# 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::WilliamsR;
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::SMA;
sub longname { __('Williams %R') }
sub shortname { __('%R') }
sub manual { __p('manual-node','Williams %R') }
use constant
{ type => 'indicator',
units => 'negative_percentage',
minimum => -100,
maximum => 0,
hlines => [-20, -80],
parameter_info => [ { name => __('Days'),
key => 'williams_r_days',
type => 'integer',
minimum => 1,
default => 10 } ],
};
sub new {
my ($class, $parent, $N) = @_;
$N //= parameter_info()->[0]->{'default'};
($N > 0) || croak "WilliamsR bad N: $N";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N ],
arrays => { values => [] },
array_aliases => { });
}
*warmup_count = \&App::Chart::Series::Derived::SMA::warmup_count; # $N-1
sub proc {
my ($class_or_self, $N) = @_;
my @h;
my @l;
return sub {
my ($high, $low, $close) = @_;
unshift @h, $high // $close;
unshift @l, $low // $close;
if (@h > $N) {
pop @h;
pop @l;
}
my $highhigh = List::Util::max (@h);
my $lowlow = List::Util::min (@l);
my $range = $highhigh - $lowlow;
return ($range == 0 ? -50 : 100 * ($close - $highhigh) / $range);
};
}
sub fill_part {
my ($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 $s = $self->values_array;
$hi = min ($hi, $#$p);
if ($#$s < $hi) { $#$s = $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);
}
foreach my $i ($lo .. $hi) {
my $close = $p->[$i] // next;
$s->[$i] = $proc->($ph->[$i], $pl->[$i], $close);
}
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::WilliamsR -- Williams %R indicator
#
# =head1 SYNOPSIS
#
# my $series = $parent->WilliamsR($N);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>
#
# =cut