Feature #15138, added test and algorithm for OBV.

samples/unit-tests/indicator-obv/recalculations/demo.details

@@ -0,0 +1,6 @@
+---
+ resources:
+   - https://code.jquery.com/qunit/qunit-2.0.1.js
+   - https://code.jquery.com/qunit/qunit-2.0.1.css
+ js_wrap: b
+...

samples/unit-tests/indicator-obv/recalculations/demo.html

@@ -0,0 +1,9 @@
+<script src="https://code.highcharts.com/stock/highstock.js"></script>
+<script src="https://code.highcharts.com/stock/indicators/indicators.js"></script>
+<script src="https://code.highcharts.com/stock/indicators/obv.js"></script>
+
+<div id="qunit"></div>
+<div id="qunit-fixture"></div>
+
+
+<div id="container" style="width: 600px; margin: 0 auto;"></div>

samples/unit-tests/indicator-obv/recalculations/demo.js

@@ -0,0 +1,79 @@
+QUnit.test('Test RSI calculations on data updates.', function (assert) {
+    const chart = Highcharts.stockChart('container', {
+        yAxis: [{
+            height: '60%'
+        }, {
+            height: '20%',
+            top: '60%'
+        }, {
+            height: '20%',
+            top: '80%'
+        }],
+        series: [{
+            id: 'main',
+            data: [
+                [1552311000000, 10],
+                [1552397400000, 10.15],
+                [1552483800000, 10.17],
+                [1552570200000, 10.13],
+                [1552656600000, 10.11],
+                [1552915800000, 10.15],
+                [1553002200000, 10.20],
+                [1553088600000, 10.20],
+                [1553175000000, 10.22]
+            ]
+        }, {
+            type: 'column',
+            id: 'volume',
+            yAxis: 1,
+            data: [
+                [1552311000000, 25200],
+                [1552397400000, 30000],
+                [1552483800000, 25600],
+                [1552570200000, 32000],
+                [1552656600000, 23000],
+                [1552915800000, 40000],
+                [1553002200000, 36000],
+                [1553088600000, 20500],
+                [1553175000000, 23000]
+            ]
+        }, {
+            volumeSeriesID: 'volume',
+            type: 'obv',
+            linkedTo: 'main',
+            yAxis: 2
+        }]
+    });
+
+    assert.strictEqual(
+        chart.series[0].points.length,
+        chart.series[1].points.length,
+        'OBV should have the same amount of points as the main series.'
+    );
+
+    chart.series[0].addPoint([1553261400000, 10.21], false);
+    chart.series[1].addPoint([1553261400000, 27500]);
+
+    assert.strictEqual(
+        chart.series[0].points.length,
+        chart.series[1].points.length,
+        'OBV should have the same amount of points as the main series after adding point.'
+    );
+
+    assert.deepEqual(
+        chart.series[2].yData,
+        [
+            0,
+            30000,
+            55600,
+            23600,
+            600,
+            40600,
+            76600,
+            76600,
+            99600,
+            72100
+        ],
+        'Correct values'
+    );
+});

test/ts-node-unit-tests/tests/modules.test.ts

@@ -240,6 +240,7 @@ export function testStockIndicators() {
         'mfi',
         'momentum',
         'natr',
+        'obv',
         'pivotpoints',
         'ppo',
         'pc',

ts/Stock/Indicators/OBV/OBVIndicator.ts

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+/* *
+ *
+ *  License: www.highcharts.com/license
+ *
+ *  !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
+ *
+ * */
+
+'use strict';
+
+import type {
+    OBVOptions,
+    OBVParamsOptions
+} from './OBVOptions';
+import type OBVPoint from './OBVPoint';
+import type IndicatorValuesObject from '../IndicatorValuesObject';
+import type LineSeries from '../../../Series/Line/LineSeries';
+import SeriesRegistry from '../../../Core/Series/SeriesRegistry.js';
+import Series from '../../../Core/Series/Series';
+const {
+    seriesTypes: {
+        sma: SMAIndicator
+    }
+} = SeriesRegistry;
+import U from '../../../Core/Utilities.js';
+const {
+    isNumber,
+    merge
+} = U;
+
+/**
+ * The OBV series type.
+ *
+ * @private
+ * @class
+ * @name Highcharts.seriesTypes.obv
+ *
+ * @augments Highcharts.Series
+ */
+class OBVIndicator extends SMAIndicator {
+    /**
+     * On-Balance Volume (OBV) technical indicator. This series
+     * requires the `linkedTo` option to be set and should be loaded after
+     * the `stock/indicators/indicators.js` file.
+     *
+     * @sample stock/indicators/obv
+     *         OBV indicator
+     *
+     * @extends      plotOptions.sma
+     * @since        next
+     * @product      highstock
+     * @requires     stock/indicators/indicators
+     * @requires     stock/indicators/obv
+     * @optionparent plotOptions.obv
+     */
+    public static defaultOptions: OBVOptions = merge(SMAIndicator.defaultOptions, {
+        params: {
+            volumeSeriesID: 'volume'
+        }
+    } as OBVOptions);
+
+    /* *
+     *
+     *  Properties
+     *
+     * */
+
+    public data: Array<OBVPoint> = void 0 as any;
+    public points: Array<OBVPoint> = void 0 as any;
+    public options: OBVOptions = void 0 as any;
+
+    /* *
+     *
+     *  Functions
+     *
+     * */
+
+    public getCloseValues(
+        yVal: Array<number> | Array<Array<number>>
+    ): Array<number> {
+        const index: number = 3; // take close value
+        let values: Array<number>;
+
+        if (isNumber(yVal[0])) {
+            // For line series.
+            values = yVal as Array<number>;
+        } else {
+            // For OHLC series.
+            values = (yVal as Array<Array<number>>).map((value: Array<number>): number => value[index]);
+        }
+
+        return values;
+    }
+
+    public getTrend(
+        curentClose: number,
+        previousClose: number
+    ): number {
+        let trend: number = void 0 as any;
+
+        if (curentClose > previousClose) {
+            trend = 1; // up
+        }
+        if (curentClose === previousClose) {
+            trend = 0; // constant
+        }
+        if (curentClose < previousClose) {
+            trend = -1; // down
+        }
+
+        return trend;
+    }
+
+    public getValues<TLinkedSeries extends LineSeries>(
+        series: TLinkedSeries,
+        params: OBVParamsOptions
+    ): (IndicatorValuesObject<TLinkedSeries>|undefined) {
+        const volumeSeries = series.chart.get(params.volumeSeriesID as string),
+            xVal: Array<number> = (series.xData as any),
+            yVal: Array<number> | Array<Array<number>> = (series.yData as any),
+            OBV: Array<Array<number>> = [],
+            xData: Array<number> = [],
+            yData: Array<number> = [];
+
+        let OBVPoint: Array<number> = [],
+            i: number = 0,
+            previousOBV: number = 0,
+            curentOBV: number = 0,
+            previousClose: number = 0,
+            curentClose: number = 0,
+            volume: Array<number>,
+            closeValues: Array<number>,
+            trend: number;
+
+        // Checks if volume series exists.
+        if (volumeSeries) {
+            closeValues = this.getCloseValues(yVal);
+            volume = ((volumeSeries as Series).yData as any);
+
+            for (i; i < closeValues.length; i++) {
+                // Add first point and qet close value.
+                if (i === 0) {
+                    OBVPoint = [xVal[i], previousOBV];
+                    previousClose = closeValues[i];
+                } else {
+                    curentClose = closeValues[i];
+                    trend = this.getTrend(curentClose, previousClose);
+
+                    if (trend === 1) {
+                        curentOBV = previousOBV + volume[i];
+                    }
+                    if (trend === 0) {
+                        curentOBV = previousOBV;
+                    }
+                    if (trend === -1) {
+                        curentOBV = previousOBV - volume[i];
+                    }
+
+                    // Add point.
+                    OBVPoint = [xVal[i], curentOBV];
+
+                    // Asing currend as previous for next iteration
+                    previousOBV = curentOBV;
+                    previousClose = curentClose;
+                }
+
+                OBV.push(OBVPoint);
+                xData.push(xVal[i]);
+                yData.push(OBVPoint[1]);
+            }
+        } else {
+            return;
+        }
+
+        return {
+            values: OBV,
+            xData: xData,
+            yData: yData
+        } as IndicatorValuesObject<TLinkedSeries>;
+    }
+}
+
+/* *
+ *
+ *  Prototype Properties
+ *
+ * */
+
+interface OBVIndicator {
+    pointClass: typeof OBVPoint;
+}
+
+/* *
+ *
+ *  Registry
+ *
+ * */
+declare module '../../../Core/Series/SeriesType' {
+    interface SeriesTypeRegistry {
+        obv: typeof OBVIndicator;
+    }
+}
+
+SeriesRegistry.registerSeriesType('obv', OBVIndicator);
+
+/* *
+ *
+ *  Default Export
+ *
+ * */
+
+export default OBVIndicator;
+
+/**
+ * A `OBV` series. If the [type](#series.obv.type) option is not
+ * specified, it is inherited from [chart.type](#chart.type).
+ *
+ * @extends   series,plotOptions.obv
+ * @since     next
+ * @product   highstock
+ * @excluding dataParser, dataURL
+ * @requires  stock/indicators/indicators
+ * @requires  stock/indicators/obv
+ * @apioption series.obv
+ */
+
+''; // to include the above in the js output

ts/Stock/Indicators/OBV/OBVOptions.d.ts

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+/* *
+ *
+ *  License: www.highcharts.com/license
+ *
+ *  !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
+ *
+ * */
+
+/* *
+ *
+ *  Imports
+ *
+ * */
+
+import type {
+    SMAOptions,
+    SMAParamsOptions
+} from '../SMA/SMAOptions';
+
+/* *
+ *
+ *  Declarations
+ *
+ * */
+
+export interface OBVOptions extends SMAOptions {
+    params?: OBVParamsOptions;
+}
+
+export interface OBVParamsOptions extends SMAParamsOptions {
+    // for inheritance
+    volumeSeriesID?: string;
+}
+
+export default OBVOptions;