Chaikin Money Flow (CMF)

/**
 * Calculates the Chaikin Money Flow (CMF) over a specified period.
 * CMF measures the amount of Money Flow Volume over a set period.
 * Requires data with at least 6 columns: Date, Open, High, Low, Close, and Volume.
 *
 * @param {array} data - A 2D array of historical stock data (DOHLCV) from a source like GOOGLEFINANCE.
 * @param {number} period - The lookback period, typically 20 or 21.
 * @returns {array} A 2D array with headers: Date and CMF.
 * @customfunction
 */
function CMF(data, period) {
    checkPremium();

  // Argument validation
  if (arguments.length !== 2) {
    throw new Error(`Wrong number of arguments. Expected 2, but got ${arguments.length}.`);
  }
  if (typeof period !== 'number' || period <= 0 || !Number.isInteger(period)) {
    throw new Error(`Invalid period. The period must be a positive integer. Got: ${period}`);
  }

  const processedData = getData(data);

  // --- Function-level validation for DOHLCV data ---
  const columnCount = processedData[0].length;
  if (columnCount < 6) {
      throw new Error(`Invalid data structure for CMF. Expected at least 6 columns (Date, O, H, L, C, V), but got ${columnCount}.`);
  }
  // --- END of validation ---

  const dataRows = processedData.slice(1);

  if (period >= dataRows.length) {
    throw new Error(`Invalid period. The period (${period}) cannot be greater than or equal to the number of data points (${dataRows.length}).`);
  }

  // Pre-calculate Money Flow Volume for each day
  const moneyFlowVolumes = [];
  const volumes = [];
  for (let i = 0; i < dataRows.length; i++) {
    const row = dataRows[i];
    const high = row[2];
    const low = row[3];
    const close = row[4];
    const volume = row[5];
    volumes.push(volume);

    let moneyFlowMultiplier = 0;
    if (high !== low) {
      moneyFlowMultiplier = ((close - low) - (high - close)) / (high - low);
    }
    moneyFlowVolumes.push(moneyFlowMultiplier * volume);
  }

  const results = [["Date", `CMF(${period})`]];

  // Calculate CMF using a sliding window
  let sumMoneyFlow = 0;
  let sumVolume = 0;

  // First, calculate for the initial period
  for (let i = 0; i < period; i++) {
    sumMoneyFlow += moneyFlowVolumes[i];
    sumVolume += volumes[i];
  }

  let cmf = sumVolume === 0 ? 0 : sumMoneyFlow / sumVolume;
  results.push([dataRows[period - 1][0], cmf]);

  // Then, slide the window for the rest of the data
  for (let i = period; i < dataRows.length; i++) {
    sumMoneyFlow = sumMoneyFlow - moneyFlowVolumes[i - period] + moneyFlowVolumes[i];
    sumVolume = sumVolume - volumes[i - period] + volumes[i];
    
    cmf = sumVolume === 0 ? 0 : sumMoneyFlow / sumVolume;
    results.push([dataRows[i][0], cmf]);
  }

  return results;
}