Files
Superalgos/ChartLayers/AccumulatedVolumeChartLayer.js
T
2018-02-14 13:00:19 +01:00

673 lines
20 KiB
JavaScript

function newAccumulatedVolumeChartLayer() {
var volumeBars = [];
let timePeriod = INITIAL_TIME_PERIOD;
var plotArea = newPlotArea();
var plotAreaFrame = newPlotArea();
let datetime = INITIAL_DATE;
var accumulatedVolumeChartLayer = {
onLayerStatusChanged: onLayerStatusChanged,
setTimePeriod: setTimePeriod,
setDatetime: setDatetime,
container: undefined,
draw: draw,
getContainer: getContainer,
initialize: initialize
};
var container = newContainer();
container.initialize();
accumulatedVolumeChartLayer.container = container;
container.displacement.containerName = "Accumulated Volume Chart";
container.zoom.containerName = "Accumulated Volume Chart";
container.frame.containerName = "Accumulated Volume Chart";
var marketId;
var exchangeId;
let marketIndex;
let dailyFilesCursor;
let maxAccumulatedBalance = 0;
const MAX_ACCUMULATED_BALANCE_BARS_HEIGHT = 250;
const PLOT_Y_BASE_LINE = viewPort.visibleArea.bottomLeft.y * 0.50;
let layerStatus = 'off';
let parentLayerStatus = 'off';
return accumulatedVolumeChartLayer;
function initialize(exchange, market, index, dailyFiles, chartLayersPanel) {
marketId = market;
exchangeId = exchange;
marketIndex = index;
dailyFilesCursor = dailyFiles;
recalculateScaleX();
recalculateVolumeBars();
recalculateScaleY();
viewPort.eventHandler.listenToEvent("Zoom Changed", onZoomChanged);
canvas.eventHandler.listenToEvent("Drag Finished", onDragFinished);
layerStatus = chartLayersPanel.getLayerStatus(chartLayersPanel.layerNames.BUY_SELL_BALANCE);
parentLayerStatus = chartLayersPanel.getLayerStatus(chartLayersPanel.layerNames.VOLUME);
}
function getContainer(point) {
if (layerStatus === 'off') { return; }
var 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;
}
}
function onLayerStatusChanged(eventData) {
if (eventData.layer === 'Volume') {
parentLayerStatus = eventData.status;
}
if (eventData.layer === 'Buy Sell Balance') {
layerStatus = eventData.status;
}
}
function onZoomChanged(event) {
recalculateScaleX();
recalculateVolumeBars();
recalculateScaleY();
}
function onDragFinished() {
if (timePeriod !== ONE_DAY_IN_MILISECONDS) {
recalculateScaleX();
recalculateVolumeBars();
recalculateScaleY();
}
}
function setTimePeriod(period) {
timePeriod = period;
}
function setDatetime(newDatetime) {
datetime = newDatetime;
recalculateVolumeBars();
}
function draw() {
if (layerStatus !== 'on') { return; }
if (parentLayerStatus === 'off') { return; }
this.container.frame.draw();
if (timePeriod !== ONE_DAY_IN_MILISECONDS) {
if (Math.random() * 100 > 98) {
recalculateScaleX();
recalculateVolumeBars();
recalculateScaleY();
}
}
plotAccumulatedVolumeBalanceChart();
}
function recalculateVolumeBars() {
if (layerStatus === 'off') { return; }
if (parentLayerStatus === 'off') { return; }
if (timePeriod === ONE_DAY_IN_MILISECONDS) {
recalculateVolumeBarsUsingMarketIndex();
} else {
recalculateVolumeBarsUsingDailyFiles();
}
}
function recalculateVolumeBarsUsingMarketIndex() {
volumeBars = [];
let accumulatedBuys = 0;
let accumulatedSells = 0;
maxAccumulatedBalance = 0;
for (var i = 0; i < marketIndex.volumes.length; i++) {
var volumeBar = newAccumulatedVolumeBar();
let amountBuy = 0;
let amountSell = 0;
volumeBar.begin = (new Date(marketIndex.volumes[i][2])).valueOf();
volumeBar.end = (new Date(marketIndex.volumes[i][3])).valueOf();
amountBuy = marketIndex.volumes[i][0];
amountSell = marketIndex.volumes[i][1];
accumulatedBuys = accumulatedBuys + amountBuy;
accumulatedSells = accumulatedSells + amountSell;
volumeBar.accumulatedBuys = accumulatedBuys;
volumeBar.accumulatedSells = accumulatedSells;
let balance = volumeBar.accumulatedBuys - volumeBar.accumulatedSells;
if (maxAccumulatedBalance < Math.abs(balance)) { maxAccumulatedBalance = Math.abs(balance); }
volumeBars.push(volumeBar);
}
}
function calculateAccumulatedBalance(currentDate) {
let accumulatedBuys = 0;
let accumulatedSells = 0;
let volumeBar = newAccumulatedVolumeBar();
let lastValidBar;
let found = false;
for (var i = 0; i < marketIndex.volumes.length; i++) {
let barDate = new Date(marketIndex.volumes[i][3]);
if (barDate.valueOf() > currentDate.valueOf() && found === false) {
lastValidBar = volumeBar; // return the last valid one.
found = true;
}
volumeBar = newAccumulatedVolumeBar();
let amountBuy = 0;
let amountSell = 0;
volumeBar.begin = (new Date(marketIndex.volumes[i][2])).valueOf();
volumeBar.end = (new Date(marketIndex.volumes[i][3])).valueOf();
amountBuy = marketIndex.volumes[i][0];
amountSell = marketIndex.volumes[i][1];
accumulatedBuys = accumulatedBuys + amountBuy;
accumulatedSells = accumulatedSells + amountSell;
volumeBar.accumulatedBuys = accumulatedBuys;
volumeBar.accumulatedSells = accumulatedSells;
let balance = volumeBar.accumulatedBuys - volumeBar.accumulatedSells;
if (maxAccumulatedBalance < Math.abs(balance)) { maxAccumulatedBalance = Math.abs(balance); }
}
return lastValidBar;
}
function recalculateVolumeBarsUsingDailyFiles(currentDateOnly) {
let daysOnSides = getSideDays(timePeriod);
let leftDate;
let rightDate;
if (currentDateOnly === true) {
leftDate = new Date(datetime.getTime());
rightDate = new Date(datetime.getTime());
leftDate = removeTime(datetime);
rightDate = removeTime(datetime);
} else {
leftDate = getDateFromPoint(viewPort.visibleArea.topLeft, accumulatedVolumeChartLayer.container, plotArea);
rightDate = getDateFromPoint(viewPort.visibleArea.topRight, accumulatedVolumeChartLayer.container, plotArea);
leftDate.setDate(leftDate.getDate() - daysOnSides);
rightDate.setDate(rightDate.getDate() + daysOnSides);
}
let currentDate = new Date(leftDate.getTime());
volumeBars = [];
let firstFile = true;
let accumulatedBuys = 0;
let accumulatedSells = 0;
maxAccumulatedBalance = 0;
while (currentDate.getTime() <= rightDate.getTime()) {
let stringDate = currentDate.getFullYear() + '-' + pad(currentDate.getMonth() + 1, 2) + '-' + pad(currentDate.getDate(), 2);
let dailyFile = dailyFilesCursor.dailyFiles.get(stringDate);
if (dailyFile !== undefined) {
let lastVolumeBar;
if (firstFile === true) {
/* We calculate the initial Accumulated Balance based on the Index Files upto this current date*/
lastVolumeBar = calculateAccumulatedBalance(currentDate);
try {
accumulatedBuys = lastVolumeBar.accumulatedBuys;
accumulatedSells = lastVolumeBar.accumulatedSells;
}
catch (err) {
// In the situation where there are daily files for a certain date but the index file is not reaching that date, an error is catched here.
}
firstFile = false;
}
const fileTimePeriod = 60 * 1000;
const totalVolumeBars = dailyFile.length * fileTimePeriod / timePeriod;
const recordsPerVolumeBar = timePeriod / fileTimePeriod;
for (var i = 0; i < totalVolumeBars; i++) {
var volumeBar = newAccumulatedVolumeBar();
let amountBuy = 0;
let amountSell = 0;
for (var j = 0; j < recordsPerVolumeBar; j++) {
amountBuy = amountBuy + dailyFile[i * recordsPerVolumeBar + j][8];
amountSell = amountSell + dailyFile[i * recordsPerVolumeBar + j][9];
}
volumeBar.begin = dailyFile[i * recordsPerVolumeBar][4];
volumeBar.end = dailyFile[i * recordsPerVolumeBar + recordsPerVolumeBar - 1][5];
accumulatedBuys = accumulatedBuys + amountBuy;
accumulatedSells = accumulatedSells + amountSell;
volumeBar.accumulatedBuys = accumulatedBuys;
volumeBar.accumulatedSells = accumulatedSells;
let balance = volumeBar.accumulatedBuys - volumeBar.accumulatedSells;
volumeBars.push(volumeBar);
}
}
currentDate.setDate(currentDate.getDate() + 1);
}
}
function recalculateScaleX() {
var minValue = {
x: EARLIEST_DATE.valueOf()
};
var maxValue = {
x: MAX_PLOTABLE_DATE.valueOf()
};
plotArea.initializeX(
minValue,
maxValue,
accumulatedVolumeChartLayer.container.frame.width
);
plotAreaFrame.initializeX(
minValue,
maxValue,
accumulatedVolumeChartLayer.container.frame.width
);
}
function recalculateScaleY() {
var minValue = {
y: 0
};
var maxValue = {
y: 0
};
let timePeriodRatio = ONE_DAY_IN_MILISECONDS / timePeriod;
maxValue.y = marketIndex.maxVolume() / (timePeriodRatio / 10);
plotArea.initializeY(
minValue,
maxValue,
viewPort.visibleArea.bottomRight.y - viewPort.visibleArea.topLeft.y
);
plotAreaFrame.initializeY(
minValue,
maxValue,
accumulatedVolumeChartLayer.container.frame.height
);
}
function plotAccumulatedVolumeBalanceChart() {
let visibleHeight = viewPort.visibleArea.bottomRight.y - viewPort.visibleArea.topLeft.y;
let frameCorner1 = {
x: 0,
y: 0
};
let frameCorner2 = {
x: accumulatedVolumeChartLayer.container.frame.width,
y: accumulatedVolumeChartLayer.container.frame.height
};
/* Now the transformations. */
frameCorner1 = transformThisPoint(frameCorner1, accumulatedVolumeChartLayer.container.frame.container);
frameCorner2 = transformThisPoint(frameCorner2, accumulatedVolumeChartLayer.container.frame.container);
let frameHeightInViewPort = frameCorner2.y - frameCorner1.y;
if (volumeBars.length > 0) {
for (var i = 0; i < volumeBars.length; i++) {
volumeBar = volumeBars[i];
let volumeBarPointA1;
let volumeBarPointA2;
let volumeBarPointA3;
let volumeBarPointA4;
function calculateBuys(plot, height) {
volumeBarPointA1 = {
x: volumeBar.begin,
y: 0
};
volumeBarPointA2 = {
x: volumeBar.begin,
y: 0
};
volumeBarPointA3 = {
x: volumeBar.end,
y: 0
};
volumeBarPointA4 = {
x: volumeBar.end,
y: 0
};
volumeBarPointA1 = plot.inverseTransform(volumeBarPointA1, height);
volumeBarPointA2 = plot.inverseTransform(volumeBarPointA2, height);
volumeBarPointA3 = plot.inverseTransform(volumeBarPointA3, height);
volumeBarPointA4 = plot.inverseTransform(volumeBarPointA4, height);
volumeBarPointA1 = transformThisPoint(volumeBarPointA1, accumulatedVolumeChartLayer.container);
volumeBarPointA2 = transformThisPoint(volumeBarPointA2, accumulatedVolumeChartLayer.container);
volumeBarPointA3 = transformThisPoint(volumeBarPointA3, accumulatedVolumeChartLayer.container);
volumeBarPointA4 = transformThisPoint(volumeBarPointA4, accumulatedVolumeChartLayer.container);
if (volumeBarPointA4.x < viewPort.visibleArea.bottomLeft.x || volumeBarPointA1.x > viewPort.visibleArea.bottomRight.x) {
return false;
}
return true;
}
if (calculateBuys(plotAreaFrame, accumulatedVolumeChartLayer.container.frame.height) === false) { continue; } // We try to see if it fits in the visible area.
let volumeBarPointB1;
let volumeBarPointB2;
let volumeBarPointB3;
let volumeBarPointB4;
function calculateSells(plot, height) {
volumeBarPointB1 = {
x: volumeBar.begin,
y: height
};
volumeBarPointB2 = {
x: volumeBar.begin,
y: height - volumeBar.amountSell
};
volumeBarPointB3 = {
x: volumeBar.end,
y: height - volumeBar.amountSell
};
volumeBarPointB4 = {
x: volumeBar.end,
y: height
};
volumeBarPointB1 = plot.inverseTransform2(volumeBarPointB1, height);
volumeBarPointB2 = plot.inverseTransform2(volumeBarPointB2, height);
volumeBarPointB3 = plot.inverseTransform2(volumeBarPointB3, height);
volumeBarPointB4 = plot.inverseTransform2(volumeBarPointB4, height);
volumeBarPointB1 = transformThisPoint(volumeBarPointB1, accumulatedVolumeChartLayer.container);
volumeBarPointB2 = transformThisPoint(volumeBarPointB2, accumulatedVolumeChartLayer.container);
volumeBarPointB3 = transformThisPoint(volumeBarPointB3, accumulatedVolumeChartLayer.container);
volumeBarPointB4 = transformThisPoint(volumeBarPointB4, accumulatedVolumeChartLayer.container);
}
calculateSells(plotAreaFrame, accumulatedVolumeChartLayer.container.frame.height); // We try to see if it fits in the visible area.
if (volumeBarPointB1.y < viewPort.visibleArea.topLeft.y && frameHeightInViewPort > visibleHeight * 2 / 3) {
calculateSells(plotArea, visibleHeight); // We snap it to the view port.
/* Now we set the real value of y. */
volumeBarPointB1.y = viewPort.visibleArea.topLeft.y;
volumeBarPointB2.y = viewPort.visibleArea.topLeft.y + volumeBar.amountSell * plotArea.scale.y;
volumeBarPointB3.y = viewPort.visibleArea.topLeft.y + volumeBar.amountSell * plotArea.scale.y;
volumeBarPointB4.y = viewPort.visibleArea.topLeft.y;
}
/* Everything must fit within the visible area */
volumeBarPointA1 = viewPort.fitIntoVisibleArea(volumeBarPointA1);
volumeBarPointA2 = viewPort.fitIntoVisibleArea(volumeBarPointA2);
volumeBarPointA3 = viewPort.fitIntoVisibleArea(volumeBarPointA3);
volumeBarPointA4 = viewPort.fitIntoVisibleArea(volumeBarPointA4);
volumeBarPointB1 = viewPort.fitIntoVisibleArea(volumeBarPointB1);
volumeBarPointB2 = viewPort.fitIntoVisibleArea(volumeBarPointB2);
volumeBarPointB3 = viewPort.fitIntoVisibleArea(volumeBarPointB3);
volumeBarPointB4 = viewPort.fitIntoVisibleArea(volumeBarPointB4);
/* Everything must fit within the Frame. We know that that is equivalent to say that each bar con not be higher than the base of the opposite . */
if (volumeBarPointA2.y < volumeBarPointB1.y) {
volumeBarPointA2.y = volumeBarPointB1.y;
volumeBarPointA3.y = volumeBarPointB1.y;
}
if (volumeBarPointB2.y > volumeBarPointA1.y) {
volumeBarPointB2.y = volumeBarPointA1.y;
volumeBarPointB3.y = volumeBarPointA1.y;
}
/* Here we will plot the balance of accumulated buys and sells */
let balance = volumeBar.accumulatedBuys - volumeBar.accumulatedSells;
let heigh = MAX_ACCUMULATED_BALANCE_BARS_HEIGHT;
let scale = MAX_ACCUMULATED_BALANCE_BARS_HEIGHT / maxAccumulatedBalance;
const OPACITY = '0.15';
if (balance > 0) {
browserCanvasContext.beginPath();
browserCanvasContext.moveTo(volumeBarPointA1.x, PLOT_Y_BASE_LINE);
browserCanvasContext.lineTo(volumeBarPointA2.x, PLOT_Y_BASE_LINE - balance * scale);
browserCanvasContext.lineTo(volumeBarPointA3.x, PLOT_Y_BASE_LINE - balance * scale);
browserCanvasContext.lineTo(volumeBarPointA4.x, PLOT_Y_BASE_LINE);
browserCanvasContext.closePath();
if (datetime !== undefined) {
let dateValue = datetime.valueOf();
if (dateValue >= volumeBar.begin && dateValue <= volumeBar.end) {
browserCanvasContext.fillStyle = 'rgba(255, 233, 31, ' + OPACITY + ')'; // Current bar accroding to time
} else {
browserCanvasContext.fillStyle = 'rgba(64, 217, 26, ' + OPACITY + ')';
}
} else {
browserCanvasContext.fillStyle = 'rgba(64, 217, 26, ' + OPACITY + ')';
}
browserCanvasContext.fill();
browserCanvasContext.strokeStyle = 'rgba(27, 105, 7, ' + OPACITY + ')';
browserCanvasContext.lineWidth = 1;
browserCanvasContext.stroke();
} else {
browserCanvasContext.beginPath();
browserCanvasContext.moveTo(volumeBarPointB2.x, PLOT_Y_BASE_LINE);
browserCanvasContext.lineTo(volumeBarPointB3.x, PLOT_Y_BASE_LINE);
browserCanvasContext.lineTo(volumeBarPointB3.x, PLOT_Y_BASE_LINE - balance * scale);
browserCanvasContext.lineTo(volumeBarPointB2.x, PLOT_Y_BASE_LINE - balance * scale);
browserCanvasContext.closePath();
if (datetime !== undefined) {
let dateValue = datetime.valueOf();
if (dateValue >= volumeBar.begin && dateValue <= volumeBar.end) {
browserCanvasContext.fillStyle = 'rgba(255, 233, 31, ' + OPACITY + ')'; // Current bar accroding to time
} else {
browserCanvasContext.fillStyle = 'rgba(219, 18, 18, ' + OPACITY + ')';
}
} else {
browserCanvasContext.fillStyle = 'rgba(219, 18, 18, ' + OPACITY + ')';
}
browserCanvasContext.fill();
browserCanvasContext.strokeStyle = 'rgba(130, 9, 9, ' + OPACITY + ')';
browserCanvasContext.lineWidth = 1;
browserCanvasContext.stroke();
}
}
}
}
}