@363045841yyt/klinechart-core 0.7.3

package/src/engine/indicators/workerProtocol.ts

@@ -0,0 +1,613 @@
+/**
+ * Worker 消息协议
+ * 定义主线程与 Indicator Worker 之间的所有通信类型
+ */
+
+import type { KLineData } from '../../types/price'
+import type {
+    MAFlags,
+    BOLLPoint,
+    EXPMAPoint,
+    ENEPoint,
+    STOCHPoint,
+    KSTPoint,
+    MACDPoint,
+    SARPoint,
+    SuperTrendPoint,
+    KeltnerPoint,
+    DonchianPoint,
+    IchimokuPoint,
+    PivotPoint,
+    FibPoint,
+    StructureSnapshot,
+    Zone,
+    VolumeProfileResult,
+} from './calculators'
+
+// ============================================================================
+// 配置类型（从 scheduler.ts 提取，避免循环依赖）
+// ============================================================================
+
+export interface BOLLSchedulerConfig {
+    period: number
+    multiplier: number
+    showUpper: boolean
+    showMiddle: boolean
+    showLower: boolean
+    showBand: boolean
+}
+
+export interface EXPMASchedulerConfig {
+    fastPeriod: number
+    slowPeriod: number
+}
+
+export interface ENESchedulerConfig {
+    period: number
+    deviation: number
+}
+
+export interface RSISchedulerConfig {
+    period1: number
+    period2: number
+    period3: number
+    showRSI1: boolean
+    showRSI2: boolean
+    showRSI3: boolean
+}
+
+export interface CCISchedulerConfig {
+    period: number
+    showCCI: boolean
+}
+
+export interface STOCHSchedulerConfig {
+    n: number
+    m: number
+    showK: boolean
+    showD: boolean
+}
+
+export interface MOMSchedulerConfig {
+    period: number
+    showMOM: boolean
+}
+
+export interface WMSRSchedulerConfig {
+    period: number
+    showWMSR: boolean
+}
+
+export interface KSTSchedulerConfig {
+    roc1: number
+    roc2: number
+    roc3: number
+    roc4: number
+    signalPeriod: number
+    showKST: boolean
+    showSignal: boolean
+}
+
+export interface FASTKSchedulerConfig {
+    period: number
+    showFASTK: boolean
+}
+
+export interface MACDSchedulerConfig {
+    fastPeriod: number
+    slowPeriod: number
+    signalPeriod: number
+    showDIF: boolean
+    showDEA: boolean
+    showBAR: boolean
+}
+
+export interface ATRSchedulerConfig {
+    period: number
+    showATR: boolean
+}
+
+export interface WMASchedulerConfig {
+    period: number
+    showWMA: boolean
+}
+
+export interface DEMASchedulerConfig {
+    period: number
+    showDEMA: boolean
+}
+
+export interface TEMASchedulerConfig {
+    period: number
+    showTEMA: boolean
+}
+
+export interface HMASchedulerConfig {
+    period: number
+    showHMA: boolean
+}
+
+export interface KAMASchedulerConfig {
+    period: number
+    fastPeriod: number
+    slowPeriod: number
+    showKAMA: boolean
+}
+
+export interface SARSchedulerConfig {
+    step: number
+    maxStep: number
+    showSAR: boolean
+}
+
+export interface SuperTrendSchedulerConfig {
+    atrPeriod: number
+    multiplier: number
+    showSuperTrend: boolean
+}
+
+export interface KeltnerSchedulerConfig {
+    emaPeriod: number
+    atrPeriod: number
+    multiplier: number
+    showUpper: boolean
+    showMiddle: boolean
+    showLower: boolean
+}
+
+export interface DonchianSchedulerConfig {
+    period: number
+    showUpper: boolean
+    showMiddle: boolean
+    showLower: boolean
+}
+
+export interface IchimokuSchedulerConfig {
+    tenkanPeriod: number
+    kijunPeriod: number
+    spanBPeriod: number
+    displacement: number
+    showTenkan: boolean
+    showKijun: boolean
+    showSpanA: boolean
+    showSpanB: boolean
+    showCloud: boolean
+    showChikou: boolean
+}
+
+export interface ROCSchedulerConfig {
+    period: number
+    showROC: boolean
+}
+
+export interface TRIXSchedulerConfig {
+    period: number
+    signalPeriod: number
+    showTRIX: boolean
+    showSignal: boolean
+}
+
+export interface HVSchedulerConfig {
+    period: number
+    annualizationFactor: number
+    showHV: boolean
+}
+
+export interface ParkinsonSchedulerConfig {
+    period: number
+    annualizationFactor: number
+    showParkinson: boolean
+}
+
+export interface ChaikinVolSchedulerConfig {
+    emaPeriod: number
+    rocPeriod: number
+    showChaikinVol: boolean
+}
+
+export interface VMASchedulerConfig {
+    period: number
+    showVMA: boolean
+}
+
+export interface OBVSchedulerConfig {
+    showOBV: boolean
+}
+
+export interface PVTSchedulerConfig {
+    showPVT: boolean
+}
+
+export interface VWAPSchedulerConfig {
+    sessionResetGapMs: number
+    showVWAP: boolean
+}
+
+export interface CMFSchedulerConfig {
+    period: number
+    showCMF: boolean
+}
+
+export interface MFISchedulerConfig {
+    period: number
+    showMFI: boolean
+}
+
+export interface PivotSchedulerConfig {
+    showPP: boolean
+    showR1: boolean
+    showR2: boolean
+    showR3: boolean
+    showS1: boolean
+    showS2: boolean
+    showS3: boolean
+}
+
+export interface FibSchedulerConfig {
+    period: number
+    showLevels: boolean
+}
+
+export interface StructureSchedulerConfig {
+    leftWindow: number
+    rightWindow: number
+    breakoutSource: 'close' | 'wick'
+    showSwingLabels: boolean
+    showBOS: boolean
+    showCHOCH: boolean
+    showProvisional: boolean
+}
+
+export interface ZonesSchedulerConfig {
+    showFVG: boolean
+    showOB: boolean
+    showFilledZones: boolean
+    obLookback: number
+}
+
+export interface VolumeProfileSchedulerConfig {
+    bins: number
+    lookback: number
+    valueAreaPercent: number
+    showPOC: boolean
+    showValueArea: boolean
+}
+
+// ============================================================================
+// Worker 请求类型
+// ============================================================================
+
+export interface InitRequest {
+    type: 'init'
+    protocolVersion: number
+}
+
+export interface SetDataRequest {
+    type: 'setData'
+    dataVersion: number
+    format: 'aos' | 'soa'
+    data: KLineData[]
+}
+
+export interface SetConfigRequest {
+    type: 'setConfig'
+    configVersion: number
+    configs: IndicatorConfigSnapshot
+}
+
+export interface ComputeSeriesRequest {
+    type: 'computeSeries'
+    requestId: number
+    dataVersion: number
+    configVersion: number
+}
+
+export interface DisposeRequest {
+    type: 'dispose'
+}
+
+export type IndicatorWorkerRequest =
+    | InitRequest
+    | SetDataRequest
+    | SetConfigRequest
+    | ComputeSeriesRequest
+    | DisposeRequest
+
+// ============================================================================
+// Worker 响应类型
+// ============================================================================
+
+export interface ReadyResponse {
+    type: 'ready'
+    protocolVersion: number
+}
+
+export interface SeriesResultResponse {
+    type: 'seriesResult'
+    requestId: number
+    dataVersion: number
+    configVersion: number
+    results: IndicatorSeriesBundle
+    metrics?: {
+        computeMs: number
+        dataLength: number
+    }
+}
+
+export interface ErrorResponse {
+    type: 'error'
+    requestId?: number
+    stage: 'init' | 'setData' | 'setConfig' | 'computeSeries'
+    message: string
+}
+
+export type IndicatorWorkerResponse =
+    | ReadyResponse
+    | SeriesResultResponse
+    | ErrorResponse
+
+// ============================================================================
+// 配置快照（Worker 内部使用）
+// ============================================================================
+
+export interface IndicatorConfigSnapshot {
+    ma: MAFlags
+    boll: BOLLSchedulerConfig
+    expma: EXPMASchedulerConfig
+    ene: ENESchedulerConfig
+    rsi: RSISchedulerConfig
+    cci: CCISchedulerConfig
+    stoch: STOCHSchedulerConfig
+    mom: MOMSchedulerConfig
+    wmsr: WMSRSchedulerConfig
+    kst: KSTSchedulerConfig
+    fastk: FASTKSchedulerConfig
+    macd: MACDSchedulerConfig
+    atr: ATRSchedulerConfig
+    wma: WMASchedulerConfig
+    dema: DEMASchedulerConfig
+    tema: TEMASchedulerConfig
+    hma: HMASchedulerConfig
+    kama: KAMASchedulerConfig
+    sar: SARSchedulerConfig
+    supertrend: SuperTrendSchedulerConfig
+    keltner: KeltnerSchedulerConfig
+    donchian: DonchianSchedulerConfig
+    ichimoku: IchimokuSchedulerConfig
+    roc: ROCSchedulerConfig
+    trix: TRIXSchedulerConfig
+    hv: HVSchedulerConfig
+    parkinson: ParkinsonSchedulerConfig
+    chaikinVol: ChaikinVolSchedulerConfig
+    vma: VMASchedulerConfig
+    obv: OBVSchedulerConfig
+    pvt: PVTSchedulerConfig
+    vwap: VWAPSchedulerConfig
+    cmf: CMFSchedulerConfig
+    mfi: MFISchedulerConfig
+    pivot: PivotSchedulerConfig
+    fib: FibSchedulerConfig
+    structure: StructureSchedulerConfig
+    zones: ZonesSchedulerConfig
+    volumeProfile: VolumeProfileSchedulerConfig
+    // pane IDs for sub-indicators
+    rsiPaneId: string
+    cciPaneId: string
+    stochPaneId: string
+    momPaneId: string
+    wmsrPaneId: string
+    kstPaneId: string
+    fastkPaneId: string
+    macdPaneId: string
+    atrPaneId: string
+    wmaPaneId: string
+    demaPaneId: string
+    temaPaneId: string
+    hmaPaneId: string
+    kamaPaneId: string
+    sarPaneId: string
+    supertrendPaneId: string
+    keltnerPaneId: string
+    donchianPaneId: string
+    ichimokuPaneId: string
+    rocPaneId: string
+    trixPaneId: string
+    hvPaneId: string
+    parkinsonPaneId: string
+    chaikinVolPaneId: string
+    vmaPaneId: string
+    obvPaneId: string
+    pvtPaneId: string
+    vwapPaneId: string
+    cmfPaneId: string
+    mfiPaneId: string
+    pivotPaneId: string
+    fibPaneId: string
+    structurePaneId: string
+    zonesPaneId: string
+    volumeProfilePaneId: string
+}
+
+// ============================================================================
+// Series 结果包（Worker 计算输出）
+// ============================================================================
+
+export interface IndicatorSeriesBundle {
+    ma: {
+        series: Record<number, (number | undefined)[]>
+        enabledPeriods: number[]
+    }
+    boll: {
+        series: BOLLPoint[]
+        params: BOLLSchedulerConfig
+    }
+    expma: {
+        series: EXPMAPoint[]
+        params: EXPMASchedulerConfig
+    }
+    ene: {
+        series: ENEPoint[]
+        params: ENESchedulerConfig
+    }
+    rsi: {
+        series: Record<number, (number | undefined)[]>
+        enabledPeriods: number[]
+        params: RSISchedulerConfig
+    }
+    cci: {
+        series: (number | undefined)[]
+        params: CCISchedulerConfig
+    }
+    stoch: {
+        series: STOCHPoint[]
+        params: STOCHSchedulerConfig
+    }
+    mom: {
+        series: (number | undefined)[]
+        params: MOMSchedulerConfig
+    }
+    wmsr: {
+        series: (number | undefined)[]
+        params: WMSRSchedulerConfig
+    }
+    kst: {
+        series: KSTPoint[]
+        params: KSTSchedulerConfig
+    }
+    fastk: {
+        series: (number | undefined)[]
+        params: FASTKSchedulerConfig
+    }
+    macd: {
+        series: MACDPoint[]
+        params: MACDSchedulerConfig
+    }
+    atr: {
+        series: (number | undefined)[]
+        params: ATRSchedulerConfig
+    }
+    wma: {
+        series: (number | undefined)[]
+        params: WMASchedulerConfig
+    }
+    dema: {
+        series: (number | undefined)[]
+        params: DEMASchedulerConfig
+    }
+    tema: {
+        series: (number | undefined)[]
+        params: TEMASchedulerConfig
+    }
+    hma: {
+        series: (number | undefined)[]
+        params: HMASchedulerConfig
+    }
+    kama: {
+        series: (number | undefined)[]
+        params: KAMASchedulerConfig
+    }
+    sar: {
+        series: (SARPoint | undefined)[]
+        params: SARSchedulerConfig
+    }
+    supertrend: {
+        series: (SuperTrendPoint | undefined)[]
+        params: SuperTrendSchedulerConfig
+    }
+    keltner: {
+        series: (KeltnerPoint | undefined)[]
+        params: KeltnerSchedulerConfig
+    }
+    donchian: {
+        series: (DonchianPoint | undefined)[]
+        params: DonchianSchedulerConfig
+    }
+    ichimoku: {
+        series: (IchimokuPoint | undefined)[]
+        params: IchimokuSchedulerConfig
+    }
+    roc: {
+        series: (number | undefined)[]
+        params: ROCSchedulerConfig
+    }
+    trix: {
+        series: (number | undefined)[]
+        signalSeries: (number | undefined)[]
+        params: TRIXSchedulerConfig
+    }
+    hv: {
+        series: (number | undefined)[]
+        params: HVSchedulerConfig
+    }
+    parkinson: {
+        series: (number | undefined)[]
+        params: ParkinsonSchedulerConfig
+    }
+    chaikinVol: {
+        series: (number | undefined)[]
+        params: ChaikinVolSchedulerConfig
+    }
+    vma: {
+        series: (number | undefined)[]
+        params: VMASchedulerConfig
+    }
+    obv: {
+        series: (number | undefined)[]
+        params: OBVSchedulerConfig
+    }
+    pvt: {
+        series: (number | undefined)[]
+        params: PVTSchedulerConfig
+    }
+    vwap: {
+        series: (number | undefined)[]
+        params: VWAPSchedulerConfig
+    }
+    cmf: {
+        series: (number | undefined)[]
+        params: CMFSchedulerConfig
+    }
+    mfi: {
+        series: (number | undefined)[]
+        params: MFISchedulerConfig
+    }
+    pivot: {
+        series: (PivotPoint | undefined)[]
+        params: PivotSchedulerConfig
+    }
+    fib: {
+        series: (FibPoint | undefined)[]
+        params: FibSchedulerConfig
+    }
+    structure: {
+        series: StructureSnapshot
+        params: StructureSchedulerConfig
+    }
+    zones: {
+        series: Zone[]
+        params: ZonesSchedulerConfig
+    }
+    volumeProfile: {
+        series: VolumeProfileResult
+        params: VolumeProfileSchedulerConfig
+    }
+    /** 本次计算中实际变更的指标列表 */
+    _changed: string[]
+}
+
+// ============================================================================
+// 协议版本
+// ============================================================================
+
+export const PROTOCOL_VERSION = 1
+
+// ============================================================================
+// 类型守卫
+// ============================================================================
+
+export function isWorkerResponse(msg: unknown): msg is IndicatorWorkerResponse {
+    if (typeof msg !== 'object' || msg === null) return false
+    const m = msg as Record<string, unknown>
+    if (typeof m.type !== 'string') return false
+    return ['ready', 'seriesResult', 'error'].includes(m.type)
+}

package/src/engine/indicators/zonesState.ts

@@ -0,0 +1,47 @@
+import type { BaseIndicatorState } from '../../plugin'
+import { createIndicatorStateKey } from '../../plugin/stateKeys'
+
+export type ZoneKind = 'FVG_BULL' | 'FVG_BEAR' | 'OB_BULL' | 'OB_BEAR'
+
+export interface Zone {
+    kind: ZoneKind
+    startIndex: number
+    endIndex?: number  // undefined = zone still active (not yet filled/mitigated)
+    high: number
+    low: number
+}
+
+export interface ZonesRenderState extends BaseIndicatorState {
+    timestamp: number
+    series: Zone[]
+    params: {
+        showFVG: boolean
+        showOB: boolean
+        showFilledZones: boolean
+        obLookback: number  // bars to look back for the OB candle before a BOS
+    }
+    valueMin: number
+    valueMax: number
+    visibleMin: number
+    visibleMax: number
+}
+
+export const createZonesStateKey = (paneId: string) =>
+    createIndicatorStateKey('zones', paneId)
+
+export const DEFAULT_ZONES_OB_LOOKBACK = 5
+
+export const EMPTY_ZONES_STATE: ZonesRenderState = {
+    timestamp: 0,
+    series: [],
+    params: {
+        showFVG: true,
+        showOB: true,
+        showFilledZones: false,
+        obLookback: DEFAULT_ZONES_OB_LOOKBACK,
+    },
+    valueMin: 0,
+    valueMax: 1,
+    visibleMin: Infinity,
+    visibleMax: -Infinity,
+}