# Copyright 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 <http://www.gnu.org/licenses/>.
package App::Chart::Series::Derived::GAPO;
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';
# http://trader.online.pl/MSZ/e-w-Gopalakrishnan_Range_Index_GAPO.html
# Formula, sample chart for WIG something.
#
# http://www.tradingsolutions.com/download/tip0105.zip
# Formula.
#
# http://www.traders.com/Documentation/FEEDbk_docs/Archive/012001/TradersTips/TradersTips.html
# Traders tips formulas for several packages. Small sample chart of
# ^IXIC nasdaq composite for 2000.
#
# http://www.traders.com/Documentation/FEEDbk_docs/Archive/012001/Abstracts_new/Jayanthi/Jayanthi.html
# First few paras of article.
#
# http://store.traders.com/v19114gopran.html
# Article for sale, first para only.
sub longname { __('GAPO') }
*shortname = \&longname;
sub manual { __p('manual-node','Gopalakrishnan Range Index') }
use constant
{ type => 'indicator',
priority => -10,
minimum => 0,
hlines => [ 0 ],
parameter_info => [ { name => __('Days'),
key => 'gapo_days',
type => 'integer',
minimum => 1,
default => 5 } ],
};
sub maximum {
my ($self) = @_;
if (defined $self) {
return log ($self->{'N'});
} else {
return undef;
}
}
sub new {
my ($class, $parent, $N) = @_;
$N //= parameter_info()->[0]->{'default'};
($N > 0) || croak "GAPO bad N: $N";
return $class->SUPER::new
(parent => $parent,
N => $N,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
sub fill_part {
my ($self, $lo, $hi) = @_;
my $parent = $self->{'parent'};
my $N = $self->{'N'};
my $start = $parent->find_before ($lo, $N-1);
$parent->fill ($lo, $hi);
my $pp = $parent->values_array;
my $ph = $parent->array('highs') || $pp;
my $pl = $parent->array('lows') || $pp;
my $s = $self->values_array;
$hi = min ($hi, $#$pp);
if ($#$s < $hi) { $#$s = $hi; } # pre-extend
my @h;
my @l;
foreach my $i ($start .. $lo-1) {
my $value = $pp->[$i] // next;
unshift @h, $ph->[$i] // $value;
unshift @l, $pl->[$i] // $value;
}
my $scale = 1 / log(scalar @h);
foreach my $i ($lo .. $hi) {
my $value = $pp->[$i] // next;
if (@h >= $N) {
# drop old
pop @h;
pop @l;
} else {
# gain new point, update scale
$scale = 1 / log(scalar @h);
}
unshift @h, $ph->[$i] // $value;
unshift @l, $pl->[$i] // $value;
my $highhigh = max (@h);
my $lowlow = min (@l);
my $range = $highhigh - $lowlow;
$s->[$i] = log ($range) * $scale;
}
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::GAPO -- Gopalakrishnan range index
#
# =head1 SYNOPSIS
#
# my $series = $parent->GAPO($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>
#
# =cut