financechart.php

一个绝对棒的报表绘图软件

    #/ <param name="period">The period to compute the indicator.</param>
    #/ <param name="color">The color of the indicator line.</param>
    #/ <returns>The XYChart object representing the chart created.</returns>
    function addAroonOsc($height, $period, $color) {
        $label = "Aroon Oscillator ($period)";
        $tmpArrayMath1 = new ArrayMath($this->computeAroonUp($period));
        $tmpArrayMath1->sub($this->computeAroonDn($period));
        $c = $this->addLineIndicator($height, $tmpArrayMath1->result(), $color, $label);
        $c->yAxis->setLinearScale(-100, 100);
        return $c;
    }

    function computeTrueRange() {
        $tmpArrayMath1 = new ArrayMath($this->m_closeData);
        $tmpArrayMath1->shift();
        $previousClose = $tmpArrayMath1->result();
        $tmpArrayMath1 = new ArrayMath($this->m_highData);
        $tmpArrayMath1->sub($this->m_lowData);
        $ret = $tmpArrayMath1->result();
        $temp = 0;

        for($i = 0; $i < count($this->m_highData); ++$i) {
            if (($ret[$i] != NoValue) && ($previousClose[$i] != NoValue)) {
                $temp = abs($this->m_highData[$i] - $previousClose[$i]);
                if ($temp > $ret[$i]) {
                    $ret[$i] = $temp;
                }
                $temp = abs($previousClose[$i] - $this->m_lowData[$i]);
                if ($temp > $ret[$i]) {
                    $ret[$i] = $temp;
                }
            }
        }

        return $ret;
    }

    #/ <summary>
    #/ Add an Average Directional Index indicators chart.
    #/ </summary>
    #/ <param name="height">The height of the indicator chart in pixels.</param>
    #/ <param name="period">The period to compute the indicator.</param>
    #/ <param name="posColor">The color of the Positive Directional Index line.</param>
    #/ <param name="negColor">The color of the Negatuve Directional Index line.</param>
    #/ <param name="color">The color of the Average Directional Index line.</param>
    #/ <returns>The XYChart object representing the chart created.</returns>
    function addADX($height, $period, $posColor, $negColor, $color) {
        #pos/neg directional movement
        $tmpArrayMath1 = new ArrayMath($this->m_highData);
        $tmpArrayMath1->delta();
        $pos = $tmpArrayMath1->selectGTZ();
        $tmpArrayMath1 = new ArrayMath($this->m_lowData);
        $tmpArrayMath1->delta();
        $tmpArrayMath1->mul(-1);
        $neg = $tmpArrayMath1->selectGTZ();
        $tmpArrayMath1 = new ArrayMath($pos->result());
        $tmpArrayMath1->sub($neg->result());
        $delta = $tmpArrayMath1->result();
        $pos->selectGTZ($delta);
        $neg->selectLTZ($delta);

        #pos/neg directional index
        $tr = $this->computeTrueRange();
        $financeDivObj = $pos->financeDiv($tr, 0.25);
        $mulObj = $financeDivObj->mul(100);
        $mulObj->expAvg(2.0 / ($period + 1));
        $financeDivObj = $neg->financeDiv($tr, 0.25);
        $mulObj = $financeDivObj->mul(100);
        $mulObj->expAvg(2.0 / ($period + 1));

        #directional movement index ??? what happen if division by zero???
        $tmpArrayMath1 = new ArrayMath($pos->result());
        $tmpArrayMath1->add($neg->result());
        $totalDM = $tmpArrayMath1->result();
        $tmpArrayMath1 = new ArrayMath($pos->result());
        $tmpArrayMath1->sub($neg->result());
        $tmpArrayMath1->abs();
        $tmpArrayMath1->financeDiv($totalDM, 0);
        $tmpArrayMath1->mul(100);
        $dx = $tmpArrayMath1->expAvg(2.0 / ($period + 1));

        $c = $this->addIndicator($height);
        $label1 = "+DI ($period)";
        $label2 = "-DI ($period)";
        $label3 = "ADX ($period)";
        $this->addLineIndicator2($c, $pos->result(), $posColor, $label1);
        $this->addLineIndicator2($c, $neg->result(), $negColor, $label2);
        $this->addLineIndicator2($c, $dx->result(), $color, $label3);
        return $c;
    }

    #/ <summary>
    #/ Add an Average True Range indicators chart.
    #/ </summary>
    #/ <param name="height">The height of the indicator chart in pixels.</param>
    #/ <param name="period">The period to compute the indicator.</param>
    #/ <param name="color1">The color of the True Range line.</param>
    #/ <param name="color2">The color of the Average True Range line.</param>
    #/ <returns>The XYChart object representing the chart created.</returns>
    function addATR($height, $period, $color1, $color2) {
        $trueRange = $this->computeTrueRange();
        $c = $this->addLineIndicator($height, $trueRange, $color1, "True Range");
        $label = "Average True Range ($period)";
        $tmpArrayMath1 = new ArrayMath($trueRange);
        $tmpArrayMath1->expAvg(2.0 / ($period + 1));
        $this->addLineIndicator2($c, $tmpArrayMath1->result(), $color2, $label);
        return $c;
    }

    #/ <summary>
    #/ Add a Bollinger Band Width indicator chart.
    #/ </summary>
    #/ <param name="height">The height of the indicator chart in pixels.</param>
    #/ <param name="period">The period to compute the indicator.</param>
    #/ <param name="width">The band width to compute the indicator.</param>
    #/ <param name="color">The color of the indicator line.</param>
    #/ <returns>The XYChart object representing the chart created.</returns>
    function addBollingerWidth($height, $period, $width, $color) {
        $label = "Bollinger Width ($period, $width)";
        $tmpArrayMath1 = new ArrayMath($this->m_closeData);
        $tmpArrayMath1->movStdDev($period);
        $tmpArrayMath1->mul($width * 2);
        return $this->addLineIndicator($height, $tmpArrayMath1->result(), $color, $label);
    }

    #/ <summary>
    #/ Add a Community Channel Index indicator chart.
    #/ </summary>
    #/ <param name="height">The height of the indicator chart in pixels.</param>
    #/ <param name="period">The period to compute the indicator.</param>
    #/ <param name="color">The color of the indicator line.</param>
    #/ <param name="range">The distance beween the middle line and the upper and lower threshold lines.</param>
    #/ <param name="upColor">The fill color when the indicator exceeds the upper threshold line.</param>
    #/ <param name="downColor">The fill color when the indicator falls below the lower threshold line.</param>
    #/ <returns>The XYChart object representing the chart created.</returns>
    function addCCI($height, $period, $color, $range, $upColor, $downColor) {
        #typical price
        $tmpArrayMath1 = new ArrayMath($this->m_highData);
        $tmpArrayMath1->add($this->m_lowData);
        $tmpArrayMath1->add($this->m_closeData);
        $tmpArrayMath1->div(3);
        $tp = $tmpArrayMath1->result();

        #simple moving average of typical price
        $tmpArrayMath1 = new ArrayMath($tp);
        $tmpArrayMath1->movAvg($period);
        $smvtp = $tmpArrayMath1->result();

        #compute mean deviation
        $movMeanDev = array_pad(array(), count($smvtp), 0);
        for($i = 0; $i < count($smvtp); ++$i) {
            $avg = $smvtp[$i];
            if ($avg == NoValue) {
                $movMeanDev[$i] = NoValue;
            } else {
                $currentIndex = $i;
                $count = $period - 1;
                $acc = 0;

                while (($count > 0) && ($currentIndex >= $count)) {
                    $currentIndex = $currentIndex - 1;
                    $currentValue = $tp[$currentIndex];
                    if ($currentValue != NoValue) {
                        $count = $count - 1;
                        $acc = $acc + abs($avg - $currentValue);
                    }
                }

                if ($count > 0) {
                    $movMeanDev[$i] = NoValue;
                } else {
                    $movMeanDev[$i] = $acc / $period;
                }
            }
        }

        $c = $this->addIndicator($height);
        $label = "CCI ($period)";
        $tmpArrayMath1 = new ArrayMath($tp);
        $tmpArrayMath1->sub($smvtp);
        $tmpArrayMath1->financeDiv($movMeanDev, 0);
        $tmpArrayMath1->div(0.015);
        $layer = $this->addLineIndicator2($c, $tmpArrayMath1->result(), $color, $label);
        $this->addThreshold($c, $layer, $range, $upColor, -$range, $downColor);
        return $c;
    }

    #/ <summary>
    #/ Add a Chaikin Money Flow indicator chart.
    #/ </summary>
    #/ <param name="height">The height of the indicator chart in pixels.</param>
    #/ <param name="period">The period to compute the indicator.</param>
    #/ <param name="color">The color of the indicator line.</param>
    #/ <returns>The XYChart object representing the chart created.</returns>
    function addChaikinMoneyFlow($height, $period, $color) {
        $tmpArrayMath1 = new ArrayMath($this->m_highData);
        $tmpArrayMath1->sub($this->m_lowData);
        $range = $tmpArrayMath1->result();
        $tmpArrayMath1 = new ArrayMath($this->m_volData);
        $tmpArrayMath1->movAvg($period);
        $volAvg = $tmpArrayMath1->result();
        $label = "Chaikin Money Flow ($period)";
        $tmpArrayMath1 = new ArrayMath($this->m_closeData);
        $tmpArrayMath1->mul(2);
        $tmpArrayMath1->sub($this->m_lowData);
        $tmpArrayMath1->sub($this->m_highData);
        $tmpArrayMath1->mul($this->m_volData);
        $tmpArrayMath1->financeDiv($range, 0);
        $tmpArrayMath1->movAvg($period);
        $tmpArrayMath1->financeDiv($volAvg, 0);
        return $this->addBarIndicator($height, $tmpArrayMath1->result(), $color, $label);
    }

    #/ <summary>
    #/ Add a Chaikin Oscillator indicator chart.
    #/ </summary>
    #/ <param name="height">The height of the indicator chart in pixels.</param>
    #/ <param name="color">The color of the indicator line.</param>
    #/ <returns>The XYChart object representing the chart created.</returns>
    function addChaikinOscillator($height, $color) {
        #first compute acc/dist line
        $tmpArrayMath1 = new ArrayMath($this->m_highData);
        $tmpArrayMath1->sub($this->m_lowData);
        $range = $tmpArrayMath1->result();
        $tmpArrayMath1 = new ArrayMath($this->m_closeData);
        $tmpArrayMath1->mul(2);
        $tmpArrayMath1->sub($this->m_lowData);
        $tmpArrayMath1->sub($this->m_highData);
        $tmpArrayMath1->mul($this->m_volData);
        $tmpArrayMath1->financeDiv($range, 0);
        $tmpArrayMath1->acc();
        $accdist = $tmpArrayMath1->result();

        #chaikin osc = exp3(accdist) - exp10(accdist)
        $tmpArrayMath1 = new ArrayMath($accdist);
        $tmpArrayMath1->expAvg(2.0 / (11));
        $expAvg10 = $tmpArrayMath1->result();
        $tmpArrayMath1 = new ArrayMath($accdist);
        $tmpArrayMath1->expAvg(2.0 / (4));
        $tmpArrayMath1->sub($expAvg10);
        return $this->addLineIndicator($height, $tmpArrayMath1->result(), $color,
            "Chaikin Oscillator");
    }

    #/ <summary>
    #/ Add a Chaikin Volatility indicator chart.
    #/ </summary>
    #/ <param name="height">The height of the indicator chart in pixels.</param>
    #/ <param name="period1">The period to smooth the range.</param>
    #/ <param name="period2">The period to compute the rate of change of the smoothed range.</param>
    #/ <param name="color">The color of the indicator line.</param>
    #/ <returns>The XYChart object representing the chart created.</returns>
    function addChaikinVolatility($height, $period1, $period2, $color) {
        $label = "Chaikin Volatility ($period1, $period2)";
        $tmpArrayMath1 = new ArrayMath($this->m_highData);
        $tmpArrayMath1->sub($this->m_lowData);
        $tmpArrayMath1->expAvg(2.0 / ($period1 + 1));
        $tmpArrayMath1->rate($period2);
        $tmpArrayMath1->sub(1);
        $tmpArrayMath1->mul(100);
        return $this->addLineIndicator($height, $tmpArrayMath1->result(), $color, $label);
    }

    #/ <summary>
    #/ Add a Close Location Value indicator chart.
    #/ </summary>
    #/ <param name="height">The height of the indicator chart in pixels.</param>
    #/ <param name="color">The color of the indicator line.</param>
    #/ <returns>The XYChart object representing the chart created.</returns>
    function addCLV($height, $color) {
        #Close Location Value = ((C - L) - (H - C)) / (H - L)
        $tmpArrayMath1 = new ArrayMath($this->m_highData);
        $tmpArrayMath1->sub($this->m_lowData);
        $range = $tmpArrayMath1->result();
        $tmpArrayMath1 = new ArrayMath($this->m_closeData);
        $tmpArrayMath1->mul(2);
        $tmpArrayMath1->sub($this->m_lowData);
        $tmpArrayMath1->sub($this->m_highData);
        $tmpArrayMath1->financeDiv($range, 0);
        return $this->addLineIndicator($height, $tmpArrayMath1->result(), $color,
            "Close Location Value");
    }

    #/ <summary>
    #/ Add a Detrended Price Oscillator indicator chart.
    #/ </summary>
    #/ <param name="height">The height of the indicator chart in pixels.</param>
    #/ <param name="period">The period to compute the indicator.</param>
    #/ <param name="color">The color of