@363045841yyt/klinechart-core 0.7.3

package/dist/engine/indicators/calculators.d.ts

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+import type { KLineData } from '../../types/price';
+/**
+ * MA 周期配置标志
+ */
+export type MAFlags = {
+    ma5?: boolean;
+    ma10?: boolean;
+    ma20?: boolean;
+    ma30?: boolean;
+    ma60?: boolean;
+};
+/**
+ * 默认 MA 周期列表
+ */
+export declare const DEFAULT_MA_PERIODS: readonly [5, 10, 20, 30, 60];
+/**
+ * BOLL 数据点
+ */
+export interface BOLLPoint {
+    upper: number;
+    middle: number;
+    lower: number;
+}
+/**
+ * 默认 BOLL 参数
+ */
+export declare const DEFAULT_BOLL_PERIOD = 20;
+export declare const DEFAULT_BOLL_MULTIPLIER = 2;
+/**
+ * 计算 BOLL 数据（使用滑动窗口优化）
+ * @param data K线数据数组
+ * @param period 周期（默认20）
+ * @param multiplier 标准差倍数（默认2）
+ * @returns 每个索引对应的BOLL值，前 period-1 个为 undefined
+ */
+export declare function calcBOLLData(data: KLineData[], period: number, multiplier: number): BOLLPoint[];
+/**
+ * EXPMA 数据点
+ */
+export interface EXPMAPoint {
+    fast: number;
+    slow: number;
+}
+/**
+ * 默认 EXPMA 参数
+ */
+export declare const DEFAULT_EXPMA_FAST_PERIOD = 12;
+export declare const DEFAULT_EXPMA_SLOW_PERIOD = 50;
+/**
+ * 计算 EXPMA 数据
+ * 公式：EXPMA(i) = C(i) × K + EXPMA(i-1) × (1-K)，K = 2/(N+1)
+ * @param data K线数据数组
+ * @param fastPeriod 快线周期（默认12）
+ * @param slowPeriod 慢线周期（默认50）
+ * @returns 每个索引对应的EXPMA值（从 index 0 开始有值）
+ */
+export declare function calcEXPMAData(data: KLineData[], fastPeriod: number, slowPeriod: number): EXPMAPoint[];
+/**
+ * ENE 数据点
+ */
+export interface ENEPoint {
+    upper: number;
+    middle: number;
+    lower: number;
+}
+/**
+ * 默认 ENE 参数
+ */
+export declare const DEFAULT_ENE_PERIOD = 10;
+export declare const DEFAULT_ENE_DEVIATION = 11;
+/**
+ * 计算 ENE 数据
+ * 中轨 = MA(close, N)
+ * 上轨 = 中轨 × (1 + M/100)
+ * 下轨 = 中轨 × (1 - M/100)
+ * @param data K线数据数组
+ * @param period 周期（默认10）
+ * @param deviation 偏离率百分比（默认11）
+ * @returns 每个索引对应的ENE值，前 period-1 个为 undefined
+ */
+export declare function calcENEData(data: KLineData[], period: number, deviation: number): ENEPoint[];
+/**
+ * 计算指定周期的 MA 数据（使用滑动窗口优化，O(n) 复杂度）
+ * @param data K线数据数组
+ * @param period MA周期
+ * @returns 每个索引对应的MA值，前 period-1 个为 undefined
+ */
+export declare function calcMAData(data: KLineData[], period: number): (number | undefined)[];
+/**
+ * 默认 RSI 参数
+ */
+export declare const DEFAULT_RSI_PERIOD1 = 6;
+export declare const DEFAULT_RSI_PERIOD2 = 12;
+export declare const DEFAULT_RSI_PERIOD3 = 24;
+export declare const DEFAULT_RSI_PERIODS: readonly [6, 12, 24];
+/**
+ * 计算 RSI 数据
+ * RSI = 100 - 100 / (1 + RS)
+ * RS = 平均上涨幅度 / 平均下跌幅度
+ * @param data K线数据数组
+ * @param period RSI周期
+ * @returns 每个索引对应的RSI值，前 period+1 个为 undefined（需要 period+1 个数据点计算初始平均）
+ */
+export declare function calcRSIData(data: KLineData[], period: number): (number | undefined)[];
+export declare const DEFAULT_CCI_PERIOD = 14;
+export declare function calcCCIData(data: KLineData[], period: number): (number | undefined)[];
+export declare const DEFAULT_STOCH_N = 9;
+export declare const DEFAULT_STOCH_M = 3;
+export interface STOCHPoint {
+    k: number;
+    d: number;
+}
+export declare function calcSTOCHData(data: KLineData[], n: number, m: number): STOCHPoint[];
+export declare const DEFAULT_MOM_PERIOD = 10;
+export declare function calcMOMData(data: KLineData[], period: number): (number | undefined)[];
+export declare const DEFAULT_WMSR_PERIOD = 14;
+export declare function calcWMSRData(data: KLineData[], period: number): (number | undefined)[];
+export declare const DEFAULT_KST_ROC1 = 10;
+export declare const DEFAULT_KST_ROC2 = 15;
+export declare const DEFAULT_KST_ROC3 = 20;
+export declare const DEFAULT_KST_ROC4 = 30;
+export declare const DEFAULT_KST_SIGNAL = 9;
+export interface KSTPoint {
+    kst: number;
+    signal: number;
+}
+export declare function calcKSTData(data: KLineData[], roc1: number, roc2: number, roc3: number, roc4: number, signalPeriod: number): KSTPoint[];
+export declare const DEFAULT_FASTK_PERIOD = 9;
+export declare function calcFASTKData(data: KLineData[], period: number): (number | undefined)[];
+/**
+ * MACD 数据点
+ */
+export interface MACDPoint {
+    /** DIF 线值 */
+    dif: number;
+    /** DEA 线值 */
+    dea: number;
+    /** MACD 柱状图值 */
+    macd: number;
+}
+/**
+ * 默认 MACD 参数
+ */
+export declare const DEFAULT_MACD_FAST_PERIOD = 12;
+export declare const DEFAULT_MACD_SLOW_PERIOD = 26;
+export declare const DEFAULT_MACD_SIGNAL_PERIOD = 9;
+/**
+ * 计算 EMA（指数移动平均）值
+ * EMA(today) = close × K + EMA(yesterday) × (1 - K)
+ * K = 2 / (period + 1)
+ * @param data K线数据数组
+ * @param period 周期
+ * @returns EMA 值数组，第一个值使用第一个收盘价
+ */
+export declare function calcEMA(data: KLineData[], period: number): number[];
+/**
+ * 基于数值数组计算 EMA
+ * @param values 数值数组（可能包含 undefined）
+ * @param period 周期
+ * @returns EMA 值数组
+ */
+export declare function calcEMAFromArray(values: (number | undefined)[], period: number): (number | undefined)[];
+/**
+ * 计算 MACD 数据
+ * DIF = EMA(close, fastPeriod) - EMA(close, slowPeriod)
+ * DEA = EMA(DIF, signalPeriod)
+ * MACD = (DIF - DEA) × 2
+ * @param data K线数据数组
+ * @param fastPeriod 快线周期（默认12）
+ * @param slowPeriod 慢线周期（默认26）
+ * @param signalPeriod 信号线周期（默认9）
+ * @returns MACD 数据点数组，前 slowPeriod-1 个可能为 undefined
+ */
+export declare function calcMACDData(data: KLineData[], fastPeriod: number, slowPeriod: number, signalPeriod: number): MACDPoint[];
+import type { KLineSoALayout } from './soa';
+/**
+ * 从 SoA 布局计算 BOLL 数据（验证用包装函数）
+ * @param layout SoA 布局
+ * @param period 周期
+ * @param multiplier 标准差倍数
+ * @returns BOLL 数据点数组
+ */
+export declare function calcBOLLDataSoA(layout: KLineSoALayout, period: number, multiplier: number): BOLLPoint[];
+/**
+ * 从 SoA 布局计算 EXPMA 数据（验证用包装函数）
+ * @param layout SoA 布局
+ * @param fastPeriod 快线周期
+ * @param slowPeriod 慢线周期
+ * @returns EXPMA 数据点数组
+ */
+export declare function calcEXPMADataSoA(layout: KLineSoALayout, fastPeriod: number, slowPeriod: number): EXPMAPoint[];
+/**
+ * 从 SoA 布局计算 ENE 数据（验证用包装函数）
+ * @param layout SoA 布局
+ * @param period 周期
+ * @param deviation 偏离率百分比
+ * @returns ENE 数据点数组
+ */
+export declare function calcENEDataSoA(layout: KLineSoALayout, period: number, deviation: number): ENEPoint[];
+/**
+ * 从 SoA 布局计算 MA 数据（验证用包装函数）
+ * @param layout SoA 布局
+ * @param period MA周期
+ * @returns MA 值数组
+ */
+export declare function calcMADataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+/**
+ * 从 SoA 布局计算 RSI 数据（验证用包装函数）
+ * @param layout SoA 布局
+ * @param period RSI周期
+ * @returns RSI 值数组
+ */
+export declare function calcRSIDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+/**
+ * 从 SoA 布局计算 CCI 数据（验证用包装函数）
+ * @param layout SoA 布局
+ * @param period 周期
+ * @returns CCI 值数组
+ */
+export declare function calcCCIDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+/**
+ * 从 SoA 布局计算 STOCH 数据（验证用包装函数）
+ * @param layout SoA 布局
+ * @param n RSV周期
+ * @param m K的M日移动平均周期
+ * @returns STOCH 数据点数组
+ */
+export declare function calcSTOCHDataSoA(layout: KLineSoALayout, n: number, m: number): STOCHPoint[];
+/**
+ * 从 SoA 布局计算 MOM 数据（验证用包装函数）
+ * @param layout SoA 布局
+ * @param period 周期
+ * @returns MOM 值数组
+ */
+export declare function calcMOMDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+/**
+ * 从 SoA 布局计算 WMSR 数据（验证用包装函数）
+ * @param layout SoA 布局
+ * @param period 周期
+ * @returns WMSR 值数组
+ */
+export declare function calcWMSRDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+/**
+ * 从 SoA 布局计算 KST 数据（验证用包装函数）
+ * @param layout SoA 布局
+ * @param roc1 第一个ROC周期
+ * @param roc2 第二个ROC周期
+ * @param roc3 第三个ROC周期
+ * @param roc4 第四个ROC周期
+ * @param signalPeriod 信号线周期
+ * @returns KST 数据点数组
+ */
+export declare function calcKSTDataSoA(layout: KLineSoALayout, roc1: number, roc2: number, roc3: number, roc4: number, signalPeriod: number): KSTPoint[];
+/**
+ * 从 SoA 布局计算 FASTK 数据（验证用包装函数）
+ * @param layout SoA 布局
+ * @param period 周期
+ * @returns FASTK 值数组
+ */
+export declare function calcFASTKDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+/**
+ * 从 SoA 布局计算 MACD 数据（验证用包装函数）
+ * @param layout SoA 布局
+ * @param fastPeriod 快线周期
+ * @param slowPeriod 慢线周期
+ * @param signalPeriod 信号线周期
+ * @returns MACD 数据点数组
+ */
+export declare function calcMACDDataSoA(layout: KLineSoALayout, fastPeriod: number, slowPeriod: number, signalPeriod: number): MACDPoint[];
+export declare const DEFAULT_ATR_PERIOD = 14;
+/**
+ * 计算 Wilder ATR。
+ * TR(0) = H(0) - L(0)
+ * TR(t) = max(H(t) - L(t), |H(t) - C(t-1)|, |L(t) - C(t-1)|)
+ * ATR(period-1) = mean(TR[0..period-1])
+ * ATR(t) = ((period-1) * ATR(t-1) + TR(t)) / period  for t >= period
+ *
+ * @param data K 线数组
+ * @param period 周期，需 >= 1；若 <= 0 或 data.length < period，返回全 undefined
+ */
+export declare function calcATRData(data: KLineData[], period: number): (number | undefined)[];
+/**
+ * 从 SoA 布局计算 ATR（包装函数，对齐其他指标的 SoA 入口）
+ */
+export declare function calcATRDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+export declare const DEFAULT_WMA_PERIOD = 9;
+export declare function calcWMAData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcWMADataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+export declare const DEFAULT_DEMA_PERIOD = 20;
+export declare function calcDEMAData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcDEMADataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+export declare const DEFAULT_TEMA_PERIOD = 20;
+export declare function calcTEMAData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcTEMADataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+export declare const DEFAULT_HMA_PERIOD = 9;
+export declare function calcHMAData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcHMADataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+export declare const DEFAULT_KAMA_PERIOD = 10;
+export declare const DEFAULT_KAMA_FAST_PERIOD = 2;
+export declare const DEFAULT_KAMA_SLOW_PERIOD = 30;
+export declare function calcKAMAData(data: KLineData[], period: number, fastPeriod: number, slowPeriod: number): (number | undefined)[];
+export declare function calcKAMADataSoA(layout: KLineSoALayout, period: number, fastPeriod: number, slowPeriod: number): (number | undefined)[];
+export interface SARPoint {
+    value: number;
+    trend: 'up' | 'down';
+}
+export declare const DEFAULT_SAR_STEP = 0.02;
+export declare const DEFAULT_SAR_MAX_STEP = 0.2;
+export declare function calcSARData(data: KLineData[], step: number, maxStep: number): (SARPoint | undefined)[];
+export declare function calcSARDataSoA(layout: KLineSoALayout, step: number, maxStep: number): (SARPoint | undefined)[];
+export interface SuperTrendPoint {
+    value: number;
+    trend: 'up' | 'down';
+}
+export declare const DEFAULT_SUPERTREND_ATR_PERIOD = 10;
+export declare const DEFAULT_SUPERTREND_MULTIPLIER = 3;
+export declare function calcSuperTrendData(data: KLineData[], atrPeriod: number, multiplier: number): (SuperTrendPoint | undefined)[];
+export declare function calcSuperTrendDataSoA(layout: KLineSoALayout, atrPeriod: number, multiplier: number): (SuperTrendPoint | undefined)[];
+export interface KeltnerPoint {
+    upper: number;
+    middle: number;
+    lower: number;
+}
+export declare const DEFAULT_KELTNER_EMA_PERIOD = 20;
+export declare const DEFAULT_KELTNER_ATR_PERIOD = 10;
+export declare const DEFAULT_KELTNER_MULTIPLIER = 2;
+export declare function calcKeltnerData(data: KLineData[], emaPeriod: number, atrPeriod: number, multiplier: number): (KeltnerPoint | undefined)[];
+export declare function calcKeltnerDataSoA(layout: KLineSoALayout, emaPeriod: number, atrPeriod: number, multiplier: number): (KeltnerPoint | undefined)[];
+export interface DonchianPoint {
+    upper: number;
+    middle: number;
+    lower: number;
+}
+export declare const DEFAULT_DONCHIAN_PERIOD = 20;
+export declare function calcDonchianData(data: KLineData[], period: number): (DonchianPoint | undefined)[];
+export declare function calcDonchianDataSoA(layout: KLineSoALayout, period: number): (DonchianPoint | undefined)[];
+export interface IchimokuPoint {
+    tenkan?: number;
+    kijun?: number;
+    spanA?: number;
+    spanB?: number;
+    chikou?: number;
+}
+export declare const DEFAULT_ICHIMOKU_TENKAN = 9;
+export declare const DEFAULT_ICHIMOKU_KIJUN = 26;
+export declare const DEFAULT_ICHIMOKU_SPAN_B = 52;
+export declare const DEFAULT_ICHIMOKU_DISPLACEMENT = 26;
+export declare function calcIchimokuData(data: KLineData[], tenkanPeriod: number, kijunPeriod: number, spanBPeriod: number, displacement: number): (IchimokuPoint | undefined)[];
+export declare function calcIchimokuDataSoA(layout: KLineSoALayout, tenkanPeriod: number, kijunPeriod: number, spanBPeriod: number, displacement: number): (IchimokuPoint | undefined)[];
+export declare const DEFAULT_ROC_PERIOD = 12;
+export declare function calcROCData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcROCDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+export interface TRIXResult {
+    series: (number | undefined)[];
+    signalSeries: (number | undefined)[];
+}
+export declare const DEFAULT_TRIX_PERIOD = 15;
+export declare const DEFAULT_TRIX_SIGNAL_PERIOD = 9;
+export declare function calcTRIXData(data: KLineData[], period: number, signalPeriod: number): TRIXResult;
+export declare function calcTRIXDataSoA(layout: KLineSoALayout, period: number, signalPeriod: number): TRIXResult;
+export declare const DEFAULT_HV_PERIOD = 20;
+export declare const DEFAULT_HV_ANNUALIZATION = 252;
+export declare function calcHVData(data: KLineData[], period: number, annualizationFactor: number): (number | undefined)[];
+export declare function calcHVDataSoA(layout: KLineSoALayout, period: number, annualizationFactor: number): (number | undefined)[];
+export declare const DEFAULT_PARKINSON_PERIOD = 20;
+export declare const DEFAULT_PARKINSON_ANNUALIZATION = 252;
+export declare function calcParkinsonData(data: KLineData[], period: number, annualizationFactor: number): (number | undefined)[];
+export declare function calcParkinsonDataSoA(layout: KLineSoALayout, period: number, annualizationFactor: number): (number | undefined)[];
+export declare const DEFAULT_CHAIKIN_VOL_EMA_PERIOD = 10;
+export declare const DEFAULT_CHAIKIN_VOL_ROC_PERIOD = 10;
+export declare function calcChaikinVolData(data: KLineData[], emaPeriod: number, rocPeriod: number): (number | undefined)[];
+export declare function calcChaikinVolDataSoA(layout: KLineSoALayout, emaPeriod: number, rocPeriod: number): (number | undefined)[];
+export declare const DEFAULT_VMA_PERIOD = 5;
+export declare function calcVMAData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcVMADataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+export declare function calcOBVData(data: KLineData[]): (number | undefined)[];
+export declare function calcOBVDataSoA(layout: KLineSoALayout): (number | undefined)[];
+export declare function calcPVTData(data: KLineData[]): (number | undefined)[];
+export declare function calcPVTDataSoA(layout: KLineSoALayout): (number | undefined)[];
+export declare const DEFAULT_VWAP_SESSION_GAP_MS = 0;
+export declare function calcVWAPData(data: KLineData[], sessionResetGapMs: number): (number | undefined)[];
+export declare function calcVWAPDataSoA(layout: KLineSoALayout, sessionResetGapMs: number): (number | undefined)[];
+export declare const DEFAULT_CMF_PERIOD = 20;
+export declare function calcCMFData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcCMFDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+export declare const DEFAULT_MFI_PERIOD = 14;
+export declare function calcMFIData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcMFIDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
+export interface PivotPoint {
+    pp: number;
+    r1: number;
+    r2: number;
+    r3: number;
+    s1: number;
+    s2: number;
+    s3: number;
+}
+export declare function calcPivotData(data: KLineData[]): (PivotPoint | undefined)[];
+export declare function calcPivotDataSoA(layout: KLineSoALayout): (PivotPoint | undefined)[];
+export interface FibPoint {
+    high: number;
+    low: number;
+    direction: 'up' | 'down';
+    level236: number;
+    level382: number;
+    level500: number;
+    level618: number;
+    level786: number;
+}
+export declare const DEFAULT_FIB_PERIOD = 50;
+export declare function calcFibData(data: KLineData[], period: number): (FibPoint | undefined)[];
+export declare function calcFibDataSoA(layout: KLineSoALayout, period: number): (FibPoint | undefined)[];
+export interface SwingPoint {
+    index: number;
+    price: number;
+    kind: 'high' | 'low';
+    label: 'HH' | 'HL' | 'LH' | 'LL';
+    confirmed: boolean;
+}
+export type StructureEventKind = 'BOS' | 'CHOCH';
+export interface StructureEvent {
+    kind: StructureEventKind;
+    index: number;
+    triggerPrice: number;
+    brokenLevel: number;
+    brokenSwingIndex: number;
+    direction: 'up' | 'down';
+}
+export interface StructureSnapshot {
+    swings: SwingPoint[];
+    events: StructureEvent[];
+    trend: 'up' | 'down' | 'range';
+}
+export declare const DEFAULT_STRUCTURE_LEFT = 2;
+export declare const DEFAULT_STRUCTURE_RIGHT = 2;
+export declare function calcStructureData(data: KLineData[], leftWindow: number, rightWindow: number, breakoutSource: 'close' | 'wick'): StructureSnapshot;
+export declare function calcStructureDataSoA(layout: KLineSoALayout, leftWindow: number, rightWindow: number, breakoutSource: 'close' | 'wick'): StructureSnapshot;
+export type ZoneKind = 'FVG_BULL' | 'FVG_BEAR' | 'OB_BULL' | 'OB_BEAR';
+export interface Zone {
+    kind: ZoneKind;
+    startIndex: number;
+    endIndex?: number;
+    high: number;
+    low: number;
+}
+export declare const DEFAULT_ZONES_OB_LOOKBACK = 5;
+export declare function calcZonesData(data: KLineData[], obLookback: number, structureLeftWindow: number, structureRightWindow: number, breakoutSource: 'close' | 'wick'): Zone[];
+export declare function calcZonesDataSoA(layout: KLineSoALayout, obLookback: number, structureLeftWindow: number, structureRightWindow: number, breakoutSource: 'close' | 'wick'): Zone[];
+export interface VolumeProfileBin {
+    priceLow: number;
+    priceHigh: number;
+    volume: number;
+}
+export interface VolumeProfileResult {
+    bins: VolumeProfileBin[];
+    poc: number;
+    vah: number;
+    val: number;
+    totalVolume: number;
+}
+export declare const DEFAULT_VP_BINS = 24;
+export declare const DEFAULT_VP_LOOKBACK = 0;
+export declare const DEFAULT_VP_VALUE_AREA = 0.7;
+export declare function calcVolumeProfileData(data: KLineData[], bins: number, lookback: number, valueAreaPercent: number): VolumeProfileResult;
+export declare function calcVolumeProfileDataSoA(layout: KLineSoALayout, bins: number, lookback: number, valueAreaPercent: number): VolumeProfileResult;
+//# sourceMappingURL=calculators.d.ts.map

package/dist/engine/indicators/calculators.d.ts.map

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