CandleStickChart with MACD Indicator

.block

license: MIT
height: 620

README.md

TEST

CandleStickChartWithMACDIndicator.jsx

"use strict";
var { ChartCanvas, Chart, series, scale, coordinates, tooltip, axes, indicator, helper } = ReStock;

var { CandlestickSeries, BarSeries, LineSeries, AreaSeries, MACDSeries } = series;
var { discontinuousTimeScaleProvider } = scale;

var { CrossHairCursor, MouseCoordinateX, MouseCoordinateY, CurrentCoordinate } = coordinates;
var { EdgeIndicator } = coordinates;

var { OHLCTooltip, MovingAverageTooltip, MACDTooltip } = tooltip;

var { XAxis, YAxis } = axes;
var { macd, ema, sma } = indicator;

var { fitWidth, TypeChooser } = helper;

class CandleStickChartWithMACDIndicator extends React.Component {
	render() {
		var { data, type, width, ratio } = this.props;

		var ema26 = ema()
			.id(0)
			.windowSize(26)
			.merge((d, c) => { d.ema26 = c; })
			.accessor(d => d.ema26);

		var ema12 = ema()
			.id(1)
			.windowSize(12)
			.merge((d, c) => {d.ema12 = c;})
			.accessor(d => d.ema12);

		var macdCalculator = macd()
			.fast(12)
			.slow(26)
			.signal(9)
			.merge((d, c) => {d.macd = c;})
			.accessor(d => d.macd);

		var smaVolume50 = sma()
			.id(3)
			.windowSize(10)
			.sourcePath("volume")
			.merge((d, c) => {d.smaVolume50 = c;})
			.accessor(d => d.smaVolume50);

		return (
			<ChartCanvas ratio={ratio} width={width} height={600}
					margin={{ left: 70, right: 70, top: 20, bottom: 30 }} type={type}
					seriesName="MSFT"
					data={data} calculator={[ema26, ema12, smaVolume50, macdCalculator]}
					xAccessor={d => d.date} xScaleProvider={discontinuousTimeScaleProvider}>
				<Chart id={1} height={400}
						yExtents={[d => [d.high, d.low], ema26.accessor(), ema12.accessor()]}
						padding={{ top: 10, bottom: 20 }}>
					<XAxis axisAt="bottom" orient="bottom" showTicks={false} outerTickSize={0} />
					<YAxis axisAt="right" orient="right" ticks={5} />

					<MouseCoordinateY
						at="right"
						orient="right"
						displayFormat={d3.format(".2f")} />

					<CandlestickSeries />
					<LineSeries yAccessor={ema26.accessor()} stroke={ema26.stroke()}/>
					<LineSeries yAccessor={ema12.accessor()} stroke={ema12.stroke()}/>

					<CurrentCoordinate yAccessor={ema26.accessor()} fill={ema26.stroke()} />
					<CurrentCoordinate yAccessor={ema12.accessor()} fill={ema12.stroke()} />

					<EdgeIndicator itemType="last" orient="right" edgeAt="right"
						yAccessor={d => d.close} fill={d => d.close > d.open ? "#6BA583" : "#FF0000"}/>

					<OHLCTooltip origin={[-40, 0]}/>
					<MovingAverageTooltip onClick={(e) => console.log(e)} origin={[-38, 15]}
						calculators={[ema26, ema12]}/>
				</Chart>
				<Chart id={2} height={150}
						yExtents={[d => d.volume, smaVolume50.accessor()]}
						origin={(w, h) => [0, h - 300]}>
					<YAxis axisAt="left" orient="left" ticks={5} tickFormat={d3.format(".0s")}/>

					<MouseCoordinateY
						at="left"
						orient="left"
						displayFormat={d3.format(".4s")} />

					<BarSeries yAccessor={d => d.volume} fill={d => d.close > d.open ? "#6BA583" : "#FF0000"} />
					<AreaSeries yAccessor={smaVolume50.accessor()} stroke={smaVolume50.stroke()} fill={smaVolume50.fill()}/>
				</Chart>
				<Chart id={3} height={150}
						yExtents={macdCalculator.accessor()}
						origin={(w, h) => [0, h - 150]} padding={{ top: 10, bottom: 10 }} >
					<XAxis axisAt="bottom" orient="bottom"/>
					<YAxis axisAt="right" orient="right" ticks={2} />

					<MouseCoordinateX
						at="bottom"
						orient="bottom"
						displayFormat={d3.timeFormat("%Y-%m-%d")} />
					<MouseCoordinateY
						at="right"
						orient="right"
						displayFormat={d3.format(".2f")} />

					<MACDSeries calculator={macdCalculator} />
					<MACDTooltip origin={[-38, 15]} calculator={macdCalculator}/>
				</Chart>
				<CrossHairCursor />
			</ChartCanvas>
		);
	}
};

CandleStickChartWithMACDIndicator.propTypes = {
	data: React.PropTypes.array.isRequired,
	width: React.PropTypes.number.isRequired,
	ratio: React.PropTypes.number.isRequired,
	type: React.PropTypes.oneOf(["svg", "hybrid"]).isRequired,
};

CandleStickChartWithMACDIndicator.defaultProps = {
	type: "svg",
};

CandleStickChartWithMACDIndicator = fitWidth(CandleStickChartWithMACDIndicator);


var parseDate = d3.timeParse("%Y-%m-%d %H:%M:%S");
d3["tsv"]("//rrag.github.io/react-stockcharts/data/MSFT.tsv", (err, data) => {
	/* change MSFT.tsv to MSFT_full.tsv above to see how this works with lots of data points */
	data.forEach((d, i) => {
		d.date = new Date(d3.timeParse("%Y-%m-%d")(d.date).getTime());
		d.open = +d.open;
		d.high = +d.high;
		d.low = +d.low;
		d.close = +d.close;
		d.volume = +d.volume;
		// console.log(d);
	});
	/* change the type from hybrid to svg to compare the performance between svg and canvas */
	ReactDOM.render(<TypeChooser type="hybrid">{type => <CandleStickChartWithMACDIndicator data={data} type={type} />}</TypeChooser>, document.getElementById("chart"));
});

index.html

<!DOCTYPE html>
<html lang="en">
  <head>
    <meta charset="utf-8">
    <title>React Stockcharts - CandleStickChartWithMACDIndicator Example</title>

    <link href="https://maxcdn.bootstrapcdn.com/bootstrap/3.3.6/css/bootstrap.min.css" rel="stylesheet">
    <script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/d3/4.2.7/d3.min.js"></script>
    <script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/react/15.3.2/react.min.js"></script>
    <script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/react/15.3.2/react-dom.min.js"></script>
    <script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/babel-standalone/6.17.0/babel.min.js"></script>

    <!-- <script type="text/javascript" src="//unpkg.com/react-stockcharts@latest/dist/react-stockcharts.min.js"></script> -->
    <script type="text/javascript" src="//rrag.github.io/react-stockcharts/dist/react-stockcharts.min.js"></script>
  </head>
  <body>
    <span id="iconPreload" class="glyphicon glyphicon-arrow-down"></span>
    <div id="chart">
    </div>
    <script>
      // Use babel transform so the examples work on the browser
      d3.request("./CandleStickChartWithMACDIndicator.jsx")
        .get(function(err, data) {
          var outputEl = document.getElementById('chart');
          try {
            var output = Babel.transform(data.responseText, { presets: ["es2015", "react", "stage-3"] }).code;
            eval(output);
          } catch (ex) {
            outputEl.innerHTML = 'ERROR: ' + ex.message;
          }
        })
    </script>
  </body>
</html>