@363045841yyt/klinechart-core 0.7.3

package/src/utils/volumePrice.ts

@@ -0,0 +1,203 @@
+import type { KLineData } from '../types/price'
+import { VolumePriceRelation, type VolumePriceConfig, DEFAULT_VOLUME_PRICE_CONFIG } from '../types/volumePrice'
+
+// 重新导出默认配置，方便外部使用
+export { DEFAULT_VOLUME_PRICE_CONFIG }
+
+/**
+ * 成交量前缀和计算器
+ * 用于优化成交量移动平均的计算，避免重复遍历
+ */
+export class VolumePrefixSum {
+  private prefixSum: number[] = []
+  private dataLength: number = 0
+
+  /**
+   * 构建前缀和数组
+   * @param data - K线数据数组
+   */
+  build(data: KLineData[]): void {
+    const len = data.length
+    if (len === 0) {
+      this.prefixSum = []
+      this.dataLength = 0
+      return
+    }
+
+    this.prefixSum = [0]
+
+    for (let i = 0; i < len; i++) {
+      this.prefixSum.push(this.prefixSum[i]! + (data[i]?.volume ?? 0))
+    }
+
+    this.dataLength = len
+  }
+
+  /**
+   * 查询区间 [start, end] 的成交量之和
+   * @param start - 起始索引（包含）
+   * @param end - 结束索引（包含）
+   * @returns 区间成交量之和
+   */
+  query(start: number, end: number): number {
+    if (start < 0 || end >= this.dataLength || start > end) {
+      return 0
+    }
+    return this.prefixSum[end + 1]! - this.prefixSum[start]!
+  }
+
+  /**
+   * 计算成交量移动平均
+   * @param index - 当前K线索引
+   * @param period - 计算周期
+   * @returns 成交量移动平均值
+   */
+  getVolumeMA(index: number, period: number): number {
+    if (index < period - 1) return 0
+    const start = index - period + 1
+    const sum = this.query(start, index)
+    return sum / period
+  }
+
+  /**
+   * 获取数据长度
+   */
+  get length(): number {
+    return this.dataLength
+  }
+}
+
+// 全局前缀和实例（可选，用于简化调用）
+let globalPrefixSum: VolumePrefixSum | null = null
+let cachedData: KLineData[] | null = null
+
+/**
+ * 获取或创建前缀和实例
+ * 检测数据引用是否变化，自动重建前缀和
+ */
+function getPrefixSum(data: KLineData[]): VolumePrefixSum {
+  if (!globalPrefixSum || cachedData !== data) {
+    globalPrefixSum = new VolumePrefixSum()
+    globalPrefixSum.build(data)
+    cachedData = data
+  }
+
+  return globalPrefixSum
+}
+
+/**
+ * 计算量价关系
+ *
+ * @param data - K线数据数组
+ * @param index - 要分析的K线索引
+ * @param config - 量价关系计算配置
+ * @returns 量价关系类型
+ */
+export function analyzeVolumePriceRelation(
+  data: KLineData[],
+  index: number,
+  config: VolumePriceConfig
+): VolumePriceRelation {
+  const curVolume = data[index]?.volume
+  if (index < 1 || index >= data.length || !curVolume) {
+    return VolumePriceRelation.OTHERS
+  }
+
+  const { volumeAmplifyThreshold, volumeShrinkThreshold, avgPeriod } = config
+
+  // 使用前缀和优化计算 MA
+  const prefixSum = getPrefixSum(data)
+  const volumeMA = prefixSum.getVolumeMA(index, avgPeriod)
+
+  // 判断价格方向
+  const currentKLine = data[index]
+  if (!currentKLine) return VolumePriceRelation.OTHERS
+  const priceChange = currentKLine.close - currentKLine.open
+  const isRising = priceChange > 0
+  const isFalling = priceChange < 0
+
+  // 判断成交量变化
+  const isVolumeAmplified = curVolume > volumeMA * volumeAmplifyThreshold
+  const isVolumeShrunk = curVolume < volumeMA * volumeShrinkThreshold
+
+  // 1. 量价齐升（放量上涨）
+  if (isRising && isVolumeAmplified) {
+    return VolumePriceRelation.RISE_WITH_VOLUME
+  }
+
+  // 2. 量价背离（缩量上涨）
+  if (isRising && isVolumeShrunk) {
+    return VolumePriceRelation.RISE_WITHOUT_VOLUME
+  }
+
+  // 3. 量增价跌
+  if (isFalling && isVolumeAmplified) {
+    return VolumePriceRelation.FALL_WITH_VOLUME
+  }
+
+  // 4. 量缩价跌
+  if (isFalling && isVolumeShrunk) {
+    return VolumePriceRelation.FALL_WITHOUT_VOLUME
+  }
+
+  return VolumePriceRelation.OTHERS
+}
+
+/**
+ * 批量计算量价关系（推荐用于渲染器中）
+ * 显式传入前缀和实例，避免重复构建
+ *
+ * @param data - K线数据数组
+ * @param startIndex - 起始索引
+ * @param endIndex - 结束索引
+ * @param config - 量价关系计算配置
+ * @returns 量价关系数组
+ */
+export function analyzeVolumePriceRelationBatch(
+  data: KLineData[],
+  startIndex: number,
+  endIndex: number,
+  config: VolumePriceConfig = DEFAULT_VOLUME_PRICE_CONFIG
+): VolumePriceRelation[] {
+  const prefixSum = new VolumePrefixSum()
+  prefixSum.build(data)
+
+  const results: VolumePriceRelation[] = []
+  const { volumeAmplifyThreshold, volumeShrinkThreshold, avgPeriod } = config
+
+  for (let index = startIndex; index < endIndex && index < data.length; index++) {
+    const curVolume = data[index]?.volume
+    if (index < 1 || !curVolume) {
+      results.push(VolumePriceRelation.OTHERS)
+      continue
+    }
+
+    const volumeMA = prefixSum.getVolumeMA(index, avgPeriod)
+    const currentKLine = data[index]
+
+    if (!currentKLine) {
+      results.push(VolumePriceRelation.OTHERS)
+      continue
+    }
+
+    const priceChange = currentKLine.close - currentKLine.open
+    const isRising = priceChange > 0
+    const isFalling = priceChange < 0
+    const isVolumeAmplified = curVolume > volumeMA * volumeAmplifyThreshold
+    const isVolumeShrunk = curVolume < volumeMA * volumeShrinkThreshold
+
+    if (isRising && isVolumeAmplified) {
+      results.push(VolumePriceRelation.RISE_WITH_VOLUME)
+    } else if (isRising && isVolumeShrunk) {
+      results.push(VolumePriceRelation.RISE_WITHOUT_VOLUME)
+    } else if (isFalling && isVolumeAmplified) {
+      results.push(VolumePriceRelation.FALL_WITH_VOLUME)
+    } else if (isFalling && isVolumeShrunk) {
+      results.push(VolumePriceRelation.FALL_WITHOUT_VOLUME)
+    } else {
+      results.push(VolumePriceRelation.OTHERS)
+    }
+  }
+
+  return results
+}

package/src/version.ts

@@ -0,0 +1 @@
+export const VERSION = "0.7.3"\n