# Copyright 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::IMI;
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::Calculation;
use App::Chart::Series::Derived::SMA;
# http://www.prophet.net/learn/taglossary.jsp?index=I
# Description.
#
# http://www.fmlabs.com/reference/IMI.htm
# Formula, brief description.
sub longname { __('IMI - Intraday Momentum Index') }
sub shortname { __('IMI') }
sub manual { __p('manual-node','Intraday Momentum Index') }
use constant
{ type => 'indicator',
units => 'percentage',
minimum => 0,
maximum => 100,
hlines => [ 30, 70 ],
parameter_info => [ { name => __('Days'),
key => 'imi_days',
type => 'integer',
minimum => 1,
default => 14 } ],
};
sub new {
my ($class, $parent, $N) = @_;
$N //= parameter_info()->[0]->{'default'};
($N > 0) || croak "IMI bad N: $N";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
# Return a procedure which calculates an intraday momentum index over an
# accumulated window of $N values.
#
# Each call $proc->($open, $close) enters a new point into the window, and
# the return is the intraday momentum index up to (and including) that
# point. If there's no value the return is undef, which can happen if every
# day has $open==$close.
#
# To prime the window initially, call $proc with $N-1 many points preceding
# the first desired.
#
sub proc {
my ($class_or_self, $N) = @_;
my $num_proc = App::Chart::Series::Calculation->sum ($N);
my $den_proc = App::Chart::Series::Calculation->sum ($N);
return sub {
my ($open, $close) = @_;
if (! defined $open) { return undef; }
my $num = $num_proc->($close > $open ? $close - $open : 0);
my $den = $den_proc->(abs ($open - $close));
return ($den == 0 ? undef : 100 * $num / $den);
};
}
*warmup_count = \&App::Chart::Series::Derived::SMA::warmup_count; # $N-1
sub fill_part {
my ($self, $lo, $hi) = @_;
my $parent = $self->{'parent'};
my $warmup_count = $self->warmup_count_for_position ($lo);
my $start = $parent->find_before ($lo, $warmup_count);
$parent->fill ($lo, $hi);
my $pc = $parent->values_array;
my $po = $parent->array('opens') || [];
my $s = $self->values_array;
$hi = min ($hi, $#$pc);
if ($#$s < $hi) { $#$s = $hi; } # pre-extend
my $proc = $self->proc(@{$self->{'parameters'}});
foreach my $i ($start .. $lo-1) {
my $close = $pc->[$i] // next;
$proc->($po->[$i], $close)
}
foreach my $i ($lo .. $hi) {
my $close = $pc->[$i] // next;
$s->[$i] = ($proc->($po->[$i], $close) // next);
}
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::IMI -- intraday momentum index
#
# =head1 SYNOPSIS
#
# my $series = $parent->IMI($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>
#
# =cut