# 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