# Copyright 2004, 2005, 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::KVO;
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';
use App::Chart::Series::Derived::KVOforce;
use App::Chart::Series::Derived::MACD;
use constant DEBUG => 0;
sub longname { __('KVO - Klinger Volume Oscillator') }
sub shortname { __('KVO') }
sub manual { __p('manual-node','Klinger Volume Oscillator') }
use constant
{ type => 'indicator',
units => 'KVO',
hlines => [ 0 ],
parameter_info => [ { name => __('Fast days'),
key => 'kvo_fast_days',
type => 'float',
minimum => 1,
default => 34,
decimals => 0,
step => 1 },
{ name => __('Slow days'),
key => 'kvo_slow_days',
type => 'float',
minimum => 1,
default => 55,
decimals => 0,
step => 1 },
{ name => __('Trigger'),
key => 'kvo_trigger_days',
type => 'float',
minimum => 1,
default => 13,
decimals => 0,
step => 1 },
{ name => __('Histogram'),
key => 'kvo_histogram',
type => 'boolean',
default => 1 } ],
# FIXME: LineStyle solid for histogram
line_colours => { values => App::Chart::UP_COLOUR(),
trigger => App::Chart::DOWN_COLOUR() },
};
sub new {
my ($class, $parent, $fast_N, $slow_N, $trigger_N, $histogram) = @_;
$fast_N //= parameter_info()->[0]->{'default'};
($fast_N > 0) || croak "KVO bad fast N: $fast_N";
$slow_N //= parameter_info()->[1]->{'default'};
($slow_N > 0) || croak "KVO bad slow N: $slow_N";
$trigger_N //= parameter_info()->[2]->{'default'};
($trigger_N > 0) || croak "KVO bad trigger N: $trigger_N";
$histogram //= parameter_info()->[3]->{'default'};
return $class->SUPER::new
(parent => $parent,
parameters => [ $fast_N, $slow_N, $trigger_N, $histogram ],
arrays => { values => [],
trigger => [],
($histogram ? (histogram => []) : ()),
});
}
sub proc {
my ($class_or_self, $fast_N, $slow_N, $trigger_N, $histogram) = @_;
my $vf_proc = App::Chart::Series::Derived::KVOforce->proc();
my $macd_proc = App::Chart::Series::Derived::MACD->proc
($fast_N, $slow_N, $trigger_N);
return sub {
my ($high, $low, $close, $volume) = @_;
my $vf = $vf_proc->($high, $low, $close, $volume) // return;
return $macd_proc->($vf);
};
}
sub warmup_count_for_position {
my ($self, $lo) = @_;
if (DEBUG) { say "KVO warmup_count_for_position $lo"; }
# MACD warmup
my $macd_warmup_count
= App::Chart::Series::Derived::MACD->warmup_count(@{$self->{'parameters'}});
my $parent = $self->{'parent'};
$lo = $parent->find_before ($lo, $macd_warmup_count);
if (DEBUG) { say " MACD $macd_warmup_count to $lo"; }
return $self->App::Chart::Series::Derived::KVOforce::warmup_count_for_position($lo);
}
sub fill_part {
my ($self, $lo, $hi) = @_;
my $parent = $self->{'parent'};
my $warmup_count = $self->warmup_count_for_position ($lo);
my $start = $parent->find_before ($lo, $warmup_count);
$parent->fill ($start, $hi);
my $p = $parent->values_array;
my $ph = $parent->array('highs') || $p;
my $pl = $parent->array('lows') || $p;
my $pv = $parent->array('volumes') || [];
my $s_values = $self->array('values');
my $s_trigger = $self->array('trigger');
my $s_histogram = $self->array('histogram') || [];
$hi = min ($hi, $#$p);
if ($#$s_values < $hi) { $#$s_values = $hi; } # pre-extend
if ($#$s_trigger < $hi) { $#$s_trigger = $hi; } # pre-extend
if ($#$s_histogram < $hi) { $#$s_histogram = $hi; } # pre-extend
my $proc = $self->proc(@{$self->{'parameters'}});
foreach my $i ($start .. $lo-1) {
my $close = $p->[$i] // next;
$proc->($ph->[$i], $pl->[$i], $close, $pv->[$i]);
}
foreach my $i ($lo .. $hi) {
my $close = $p->[$i] // next;
($s_values->[$i], $s_trigger->[$i], $s_histogram->[$i])
= $proc->($ph->[$i], $pl->[$i], $close, $pv->[$i]);
}
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::KVO -- Klinger volume oscillator
#
# =head1 SYNOPSIS
#
# my $series = $parent->KVO($fast_N, $slow_N, $trigger_N, $histogram);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::SMA>
#
# =cut