# Copyright 2003, 2004, 2005, 2006, 2007, 2008, 2009 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::OBV;
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 constant DEBUG => 0;
sub longname { __('OBV - On-balance Volume') }
sub shortname { __('OBV') }
sub manual { __p('manual-node','On-Balance Volume') }
use constant
{ type => 'indicator',
units => 'OBV',
};
sub new {
my ($class, $parent) = @_;
return $class->SUPER::new
(parent => $parent,
arrays => { values => [] },
array_aliases => { });
}
sub proc {
my ($self) = @_;
my $parent = $self->parent;
my $pv = $parent->array('volumes') || [];
sub {
my ($i, $value, $i_prev, $value_prev) = @_;
my $volume = $pv->[$i] // 0;
return ($value <=> $value_prev) * $volume;
};
}
sub fill_part {
my ($self, $lo, $hi) = @_;
my $parent = $self->{'parent'};
$parent->fill ($lo-1, $hi+1);
my $p = $parent->values_array;
my $s = $self->values_array;
$hi = min ($hi, $#$p);
if ($#$s < $hi) { $#$s = $hi; } # pre-extend
my $multiply = (($self->{'accumulate'}||'') eq 'multiply');
my $acc_forward = \&List::Util::sum;
my $acc_backward = \&_sub;
if ($multiply) {
$acc_forward = \&_mul;
$acc_backward = \&_div;
}
my $lo_done = ($self->{'lo_done'} //= do {
my $i;
if (do { $i = $parent->find_after($lo-1,1);
defined $p->[$i] }
|| do { $i = $parent->find_before($lo+1,1);
defined $p->[$i]
}) {
if (DEBUG) { print " start at $i with acc==0\n"; }
$s->[$i] = ($multiply ? 100 : 0);
$i;
} else {
if (DEBUG) { print " no values at all in parent\n"; }
$self->{'hi_done'} = $parent->hi;
0
}
});
my $hi_done = ($self->{'hi_done'} //= $lo_done);
my $proc = $self->proc (@{$self->{'parameters'}});
# extend $hi_done to $hi
if ($hi > $hi_done) {
if (DEBUG) { print " extend forward from $hi_done to $hi\n"; }
my $i_prev = $parent->find_before ($hi_done+1, 1);
my $acc = $s->[$i_prev];
my $value_prev = $p->[$i_prev];
for (my $i = $i_prev + 1; $i <= $hi; $i++) {
my $value = $p->[$i] // next;
$s->[$i] = ($acc = $acc_forward->
($acc, $proc->($i, $value, $i_prev, $value_prev)));
$value_prev = $value;
$i_prev = $i;
}
$self->{'hi_done'} = $hi;
}
# extend $lo_done to $lo
if ($lo < $lo_done) {
if (DEBUG) { print " extend backward from $lo_done to $lo\n"; }
my $i = $parent->find_after ($lo_done-1, 1);
my $acc = $s->[$i];
my $value = $p->[$i];
for (my $i_prev = $i - 1; $i_prev >= $lo; $i_prev--) {
my $value_prev = $p->[$i_prev] // next;
$s->[$i_prev] = ($acc = $acc_backward->
($acc, $proc->($i, $value, $i_prev, $value_prev)));
$i = $i_prev;
$value = $value_prev;
}
$self->{'lo_done'} = $hi;
}
}
sub _sub { $_[0] - $_[1] }
sub _mul { $_[0] * $_[1] }
sub _div { $_[0] / ($_[1]||1) }
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::OBV -- on-balance volume indicator
#
# =head1 SYNOPSIS
#
# my $series = $parent->OBV;
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>, L<App::Chart::Series::Derived::Volume>
#
# =cut