter";
const INFO_LOG = false;
const ERROR_LOG = true;
const INTENSIVE_LOG = false;
const logger = newWebDebugLog();
logger.fileName = MODULE_NAME;
let thisObject = {
// Main functions and properties.
initialize: initialize,
container: undefined,
getContainer: getContainer,
setTimePeriod: setTimePeriod,
setDatetime: setDatetime,
draw: draw,
/* Events declared outside the plotter. */
onDailyFileLoaded: onDailyFileLoaded,
// Secondary functions and properties.
currentCandle: undefined,
positionAtDatetime: positionAtDatetime
};
/* this is part of the module template */
let container = newContainer(); // Do not touch this 3 lines, they are just needed.
container.initialize();
thisObject.container = container;
let timeLineCoordinateSystem = newTimeLineCoordinateSystem(); // Needed to be able to plot on the timeline, otherwise not.
let timePeriod; // This will hold the current Time Period the user is at.
let datetime; // This will hold the current Datetime the user is at.
let marketFile; // This is the current Market File being plotted.
let fileCursor; // This is the current File Cursor being used to retrieve Daily Files.
let marketFiles; // This object will provide the different Market Files at different Time Periods.
let dailyFiles; // This object will provide the different File Cursors at different Time Periods.
/* these are module specific variables: */
let candles = []; // Here we keep the candles to be ploted every time the Draw() function is called by the AAWebPlatform.
return thisObject;
function initialize(pStorage, pExchange, pMarket, pDatetime, pTimePeriod, callBackFunction) {
try {
if (INFO_LOG === true) { logger.write("[INFO] initialize -> Entering function."); }
/* Store the information received. */
marketFiles = pStorage.marketFiles[0];
dailyFiles = pStorage.dailyFiles[0];
datetime = pDatetime;
timePeriod = pTimePeriod;
/* We need a Market File in order to calculate the Y scale, since this scale depends on actual data. */
marketFile = marketFiles.getFile(ONE_DAY_IN_MILISECONDS); // This file is the one processed faster.
recalculateScale();
/* Now we set the right files according to current Period. */
marketFile = marketFiles.getFile(pTimePeriod);
fileCursor = dailyFiles.getFileCursor(pTimePeriod);
/* Listen to the necesary events. */
viewPort.eventHandler.listenToEvent("Zoom Changed", onZoomChanged);
viewPort.eventHandler.listenToEvent("Offset Changed", onOffsetChanged);
marketFiles.eventHandler.listenToEvent("Files Updated", onFilesUpdated);
canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished);
/* Get ready for plotting. */
recalculate();
callBackFunction();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] initialize -> err.message = " + err.message); }
}
}
function getContainer(point) {
try {
if (INFO_LOG === true) { logger.write("[INFO] getContainer -> Entering function."); }
let container;
/* First we check if this point is inside this space. */
if (this.container.frame.isThisPointHere(point) === true) {
return this.container;
} else {
/* This point does not belong to this space. */
return undefined;
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] getContainer -> err.message = " + err.message); }
}
}
function onFilesUpdated() {
try {
if (INFO_LOG === true) { logger.write("[INFO] onFilesUpdated -> Entering function."); }
let newMarketFile = marketFiles.getFile(timePeriod);
if (newMarketFile !== undefined) {
marketFile = newMarketFile;
recalculate();
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onFilesUpdated -> err.message = " + err.message); }
}
}
function setTimePeriod(pTimePeriod) {
try {
if (INFO_LOG === true) { logger.write("[INFO] setTimePeriod -> Entering function."); }
if (timePeriod !== pTimePeriod) {
timePeriod = pTimePeriod;
if (timePeriod >= _1_HOUR_IN_MILISECONDS) {
let newMarketFile = marketFiles.getFile(pTimePeriod);
if (newMarketFile !== undefined) {
marketFile = newMarketFile;
recalculate();
}
} else {
let newFileCursor = dailyFiles.getFileCursor(pTimePeriod);
if (newFileCursor !== undefined) {
fileCursor = newFileCursor;
recalculate();
}
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] setTimePeriod -> err.message = " + err.message); }
}
}
function setDatetime(pDatetime) {
if (INFO_LOG === true) { logger.write("[INFO] setDatetime -> Entering function."); }
datetime = pDatetime;
}
function positionAtDatetime(newDatetime) {
try {
if (INFO_LOG === true) { logger.write("[INFO] positionAtDatetime -> Entering function."); }
value = newDatetime.valueOf();
/* Now we calculate which candle has this new time, because it will give us the y coordinate. */
let candleFound = false;
let lastClose;
for (let i = 0; i < candles.length; i++) {
lastClose = candles[i].close;
if (value >= candles[i].begin && value <= candles[i].end) {
candleFound = true;
let targetPoint = {
x: value,
y: candles[i].open
};
targetPoint = timeLineCoordinateSystem.transformThisPoint(targetPoint);
targetPoint = transformThisPoint(targetPoint, thisObject.container);
let targetMax = {
x: value,
y: candles[i].max
};
targetMax = timeLineCoordinateSystem.transformThisPoint(targetMax);
targetMax = transformThisPoint(targetMax, thisObject.container);
let targetMin = {
x: value,
y: candles[i].min
};
targetMin = timeLineCoordinateSystem.transformThisPoint(targetMin);
targetMin = transformThisPoint(targetMin, thisObject.container);
let center = {
x: (viewPort.visibleArea.bottomRight.x - viewPort.visibleArea.bottomLeft.x) / 2,
y: (viewPort.visibleArea.bottomRight.y - viewPort.visibleArea.topRight.y) / 2
};
if (targetMax.y < viewPort.visibleArea.topLeft.y || targetMin.y > viewPort.visibleArea.bottomRight.y) {
let displaceVector = {
x: 0,
y: center.y - targetPoint.y
};
viewPort.displaceTarget(displaceVector);
}
let displaceVector = {
x: center.x - targetPoint.x,
y: 0
};
viewPort.displace(displaceVector);
return;
}
}
if (candleFound === false) {
let targetPoint = {
x: value,
y: lastClose
};
targetPoint = timeLineCoordinateSystem.transformThisPoint(targetPoint);
targetPoint = transformThisPoint(targetPoint, thisObject.container);
let center = {
x: (viewPort.visibleArea.bottomRight.x - viewPort.visibleArea.bottomLeft.x) / 2,
y: (viewPort.visibleArea.bottomRight.y - viewPort.visibleArea.topRight.y) / 2
};
let displaceVector = {
x: center.x - targetPoint.x,
y: center.y - targetPoint.y
};
viewPort.displace(displaceVector);
return;
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] positionAtDatetime -> err.message = " + err.message); }
}
}
function onDailyFileLoaded(event) {
try {
if (INFO_LOG === true) { logger.write("[INFO] onDailyFileLoaded -> Entering function."); }
if (event.currentValue === event.totalValue) {
/* This happens only when all of the files in the cursor have been loaded. */
recalculate();
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onDailyFileLoaded -> err.message = " + err.message); }
}
}
function draw() {
try {
if (INTENSIVE_LOG === true) { logger.write("[INFO] draw -> Entering function."); }
this.container.frame.draw();
plotChart();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] draw -> err.message = " + err.message); }
}
}
function recalculate() {
try {
if (INFO_LOG === true) { logger.write("[INFO] recalculate -> Entering function."); }
if (timePeriod >= _1_HOUR_IN_MILISECONDS) {
recalculateUsingMarketFiles();
} else {
recalculateUsingDailyFiles();
}
thisObject.container.eventHandler.raiseEvent("Candles Changed", candles);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculate -> err.message = " + err.message); }
}
}
function recalculateUsingDailyFiles() {
try {
if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingDailyFiles -> Entering function."); }
if (fileCursor === undefined) { return; } // We need to wait
if (fileCursor.files.size === 0) { return; } // We need to wait until there are files in the cursor
let daysOnSides = getSideDays(timePeriod);
let leftDate = getDateFromPoint(viewPort.visibleArea.topLeft, thisObject.container, timeLineCoordinateSystem);
let rightDate = getDateFromPoint(viewPort.visibleArea.topRight, thisObject.container, timeLineCoordinateSystem);
let dateDiff = rightDate.valueOf() - leftDate.valueOf();
let farLeftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
let farRightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
let currentDate = new Date(farLeftDate.valueOf());
candles = [];
while (currentDate.valueOf() <= farRightDate.valueOf() + ONE_DAY_IN_MILISECONDS) {
let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2);
let dailyFile = fileCursor.files.get(stringDate);
if (dailyFile !== undefined) {
for (let i = 0; i < dailyFile.length; i++) {
let candle = {
open: undefined,
close: undefined,
min: 10000000000000,
max: 0,
begin: undefined,
end: undefined,
direction: undefined
};
candle.min = dailyFile[i][0];
candle.max = dailyFile[i][1];
candle.open = dailyFile[i][2];
candle.close = dailyFile[i][3];
candle.begin = dailyFile[i][4];
candle.end = dailyFile[i][5];
if (candle.open > candle.close) { candle.direction = 'down'; }
if (candle.open < candle.close) { candle.direction = 'up'; }
if (candle.open === candle.close) { candle.direction = 'side'; }
if (candle.begin >= farLeftDate.valueOf() && candle.end <= farRightDate.valueOf()) {
candles.push(candle);
if (datetime.valueOf() >= candle.begin && datetime.valueOf() <= candle.end) {
thisObject.currentCandle = candle;
thisObject.container.eventHandler.raiseEvent("Current Candle Changed", thisObject.currentCandle);
}
}
}
}
currentDate = new Date(currentDate.valueOf() + ONE_DAY_IN_MILISECONDS);
}
/* Lests check if all the visible screen is going to be covered by candles. */
let lowerEnd = leftDate.valueOf();
let upperEnd = rightDate.valueOf();
if (candles.length > 0) {
if (candles[0].begin > lowerEnd || candles[candles.length - 1].end < upperEnd) {
setTimeout(recalculate, 2000);
//console.log("File missing while calculating candles, scheduling a recalculation in 2 seconds.");
}
}
//console.log("Olivia > recalculateUsingDailyFiles > total candles generated : " + candles.length);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingDailyFiles -> err.message = " + err.message); }
}
}
function recalculateUsingMarketFiles() {
try {
if (INFO_LOG === true) { logger.write("[INFO] recalculateUsingMarketFiles -> Entering function."); }
if (marketFile === undefined) { return; } // Initialization not complete yet.
let daysOnSides = getSideDays(timePeriod);
let leftDate = getDateFromPoint(viewPort.visibleArea.topLeft, thisObject.container, timeLineCoordinateSystem);
let rightDate = getDateFromPoint(viewPort.visibleArea.topRight, thisObject.container, timeLineCoordinateSystem);
let dateDiff = rightDate.valueOf() - leftDate.valueOf();
leftDate = new Date(leftDate.valueOf() - dateDiff * 1.5);
rightDate = new Date(rightDate.valueOf() + dateDiff * 1.5);
candles = [];
for (let i = 0; i < marketFile.length; i++) {
let candle = {
open: undefined,
close: undefined,
min: 10000000000000,
max: 0,
begin: undefined,
end: undefined,
direction: undefined
};
candle.min = marketFile[i][0];
candle.max = marketFile[i][1];
candle.open = marketFile[i][2];
candle.close = marketFile[i][3];
candle.begin = marketFile[i][4];
candle.end = marketFile[i][5];
if (candle.open > candle.close) { candle.direction = 'down'; }
if (candle.open < candle.close) { candle.direction = 'up'; }
if (candle.open === candle.close) { candle.direction = 'side'; }
if (candle.begin >= leftDate.valueOf() && candle.end <= rightDate.valueOf()) {
candles.push(candle);
if (datetime.valueOf() >= candle.begin && datetime.valueOf() <= candle.end) {
thisObject.currentCandle = candle;
thisObject.container.eventHandler.raiseEvent("Current Candle Changed", thisObject.currentCandle);
}
}
}
//console.log("Olivia > recalculateUsingMarketFiles > total candles generated : " + candles.length);
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateUsingMarketFiles -> err.message = " + err.message); }
}
}
function recalculateScale() {
try {
if (INFO_LOG === true) { logger.write("[INFO] recalculateScale -> Entering function."); }
if (marketFile === undefined) { return; } // We need the market file to be loaded to make the calculation.
if (timeLineCoordinateSystem.maxValue > 0) { return; } // Already calculated.
let minValue = {
x: EARLIEST_DATE.valueOf(),
y: 0
};
let maxValue = {
x: MAX_PLOTABLE_DATE.valueOf(),
y: nextPorwerOf10(getMaxRate()) / 4 // TODO: This 4 is temporary
};
timeLineCoordinateSystem.initialize(
minValue,
maxValue,
thisObject.container.frame.width,
thisObject.container.frame.height
);
function getMaxRate() {
if (INFO_LOG === true) { logger.write("[INFO] recalculateScale -> getMaxRate -> Entering function."); }
let maxValue = 0;
for (let i = 0; i < marketFile.length; i++) {
let currentMax = marketFile[i][1]; // 1 = rates.
if (maxValue < currentMax) {
maxValue = currentMax;
}
}
return maxValue;
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] recalculateScale -> err.message = " + err.message); }
}
}
function plotChart() {
try {
if (INTENSIVE_LOG === true) { logger.write("[INFO] plotChart -> Entering function."); }
if (candles.length > 0) {
/* Now we calculate and plot the candles */
for (let i = 0; i < candles.length; i++) {
candle = candles[i];
let candlePoint1 = {
x: candle.begin + timePeriod / 7 * 1.5,
y: candle.open
};
let candlePoint2 = {
x: candle.begin + timePeriod / 7 * 5.5,
y: candle.open
};
let candlePoint3 = {
x: candle.begin + timePeriod / 7 * 5.5,
y: candle.close
};
let candlePoint4 = {
x: candle.begin + timePeriod / 7 * 1.5,
y: candle.close
};
candlePoint1 = timeLineCoordinateSystem.transformThisPoint(candlePoint1);
candlePoint2 = timeLineCoordinateSystem.transformThisPoint(candlePoint2);
candlePoint3 = timeLineCoordinateSystem.transformThisPoint(candlePoint3);
candlePoint4 = timeLineCoordinateSystem.transformThisPoint(candlePoint4);
candlePoint1 = transformThisPoint(candlePoint1, thisObject.container);
candlePoint2 = transformThisPoint(candlePoint2, thisObject.container);
candlePoint3 = transformThisPoint(candlePoint3, thisObject.container);
candlePoint4 = transformThisPoint(candlePoint4, thisObject.container);
if (candlePoint2.x < viewPort.visibleArea.bottomLeft.x || candlePoint1.x > viewPort.visibleArea.bottomRight.x) {
continue;
}
candlePoint1 = viewPort.fitIntoVisibleArea(candlePoint1);
candlePoint2 = viewPort.fitIntoVisibleArea(candlePoint2);
candlePoint3 = viewPort.fitIntoVisibleArea(candlePoint3);
candlePoint4 = viewPort.fitIntoVisibleArea(candlePoint4);
let stickPoint1 = {
x: candle.begin + timePeriod / 7 * 3.2,
y: candle.max
};
let stickPoint2 = {
x: candle.begin + timePeriod / 7 * 3.8,
y: candle.max
};
let stickPoint3 = {
x: candle.begin + timePeriod / 7 * 3.8,
y: candle.min
};
let stickPoint4 = {
x: candle.begin + timePeriod / 7 * 3.2,
y: candle.min
};
stickPoint1 = timeLineCoordinateSystem.transformThisPoint(stickPoint1);
stickPoint2 = timeLineCoordinateSystem.transformThisPoint(stickPoint2);
stickPoint3 = timeLineCoordinateSystem.transformThisPoint(stickPoint3);
stickPoint4 = timeLineCoordinateSystem.transformThisPoint(stickPoint4);
stickPoint1 = transformThisPoint(stickPoint1, thisObject.container);
stickPoint2 = transformThisPoint(stickPoint2, thisObject.container);
stickPoint3 = transformThisPoint(stickPoint3, thisObject.container);
stickPoint4 = transformThisPoint(stickPoint4, thisObject.container);
stickPoint1 = viewPort.fitIntoVisibleArea(stickPoint1);
stickPoint2 = viewPort.fitIntoVisibleArea(stickPoint2);
stickPoint3 = viewPort.fitIntoVisibleArea(stickPoint3);
stickPoint4 = viewPort.fitIntoVisibleArea(stickPoint4);
browserCanvasContext.beginPath();
browserCanvasContext.moveTo(stickPoint1.x, stickPoint1.y);
browserCanvasContext.lineTo(stickPoint2.x, stickPoint2.y);
browserCanvasContext.lineTo(stickPoint3.x, stickPoint3.y);
browserCanvasContext.lineTo(stickPoint4.x, stickPoint4.y);
browserCanvasContext.closePath();
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.DARK + ', 1)';
browserCanvasContext.fill();
if (datetime !== undefined) {
let dateValue = datetime.valueOf();
if (dateValue >= candle.begin && dateValue <= candle.end) {
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current candle accroding to time
} else {
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.LIGHT + ', 1)';
}
} else {
browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.LIGHT + ', 1)';
}
browserCanvasContext.lineWidth = 1;
browserCanvasContext.stroke();
browserCanvasContext.beginPath();
browserCanvasContext.moveTo(candlePoint1.x, candlePoint1.y);
browserCanvasContext.lineTo(candlePoint2.x, candlePoint2.y);
browserCanvasContext.lineTo(candlePoint3.x, candlePoint3.y);
browserCanvasContext.lineTo(candlePoint4.x, candlePoint4.y);
browserCanvasContext.closePath();
if (candle.direction === 'up') { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.PATINATED_TURQUOISE + ', 1)'; }
if (candle.direction === 'down') { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RED + ', 1)'; }
if (candle.direction === 'side') { browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.DARK + ', 1)'; }
if (datetime !== undefined) {
let dateValue = datetime.valueOf();
if (dateValue >= candle.begin && dateValue <= candle.end) {
/* highlight the current candle */
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current candle accroding to time
let currentCandle = {
bodyWidth: candlePoint2.x - candlePoint1.x,
bodyHeight: candlePoint3.y - candlePoint2.y,
stickHeight: stickPoint4.y - stickPoint2.y,
stickWidth: stickPoint2.x - stickPoint1.x,
stickStart: candlePoint2.y - stickPoint2.y,
period: timePeriod,
innerCandle: candle
};
thisObject.container.eventHandler.raiseEvent("Current Candle Changed", currentCandle);
} else {
if (candle.direction === 'up') { browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', 1)'; }
if (candle.direction === 'down') { browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', 1)'; }
if (candle.direction === 'side') { browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.DARK + ', 1)'; }
}
} else {
if (candle.direction === 'up') { browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.GREEN + ', 1)'; }
if (candle.direction === 'down') { browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', 1)'; }
if (candle.direction === 'side') { browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.DARK + ', 1)'; }
}
if (
candlePoint1.x < viewPort.visibleArea.topLeft.x + 50
||
candlePoint1.x > viewPort.visibleArea.bottomRight.x - 50
) {
// we leave this candles without fill.
} else {
browserCanvasContext.fill();
}
browserCanvasContext.lineWidth = 1;
browserCanvasContext.stroke();
}
}
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err.message = " + err.message); }
}
}
function onZoomChanged(event) {
try {
if (INFO_LOG === true) { logger.write("[INFO] onZoomChanged -> Entering function."); }
recalculate();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onZoomChanged -> err.message = " + err.message); }
}
}
function onOffsetChanged() {
try {
if (INFO_LOG === true) { logger.write("[INFO] onOffsetChanged -> Entering function."); }
if (Math.random() * 100 > 95) {
recalculate()
};
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onOffsetChanged -> err.message = " + err.message); }
}
}
function onDragFinished() {
try {
if (INFO_LOG === true) { logger.write("[INFO] onDragFinished -> Entering function."); }
recalculate();
} catch (err) {
if (ERROR_LOG === true) { logger.write("[ERROR] onDragFinished -> err.message = " + err.message); }
}
}
}