/* *
 *
 *  (c) 2010-2021 Paweł Dalek
 *
 *  Volume Weighted Average Price (VWAP) indicator for Highstock
 *
 *  License: www.highcharts.com/license
 *
 *  !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
 *
 * */
'use strict';
var __extends = (this && this.__extends) || (function () {
    var extendStatics = function (d, b) {
        extendStatics = Object.setPrototypeOf ||
            ({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
            function (d, b) { for (var p in b) if (b.hasOwnProperty(p)) d[p] = b[p]; };
        return extendStatics(d, b);
    };
    return function (d, b) {
        extendStatics(d, b);
        function __() { this.constructor = d; }
        d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
    };
})();
import SeriesRegistry from '../../../Core/Series/SeriesRegistry.js';
var SMAIndicator = SeriesRegistry.seriesTypes.sma;
import U from '../../../Core/Utilities.js';
var error = U.error, isArray = U.isArray, merge = U.merge;
/* *
 *
 * Class
 *
 * */
/**
 * The Volume Weighted Average Price (VWAP) series type.
 *
 * @private
 * @class
 * @name Highcharts.seriesTypes.vwap
 *
 * @augments Highcharts.Series
 */
var VWAPIndicator = /** @class */ (function (_super) {
    __extends(VWAPIndicator, _super);
    function VWAPIndicator() {
        var _this = _super !== null && _super.apply(this, arguments) || this;
        /* *
         *
         *  Properties
         *
         * */
        _this.data = void 0;
        _this.points = void 0;
        _this.options = void 0;
        return _this;
    }
    /* *
     *
     *  Functions
     *
     * */
    VWAPIndicator.prototype.getValues = function (series, params) {
        var indicator = this, chart = series.chart, xValues = series.xData, yValues = series.yData, period = params.period, isOHLC = true, volumeSeries;
        // Checks if volume series exists
        if (!(volumeSeries = (chart.get(params.volumeSeriesID)))) {
            error('Series ' +
                params.volumeSeriesID +
                ' not found! Check `volumeSeriesID`.', true, chart);
            return;
        }
        // Checks if series data fits the OHLC format
        if (!(isArray(yValues[0]))) {
            isOHLC = false;
        }
        return indicator.calculateVWAPValues(isOHLC, xValues, yValues, volumeSeries, period);
    };
    /**
     * Main algorithm used to calculate Volume Weighted Average Price (VWAP)
     * values
     * @private
     * @param {boolean} isOHLC - says if data has OHLC format
     * @param {Array<number>} xValues - array of timestamps
     * @param {Array<number|Array<number,number,number,number>>} yValues -
     * array of yValues, can be an array of a four arrays (OHLC) or array of
     * values (line)
     * @param {Array<*>} volumeSeries - volume series
     * @param {number} period - number of points to be calculated
     * @return {object} - Object contains computed VWAP
     **/
    VWAPIndicator.prototype.calculateVWAPValues = function (isOHLC, xValues, yValues, volumeSeries, period) {
        var volumeValues = volumeSeries.yData, volumeLength = volumeSeries.xData.length, pointsLength = xValues.length, cumulativePrice = [], cumulativeVolume = [], xData = [], yData = [], VWAP = [], commonLength, typicalPrice, cPrice, cVolume, i, j;
        if (pointsLength <= volumeLength) {
            commonLength = pointsLength;
        }
        else {
            commonLength = volumeLength;
        }
        for (i = 0, j = 0; i < commonLength; i++) {
            // Depending on whether series is OHLC or line type, price is
            // average of the high, low and close or a simple value
            typicalPrice = isOHLC ?
                ((yValues[i][1] + yValues[i][2] +
                    yValues[i][3]) / 3) :
                yValues[i];
            typicalPrice *= volumeValues[i];
            cPrice = j ?
                (cumulativePrice[i - 1] + typicalPrice) :
                typicalPrice;
            cVolume = j ?
                (cumulativeVolume[i - 1] + volumeValues[i]) :
                volumeValues[i];
            cumulativePrice.push(cPrice);
            cumulativeVolume.push(cVolume);
            VWAP.push([xValues[i], (cPrice / cVolume)]);
            xData.push(VWAP[i][0]);
            yData.push(VWAP[i][1]);
            j++;
            if (j === period) {
                j = 0;
            }
        }
        return {
            values: VWAP,
            xData: xData,
            yData: yData
        };
    };
    /**
     * Volume Weighted Average Price indicator.
     *
     * This series requires `linkedTo` option to be set.
     *
     * @sample stock/indicators/vwap
     *         Volume Weighted Average Price indicator
     *
     * @extends      plotOptions.sma
     * @since        6.0.0
     * @product      highstock
     * @requires     stock/indicators/indicators
     * @requires     stock/indicators/vwap
     * @optionparent plotOptions.vwap
     */
    VWAPIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
        /**
         * @excluding index
         */
        params: {
            period: 30,
            /**
             * The id of volume series which is mandatory. For example using
             * OHLC data, volumeSeriesID='volume' means the indicator will be
             * calculated using OHLC and volume values.
             */
            volumeSeriesID: 'volume'
        }
    });
    return VWAPIndicator;
}(SMAIndicator));
SeriesRegistry.registerSeriesType('vwap', VWAPIndicator);
/* *
 *
 *  Default Export
 *
 * */
export default VWAPIndicator;
/**
 * A `Volume Weighted Average Price (VWAP)` series. If the
 * [type](#series.vwap.type) option is not specified, it is inherited from
 * [chart.type](#chart.type).
 *
 * @extends   series,plotOptions.vwap
 * @since     6.0.0
 * @product   highstock
 * @excluding dataParser, dataURL
 * @requires  stock/indicators/indicators
 * @requires  stock/indicators/vwap
 * @apioption series.vwap
 */
''; // to include the above in the js output
