Adding upstream version 2.1.2.

Signed-off-by: Daniel Baumann <daniel@debian.org>

macd_series.go

@@ -0,0 +1,338 @@
+package chart
+
+import "fmt"
+
+const (
+	// DefaultMACDPeriodPrimary is the long window.
+	DefaultMACDPeriodPrimary = 26
+	// DefaultMACDPeriodSecondary is the short window.
+	DefaultMACDPeriodSecondary = 12
+	// DefaultMACDSignalPeriod is the signal period to compute for the MACD.
+	DefaultMACDSignalPeriod = 9
+)
+
+// MACDSeries computes the difference between the MACD line and the MACD Signal line.
+// It is used in technical analysis and gives a lagging indicator of momentum.
+type MACDSeries struct {
+	Name        string
+	Style       Style
+	YAxis       YAxisType
+	InnerSeries ValuesProvider
+
+	PrimaryPeriod   int
+	SecondaryPeriod int
+	SignalPeriod    int
+
+	signal *MACDSignalSeries
+	macdl  *MACDLineSeries
+}
+
+// Validate validates the series.
+func (macd MACDSeries) Validate() error {
+	var err error
+	if macd.signal != nil {
+		err = macd.signal.Validate()
+	}
+	if err != nil {
+		return err
+	}
+	if macd.macdl != nil {
+		err = macd.macdl.Validate()
+	}
+	if err != nil {
+		return err
+	}
+	return nil
+}
+
+// GetPeriods returns the primary and secondary periods.
+func (macd MACDSeries) GetPeriods() (w1, w2, sig int) {
+	if macd.PrimaryPeriod == 0 {
+		w1 = DefaultMACDPeriodPrimary
+	} else {
+		w1 = macd.PrimaryPeriod
+	}
+	if macd.SecondaryPeriod == 0 {
+		w2 = DefaultMACDPeriodSecondary
+	} else {
+		w2 = macd.SecondaryPeriod
+	}
+	if macd.SignalPeriod == 0 {
+		sig = DefaultMACDSignalPeriod
+	} else {
+		sig = macd.SignalPeriod
+	}
+	return
+}
+
+// GetName returns the name of the time series.
+func (macd MACDSeries) GetName() string {
+	return macd.Name
+}
+
+// GetStyle returns the line style.
+func (macd MACDSeries) GetStyle() Style {
+	return macd.Style
+}
+
+// GetYAxis returns which YAxis the series draws on.
+func (macd MACDSeries) GetYAxis() YAxisType {
+	return macd.YAxis
+}
+
+// Len returns the number of elements in the series.
+func (macd MACDSeries) Len() int {
+	if macd.InnerSeries == nil {
+		return 0
+	}
+
+	return macd.InnerSeries.Len()
+}
+
+// GetValues gets a value at a given index. For MACD it is the signal value.
+func (macd *MACDSeries) GetValues(index int) (x float64, y float64) {
+	if macd.InnerSeries == nil {
+		return
+	}
+
+	if macd.signal == nil || macd.macdl == nil {
+		macd.ensureChildSeries()
+	}
+
+	_, lv := macd.macdl.GetValues(index)
+	_, sv := macd.signal.GetValues(index)
+
+	x, _ = macd.InnerSeries.GetValues(index)
+	y = lv - sv
+
+	return
+}
+
+func (macd *MACDSeries) ensureChildSeries() {
+	w1, w2, sig := macd.GetPeriods()
+
+	macd.signal = &MACDSignalSeries{
+		InnerSeries:     macd.InnerSeries,
+		PrimaryPeriod:   w1,
+		SecondaryPeriod: w2,
+		SignalPeriod:    sig,
+	}
+
+	macd.macdl = &MACDLineSeries{
+		InnerSeries:     macd.InnerSeries,
+		PrimaryPeriod:   w1,
+		SecondaryPeriod: w2,
+	}
+}
+
+// MACDSignalSeries computes the EMA of the MACDLineSeries.
+type MACDSignalSeries struct {
+	Name        string
+	Style       Style
+	YAxis       YAxisType
+	InnerSeries ValuesProvider
+
+	PrimaryPeriod   int
+	SecondaryPeriod int
+	SignalPeriod    int
+
+	signal *EMASeries
+}
+
+// Validate validates the series.
+func (macds MACDSignalSeries) Validate() error {
+	if macds.signal != nil {
+		return macds.signal.Validate()
+	}
+	return nil
+}
+
+// GetPeriods returns the primary and secondary periods.
+func (macds MACDSignalSeries) GetPeriods() (w1, w2, sig int) {
+	if macds.PrimaryPeriod == 0 {
+		w1 = DefaultMACDPeriodPrimary
+	} else {
+		w1 = macds.PrimaryPeriod
+	}
+	if macds.SecondaryPeriod == 0 {
+		w2 = DefaultMACDPeriodSecondary
+	} else {
+		w2 = macds.SecondaryPeriod
+	}
+	if macds.SignalPeriod == 0 {
+		sig = DefaultMACDSignalPeriod
+	} else {
+		sig = macds.SignalPeriod
+	}
+	return
+}
+
+// GetName returns the name of the time series.
+func (macds MACDSignalSeries) GetName() string {
+	return macds.Name
+}
+
+// GetStyle returns the line style.
+func (macds MACDSignalSeries) GetStyle() Style {
+	return macds.Style
+}
+
+// GetYAxis returns which YAxis the series draws on.
+func (macds MACDSignalSeries) GetYAxis() YAxisType {
+	return macds.YAxis
+}
+
+// Len returns the number of elements in the series.
+func (macds *MACDSignalSeries) Len() int {
+	if macds.InnerSeries == nil {
+		return 0
+	}
+
+	return macds.InnerSeries.Len()
+}
+
+// GetValues gets a value at a given index. For MACD it is the signal value.
+func (macds *MACDSignalSeries) GetValues(index int) (x float64, y float64) {
+	if macds.InnerSeries == nil {
+		return
+	}
+
+	if macds.signal == nil {
+		macds.ensureSignal()
+	}
+	x, _ = macds.InnerSeries.GetValues(index)
+	_, y = macds.signal.GetValues(index)
+	return
+}
+
+func (macds *MACDSignalSeries) ensureSignal() {
+	w1, w2, sig := macds.GetPeriods()
+
+	macds.signal = &EMASeries{
+		InnerSeries: &MACDLineSeries{
+			InnerSeries:     macds.InnerSeries,
+			PrimaryPeriod:   w1,
+			SecondaryPeriod: w2,
+		},
+		Period: sig,
+	}
+}
+
+// Render renders the series.
+func (macds *MACDSignalSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
+	style := macds.Style.InheritFrom(defaults)
+	Draw.LineSeries(r, canvasBox, xrange, yrange, style, macds)
+}
+
+// MACDLineSeries is a series that computes the inner ema1-ema2 value as a series.
+type MACDLineSeries struct {
+	Name        string
+	Style       Style
+	YAxis       YAxisType
+	InnerSeries ValuesProvider
+
+	PrimaryPeriod   int
+	SecondaryPeriod int
+
+	ema1 *EMASeries
+	ema2 *EMASeries
+
+	Sigma float64
+}
+
+// Validate validates the series.
+func (macdl MACDLineSeries) Validate() error {
+	var err error
+	if macdl.ema1 != nil {
+		err = macdl.ema1.Validate()
+	}
+	if err != nil {
+		return err
+	}
+	if macdl.ema2 != nil {
+		err = macdl.ema2.Validate()
+	}
+	if err != nil {
+		return err
+	}
+	if macdl.InnerSeries == nil {
+		return fmt.Errorf("MACDLineSeries: must provide an inner series")
+	}
+	return nil
+}
+
+// GetName returns the name of the time series.
+func (macdl MACDLineSeries) GetName() string {
+	return macdl.Name
+}
+
+// GetStyle returns the line style.
+func (macdl MACDLineSeries) GetStyle() Style {
+	return macdl.Style
+}
+
+// GetYAxis returns which YAxis the series draws on.
+func (macdl MACDLineSeries) GetYAxis() YAxisType {
+	return macdl.YAxis
+}
+
+// GetPeriods returns the primary and secondary periods.
+func (macdl MACDLineSeries) GetPeriods() (w1, w2 int) {
+	if macdl.PrimaryPeriod == 0 {
+		w1 = DefaultMACDPeriodPrimary
+	} else {
+		w1 = macdl.PrimaryPeriod
+	}
+	if macdl.SecondaryPeriod == 0 {
+		w2 = DefaultMACDPeriodSecondary
+	} else {
+		w2 = macdl.SecondaryPeriod
+	}
+	return
+}
+
+// Len returns the number of elements in the series.
+func (macdl *MACDLineSeries) Len() int {
+	if macdl.InnerSeries == nil {
+		return 0
+	}
+
+	return macdl.InnerSeries.Len()
+}
+
+// GetValues gets a value at a given index. For MACD it is the signal value.
+func (macdl *MACDLineSeries) GetValues(index int) (x float64, y float64) {
+	if macdl.InnerSeries == nil {
+		return
+	}
+	if macdl.ema1 == nil && macdl.ema2 == nil {
+		macdl.ensureEMASeries()
+	}
+
+	x, _ = macdl.InnerSeries.GetValues(index)
+
+	_, emav1 := macdl.ema1.GetValues(index)
+	_, emav2 := macdl.ema2.GetValues(index)
+
+	y = emav2 - emav1
+	return
+}
+
+func (macdl *MACDLineSeries) ensureEMASeries() {
+	w1, w2 := macdl.GetPeriods()
+
+	macdl.ema1 = &EMASeries{
+		InnerSeries: macdl.InnerSeries,
+		Period:      w1,
+	}
+	macdl.ema2 = &EMASeries{
+		InnerSeries: macdl.InnerSeries,
+		Period:      w2,
+	}
+}
+
+// Render renders the series.
+func (macdl *MACDLineSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
+	style := macdl.Style.InheritFrom(defaults)
+	Draw.LineSeries(r, canvasBox, xrange, yrange, style, macdl)
+}