TEST
Last active
August 19, 2019 11:01
-
-
Save rrag/3957c24595cc025eb3ef to your computer and use it in GitHub Desktop.
Full Stochastics Indicator - Configurable to achieve Fast & Slow Stochastic Oscillator - using react-stockcharts
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
license: MIT | |
height: 770 |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
"use strict"; | |
var { ChartCanvas, Chart, series, scale, coordinates, tooltip, axes, indicator, helper } = ReStock; | |
var { CandlestickSeries, BarSeries, LineSeries, StraightLine, StochasticSeries } = series; | |
var { discontinuousTimeScaleProvider } = scale; | |
var { CrossHairCursor, MouseCoordinateX, MouseCoordinateY, CurrentCoordinate } = coordinates; | |
var { EdgeIndicator } = coordinates; | |
var { OHLCTooltip, MovingAverageTooltip, StochasticTooltip } = tooltip; | |
var { XAxis, YAxis } = axes; | |
var { stochasticOscillator, ema } = indicator; | |
var { fitWidth, TypeChooser } = helper; | |
class CandleStickChartWithFullStochasticsIndicator extends React.Component { | |
render() { | |
var height = 750; | |
var { data, type, width, ratio } = this.props; | |
var margin = {left: 70, right: 70, top:20, bottom: 30}; | |
var gridHeight = height - margin.top - margin.bottom; | |
var gridWidth = width - margin.left - margin.right; | |
var showGrid = true; | |
var yGrid = showGrid ? { innerTickSize: -1 * gridWidth, tickStrokeOpacity: 0.1 } : {}; | |
var xGrid = showGrid ? { innerTickSize: -1 * gridHeight, tickStrokeOpacity: 0.1 } : {}; | |
var ema20 = ema() | |
.id(0) | |
.windowSize(20) | |
.merge((d, c) => {d.ema20 = c}) | |
.accessor(d => d.ema20); | |
var ema50 = ema() | |
.id(2) | |
.windowSize(50) | |
.merge((d, c) => {d.ema50 = c}) | |
.accessor(d => d.ema50); | |
var slowSTO = stochasticOscillator() | |
.windowSize(14) | |
.kWindowSize(1) | |
.merge((d, c) => {d.slowSTO = c}) | |
.accessor(d => d.slowSTO); | |
var fastSTO = stochasticOscillator() | |
.windowSize(14) | |
.kWindowSize(3) | |
.merge((d, c) => {d.fastSTO = c}) | |
.accessor(d => d.fastSTO); | |
var fullSTO = stochasticOscillator() | |
.windowSize(14) | |
.kWindowSize(3) | |
.dWindowSize(4) | |
.merge((d, c) => {d.fullSTO = c}) | |
.accessor(d => d.fullSTO); | |
return ( | |
<ChartCanvas ratio={ratio} width={width} height={750} | |
margin={margin} type={type} | |
seriesName="MSFT" | |
data={data} calculator={[ema20, ema50, slowSTO, fastSTO, fullSTO]} | |
xAccessor={d => d.date} xScaleProvider={discontinuousTimeScaleProvider} | |
xExtents={[new Date(2012, 0, 1), new Date(2012, 6, 2)]}> | |
<Chart id={1} height={325} | |
yExtents={d => [d.high, d.low]} | |
padding={{ top: 10, bottom: 20 }}> | |
<YAxis axisAt="right" orient="right" ticks={5} {...yGrid}/> | |
<XAxis axisAt="bottom" orient="bottom" showTicks={false} outerTickSize={0} /> | |
<MouseCoordinateY | |
at="right" | |
orient="right" | |
displayFormat={d3.format(".2f")} /> | |
<CandlestickSeries /> | |
<LineSeries yAccessor={ema20.accessor()} stroke={ema20.stroke()}/> | |
<LineSeries yAccessor={ema50.accessor()} stroke={ema50.stroke()}/> | |
<CurrentCoordinate yAccessor={ema20.accessor()} fill={ema20.stroke()} /> | |
<CurrentCoordinate yAccessor={ema50.accessor()} fill={ema50.stroke()} /> | |
<EdgeIndicator itemType="last" orient="right" edgeAt="right" | |
yAccessor={d => d.close} fill={d => d.close > d.open ? "#6BA583" : "#FF0000"}/> | |
<StraightLine type="vertical" xValue={608} />; | |
<StraightLine type="vertical" xValue={558} strokeDasharray="Dot" />; | |
<StraightLine type="vertical" xValue={578} strokeDasharray="LongDash" />; | |
<OHLCTooltip origin={[-40, -10]}/> | |
<MovingAverageTooltip onClick={(e) => console.log(e)} origin={[-38, 15]} | |
calculators={[ema20, ema50]}/> | |
</Chart> | |
<Chart id={2} | |
yExtents={d => d.volume} | |
height={100} origin={(w, h) => [0, h - 475]} > | |
<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"} /> | |
</Chart> | |
<Chart id={3} | |
yExtents={slowSTO.domain()} | |
height={125} origin={(w, h) => [0, h - 375]} padding={{ top: 10, bottom: 10 }} > | |
<XAxis axisAt="bottom" orient="bottom" showTicks={false} outerTickSize={0} /> | |
<YAxis axisAt="right" orient="right" ticks={2} tickValues={slowSTO.tickValues()} /> | |
<MouseCoordinateY | |
at="right" | |
orient="right" | |
displayFormat={d3.format(".2f")} /> | |
<StochasticSeries calculator={slowSTO}/> | |
<StochasticTooltip calculator={slowSTO} origin={[-38, 15]}>Fast STO</StochasticTooltip> | |
</Chart> | |
<Chart id={4} | |
yExtents={fastSTO.domain()} | |
height={125} origin={(w, h) => [0, h - 250]} padding={{ top: 10, bottom: 10 }} > | |
<XAxis axisAt="bottom" orient="bottom" showTicks={false} outerTickSize={0} /> | |
<YAxis axisAt="right" orient="right" ticks={2} tickValues={fastSTO.tickValues()} /> | |
<MouseCoordinateY | |
at="right" | |
orient="right" | |
displayFormat={d3.format(".2f")} /> | |
<StochasticSeries calculator={fastSTO}/> | |
<StochasticTooltip calculator={fastSTO} origin={[-38, 15]}>Slow STO</StochasticTooltip> | |
</Chart> | |
<Chart id={5} | |
yExtents={fullSTO.domain()} | |
height={125} origin={(w, h) => [0, h - 125]} padding={{ top: 10, bottom: 10 }} > | |
<XAxis axisAt="bottom" orient="bottom" {...xGrid} /> | |
<YAxis axisAt="right" orient="right" ticks={2} tickValues={fullSTO.tickValues()} /> | |
<MouseCoordinateX | |
at="bottom" | |
orient="bottom" | |
displayFormat={d3.timeFormat("%Y-%m-%d")} /> | |
<MouseCoordinateY | |
at="right" | |
orient="right" | |
displayFormat={d3.format(".2f")} /> | |
<StochasticSeries calculator={fullSTO}/> | |
<StochasticTooltip calculator={fullSTO} origin={[-38, 15]}>Full STO</StochasticTooltip> | |
</Chart> | |
<CrossHairCursor /> | |
</ChartCanvas> | |
); | |
} | |
} | |
CandleStickChartWithFullStochasticsIndicator.propTypes = { | |
data: React.PropTypes.array.isRequired, | |
width: React.PropTypes.number.isRequired, | |
ratio: React.PropTypes.number.isRequired, | |
type: React.PropTypes.oneOf(["svg", "hybrid"]).isRequired, | |
}; | |
CandleStickChartWithFullStochasticsIndicator.defaultProps = { | |
type: "svg", | |
}; | |
CandleStickChartWithFullStochasticsIndicator = fitWidth(CandleStickChartWithFullStochasticsIndicator); | |
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 => <CandleStickChartWithFullStochasticsIndicator data={data} type={type} />}</TypeChooser>, document.getElementById("chart")); | |
}); |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
<!DOCTYPE html> | |
<html lang="en"> | |
<head> | |
<meta charset="utf-8"> | |
<title>React Stockcharts - CandleStickChartWithFullStochasticsIndicator 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("./CandleStickChartWithFullStochasticsIndicator.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> |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment