# Copyright 2004, 2005, 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::Stochastics; 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::SMA; use App::Chart::Series::Derived::WilliamsR; sub longname { __('Stochastics %K/%D') } sub shortname { __('%R') } sub manual { __p('manual-node','Stochastics') } use constant { type => 'indicator', units => 'percentage', minimum => 0, maximum => 100, hlines => [ 20, 80 ], parameter_info => [ { name => __('%K Days'), key => 'stochastics_K_days', type => 'integer', minimum => 1, default => 14 }, { name => __('%D Days'), key => 'stochastics_D_days', type => 'integer', minimum => 1, default => 3 }, { name => __('Slow Days'), key => 'stochastics_slow_days', type => 'integer', minimum => 0, default => 0 }], line_colours => { K => App::Chart::DOWN_COLOUR(), D => App::Chart::UP_COLOUR() }, }; sub new { my ($class, $parent, $K_count, $D_count, $slow_count) = @_; $K_count //= parameter_info()->[0]->{'default'}; $D_count //= parameter_info()->[1]->{'default'}; $slow_count //= parameter_info()->[2]->{'default'}; return $class->SUPER::new (parent => $parent, parameters => [ $K_count, $D_count, $slow_count ], arrays => { K => [], D => [] }, array_aliases => { values => 'K' }); } sub name { my ($self) = @_; my ($K_count, $D_count, $slow_count) = @{$self->{'parameters'}}; if ($slow_count == 0) { return __x('%K {K_count}, %D {D_count}, no slow', K_count => $K_count, D_count => $D_count); } else { return __x('%K {K_count}, %D {D_count}, slow {slow_count}', K_count => $K_count, D_count => $D_count, slow_count => $slow_count); } } sub warmup_count { my ($self_or_class, $K_count, $D_count, $slow_count) = @_; return $K_count + max (1, $slow_count) - 1 + $D_count - 1; } sub proc { my ($class_or_self, $K_count, $D_count, $slow_count) = @_; my $williams_proc = App::Chart::Series::Derived::WilliamsR->proc($K_count); my $slow_proc = App::Chart::Series::Derived::SMA->proc($slow_count); my $sma_proc = App::Chart::Series::Derived::SMA->proc($D_count); return sub { my ($high, $low, $close) = @_; my $K = $slow_proc->($williams_proc->(@_) + 100); # 0 to 100 my $D = $sma_proc->($K); return ($K, $D); }; } sub fill_part { my ($self, $lo, $hi) = @_; my $parent = $self->{'parent'}; my $warmup_count = $self->warmup_count_for_position ($lo); my $start = $parent->find_before ($lo, $warmup_count); $parent->fill ($start, $hi); my $p = $parent->values_array; my $ph = $parent->array('highs') || $p; my $pl = $parent->array('lows') || $p; my $sk = $self->array('K'); my $sd = $self->array('D'); $hi = min ($hi, $#$p); if ($#$sk < $hi) { $#$sk = $hi; } # pre-extend if ($#$sd < $hi) { $#$sd = $hi; } # pre-extend my $proc = $self->proc(@{$self->{'parameters'}}); foreach my $i ($start .. $lo-1) { my $close = $p->[$i] // next; $proc->($ph->[$i], $pl->[$i], $close); } foreach my $i ($lo .. $hi) { my $close = $p->[$i] // next; ($sk->[$i], $sd->[$i]) = $proc->($ph->[$i], $pl->[$i], $close); } } 1; __END__ # =head1 NAME # # App::Chart::Series::Derived::Stochastics -- stochastics %K and %D # # =head1 SYNOPSIS # # my $series = $parent->Stochastics($N); # # =head1 DESCRIPTION # # ... # # =head1 SEE ALSO # # L # # =cut