580 lines
21 KiB
PHP
580 lines
21 KiB
PHP
<?php
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require_once("../lib/FinanceChart.php");
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# Utility to compute modulus for large positive numbers. Although PHP has a built-in fmod
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# function, it is only for PHP >= 4.2.0. So we need to define our own fmod function.
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function fmod2($a, $b) { return $a - floor($a / $b) * $b; }
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#
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# Create a finance chart based on user selections, which are encoded as query
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# parameters. This code is designed to work with the financedemo HTML form.
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#
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# The timeStamps, volume, high, low, open and close data
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$timeStamps = null;
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$volData = null;
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$highData = null;
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$lowData = null;
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$openData = null;
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$closeData = null;
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#/ <summary>
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#/ Get 15 minutes data series for timeStamps, highData, lowData, openData, closeData
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#/ and volData.
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#/ </summary>
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#/ <param name="startDate">The starting date/time for the data series.</param>
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#/ <param name="endDate">The ending date/time for the data series.</param>
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function get15MinData($ticker, $startDate, $endDate) {
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#
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# In this demo, we use a random number generator to generate the data. In
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# practice, you may get the data from a database or by other means. If you do not
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# have 15 minute data, you may modify the "drawChart" method below to not using
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# 15 minute data.
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#
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generateRandomData($ticker, $startDate, $endDate, 900);
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}
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#/ <summary>
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#/ Get daily data series for timeStamps, highData, lowData, openData, closeData
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#/ and volData.
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#/ </summary>
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#/ <param name="startDate">The starting date/time for the data series.</param>
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#/ <param name="endDate">The ending date/time for the data series.</param>
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function getDailyData($ticker, $startDate, $endDate) {
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#
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# In this demo, we use a random number generator to generate the data. In
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# practice, you may get the data from a database or by other means.
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#
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generateRandomData($ticker, $startDate, $endDate, 86400);
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}
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#/ <summary>
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#/ Get weekly data series for timeStamps, highData, lowData, openData, closeData
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#/ and volData.
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#/ </summary>
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#/ <param name="startDate">The starting date/time for the data series.</param>
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#/ <param name="endDate">The ending date/time for the data series.</param>
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function getWeeklyData($ticker, $startDate, $endDate) {
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#
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# If you do not have weekly data, you may call "getDailyData(startDate, endDate)"
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# to get daily data, then call "convertDailyToWeeklyData()" to convert to weekly
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# data.
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#
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generateRandomData($ticker, $startDate, $endDate, 86400 * 7);
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}
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#/ <summary>
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#/ Get monthly data series for timeStamps, highData, lowData, openData, closeData
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#/ and volData.
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#/ </summary>
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#/ <param name="startDate">The starting date/time for the data series.</param>
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#/ <param name="endDate">The ending date/time for the data series.</param>
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function getMonthlyData($ticker, $startDate, $endDate) {
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#
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# If you do not have weekly data, you may call "getDailyData(startDate, endDate)"
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# to get daily data, then call "convertDailyToMonthlyData()" to convert to
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# monthly data.
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#
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generateRandomData($ticker, $startDate, $endDate, 86400 * 30);
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}
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#/ <summary>
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#/ A random number generator designed to generate realistic financial data.
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#/ </summary>
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#/ <param name="startDate">The starting date/time for the data series.</param>
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#/ <param name="endDate">The ending date/time for the data series.</param>
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#/ <param name="resolution">The period of the data series.</param>
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function generateRandomData($ticker, $startDate, $endDate, $resolution) {
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global $timeStamps, $volData, $highData, $lowData, $openData, $closeData;
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$db = new FinanceSimulator((int)($ticker), $startDate, $endDate, $resolution);
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$timeStamps = $db->getTimeStamps();
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$highData = $db->getHighData();
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$lowData = $db->getLowData();
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$openData = $db->getOpenData();
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$closeData = $db->getCloseData();
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$volData = $db->getVolData();
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}
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#/ <summary>
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#/ A utility to convert daily to weekly data.
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#/ </summary>
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function convertDailyToWeeklyData() {
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$tmpArrayMath1 = new ArrayMath($timeStamps);
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aggregateData($tmpArrayMath1->selectStartOfWeek());
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}
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#/ <summary>
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#/ A utility to convert daily to monthly data.
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#/ </summary>
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function convertDailyToMonthlyData() {
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$tmpArrayMath1 = new ArrayMath($timeStamps);
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aggregateData($tmpArrayMath1->selectStartOfMonth());
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}
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#/ <summary>
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#/ An internal method used to aggregate daily data.
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#/ </summary>
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function aggregateData(&$aggregator) {
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global $timeStamps, $volData, $highData, $lowData, $openData, $closeData;
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$timeStamps = NTime($aggregator->aggregate(CTime($timeStamps), AggregateFirst));
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$highData = $aggregator->aggregate($highData, AggregateMax);
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$lowData = $aggregator->aggregate($lowData, AggregateMin);
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$openData = $aggregator->aggregate($openData, AggregateFirst);
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$closeData = $aggregator->aggregate($closeData, AggregateLast);
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$volData = $aggregator->aggregate($volData, AggregateSum);
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}
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#/ <summary>
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#/ Create a financial chart according to user selections. The user selections are
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#/ encoded in the query parameters.
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#/ </summary>
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function drawChart() {
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global $timeStamps, $volData, $highData, $lowData, $openData, $closeData;
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# In this demo, we just assume we plot up to the latest time. So end date is now.
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$endDate = chartTime2(time());
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# If the trading day has not yet started (before 9:30am), or if the end date is
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# on on Sat or Sun, we set the end date to 4:00pm of the last trading day
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while ((fmod2($endDate, 86400) < 9 * 3600 + 30 * 60) || (getChartWeekDay($endDate
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) == 0) || (getChartWeekDay($endDate) == 6)) {
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$endDate = $endDate - fmod2($endDate, 86400) - 86400 + 16 * 3600;
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}
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# The duration selected by the user
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$durationInDays = (int)($_REQUEST["TimeRange"]);
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# Compute the start date by subtracting the duration from the end date.
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$startDate = $endDate;
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if ($durationInDays >= 30) {
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# More or equal to 30 days - so we use months as the unit
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$YMD = getChartYMD($endDate);
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$startMonth = (int)($YMD / 100) % 100 - (int)($durationInDays / 30);
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$startYear = (int)($YMD / 10000);
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while ($startMonth < 1) {
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$startYear = $startYear - 1;
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$startMonth = $startMonth + 12;
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}
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$startDate = chartTime($startYear, $startMonth, 1);
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} else {
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# Less than 30 days - use day as the unit. The starting point of the axis is
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# always at the start of the day (9:30am). Note that we use trading days, so
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# we skip Sat and Sun in counting the days.
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$startDate = $endDate - fmod2($endDate, 86400) + 9 * 3600 + 30 * 60;
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for($i = 1; $i < $durationInDays; ++$i) {
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if (getChartWeekDay($startDate) == 1) {
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$startDate = $startDate - 3 * 86400;
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} else {
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$startDate = $startDate - 86400;
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}
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}
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}
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# The moving average periods selected by the user.
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$avgPeriod1 = 0;
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$avgPeriod1 = (int)($_REQUEST["movAvg1"]);
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$avgPeriod2 = 0;
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$avgPeriod2 = (int)($_REQUEST["movAvg2"]);
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if ($avgPeriod1 < 0) {
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$avgPeriod1 = 0;
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} else if ($avgPeriod1 > 300) {
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$avgPeriod1 = 300;
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}
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if ($avgPeriod2 < 0) {
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$avgPeriod2 = 0;
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} else if ($avgPeriod2 > 300) {
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$avgPeriod2 = 300;
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}
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# We need extra leading data points in order to compute moving averages.
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$extraPoints = 20;
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if ($avgPeriod1 > $extraPoints) {
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$extraPoints = $avgPeriod1;
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}
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if ($avgPeriod2 > $extraPoints) {
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$extraPoints = $avgPeriod2;
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}
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# The data series we want to get.
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$tickerKey = $_REQUEST["TickerSymbol"];
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# In this demo, we can get 15 min, daily, weekly or monthly data depending on the
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# time range.
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$resolution = 86400;
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if ($durationInDays <= 10) {
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# 10 days or less, we assume 15 minute data points are available
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$resolution = 900;
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# We need to adjust the startDate backwards for the extraPoints. We assume
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# 6.5 hours trading time per day, and 5 trading days per week.
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$dataPointsPerDay = 6.5 * 3600 / $resolution;
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$adjustedStartDate = $startDate - fmod2($startDate, 86400) - (int)(
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$extraPoints / $dataPointsPerDay * 7 / 5 + 0.9999999) * 86400 - 2 * 86400
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;
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# Get the required 15 min data
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get15MinData($tickerKey, $adjustedStartDate, $endDate);
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} else if ($durationInDays >= 4.5 * 360) {
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# 4 years or more - use monthly data points.
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$resolution = 30 * 86400;
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# Adjust startDate backwards to cater for extraPoints
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$YMD = getChartYMD($startDate);
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$currentMonth = (int)($YMD / 100) % 100 - $extraPoints;
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$currentYear = (int)($YMD / 10000);
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while ($currentMonth < 1) {
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$currentYear = $currentYear - 1;
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$currentMonth = $currentMonth + 12;
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}
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$adjustedStartDate = chartTime($currentYear, $currentMonth, 1);
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# Get the required monthly data
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getMonthlyData($tickerKey, $adjustedStartDate, $endDate);
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} else if ($durationInDays >= 1.5 * 360) {
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# 1 year or more - use weekly points.
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$resolution = 7 * 86400;
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# Adjust startDate backwards to cater for extraPoints
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$adjustedStartDate = $startDate - $extraPoints * 7 * 86400 - 6 * 86400;
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# Get the required weekly data
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getWeeklyData($tickerKey, $adjustedStartDate, $endDate);
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} else {
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# Default - use daily points
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$resolution = 86400;
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# Adjust startDate backwards to cater for extraPoints. We multiply the days
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# by 7/5 as we assume 1 week has 5 trading days.
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$adjustedStartDate = $startDate - fmod2($startDate, 86400) - (int)((
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$extraPoints * 7 + 4) / 5) * 86400 - 2 * 86400;
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# Get the required daily data
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getDailyData($tickerKey, $adjustedStartDate, $endDate);
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}
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# We now confirm the actual number of extra points (data points that are before
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# the start date) as inferred using actual data from the database.
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$extraPoints = count($timeStamps);
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for($i = 0; $i < count($timeStamps); ++$i) {
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if ($timeStamps[$i] >= $startDate) {
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$extraPoints = $i;
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break;
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}
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}
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# Check if there is any valid data
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if ($extraPoints >= count($timeStamps)) {
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# No data - just display the no data message.
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$errMsg = new MultiChart(400, 50);
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$errMsg->addTitle2(Center, "No data available for the specified time period",
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"arial.ttf", 10);
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return $errMsg;
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}
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# In some finance chart presentation style, even if the data for the latest day
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# is not fully available, the axis for the entire day will still be drawn, where
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# no data will appear near the end of the axis.
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if ($resolution < 86400) {
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# Add extra points to the axis until it reaches the end of the day. The end
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# of day is assumed to be 16:00 (it depends on the stock exchange).
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$lastTime = $timeStamps[count($timeStamps) - 1];
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$extraTrailingPoints = (int)((16 * 3600 - fmod2($lastTime, 86400)) /
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$resolution);
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for($i = 0; $i < $extraTrailingPoints; ++$i) {
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$timeStamps[] = $lastTime + $resolution * ($i + 1);
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}
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}
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#
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# At this stage, all data is available. We can draw the chart as according to
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# user input.
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#
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#
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# Determine the chart size. In this demo, user can select 4 different chart
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# sizes. Default is the large chart size.
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#
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$width = 780;
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$mainHeight = 250;
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$indicatorHeight = 80;
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$chartSize = $_REQUEST["ChartSize"];
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if ($chartSize == "S") {
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# Small chart size
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$width = 450;
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$mainHeight = 160;
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$indicatorHeight = 60;
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} else if ($chartSize == "M") {
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# Medium chart size
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$width = 620;
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$mainHeight = 210;
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$indicatorHeight = 65;
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} else if ($chartSize == "H") {
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# Huge chart size
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$width = 1000;
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$mainHeight = 320;
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$indicatorHeight = 90;
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}
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# Create the chart object using the selected size
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$m = new FinanceChart($width);
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# Set the data into the chart object
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$m->setData($timeStamps, $highData, $lowData, $openData, $closeData, $volData,
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$extraPoints);
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#
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# We configure the title of the chart. In this demo chart design, we put the
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# company name as the top line of the title with left alignment.
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#
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$m->addPlotAreaTitle(TopLeft, "Random Data $tickerKey");
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# We displays the current date as well as the data resolution on the next line.
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$resolutionText = "";
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if ($resolution == 30 * 86400) {
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$resolutionText = "Monthly";
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} else if ($resolution == 7 * 86400) {
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$resolutionText = "Weekly";
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} else if ($resolution == 86400) {
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$resolutionText = "Daily";
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} else if ($resolution == 900) {
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$resolutionText = "15-min";
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}
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$m->addPlotAreaTitle(BottomLeft, sprintf(
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"<*font=arial.ttf,size=8*>%s - %s chart", $m->formatValue(chartTime2(time()),
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"mmm dd, yyyy"), $resolutionText));
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# A copyright message at the bottom left corner the title area
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$m->addPlotAreaTitle(BottomRight,
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"<*font=arial.ttf,size=8*>(c) Advanced Software Engineering");
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#
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# Set the grid style according to user preference. In this simple demo user
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# interface, user can enable/disable grid lines. The code achieve this by setting
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# the grid color to dddddd (light grey) or Transparent. The plot area background
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# color is set to fffff0 (pale yellow).
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#
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$vGridColor = Transparent;
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if ($_REQUEST["VGrid"] == "1") {
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$vGridColor = 0xdddddd;
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}
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$hGridColor = Transparent;
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if ($_REQUEST["HGrid"] == "1") {
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$hGridColor = 0xdddddd;
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}
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$m->setPlotAreaStyle(0xfffff0, $hGridColor, $vGridColor, $hGridColor, $vGridColor
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);
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#
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# Set log or linear scale according to user preference
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#
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if ($_REQUEST["LogScale"] == "1") {
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$m->setLogScale(true);
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} else {
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$m->setLogScale(false);
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}
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#
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# Add the first techical indicator according. In this demo, we draw the first
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# indicator on top of the main chart.
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#
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addIndicator($m, $_REQUEST["Indicator1"], $indicatorHeight);
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#
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# Add the main chart
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#
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$m->addMainChart($mainHeight);
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#
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# Draw the main chart depending on the chart type the user has selected
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#
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$chartType = $_REQUEST["ChartType"];
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if ($chartType == "Close") {
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$m->addCloseLine(0x000040);
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} else if ($chartType == "TP") {
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$m->addTypicalPrice(0x000040);
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} else if ($chartType == "WC") {
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$m->addWeightedClose(0x000040);
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} else if ($chartType == "Median") {
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$m->addMedianPrice(0x000040);
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}
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#
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# Add moving average lines.
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#
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addMovingAvg($m, $_REQUEST["avgType1"], $avgPeriod1, 0x663300);
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addMovingAvg($m, $_REQUEST["avgType2"], $avgPeriod2, 0x9900ff);
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#
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# Draw the main chart if the user has selected CandleStick or OHLC. We draw it
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# here to make sure it is drawn behind the moving average lines (that is, the
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# moving average lines stay on top.)
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#
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if ($chartType == "CandleStick") {
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$m->addCandleStick(0x33ff33, 0xff3333);
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} else if ($chartType == "OHLC") {
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$m->addHLOC(0x008800, 0xcc0000);
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}
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#
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# Add price band/channel/envelop to the chart according to user selection
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#
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$band = $_REQUEST["Band"];
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if ($band == "BB") {
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$m->addBollingerBand(20, 2, 0x9999ff, 0xc06666ff);
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} else if ($band == "DC") {
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$m->addDonchianChannel(20, 0x9999ff, 0xc06666ff);
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} else if ($band == "Envelop") {
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$m->addEnvelop(20, 0.1, 0x9999ff, 0xc06666ff);
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}
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#
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# Add volume bars to the main chart if necessary
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#
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if ($_REQUEST["Volume"] == "1") {
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$m->addVolBars($indicatorHeight, 0x99ff99, 0xff9999, 0xc0c0c0);
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}
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#
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# Add additional indicators as according to user selection.
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#
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addIndicator($m, $_REQUEST["Indicator2"], $indicatorHeight);
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addIndicator($m, $_REQUEST["Indicator3"], $indicatorHeight);
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addIndicator($m, $_REQUEST["Indicator4"], $indicatorHeight);
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return $m;
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}
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#/ <summary>
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#/ Add a moving average line to the FinanceChart object.
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#/ </summary>
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#/ <param name="m">The FinanceChart object to add the line to.</param>
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#/ <param name="avgType">The moving average type (SMA/EMA/TMA/WMA).</param>
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#/ <param name="avgPeriod">The moving average period.</param>
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#/ <param name="color">The color of the line.</param>
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function addMovingAvg(&$m, $avgType, $avgPeriod, $color) {
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if ($avgPeriod > 1) {
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if ($avgType == "SMA") {
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$m->addSimpleMovingAvg($avgPeriod, $color);
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} else if ($avgType == "EMA") {
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$m->addExpMovingAvg($avgPeriod, $color);
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} else if ($avgType == "TMA") {
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$m->addTriMovingAvg($avgPeriod, $color);
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} else if ($avgType == "WMA") {
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$m->addWeightedMovingAvg($avgPeriod, $color);
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}
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}
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}
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#/ <summary>
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#/ Add an indicator chart to the FinanceChart object. In this demo example, the
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#/ indicator parameters (such as the period used to compute RSI, colors of the lines,
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#/ etc.) are hard coded to commonly used values. You are welcome to design a more
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#/ complex user interface to allow users to set the parameters.
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#/ </summary>
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#/ <param name="m">The FinanceChart object to add the line to.</param>
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#/ <param name="indicator">The selected indicator.</param>
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#/ <param name="height">Height of the chart in pixels</param>
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function addIndicator(&$m, $indicator, $height) {
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if ($indicator == "RSI") {
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$m->addRSI($height, 14, 0x800080, 20, 0xff6666, 0x6666ff);
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} else if ($indicator == "StochRSI") {
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$m->addStochRSI($height, 14, 0x800080, 30, 0xff6666, 0x6666ff);
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} else if ($indicator == "MACD") {
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$m->addMACD($height, 26, 12, 9, 0x0000ff, 0xff00ff, 0x008000);
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} else if ($indicator == "FStoch") {
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$m->addFastStochastic($height, 14, 3, 0x006060, 0x606000);
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} else if ($indicator == "SStoch") {
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$m->addSlowStochastic($height, 14, 3, 0x006060, 0x606000);
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} else if ($indicator == "ATR") {
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$m->addATR($height, 14, 0x808080, 0x0000ff);
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} else if ($indicator == "ADX") {
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$m->addADX($height, 14, 0x008000, 0x800000, 0x000080);
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} else if ($indicator == "DCW") {
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$m->addDonchianWidth($height, 20, 0x0000ff);
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} else if ($indicator == "BBW") {
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$m->addBollingerWidth($height, 20, 2, 0x0000ff);
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} else if ($indicator == "DPO") {
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$m->addDPO($height, 20, 0x0000ff);
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} else if ($indicator == "PVT") {
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$m->addPVT($height, 0x0000ff);
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} else if ($indicator == "Momentum") {
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$m->addMomentum($height, 12, 0x0000ff);
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} else if ($indicator == "Performance") {
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$m->addPerformance($height, 0x0000ff);
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} else if ($indicator == "ROC") {
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$m->addROC($height, 12, 0x0000ff);
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} else if ($indicator == "OBV") {
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|
$m->addOBV($height, 0x0000ff);
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} else if ($indicator == "AccDist") {
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|
$m->addAccDist($height, 0x0000ff);
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|
} else if ($indicator == "CLV") {
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|
$m->addCLV($height, 0x0000ff);
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|
} else if ($indicator == "WilliamR") {
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|
$m->addWilliamR($height, 14, 0x800080, 30, 0xff6666, 0x6666ff);
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|
} else if ($indicator == "Aroon") {
|
|
$m->addAroon($height, 14, 0x339933, 0x333399);
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|
} else if ($indicator == "AroonOsc") {
|
|
$m->addAroonOsc($height, 14, 0x0000ff);
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|
} else if ($indicator == "CCI") {
|
|
$m->addCCI($height, 20, 0x800080, 100, 0xff6666, 0x6666ff);
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|
} else if ($indicator == "EMV") {
|
|
$m->addEaseOfMovement($height, 9, 0x006060, 0x606000);
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|
} else if ($indicator == "MDX") {
|
|
$m->addMassIndex($height, 0x800080, 0xff6666, 0x6666ff);
|
|
} else if ($indicator == "CVolatility") {
|
|
$m->addChaikinVolatility($height, 10, 10, 0x0000ff);
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|
} else if ($indicator == "COscillator") {
|
|
$m->addChaikinOscillator($height, 0x0000ff);
|
|
} else if ($indicator == "CMF") {
|
|
$m->addChaikinMoneyFlow($height, 21, 0x008000);
|
|
} else if ($indicator == "NVI") {
|
|
$m->addNVI($height, 255, 0x0000ff, 0x883333);
|
|
} else if ($indicator == "PVI") {
|
|
$m->addPVI($height, 255, 0x0000ff, 0x883333);
|
|
} else if ($indicator == "MFI") {
|
|
$m->addMFI($height, 14, 0x800080, 30, 0xff6666, 0x6666ff);
|
|
} else if ($indicator == "PVO") {
|
|
$m->addPVO($height, 26, 12, 9, 0x0000ff, 0xff00ff, 0x008000);
|
|
} else if ($indicator == "PPO") {
|
|
$m->addPPO($height, 26, 12, 9, 0x0000ff, 0xff00ff, 0x008000);
|
|
} else if ($indicator == "UO") {
|
|
$m->addUltimateOscillator($height, 7, 14, 28, 0x800080, 20, 0xff6666,
|
|
0x6666ff);
|
|
} else if ($indicator == "Vol") {
|
|
$m->addVolIndicator($height, 0x99ff99, 0xff9999, 0xc0c0c0);
|
|
} else if ($indicator == "TRIX") {
|
|
$m->addTRIX($height, 12, 0x0000ff);
|
|
}
|
|
}
|
|
|
|
# create the finance chart
|
|
$c = drawChart();
|
|
|
|
# output the chart
|
|
header("Content-type: image/png");
|
|
print($c->makeChart2(PNG));
|
|
?>
|