}
}
} else if (this.customBars_) {
- // just ignore the rolling for now.
- // TODO(danvk): do something reasonable.
+ var low = 0;
+ var mid = 0;
+ var high = 0;
+ var count = 0;
for (var i = 0; i < originalData.length; i++) {
var data = originalData[i][1];
var y = data[1];
rollingData[i] = [originalData[i][0], [y, y - data[0], data[2] - y]];
- }
+
+ low += data[0];
+ mid += y;
+ high += data[2];
+ count += 1;
+ if (i - rollPeriod >= 0) {
+ var prev = originalData[i - rollPeriod];
+ low -= prev[1][0];
+ mid -= prev[1][1];
+ high -= prev[1][2];
+ count -= 1;
+ }
+ rollingData[i] = [originalData[i][0], [ 1.0 * mid / count,
+ 1.0 * (mid - low) / count,
+ 1.0 * (high - mid) / count ]];
} else {
// Calculate the rolling average for the first rollPeriod - 1 points where
// there is not enough data to roll over the full number of days