#!/usr/bin/perl
# In the sample code, the ChartDirector for Perl module is assumed to be in "../lib"
use File::Basename;
use lib (dirname($0)."/../lib") =~ /(.*)/;
use FinanceChart;
# Get HTTP query parameters
use CGI;
my $query = new CGI;
# Utility to compute modulus for large positive numbers. Although Perl has fmod in the
# POSIX module, we want to avoid using such a large module. So we define our own fmod2.
sub fmod2 { my ($a, $b) = @_; return $a - int($a / $b) * $b; }
#
# Create a finance chart based on user selections, which are encoded as query parameters. This code
# is designed to work with the financedemo HTML form.
#
# The timeStamps, volume, high, low, open and close data
#
# ** NOTE ** : This sample code is written assuming the time stamps are in ChartDirector chartTime
# format. It is because this format supports dates before 1970 (which may be needed in some long
# term charts). See the ChartDirector documentation on chartTime for details. When you retrieve the
# time stamps from your database, please remember to convert them to chartTime.
my $timeStamps = undef;
my $volData = undef;
my $highData = undef;
my $lowData = undef;
my $openData = undef;
my $closeData = undef;
# An extra data series to compare with the close data
my $compareData = undef;
# The resolution of the data in seconds. 1 day = 86400 seconds.
my $resolution = 86400;
#/ <summary>
#/ Get the timeStamps, highData, lowData, openData, closeData and volData.
#/ </summary>
#/ <param name="ticker">The ticker symbol for the data series.</param>
#/ <param name="startDate">The starting date/time for the data series.</param>
#/ <param name="endDate">The ending date/time for the data series.</param>
#/ <param name="durationInDays">The number of trading days to get.</param>
#/ <param name="extraPoints">The extra leading data points needed in order to
#/ compute moving averages.</param>
#/ <returns>True if successfully obtain the data, otherwise false.</returns>
sub getData
{
my ($ticker, $startDate, $endDate, $durationInDays, $extraPoints) = @_;
# This method should return false if the ticker symbol is invalid. In this sample code, as we
# are using a random number generator for the data, all ticker symbol is allowed, but we still
# assumed an empty symbol is invalid.
if ($ticker eq "") {
return 0;
}
# In this demo, we can get 15 min, daily, weekly or monthly data depending on the time range.
$resolution = 86400;
if ($durationInDays <= 10) {
# 10 days or less, we assume 15 minute data points are available
$resolution = 900;
# We need to adjust the startDate backwards for the extraPoints. We assume 6.5 hours trading
# time per day, and 5 trading days per week.
my $dataPointsPerDay = 6.5 * 3600 / $resolution;
my $adjustedStartDate = $startDate - fmod2($startDate, 86400) - int($extraPoints /
$dataPointsPerDay * 7 / 5 + 0.9999999) * 86400 - 2 * 86400;
# Get the required 15 min data
get15MinData($ticker, $adjustedStartDate, $endDate);
} elsif ($durationInDays >= 4.5 * 360) {
# 4 years or more - use monthly data points.
$resolution = 30 * 86400;
# Adjust startDate backwards to cater for extraPoints
my $YMD = perlchartdir::getChartYMD($startDate);
my $currentMonth = int($YMD / 100) % 100 - $extraPoints;
my $currentYear = int($YMD / 10000);
while ($currentMonth < 1) {
$currentYear = $currentYear - 1;
$currentMonth = $currentMonth + 12;
}
my $adjustedStartDate = perlchartdir::chartTime($currentYear, $currentMonth, 1);
# Get the required monthly data
getMonthlyData($ticker, $adjustedStartDate, $endDate);
} elsif ($durationInDays >= 1.5 * 360) {
# 1 year or more - use weekly points.
$resolution = 7 * 86400;
# Adjust startDate backwards to cater for extraPoints
my $adjustedStartDate = $startDate - $extraPoints * 7 * 86400 - 6 * 86400;
# Get the required weekly data
getWeeklyData($ticker, $adjustedStartDate, $endDate);
} else {
# Default - use daily points
$resolution = 86400;
# Adjust startDate backwards to cater for extraPoints. We multiply the days by 7/5 as we
# assume 1 week has 5 trading days.
my $adjustedStartDate = $startDate - fmod2($startDate, 86400) - int(($extraPoints * 7 + 4) /
5) * 86400 - 2 * 86400;
# Get the required daily data
getDailyData($ticker, $adjustedStartDate, $endDate);
}
return 1;
}
#/ <summary>
#/ Get 15 minutes data series for timeStamps, highData, lowData, openData, closeData
#/ and volData.
#/ </summary>
#/ <param name="ticker">The ticker symbol for the data series.</param>
#/ <param name="startDate">The starting date/time for the data series.</param>
#/ <param name="endDate">The ending date/time for the data series.</param>
sub get15MinData
{
my ($ticker, $startDate, $endDate) = @_;
#
# In this demo, we use a random number generator to generate the data. In practice, you may get
# the data from a database or by other means. If you do not have 15 minute data, you may modify
# the "drawChart" method below to not using 15 minute data.
#
generateRandomData($ticker, $startDate, $endDate, 900);
}
#/ <summary>
#/ Get daily data series for timeStamps, highData, lowData, openData, closeData
#/ and volData.
#/ </summary>
#/ <param name="ticker">The ticker symbol for the data series.</param>
#/ <param name="startDate">The starting date/time for the data series.</param>
#/ <param name="endDate">The ending date/time for the data series.</param>
sub getDailyData
{
my ($ticker, $startDate, $endDate) = @_;
#
# In this demo, we use a random number generator to generate the data. In practice, you may get
# the data from a database or by other means.
#
generateRandomData($ticker, $startDate, $endDate, 86400);
}
#/ <summary>
#/ Get weekly data series for timeStamps, highData, lowData, openData, closeData
#/ and volData.
#/ </summary>
#/ <param name="ticker">The ticker symbol for the data series.</param>
#/ <param name="startDate">The starting date/time for the data series.</param>
#/ <param name="endDate">The ending date/time for the data series.</param>
sub getWeeklyData
{
my ($ticker, $startDate, $endDate) = @_;
#
# If you do not have weekly data, you may call "getDailyData(startDate, endDate)" to get daily
# data, then call "convertDailyToWeeklyData()" to convert to weekly data.
#
generateRandomData($ticker, $startDate, $endDate, 86400 * 7);
}
#/ <summary>
#/ Get monthly data series for timeStamps, highData, lowData, openData, closeData
#/ and volData.
#/ </summary>
#/ <param name="ticker">The ticker symbol for the data series.</param>
#/ <param name="startDate">The starting date/time for the data series.</param>
#/ <param name="endDate">The ending date/time for the data series.</param>
sub getMonthlyData
{
my ($ticker, $startDate, $endDate) = @_;
#
# If you do not have weekly data, you may call "getDailyData(startDate, endDate)" to get daily
# data, then call "convertDailyToMonthlyData()" to convert to monthly data.
#
generateRandomData($ticker, $startDate, $endDate, 86400 * 30);
}
#/ <summary>
#/ A random number generator designed to generate realistic financial data.
#/ </summary>
#/ <param name="ticker">The ticker symbol for the data series.</param>
#/ <param name="startDate">The starting date/time for the data series.</param>
#/ <param name="endDate">The ending date/time for the data series.</param>
#/ <param name="resolution">The period of the data series.</param>
sub generateRandomData
{
my ($ticker, $startDate, $endDate, $resolution) = @_;
my $db = new FinanceSimulator($ticker, $startDate, $endDate, $resolution);
$timeStamps = $db->getTimeStamps();
$highData = $db->getHighData();
$lowData = $db->getLowData();
$openData = $db->getOpenData();
$closeData = $db->getCloseData();
$volData = $db->getVolData();
}
#/ <summary>
#/ A utility to convert daily to weekly data.
#/ </summary>
sub convertDailyToWeeklyData
{
aggregateData(new ArrayMath($timeStamps)->selectStartOfWeek());
}
#/ <summary>
#/ A utility to convert daily to monthly data.
#/ </summary>
sub convertDailyToMonthlyData
{
aggregateData(new ArrayMath($timeStamps)->selectStartOfMonth());
}
#/ <summary>
#/ An internal method used to aggregate daily data.
#/ </summary>
sub aggregateData
{
my ($aggregator) = @_;
$timeStamps = $aggregator->aggregate($timeStamps, $perlchartdir::AggregateFirst);
$highData = $aggregator->aggregate($highData, $perlchartdir::AggregateMax);
$lowData = $aggregator->aggregate($lowData, $perlchartdir::AggregateMin);
$openData = $aggregator->aggregate($openData, $perlchartdir::AggregateFirst);
$closeData = $aggregator->aggregate($closeData, $perlchartdir::AggregateLast);
$volData = $aggregator->aggregate($volData, $perlchartdir::AggregateSum);
}
#/ <summary>
#/ Create a financial chart according to user selections. The user selections are
#/ encoded in the query parameters.
#/ </summary>
sub drawChart
{
# In this demo, we just assume we plot up to the latest time. So end date is now.
my $endDate = perlchartdir::chartTime2(time());
# If the trading day has not yet started (before 9:30am), or if the end date is on on Sat or
# Sun, we set the end date to 4:00pm of the last trading day
while ((fmod2($endDate, 86400) < 9 * 3600 + 30 * 60) || (perlchartdir::getChartWeekDay($endDate)
== 0) || (perlchartdir::getChartWeekDay($endDate) == 6)) {
$endDate = $endDate - fmod2($endDate, 86400) - 86400 + 16 * 3600;
}
# The duration selected by the user
my $durationInDays = int($query->param("TimeRange"));
# Compute the start date by subtracting the duration from the end date.
my $startDate = $endDate;
if ($durationInDays >= 30) {
# More or equal to 30 days - so we use months as the unit
my $YMD = perlchartdir::getChartYMD($endDate);
my $startMonth = int($YMD / 100) % 100 - int($durationInDays / 30);
my $startYear = int($YMD / 10000);
while ($startMonth < 1) {
$startYear = $startYear - 1;
$startMonth = $startMonth + 12;
}
$startDate = perlchartdir::chartTime($startYear, $startMonth, 1);
} else {
# Less than 30 days - use day as the unit. The starting point of the axis is always at the
# start of the day (9:30am). Note that we use trading days, so we skip Sat and Sun in
# counting the days.
$startDate = $endDate - fmod2($endDate, 86400) + 9 * 3600 + 30 * 60;
for(my $i = 1; $i < $durationInDays; ++$i) {
if (perlchartdir::getChartWeekDay($startDate) == 1) {
$startDate = $startDate - 3 * 86400;
} else {
$startDate = $startDate - 86400;
}
}
}
# The moving average periods selected by the user.
my $avgPeriod1 = 0;
$avgPeriod1 = int($query->param("movAvg1"));
my $avgPeriod2 = 0;
$avgPeriod2 = int($query->param("movAvg2"));
if ($avgPeriod1 < 0) {
$avgPeriod1 = 0;
} elsif ($avgPeriod1 > 300) {
$avgPeriod1 = 300;
}
if ($avgPeriod2 < 0) {
$avgPeriod2 = 0;
} elsif ($avgPeriod2 > 300) {
$avgPeriod2 = 300;
}
# We need extra leading data points in order to compute moving averages.
my $extraPoints = 20;
if ($avgPeriod1 > $extraPoints) {
$extraPoints = $avgPeriod1;
}
if ($avgPeriod2 > $extraPoints) {
$extraPoints = $avgPeriod2;
}
# Get the data series to compare with, if any.
my $compareKey = (($query->param("CompareWith") =~ /(\S.*?)\s*$/s)[0] || "");
$compareData = undef;
if (getData($compareKey, $startDate, $endDate, $durationInDays, $extraPoints)) {
$compareData = $closeData;
}
# The data series we want to get.
my $tickerKey = (($query->param("TickerSymbol") =~ /(\S.*?)\s*$/s)[0] || "");
if (!getData($tickerKey, $startDate, $endDate, $durationInDays, $extraPoints)) {
return errMsg("Please enter a valid ticker symbol");
}
# We now confirm the actual number of extra points (data points that are before the start date)
# as inferred using actual data from the database.
$extraPoints = scalar(@$timeStamps);
for(my $i = 0; $i < scalar(@$timeStamps); ++$i) {
if ($timeStamps->[$i] >= $startDate) {
$extraPoints = $i;
last;
}
}
# Check if there is any valid data
if ($extraPoints >= scalar(@$timeStamps)) {
# No data - just display the no data message.
return errMsg("No data available for the specified time period");
}
# In some finance chart presentation style, even if the data for the latest day is not fully
# available, the axis for the entire day will still be drawn, where no data will appear near the
# end of the axis.
if ($resolution < 86400) {
# Add extra points to the axis until it reaches the end of the day. The end of day is
# assumed to be 16:00 (it depends on the stock exchange).
my $lastTime = $timeStamps->[scalar(@$timeStamps) - 1];
my $extraTrailingPoints = int((16 * 3600 - fmod2($lastTime, 86400)) / $resolution);
for(my $i = 0; $i < $extraTrailingPoints; ++$i) {
push(@$timeStamps, $lastTime + $resolution * ($i + 1));
}
}
#
# At this stage, all data are available. We can draw the chart as according to user input.
#
#
# Determine the chart size. In this demo, user can select 4 different chart sizes. Default is
# the large chart size.
#
my $width = 780;
my $mainHeight = 255;
my $indicatorHeight = 80;
my $size = $query->param("ChartSize");
if ($size eq "S") {
# Small chart size
$width = 450;
$mainHeight = 160;
$indicatorHeight = 60;
} elsif ($size eq "M") {
# Medium chart size
$width = 620;
$mainHeight = 215;
$indicatorHeight = 70;
} elsif ($size eq "H") {
# Huge chart size
$width = 1000;
$mainHeight = 320;
$indicatorHeight = 90;
}
# Create the chart object using the selected size
my $m = new FinanceChart($width);
# Set the data into the chart object
$m->setData($timeStamps, $highData, $lowData, $openData, $closeData, $volData, $extraPoints);
#
# We configure the title of the chart. In this demo chart design, we put the company name as the
# top line of the title with left alignment.
#
$m->addPlotAreaTitle($perlchartdir::TopLeft, $tickerKey);
# We displays the current date as well as the data resolution on the next line.
my $resolutionText = "";
if ($resolution == 30 * 86400) {
$resolutionText = "Monthly";
} elsif ($resolution == 7 * 86400) {
$resolutionText = "Weekly";
} elsif ($resolution == 86400) {
$resolutionText = "Daily";
} elsif ($resolution == 900) {
$resolutionText = "15-min";
}
$m->addPlotAreaTitle($perlchartdir::BottomLeft, sprintf(
"<*font=arial.ttf,size=8*>%s - %s chart", $m->formatValue(perlchartdir::chartTime2(time()),
"mmm dd, yyyy"), $resolutionText));
# A copyright message at the bottom left corner the title area
$m->addPlotAreaTitle($perlchartdir::BottomRight,
"<*font=arial.ttf,size=8*>(c) Advanced Software Engineering");
#
# Add the first techical indicator according. In this demo, we draw the first indicator on top
# of the main chart.
#
addIndicator($m, $query->param("Indicator1"), $indicatorHeight);
#
# Add the main chart
#
$m->addMainChart($mainHeight);
#
# Set log or linear scale according to user preference
#
if ($query->param("LogScale") eq "1") {
$m->setLogScale(1);
}
#
# Set axis labels to show data values or percentage change to user preference
#
if ($query->param("PercentageScale") eq "1") {
$m->setPercentageAxis();
}
#
# Draw any price line the user has selected
#
my $mainType = $query->param("ChartType");
if ($mainType eq "Close") {
$m->addCloseLine(0x000040);
} elsif ($mainType eq "TP") {
$m->addTypicalPrice(0x000040);
} elsif ($mainType eq "WC") {
$m->addWeightedClose(0x000040);
} elsif ($mainType eq "Median") {
$m->addMedianPrice(0x000040);
}
#
# Add comparison line if there is data for comparison
#
if (defined($compareData)) {
if (scalar(@$compareData) > $extraPoints) {
$m->addComparison($compareData, 0x0000ff, $compareKey);
}
}
#
# Add moving average lines.
#
addMovingAvg($m, $query->param("avgType1"), $avgPeriod1, 0x663300);
addMovingAvg($m, $query->param("avgType2"), $avgPeriod2, 0x9900ff);
#
# Draw candlesticks or OHLC symbols if the user has selected them.
#
if ($mainType eq "CandleStick") {
$m->addCandleStick(0x33ff33, 0xff3333);
} elsif ($mainType eq "OHLC") {
$m->addHLOC(0x008800, 0xcc0000);
}
#
# Add parabolic SAR if necessary
#
if ($query->param("ParabolicSAR") eq "1") {
$m->addParabolicSAR(0.02, 0.02, 0.2, $perlchartdir::DiamondShape, 5, 0x008800, 0x000000);
}
#
# Add price band/channel/envelop to the chart according to user selection
#
my $bandType = $query->param("Band");
if ($bandType eq "BB") {
$m->addBollingerBand(20, 2, 0x9999ff, 0xc06666ff);
} elsif ($bandType eq "DC") {
$m->addDonchianChannel(20, 0x9999ff, 0xc06666ff);
} elsif ($bandType eq "Envelop") {
$m->addEnvelop(20, 0.1, 0x9999ff, 0xc06666ff);
}
#
# Add volume bars to the main chart if necessary
#
if ($query->param("Volume") eq "1") {
$m->addVolBars($indicatorHeight, 0x99ff99, 0xff9999, 0xc0c0c0);
}
#
# Add additional indicators as according to user selection.
#
addIndicator($m, $query->param("Indicator2"), $indicatorHeight);
addIndicator($m, $query->param("Indicator3"), $indicatorHeight);
addIndicator($m, $query->param("Indicator4"), $indicatorHeight);
return $m;
}
#/ <summary>
#/ Add a moving average line to the FinanceChart object.
#/ </summary>
#/ <param name="m">The FinanceChart object to add the line to.</param>
#/ <param name="avgType">The moving average type (SMA/EMA/TMA/WMA).</param>
#/ <param name="avgPeriod">The moving average period.</param>
#/ <param name="color">The color of the line.</param>
#/ <returns>The LineLayer object representing line layer created.</returns>
sub addMovingAvg
{
my ($m, $avgType, $avgPeriod, $color) = @_;
if ($avgPeriod > 1) {
if ($avgType eq "SMA") {
return $m->addSimpleMovingAvg($avgPeriod, $color);
} elsif ($avgType eq "EMA") {
return $m->addExpMovingAvg($avgPeriod, $color);
} elsif ($avgType eq "TMA") {
return $m->addTriMovingAvg($avgPeriod, $color);
} elsif ($avgType eq "WMA") {
return $m->addWeightedMovingAvg($avgPeriod, $color);
}
}
return undef;
}
#/ <summary>
#/ Add an indicator chart to the FinanceChart object. In this demo example, the
#/ indicator parameters (such as the period used to compute RSI, colors of the lines,
#/ etc.) are hard coded to commonly used values. You are welcome to design a more
#/ complex user interface to allow users to set the parameters.
#/ </summary>
#/ <param name="m">The FinanceChart object to add the line to.</param>
#/ <param name="indicator">The selected indicator.</param>
#/ <param name="height">Height of the chart in pixels</param>
#/ <returns>The XYChart object representing indicator chart.</returns>
sub addIndicator
{
my ($m, $indicator, $height) = @_;
if ($indicator eq "RSI") {
return $m->addRSI($height, 14, 0x800080, 20, 0xff6666, 0x6666ff);
} elsif ($indicator eq "StochRSI") {
return $m->addStochRSI($height, 14, 0x800080, 30, 0xff6666, 0x6666ff);
} elsif ($indicator eq "MACD") {
return $m->addMACD($height, 26, 12, 9, 0x0000ff, 0xff00ff, 0x008000);
} elsif ($indicator eq "FStoch") {
return $m->addFastStochastic($height, 14, 3, 0x006060, 0x606000);
} elsif ($indicator eq "SStoch") {
return $m->addSlowStochastic($height, 14, 3, 0x006060, 0x606000);
} elsif ($indicator eq "ATR") {
return $m->addATR($height, 14, 0x808080, 0x0000ff);
} elsif ($indicator eq "ADX") {
return $m->addADX($height, 14, 0x008000, 0x800000, 0x000080);
} elsif ($indicator eq "DCW") {
return $m->addDonchianWidth($height, 20, 0x0000ff);
} elsif ($indicator eq "BBW") {
return $m->addBollingerWidth($height, 20, 2, 0x0000ff);
} elsif ($indicator eq "DPO") {
return $m->addDPO($height, 20, 0x0000ff);
} elsif ($indicator eq "PVT") {
return $m->addPVT($height, 0x0000ff);
} elsif ($indicator eq "Momentum") {
return $m->addMomentum($height, 12, 0x0000ff);
} elsif ($indicator eq "Performance") {
return $m->addPerformance($height, 0x0000ff);
} elsif ($indicator eq "ROC") {
return $m->addROC($height, 12, 0x0000ff);
} elsif ($indicator eq "OBV") {
return $m->addOBV($height, 0x0000ff);
} elsif ($indicator eq "AccDist") {
return $m->addAccDist($height, 0x0000ff);
} elsif ($indicator eq "CLV") {
return $m->addCLV($height, 0x0000ff);
} elsif ($indicator eq "WilliamR") {
return $m->addWilliamR($height, 14, 0x800080, 30, 0xff6666, 0x6666ff);
} elsif ($indicator eq "Aroon") {
return $m->addAroon($height, 14, 0x339933, 0x333399);
} elsif ($indicator eq "AroonOsc") {
return $m->addAroonOsc($height, 14, 0x0000ff);
} elsif ($indicator eq "CCI") {
return $m->addCCI($height, 20, 0x800080, 100, 0xff6666, 0x6666ff);
} elsif ($indicator eq "EMV") {
return $m->addEaseOfMovement($height, 9, 0x006060, 0x606000);
} elsif ($indicator eq "MDX") {
return $m->addMassIndex($height, 0x800080, 0xff6666, 0x6666ff);
} elsif ($indicator eq "CVolatility") {
return $m->addChaikinVolatility($height, 10, 10, 0x0000ff);
} elsif ($indicator eq "COscillator") {
return $m->addChaikinOscillator($height, 0x0000ff);
} elsif ($indicator eq "CMF") {
return $m->addChaikinMoneyFlow($height, 21, 0x008000);
} elsif ($indicator eq "NVI") {
return $m->addNVI($height, 255, 0x0000ff, 0x883333);
} elsif ($indicator eq "PVI") {
return $m->addPVI($height, 255, 0x0000ff, 0x883333);
} elsif ($indicator eq "MFI") {
return $m->addMFI($height, 14, 0x800080, 30, 0xff6666, 0x6666ff);
} elsif ($indicator eq "PVO") {
return $m->addPVO($height, 26, 12, 9, 0x0000ff, 0xff00ff, 0x008000);
} elsif ($indicator eq "PPO") {
return $m->addPPO($height, 26, 12, 9, 0x0000ff, 0xff00ff, 0x008000);
} elsif ($indicator eq "UO") {
return $m->addUltimateOscillator($height, 7, 14, 28, 0x800080, 20, 0xff6666, 0x6666ff);
} elsif ($indicator eq "Vol") {
return $m->addVolIndicator($height, 0x99ff99, 0xff9999, 0xc0c0c0);
} elsif ($indicator eq "TRIX") {
return $m->addTRIX($height, 12, 0x0000ff);
}
return undef;
}
#/ <summary>
#/ Creates a dummy chart to show an error message.
#/ </summary>
#/ <param name="msg">The error message.
#/ <returns>The BaseChart object containing the error message.</returns>
sub errMsg
{
my ($msg) = @_;
my $m = new MultiChart(400, 200);
$m->addTitle2($perlchartdir::Center, $msg, "arial.ttf", 10)->setMaxWidth($m->getWidth());
return $m;
}
# Create the finance chart
my $c = drawChart();
# Output the chart
binmode(STDOUT);
print "Content-type: image/png\n\n";
print $c->makeChart2($perlchartdir::PNG); |
