@363045841yyt/klinechart-core 0.7.3 → 0.7.5

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (247) hide show
  1. package/README.md +201 -201
  2. package/README.zh-CN.md +201 -201
  3. package/dist/controllers/index.d.ts +1 -0
  4. package/dist/controllers/index.d.ts.map +1 -1
  5. package/dist/controllers/index.js +1 -0
  6. package/dist/controllers/index.js.map +1 -1
  7. package/dist/engine/chart.d.ts +11 -19
  8. package/dist/engine/chart.d.ts.map +1 -1
  9. package/dist/engine/chart.js +92 -109
  10. package/dist/engine/chart.js.map +1 -1
  11. package/dist/engine/renderers/Indicator/indicatorData.d.ts +1 -0
  12. package/dist/engine/renderers/Indicator/indicatorData.d.ts.map +1 -1
  13. package/dist/engine/renderers/Indicator/indicatorData.js +1 -1
  14. package/dist/engine/renderers/Indicator/indicatorData.js.map +1 -1
  15. package/dist/engine/renderers/webgl/candleSurface.js +47 -47
  16. package/dist/engine/subPaneManager.d.ts +4 -0
  17. package/dist/engine/subPaneManager.d.ts.map +1 -1
  18. package/dist/engine/subPaneManager.js +13 -0
  19. package/dist/engine/subPaneManager.js.map +1 -1
  20. package/dist/version.d.ts +1 -1
  21. package/dist/version.d.ts.map +1 -1
  22. package/dist/version.js +1 -2
  23. package/dist/version.js.map +1 -1
  24. package/package.json +129 -122
  25. package/src/__tests__/signal.test.ts +124 -124
  26. package/src/config/chartSettings.ts +66 -66
  27. package/src/controllers/__tests__/drawing.test.ts +214 -214
  28. package/src/controllers/__tests__/indicatorSelector.test.ts +481 -481
  29. package/src/controllers/__tests__/toolbar.test.ts +225 -225
  30. package/src/controllers/createChartController.ts +665 -665
  31. package/src/controllers/createDrawingController.ts +96 -96
  32. package/src/controllers/createIndicatorSelectorController.ts +307 -307
  33. package/src/controllers/createToolbarController.ts +146 -146
  34. package/src/controllers/index.ts +20 -19
  35. package/src/controllers/types.ts +284 -284
  36. package/src/engine/__tests__/chart.dpr.test.ts +401 -401
  37. package/src/engine/__tests__/paneRenderer.resize.test.ts +92 -92
  38. package/src/engine/chart-store.ts +121 -121
  39. package/src/engine/chart.d.ts +617 -617
  40. package/src/engine/chart.ts +2803 -2815
  41. package/src/engine/controller/__tests__/interaction.dpr.test.ts +259 -259
  42. package/src/engine/controller/interaction.ts +722 -722
  43. package/src/engine/controller/markerInteraction.ts +130 -130
  44. package/src/engine/controller/pinchTracker.ts +82 -82
  45. package/src/engine/controller/tooltipPosition.ts +48 -48
  46. package/src/engine/draw/__tests__/pixelAlign.spec.ts +176 -176
  47. package/src/engine/draw/pixelAlign.ts +259 -259
  48. package/src/engine/drawing/index.ts +655 -655
  49. package/src/engine/drawing/interaction.ts +842 -842
  50. package/src/engine/drawing/plugin.ts +343 -343
  51. package/src/engine/indicators/__tests__/__fixtures__/golden/atr.json +38 -38
  52. package/src/engine/indicators/__tests__/__fixtures__/golden/dema.json +14 -14
  53. package/src/engine/indicators/__tests__/__fixtures__/golden/hma.json +14 -14
  54. package/src/engine/indicators/__tests__/__fixtures__/golden/index.ts +55 -55
  55. package/src/engine/indicators/__tests__/__fixtures__/golden/kama.json +14 -14
  56. package/src/engine/indicators/__tests__/__fixtures__/golden/tema.json +14 -14
  57. package/src/engine/indicators/__tests__/__fixtures__/golden/wma.json +40 -40
  58. package/src/engine/indicators/__tests__/__fixtures__/synthetic.ts +65 -65
  59. package/src/engine/indicators/__tests__/_propertyAssertions.ts +76 -76
  60. package/src/engine/indicators/__tests__/atr.test.ts +153 -153
  61. package/src/engine/indicators/__tests__/calculators.test.ts +614 -614
  62. package/src/engine/indicators/__tests__/cmf-mfi.test.ts +100 -100
  63. package/src/engine/indicators/__tests__/dema.test.ts +73 -73
  64. package/src/engine/indicators/__tests__/donchian.test.ts +70 -70
  65. package/src/engine/indicators/__tests__/hma.test.ts +73 -73
  66. package/src/engine/indicators/__tests__/ichimoku.test.ts +105 -105
  67. package/src/engine/indicators/__tests__/kama.test.ts +80 -80
  68. package/src/engine/indicators/__tests__/keltner.test.ts +65 -65
  69. package/src/engine/indicators/__tests__/pivot-fib.test.ts +110 -110
  70. package/src/engine/indicators/__tests__/roc.test.ts +68 -68
  71. package/src/engine/indicators/__tests__/sar.test.ts +86 -86
  72. package/src/engine/indicators/__tests__/scheduler.test.ts +831 -831
  73. package/src/engine/indicators/__tests__/soa.test.ts +533 -533
  74. package/src/engine/indicators/__tests__/structure.test.ts +110 -110
  75. package/src/engine/indicators/__tests__/supertrend.test.ts +65 -65
  76. package/src/engine/indicators/__tests__/tema.test.ts +68 -68
  77. package/src/engine/indicators/__tests__/trix.test.ts +70 -70
  78. package/src/engine/indicators/__tests__/volatility.test.ts +117 -117
  79. package/src/engine/indicators/__tests__/volume.test.ts +115 -115
  80. package/src/engine/indicators/__tests__/volumeProfile.test.ts +74 -74
  81. package/src/engine/indicators/__tests__/vwap.test.ts +69 -69
  82. package/src/engine/indicators/__tests__/wma.test.ts +112 -112
  83. package/src/engine/indicators/__tests__/zones.test.ts +95 -95
  84. package/src/engine/indicators/atrState.ts +27 -27
  85. package/src/engine/indicators/bollState.ts +51 -51
  86. package/src/engine/indicators/calculators.ts +2593 -2593
  87. package/src/engine/indicators/cciState.ts +25 -25
  88. package/src/engine/indicators/chaikinVolState.ts +32 -32
  89. package/src/engine/indicators/cmfState.ts +27 -27
  90. package/src/engine/indicators/demaState.ts +27 -27
  91. package/src/engine/indicators/donchianState.ts +43 -43
  92. package/src/engine/indicators/eneState.ts +43 -43
  93. package/src/engine/indicators/expmaState.ts +43 -43
  94. package/src/engine/indicators/fastkState.ts +25 -25
  95. package/src/engine/indicators/fibState.ts +41 -41
  96. package/src/engine/indicators/hmaState.ts +27 -27
  97. package/src/engine/indicators/hvState.ts +28 -28
  98. package/src/engine/indicators/ichimokuState.ts +70 -70
  99. package/src/engine/indicators/indicator.worker.ts +169 -169
  100. package/src/engine/indicators/indicatorDefinitionRegistry.ts +62 -62
  101. package/src/engine/indicators/indicatorMetadata.ts +110 -110
  102. package/src/engine/indicators/indicatorRegistry.ts +106 -106
  103. package/src/engine/indicators/indicatorRuntime.ts +1548 -1548
  104. package/src/engine/indicators/kamaState.ts +34 -34
  105. package/src/engine/indicators/keltnerState.ts +49 -49
  106. package/src/engine/indicators/kstState.ts +42 -42
  107. package/src/engine/indicators/maState.ts +36 -36
  108. package/src/engine/indicators/macdState.ts +76 -76
  109. package/src/engine/indicators/mfiState.ts +27 -27
  110. package/src/engine/indicators/momState.ts +25 -25
  111. package/src/engine/indicators/obvState.ts +25 -25
  112. package/src/engine/indicators/parkinsonState.ts +28 -28
  113. package/src/engine/indicators/pivotState.ts +51 -51
  114. package/src/engine/indicators/pvtState.ts +25 -25
  115. package/src/engine/indicators/rocState.ts +27 -27
  116. package/src/engine/indicators/rsiState.ts +65 -65
  117. package/src/engine/indicators/sarState.ts +41 -41
  118. package/src/engine/indicators/scheduler.ts +1205 -1205
  119. package/src/engine/indicators/soa.ts +352 -352
  120. package/src/engine/indicators/stateComposer.ts +1262 -1262
  121. package/src/engine/indicators/stochState.ts +26 -26
  122. package/src/engine/indicators/structureState.ts +69 -69
  123. package/src/engine/indicators/supertrendState.ts +37 -37
  124. package/src/engine/indicators/temaState.ts +27 -27
  125. package/src/engine/indicators/trixState.ts +35 -35
  126. package/src/engine/indicators/vmaState.ts +27 -27
  127. package/src/engine/indicators/volumeProfileState.ts +63 -63
  128. package/src/engine/indicators/vwapState.ts +29 -29
  129. package/src/engine/indicators/wmaState.ts +27 -27
  130. package/src/engine/indicators/wmsrState.ts +25 -25
  131. package/src/engine/indicators/workerProtocol.ts +613 -613
  132. package/src/engine/indicators/zonesState.ts +47 -47
  133. package/src/engine/layout/pane.ts +161 -161
  134. package/src/engine/marker/registry.ts +265 -265
  135. package/src/engine/paneRenderer.ts +169 -169
  136. package/src/engine/renderers/Indicator/atr.ts +237 -237
  137. package/src/engine/renderers/Indicator/boll.ts +317 -317
  138. package/src/engine/renderers/Indicator/cci.ts +275 -275
  139. package/src/engine/renderers/Indicator/chaikinVol.ts +138 -138
  140. package/src/engine/renderers/Indicator/cmf.ts +137 -137
  141. package/src/engine/renderers/Indicator/dema.ts +136 -136
  142. package/src/engine/renderers/Indicator/donchian.ts +137 -137
  143. package/src/engine/renderers/Indicator/ene.ts +271 -271
  144. package/src/engine/renderers/Indicator/expma.ts +197 -197
  145. package/src/engine/renderers/Indicator/fastk.ts +316 -316
  146. package/src/engine/renderers/Indicator/fib.ts +141 -141
  147. package/src/engine/renderers/Indicator/hma.ts +136 -136
  148. package/src/engine/renderers/Indicator/hv.ts +124 -124
  149. package/src/engine/renderers/Indicator/ichimoku.ts +181 -181
  150. package/src/engine/renderers/Indicator/index.ts +241 -241
  151. package/src/engine/renderers/Indicator/indicatorData.ts +650 -650
  152. package/src/engine/renderers/Indicator/kama.ts +136 -136
  153. package/src/engine/renderers/Indicator/keltner.ts +137 -137
  154. package/src/engine/renderers/Indicator/kst.ts +302 -302
  155. package/src/engine/renderers/Indicator/ma.ts +200 -200
  156. package/src/engine/renderers/Indicator/macd.ts +477 -477
  157. package/src/engine/renderers/Indicator/macdLegend.ts +141 -141
  158. package/src/engine/renderers/Indicator/mainIndicatorLegend.ts +272 -272
  159. package/src/engine/renderers/Indicator/mfi.ts +142 -142
  160. package/src/engine/renderers/Indicator/mom.ts +311 -311
  161. package/src/engine/renderers/Indicator/obv.ts +123 -123
  162. package/src/engine/renderers/Indicator/parkinson.ts +124 -124
  163. package/src/engine/renderers/Indicator/pivot.ts +131 -131
  164. package/src/engine/renderers/Indicator/pvt.ts +123 -123
  165. package/src/engine/renderers/Indicator/roc.ts +143 -143
  166. package/src/engine/renderers/Indicator/rsi.ts +390 -390
  167. package/src/engine/renderers/Indicator/sar.ts +113 -113
  168. package/src/engine/renderers/Indicator/scale/atr_scale.ts +19 -19
  169. package/src/engine/renderers/Indicator/scale/cci_scale.ts +19 -19
  170. package/src/engine/renderers/Indicator/scale/fastk_scale.ts +19 -19
  171. package/src/engine/renderers/Indicator/scale/indicator_scale.ts +204 -204
  172. package/src/engine/renderers/Indicator/scale/kst_scale.ts +19 -19
  173. package/src/engine/renderers/Indicator/scale/macd_scale.ts +22 -22
  174. package/src/engine/renderers/Indicator/scale/mom_scale.ts +19 -19
  175. package/src/engine/renderers/Indicator/scale/rsi_scale.ts +19 -19
  176. package/src/engine/renderers/Indicator/scale/stoch_scale.ts +19 -19
  177. package/src/engine/renderers/Indicator/scale/volume_scale.ts +26 -26
  178. package/src/engine/renderers/Indicator/scale/wmsr_scale.ts +19 -19
  179. package/src/engine/renderers/Indicator/stoch.ts +359 -359
  180. package/src/engine/renderers/Indicator/structure.ts +126 -126
  181. package/src/engine/renderers/Indicator/subPaneConfig.ts +265 -265
  182. package/src/engine/renderers/Indicator/supertrend.ts +115 -115
  183. package/src/engine/renderers/Indicator/tema.ts +136 -136
  184. package/src/engine/renderers/Indicator/trix.ts +158 -158
  185. package/src/engine/renderers/Indicator/vma.ts +124 -124
  186. package/src/engine/renderers/Indicator/volumeProfile.ts +125 -125
  187. package/src/engine/renderers/Indicator/vwap.ts +123 -123
  188. package/src/engine/renderers/Indicator/wma.ts +136 -136
  189. package/src/engine/renderers/Indicator/wmsr.ts +328 -328
  190. package/src/engine/renderers/Indicator/zones.ts +104 -104
  191. package/src/engine/renderers/__tests__/boll.renderer.test.ts +314 -314
  192. package/src/engine/renderers/__tests__/ene.renderer.test.ts +305 -305
  193. package/src/engine/renderers/__tests__/expma.renderer.test.ts +279 -279
  194. package/src/engine/renderers/__tests__/ma.renderer.test.ts +426 -426
  195. package/src/engine/renderers/__tests__/mainIndicatorLegend.renderer.test.ts +502 -502
  196. package/src/engine/renderers/__tests__/yAxis.renderer.test.ts +173 -173
  197. package/src/engine/renderers/candle.ts +459 -459
  198. package/src/engine/renderers/crosshair.ts +69 -69
  199. package/src/engine/renderers/customMarkers.ts +162 -162
  200. package/src/engine/renderers/extremaMarkers.ts +246 -246
  201. package/src/engine/renderers/gridLines.ts +90 -90
  202. package/src/engine/renderers/lastPrice.ts +97 -97
  203. package/src/engine/renderers/paneTitle.ts +136 -136
  204. package/src/engine/renderers/subVolume.ts +236 -236
  205. package/src/engine/renderers/timeAxis.ts +121 -121
  206. package/src/engine/renderers/webgl/candleSurface.ts +955 -955
  207. package/src/engine/renderers/webgl/sharedWebGLSurface.ts +146 -146
  208. package/src/engine/renderers/yAxis.ts +105 -105
  209. package/src/engine/scale/__tests__/logFormula.spec.ts +148 -148
  210. package/src/engine/scale/logFormula.ts +130 -130
  211. package/src/engine/scale/price.ts +39 -39
  212. package/src/engine/scale/priceScale.ts +264 -264
  213. package/src/engine/subPaneManager.ts +442 -427
  214. package/src/engine/theme/colors.ts +642 -642
  215. package/src/engine/theme/fonts.ts +20 -20
  216. package/src/engine/utils/klineConfig.ts +49 -49
  217. package/src/engine/utils/tickCount.ts +11 -11
  218. package/src/engine/utils/tickPosition.ts +214 -214
  219. package/src/engine/utils/zoom.ts +83 -83
  220. package/src/engine/viewport/viewport.ts +67 -67
  221. package/src/index.ts +3 -3
  222. package/src/plugin/ConfigManager.ts +93 -93
  223. package/src/plugin/EventBus.ts +77 -77
  224. package/src/plugin/HookSystem.ts +106 -106
  225. package/src/plugin/PluginHost.ts +243 -243
  226. package/src/plugin/PluginRegistry.ts +92 -92
  227. package/src/plugin/StateStore.ts +73 -73
  228. package/src/plugin/index.ts +19 -19
  229. package/src/plugin/rendererPluginManager.ts +368 -368
  230. package/src/plugin/stateKeys.ts +8 -8
  231. package/src/plugin/types.ts +526 -526
  232. package/src/reactivity/index.ts +2 -2
  233. package/src/reactivity/signal.ts +119 -119
  234. package/src/semantic/controller.ts +251 -251
  235. package/src/semantic/drawShape.ts +260 -260
  236. package/src/semantic/index.ts +28 -28
  237. package/src/semantic/schema.json +256 -256
  238. package/src/semantic/types.ts +251 -251
  239. package/src/semantic/validator.ts +349 -349
  240. package/src/types/kLine.ts +13 -13
  241. package/src/types/price.ts +56 -56
  242. package/src/types/volumePrice.ts +33 -33
  243. package/src/utils/dateFormat.ts +208 -208
  244. package/src/utils/kLineDraw/axis.ts +562 -562
  245. package/src/utils/priceToY.ts +34 -34
  246. package/src/utils/volumePrice.ts +202 -202
  247. package/src/version.ts +1 -1
@@ -1,34 +1,34 @@
1
- export function priceToY(
2
- price: number,
3
- maxPrice: number,
4
- minPrice: number,
5
- canvasHeight: number,
6
- paddingTop: number,
7
- paddingBottom: number,
8
- ): number {
9
- const range = maxPrice - minPrice || 1
10
- const ratio = (price - minPrice) / range
11
-
12
- const viewHeight = Math.max(1, canvasHeight - paddingTop - paddingBottom)
13
- return paddingTop + viewHeight * (1 - ratio)
14
- }
15
-
16
- /**
17
- * 将逻辑像素 y 反算回价格
18
- * - y 是相对于绘图区顶部的逻辑像素坐标(不含额外 translate)
19
- * - paddingTop/paddingBottom 需与 priceToY 使用一致
20
- */
21
- export function yToPrice(
22
- y: number,
23
- maxPrice: number,
24
- minPrice: number,
25
- canvasHeight: number,
26
- paddingTop: number,
27
- paddingBottom: number,
28
- ): number {
29
- const range = maxPrice - minPrice || 1
30
- const viewHeight = Math.max(1, canvasHeight - paddingTop - paddingBottom)
31
- const clampedY = Math.min(Math.max(y, paddingTop), paddingTop + viewHeight)
32
- const ratio = 1 - (clampedY - paddingTop) / viewHeight
33
- return minPrice + ratio * range
34
- }
1
+ export function priceToY(
2
+ price: number,
3
+ maxPrice: number,
4
+ minPrice: number,
5
+ canvasHeight: number,
6
+ paddingTop: number,
7
+ paddingBottom: number,
8
+ ): number {
9
+ const range = maxPrice - minPrice || 1
10
+ const ratio = (price - minPrice) / range
11
+
12
+ const viewHeight = Math.max(1, canvasHeight - paddingTop - paddingBottom)
13
+ return paddingTop + viewHeight * (1 - ratio)
14
+ }
15
+
16
+ /**
17
+ * 将逻辑像素 y 反算回价格
18
+ * - y 是相对于绘图区顶部的逻辑像素坐标(不含额外 translate)
19
+ * - paddingTop/paddingBottom 需与 priceToY 使用一致
20
+ */
21
+ export function yToPrice(
22
+ y: number,
23
+ maxPrice: number,
24
+ minPrice: number,
25
+ canvasHeight: number,
26
+ paddingTop: number,
27
+ paddingBottom: number,
28
+ ): number {
29
+ const range = maxPrice - minPrice || 1
30
+ const viewHeight = Math.max(1, canvasHeight - paddingTop - paddingBottom)
31
+ const clampedY = Math.min(Math.max(y, paddingTop), paddingTop + viewHeight)
32
+ const ratio = 1 - (clampedY - paddingTop) / viewHeight
33
+ return minPrice + ratio * range
34
+ }
@@ -1,203 +1,203 @@
1
- import type { KLineData } from '../types/price'
2
- import { VolumePriceRelation, type VolumePriceConfig, DEFAULT_VOLUME_PRICE_CONFIG } from '../types/volumePrice'
3
-
4
- // 重新导出默认配置,方便外部使用
5
- export { DEFAULT_VOLUME_PRICE_CONFIG }
6
-
7
- /**
8
- * 成交量前缀和计算器
9
- * 用于优化成交量移动平均的计算,避免重复遍历
10
- */
11
- export class VolumePrefixSum {
12
- private prefixSum: number[] = []
13
- private dataLength: number = 0
14
-
15
- /**
16
- * 构建前缀和数组
17
- * @param data - K线数据数组
18
- */
19
- build(data: KLineData[]): void {
20
- const len = data.length
21
- if (len === 0) {
22
- this.prefixSum = []
23
- this.dataLength = 0
24
- return
25
- }
26
-
27
- this.prefixSum = [0]
28
-
29
- for (let i = 0; i < len; i++) {
30
- this.prefixSum.push(this.prefixSum[i]! + (data[i]?.volume ?? 0))
31
- }
32
-
33
- this.dataLength = len
34
- }
35
-
36
- /**
37
- * 查询区间 [start, end] 的成交量之和
38
- * @param start - 起始索引(包含)
39
- * @param end - 结束索引(包含)
40
- * @returns 区间成交量之和
41
- */
42
- query(start: number, end: number): number {
43
- if (start < 0 || end >= this.dataLength || start > end) {
44
- return 0
45
- }
46
- return this.prefixSum[end + 1]! - this.prefixSum[start]!
47
- }
48
-
49
- /**
50
- * 计算成交量移动平均
51
- * @param index - 当前K线索引
52
- * @param period - 计算周期
53
- * @returns 成交量移动平均值
54
- */
55
- getVolumeMA(index: number, period: number): number {
56
- if (index < period - 1) return 0
57
- const start = index - period + 1
58
- const sum = this.query(start, index)
59
- return sum / period
60
- }
61
-
62
- /**
63
- * 获取数据长度
64
- */
65
- get length(): number {
66
- return this.dataLength
67
- }
68
- }
69
-
70
- // 全局前缀和实例(可选,用于简化调用)
71
- let globalPrefixSum: VolumePrefixSum | null = null
72
- let cachedData: KLineData[] | null = null
73
-
74
- /**
75
- * 获取或创建前缀和实例
76
- * 检测数据引用是否变化,自动重建前缀和
77
- */
78
- function getPrefixSum(data: KLineData[]): VolumePrefixSum {
79
- if (!globalPrefixSum || cachedData !== data) {
80
- globalPrefixSum = new VolumePrefixSum()
81
- globalPrefixSum.build(data)
82
- cachedData = data
83
- }
84
-
85
- return globalPrefixSum
86
- }
87
-
88
- /**
89
- * 计算量价关系
90
- *
91
- * @param data - K线数据数组
92
- * @param index - 要分析的K线索引
93
- * @param config - 量价关系计算配置
94
- * @returns 量价关系类型
95
- */
96
- export function analyzeVolumePriceRelation(
97
- data: KLineData[],
98
- index: number,
99
- config: VolumePriceConfig
100
- ): VolumePriceRelation {
101
- const curVolume = data[index]?.volume
102
- if (index < 1 || index >= data.length || !curVolume) {
103
- return VolumePriceRelation.OTHERS
104
- }
105
-
106
- const { volumeAmplifyThreshold, volumeShrinkThreshold, avgPeriod } = config
107
-
108
- // 使用前缀和优化计算 MA
109
- const prefixSum = getPrefixSum(data)
110
- const volumeMA = prefixSum.getVolumeMA(index, avgPeriod)
111
-
112
- // 判断价格方向
113
- const currentKLine = data[index]
114
- if (!currentKLine) return VolumePriceRelation.OTHERS
115
- const priceChange = currentKLine.close - currentKLine.open
116
- const isRising = priceChange > 0
117
- const isFalling = priceChange < 0
118
-
119
- // 判断成交量变化
120
- const isVolumeAmplified = curVolume > volumeMA * volumeAmplifyThreshold
121
- const isVolumeShrunk = curVolume < volumeMA * volumeShrinkThreshold
122
-
123
- // 1. 量价齐升(放量上涨)
124
- if (isRising && isVolumeAmplified) {
125
- return VolumePriceRelation.RISE_WITH_VOLUME
126
- }
127
-
128
- // 2. 量价背离(缩量上涨)
129
- if (isRising && isVolumeShrunk) {
130
- return VolumePriceRelation.RISE_WITHOUT_VOLUME
131
- }
132
-
133
- // 3. 量增价跌
134
- if (isFalling && isVolumeAmplified) {
135
- return VolumePriceRelation.FALL_WITH_VOLUME
136
- }
137
-
138
- // 4. 量缩价跌
139
- if (isFalling && isVolumeShrunk) {
140
- return VolumePriceRelation.FALL_WITHOUT_VOLUME
141
- }
142
-
143
- return VolumePriceRelation.OTHERS
144
- }
145
-
146
- /**
147
- * 批量计算量价关系(推荐用于渲染器中)
148
- * 显式传入前缀和实例,避免重复构建
149
- *
150
- * @param data - K线数据数组
151
- * @param startIndex - 起始索引
152
- * @param endIndex - 结束索引
153
- * @param config - 量价关系计算配置
154
- * @returns 量价关系数组
155
- */
156
- export function analyzeVolumePriceRelationBatch(
157
- data: KLineData[],
158
- startIndex: number,
159
- endIndex: number,
160
- config: VolumePriceConfig = DEFAULT_VOLUME_PRICE_CONFIG
161
- ): VolumePriceRelation[] {
162
- const prefixSum = new VolumePrefixSum()
163
- prefixSum.build(data)
164
-
165
- const results: VolumePriceRelation[] = []
166
- const { volumeAmplifyThreshold, volumeShrinkThreshold, avgPeriod } = config
167
-
168
- for (let index = startIndex; index < endIndex && index < data.length; index++) {
169
- const curVolume = data[index]?.volume
170
- if (index < 1 || !curVolume) {
171
- results.push(VolumePriceRelation.OTHERS)
172
- continue
173
- }
174
-
175
- const volumeMA = prefixSum.getVolumeMA(index, avgPeriod)
176
- const currentKLine = data[index]
177
-
178
- if (!currentKLine) {
179
- results.push(VolumePriceRelation.OTHERS)
180
- continue
181
- }
182
-
183
- const priceChange = currentKLine.close - currentKLine.open
184
- const isRising = priceChange > 0
185
- const isFalling = priceChange < 0
186
- const isVolumeAmplified = curVolume > volumeMA * volumeAmplifyThreshold
187
- const isVolumeShrunk = curVolume < volumeMA * volumeShrinkThreshold
188
-
189
- if (isRising && isVolumeAmplified) {
190
- results.push(VolumePriceRelation.RISE_WITH_VOLUME)
191
- } else if (isRising && isVolumeShrunk) {
192
- results.push(VolumePriceRelation.RISE_WITHOUT_VOLUME)
193
- } else if (isFalling && isVolumeAmplified) {
194
- results.push(VolumePriceRelation.FALL_WITH_VOLUME)
195
- } else if (isFalling && isVolumeShrunk) {
196
- results.push(VolumePriceRelation.FALL_WITHOUT_VOLUME)
197
- } else {
198
- results.push(VolumePriceRelation.OTHERS)
199
- }
200
- }
201
-
202
- return results
1
+ import type { KLineData } from '../types/price'
2
+ import { VolumePriceRelation, type VolumePriceConfig, DEFAULT_VOLUME_PRICE_CONFIG } from '../types/volumePrice'
3
+
4
+ // 重新导出默认配置,方便外部使用
5
+ export { DEFAULT_VOLUME_PRICE_CONFIG }
6
+
7
+ /**
8
+ * 成交量前缀和计算器
9
+ * 用于优化成交量移动平均的计算,避免重复遍历
10
+ */
11
+ export class VolumePrefixSum {
12
+ private prefixSum: number[] = []
13
+ private dataLength: number = 0
14
+
15
+ /**
16
+ * 构建前缀和数组
17
+ * @param data - K线数据数组
18
+ */
19
+ build(data: KLineData[]): void {
20
+ const len = data.length
21
+ if (len === 0) {
22
+ this.prefixSum = []
23
+ this.dataLength = 0
24
+ return
25
+ }
26
+
27
+ this.prefixSum = [0]
28
+
29
+ for (let i = 0; i < len; i++) {
30
+ this.prefixSum.push(this.prefixSum[i]! + (data[i]?.volume ?? 0))
31
+ }
32
+
33
+ this.dataLength = len
34
+ }
35
+
36
+ /**
37
+ * 查询区间 [start, end] 的成交量之和
38
+ * @param start - 起始索引(包含)
39
+ * @param end - 结束索引(包含)
40
+ * @returns 区间成交量之和
41
+ */
42
+ query(start: number, end: number): number {
43
+ if (start < 0 || end >= this.dataLength || start > end) {
44
+ return 0
45
+ }
46
+ return this.prefixSum[end + 1]! - this.prefixSum[start]!
47
+ }
48
+
49
+ /**
50
+ * 计算成交量移动平均
51
+ * @param index - 当前K线索引
52
+ * @param period - 计算周期
53
+ * @returns 成交量移动平均值
54
+ */
55
+ getVolumeMA(index: number, period: number): number {
56
+ if (index < period - 1) return 0
57
+ const start = index - period + 1
58
+ const sum = this.query(start, index)
59
+ return sum / period
60
+ }
61
+
62
+ /**
63
+ * 获取数据长度
64
+ */
65
+ get length(): number {
66
+ return this.dataLength
67
+ }
68
+ }
69
+
70
+ // 全局前缀和实例(可选,用于简化调用)
71
+ let globalPrefixSum: VolumePrefixSum | null = null
72
+ let cachedData: KLineData[] | null = null
73
+
74
+ /**
75
+ * 获取或创建前缀和实例
76
+ * 检测数据引用是否变化,自动重建前缀和
77
+ */
78
+ function getPrefixSum(data: KLineData[]): VolumePrefixSum {
79
+ if (!globalPrefixSum || cachedData !== data) {
80
+ globalPrefixSum = new VolumePrefixSum()
81
+ globalPrefixSum.build(data)
82
+ cachedData = data
83
+ }
84
+
85
+ return globalPrefixSum
86
+ }
87
+
88
+ /**
89
+ * 计算量价关系
90
+ *
91
+ * @param data - K线数据数组
92
+ * @param index - 要分析的K线索引
93
+ * @param config - 量价关系计算配置
94
+ * @returns 量价关系类型
95
+ */
96
+ export function analyzeVolumePriceRelation(
97
+ data: KLineData[],
98
+ index: number,
99
+ config: VolumePriceConfig
100
+ ): VolumePriceRelation {
101
+ const curVolume = data[index]?.volume
102
+ if (index < 1 || index >= data.length || !curVolume) {
103
+ return VolumePriceRelation.OTHERS
104
+ }
105
+
106
+ const { volumeAmplifyThreshold, volumeShrinkThreshold, avgPeriod } = config
107
+
108
+ // 使用前缀和优化计算 MA
109
+ const prefixSum = getPrefixSum(data)
110
+ const volumeMA = prefixSum.getVolumeMA(index, avgPeriod)
111
+
112
+ // 判断价格方向
113
+ const currentKLine = data[index]
114
+ if (!currentKLine) return VolumePriceRelation.OTHERS
115
+ const priceChange = currentKLine.close - currentKLine.open
116
+ const isRising = priceChange > 0
117
+ const isFalling = priceChange < 0
118
+
119
+ // 判断成交量变化
120
+ const isVolumeAmplified = curVolume > volumeMA * volumeAmplifyThreshold
121
+ const isVolumeShrunk = curVolume < volumeMA * volumeShrinkThreshold
122
+
123
+ // 1. 量价齐升(放量上涨)
124
+ if (isRising && isVolumeAmplified) {
125
+ return VolumePriceRelation.RISE_WITH_VOLUME
126
+ }
127
+
128
+ // 2. 量价背离(缩量上涨)
129
+ if (isRising && isVolumeShrunk) {
130
+ return VolumePriceRelation.RISE_WITHOUT_VOLUME
131
+ }
132
+
133
+ // 3. 量增价跌
134
+ if (isFalling && isVolumeAmplified) {
135
+ return VolumePriceRelation.FALL_WITH_VOLUME
136
+ }
137
+
138
+ // 4. 量缩价跌
139
+ if (isFalling && isVolumeShrunk) {
140
+ return VolumePriceRelation.FALL_WITHOUT_VOLUME
141
+ }
142
+
143
+ return VolumePriceRelation.OTHERS
144
+ }
145
+
146
+ /**
147
+ * 批量计算量价关系(推荐用于渲染器中)
148
+ * 显式传入前缀和实例,避免重复构建
149
+ *
150
+ * @param data - K线数据数组
151
+ * @param startIndex - 起始索引
152
+ * @param endIndex - 结束索引
153
+ * @param config - 量价关系计算配置
154
+ * @returns 量价关系数组
155
+ */
156
+ export function analyzeVolumePriceRelationBatch(
157
+ data: KLineData[],
158
+ startIndex: number,
159
+ endIndex: number,
160
+ config: VolumePriceConfig = DEFAULT_VOLUME_PRICE_CONFIG
161
+ ): VolumePriceRelation[] {
162
+ const prefixSum = new VolumePrefixSum()
163
+ prefixSum.build(data)
164
+
165
+ const results: VolumePriceRelation[] = []
166
+ const { volumeAmplifyThreshold, volumeShrinkThreshold, avgPeriod } = config
167
+
168
+ for (let index = startIndex; index < endIndex && index < data.length; index++) {
169
+ const curVolume = data[index]?.volume
170
+ if (index < 1 || !curVolume) {
171
+ results.push(VolumePriceRelation.OTHERS)
172
+ continue
173
+ }
174
+
175
+ const volumeMA = prefixSum.getVolumeMA(index, avgPeriod)
176
+ const currentKLine = data[index]
177
+
178
+ if (!currentKLine) {
179
+ results.push(VolumePriceRelation.OTHERS)
180
+ continue
181
+ }
182
+
183
+ const priceChange = currentKLine.close - currentKLine.open
184
+ const isRising = priceChange > 0
185
+ const isFalling = priceChange < 0
186
+ const isVolumeAmplified = curVolume > volumeMA * volumeAmplifyThreshold
187
+ const isVolumeShrunk = curVolume < volumeMA * volumeShrinkThreshold
188
+
189
+ if (isRising && isVolumeAmplified) {
190
+ results.push(VolumePriceRelation.RISE_WITH_VOLUME)
191
+ } else if (isRising && isVolumeShrunk) {
192
+ results.push(VolumePriceRelation.RISE_WITHOUT_VOLUME)
193
+ } else if (isFalling && isVolumeAmplified) {
194
+ results.push(VolumePriceRelation.FALL_WITH_VOLUME)
195
+ } else if (isFalling && isVolumeShrunk) {
196
+ results.push(VolumePriceRelation.FALL_WITHOUT_VOLUME)
197
+ } else {
198
+ results.push(VolumePriceRelation.OTHERS)
199
+ }
200
+ }
201
+
202
+ return results
203
203
  }
package/src/version.ts CHANGED
@@ -1 +1 @@
1
- export const VERSION = "0.7.3"\n
1
+ export const VERSION = "0.7.5"