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Relative Strength Index (RSI) with react-stockcharts
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license: MIT | |
height: 620 |
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"use strict"; | |
var { ChartCanvas, Chart, series, scale, coordinates, tooltip, axes, indicator, helper } = ReStock; | |
var { CandlestickSeries, BarSeries, LineSeries, AreaSeries, RSISeries } = series; | |
var { discontinuousTimeScaleProvider } = scale; | |
var { CrossHairCursor, MouseCoordinateX, MouseCoordinateY, CurrentCoordinate } = coordinates; | |
var { EdgeIndicator } = coordinates; | |
var { OHLCTooltip, MovingAverageTooltip, SingleValueTooltip, RSITooltip } = tooltip; | |
var { XAxis, YAxis } = axes; | |
var { rsi, atr, ema, sma } = indicator; | |
var { fitWidth, TypeChooser } = helper; | |
class CandleStickChartWithRSIIndicator 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 smaVolume50 = sma() | |
.id(3) | |
.windowSize(10) | |
.sourcePath("volume") | |
.merge((d, c) => {d.smaVolume50 = c}) | |
.accessor(d => d.smaVolume50); | |
var rsiCalculator = rsi() | |
.windowSize(14) | |
.merge((d, c) => {d.rsi = c}) | |
.accessor(d => d.rsi); | |
var atr14 = atr() | |
.windowSize(14) | |
.merge((d, c) => {d.atr14 = c}) | |
.accessor(d => d.atr14); | |
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, rsiCalculator, atr14]} | |
xAccessor={d => d.date} xScaleProvider={discontinuousTimeScaleProvider} | |
xExtents={[new Date(2012, 0, 1), new Date(2012, 6, 2)]}> | |
<Chart id={1} height={300} | |
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 - 400]}> | |
<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} | |
yExtents={rsiCalculator.domain()} | |
height={125} origin={(w, h) => [0, h - 250]} > | |
<XAxis axisAt="bottom" orient="bottom" showTicks={false} outerTickSize={0} /> | |
<YAxis axisAt="right" orient="right" ticks={2} tickValues={rsiCalculator.tickValues()}/> | |
<MouseCoordinateY | |
at="right" | |
orient="right" | |
displayFormat={d3.format(".2f")} /> | |
<RSISeries calculator={rsiCalculator} /> | |
<RSITooltip origin={[-38, 15]} calculator={rsiCalculator}/> | |
</Chart> | |
<Chart id={8} | |
yExtents={atr14.accessor()} | |
height={125} origin={(w, h) => [0, h - 125]} 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")} /> | |
<LineSeries yAccessor={atr14.accessor()} stroke={atr14.stroke()}/> | |
<SingleValueTooltip | |
yAccessor={atr14.accessor()} | |
yLabel={`ATR (${atr14.windowSize()})`} | |
yDisplayFormat={d3.format(".2f")} | |
/* valueStroke={atr14.stroke()} - optional prop */ | |
/* labelStroke="#4682B4" - optional prop */ | |
origin={[-40, 15]}/> | |
</Chart> | |
<CrossHairCursor /> | |
</ChartCanvas> | |
); | |
} | |
}; | |
CandleStickChartWithRSIIndicator.propTypes = { | |
data: React.PropTypes.array.isRequired, | |
width: React.PropTypes.number.isRequired, | |
ratio: React.PropTypes.number.isRequired, | |
type: React.PropTypes.oneOf(["svg", "hybrid"]).isRequired, | |
}; | |
CandleStickChartWithRSIIndicator.defaultProps = { | |
type: "svg", | |
}; | |
CandleStickChartWithRSIIndicator = fitWidth(CandleStickChartWithRSIIndicator); | |
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 => <CandleStickChartWithRSIIndicator data={data} type={type} />}</TypeChooser>, document.getElementById("chart")); | |
}); |
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<!DOCTYPE html> | |
<html lang="en"> | |
<head> | |
<meta charset="utf-8"> | |
<title>React Stockcharts - CandleStickChartWithRSIIndicator 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("./CandleStickChartWithRSIIndicator.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> |
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