# Copyright 2007, 2009, 2011 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::Kirshenbaum;
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::Bollinger;
use App::Chart::Series::Derived::EMA;
use App::Chart::Series::Derived::LinRegStderr;
sub longname { __('Kirshenbaum Bands') }
sub shortname { __('Kirshenbaum') }
sub manual { __p('manual-node','Kirshenbaum Bands') }
use constant
{ type => 'average',
parameter_info => [ { name => __('Days'),
key => 'kirshenbaum_days',
type => 'integer',
minimum => 1,
default => 20 },
{ name => __('Stderrs'),
key => 'kirshenbaum_stderrs',
type => 'float',
default => 1.75,
decimals => 2,
step => 0.25,
minimum => 0 }],
line_colours => { upper => App::Chart::BAND_COLOUR(),
lower => App::Chart::BAND_COLOUR() },
};
sub new {
my ($class, $parent, $N, $stderr_factor) = @_;
$N //= parameter_info()->[0]->{'default'};
($N > 0) || croak "Kirshenbaum bad N: $N";
$stderr_factor //= parameter_info()->[1]->{'default'};
return $class->SUPER::new
(parent => $parent,
parameters => [ $N, $stderr_factor ],
arrays => { middle => [],
upper => [],
lower => [] },
array_aliases => { values => 'middle' });
}
sub proc {
my ($class_or_self, $N, $stderr_factor) = @_;
my $ema_proc = App::Chart::Series::Derived::EMA->proc($N);
my $stderr_proc = App::Chart::Series::Derived::LinRegStderr->proc($N);
return sub {
my ($value) = @_;
my $ema = $ema_proc->($value);
my $stderr = $stderr_proc->($value) * $stderr_factor;
return ($ema, $ema + $stderr, $ema - $stderr);
};
}
sub warmup_count {
my ($self_or_class, $N, $stderr_factor) = @_;
return max (App::Chart::Series::Derived::EMA->warmup_count($N),
App::Chart::Series::Derived::LinRegStderr->warmup_count($N));
}
*fill_part = \&App::Chart::Series::Derived::Bollinger::fill_part;
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::Kirshenbaum -- kirshenbaum bands
#
# =head1 SYNOPSIS
#
# my $series = $parent->Kirshenbaum($N);
# my $series = $parent->Kirshenbaum($N, $stderr_factor);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::SMA>
#
# =cut