# Copyright 2006, 2007, 2009, 2010 Kevin Ryde
# This file is part of Chart.
#
# Chart is free software; you can redistribute it and/or modify it under the
# terms of the GNU General Public License as published by the Free Software
# Foundation; either version 3, or (at your option) any later version.
#
# Chart is distributed in the hope that it will be useful, but WITHOUT ANY
# WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
# details.
#
# You should have received a copy of the GNU General Public License along
# with Chart. If not, see .
package App::Chart::Series::Derived::ChaikinOsc;
use 5.010;
use strict;
use warnings;
use Carp;
use List::Util qw(min max);
use Locale::TextDomain ('App-Chart');
use base 'App::Chart::Series::Indicator';
use App::Chart::Series::Derived::EMA;
sub longname { __('Chaikin Oscillator') }
sub shortname { __('Chaikin Osc') }
sub manual { __p('manual-node','Chaikin Oscillator') }
use constant
{ type => 'indicator',
minimum => -1,
maximum => 1,
units => 'ChaikinOsc',
hlines => [ 0 ],
parameter_info => [ { name => __('Fast Days'),
key => 'chaikin_osc_fast_days',
type => 'float',
minimum => 1,
default => 3,
decimals => 0,
step => 1 },
{ name => __('Slow Days'),
key => 'chaikin_osc_slow_days',
type => 'float',
minimum => 1,
default => 10,
decimals => 0,
step => 1 }],
};
sub new {
my ($class, $parent, $N_fast, $N_slow) = @_;
$N_fast //= parameter_info()->[0]->{'default'};
($N_fast > 0) || croak "ChaikinOsc bad N_fast: $N_fast";
$N_slow //= parameter_info()->[0]->{'default'};
($N_slow > 0) || croak "ChaikinOsc bad N_slow: $N_slow";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N_fast, $N_slow ],
arrays => { values => [] },
array_aliases => { },
accdist => $parent->AccDist);
}
sub warmup_count {
my ($self_or_class, $N_fast, $N_slow) = @_;
return App::Chart::Series::Derived::EMA->warmup_count (max($N_fast, $N_slow));
}
sub fill_part {
my ($self, $lo, $hi) = @_;
my ($N_fast, $N_slow) = @{$self->{'parameters'}};
my $fast_proc = App::Chart::Series::Derived::EMA->proc ($N_fast);
my $slow_proc = App::Chart::Series::Derived::EMA->proc ($N_slow);
my $accdist = $self->{'accdist'};
my $warmup_count = $self->warmup_count_for_position ($lo);
my $start = $accdist->find_before ($lo, $warmup_count);
$accdist->fill ($start, $hi);
my $p = $accdist->values_array;
my $s = $self->values_array;
$hi = min ($hi, $#$p);
if ($#$s < $hi) { $#$s = $hi; } # pre-extend
foreach my $i ($start .. $lo-1) {
my $value = $p->[$i] // next;
$fast_proc->($value);
$slow_proc->($value);
}
foreach my $i ($lo .. $hi) {
my $value = $p->[$i] // next;
$s->[$i] = $fast_proc->($value) - $slow_proc->($value);
}
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::ChaikinOsc -- Chaikin money flow
#
# =head1 SYNOPSIS
#
# my $series = $parent->ChaikinOsc($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L
#
# =cut