@363045841yyt/klinechart-core 0.7.9 → 0.7.11

package/src/engine/indicators/visibleStateComposers.ts

@@ -0,0 +1,734 @@
+import type { IndicatorVisibleStateComposer } from './indicatorMetadata'
+import type { IndicatorSeriesBundle } from './workerProtocol'
+
+type SparseIndicatorSeries = {
+    series: (number | undefined)[]
+    params: unknown
+}
+
+type SparseState = {
+    timestamp: number
+    series: (number | undefined)[]
+    params: unknown
+    valueMin: number
+    valueMax: number
+    visibleMin: number
+    visibleMax: number
+}
+
+function getSparseSeriesBundle(bundle: IndicatorSeriesBundle, bundleKey: string): SparseIndicatorSeries {
+    return (bundle as unknown as Record<string, SparseIndicatorSeries>)[bundleKey]!
+}
+
+function calcSparseExtremes(series: (number | undefined)[], range: { start: number; end: number }): { min: number; max: number } {
+    if (series.length === 0 || range.start >= series.length) {
+        return { min: Infinity, max: -Infinity }
+    }
+    let min = Infinity
+    let max = -Infinity
+    const end = Math.min(range.end, series.length)
+    for (let i = range.start; i < end; i++) {
+        const v = series[i]
+        if (v !== undefined) {
+            min = Math.min(min, v)
+            max = Math.max(max, v)
+        }
+    }
+    return { min, max }
+}
+
+function computePaddedBounds(
+    extremes: { min: number; max: number },
+    emptyState: Pick<SparseState, 'valueMin' | 'valueMax'>,
+): { valueMin: number; valueMax: number } {
+    if (!Number.isFinite(extremes.min) || !Number.isFinite(extremes.max)) {
+        return { valueMin: emptyState.valueMin, valueMax: emptyState.valueMax }
+    }
+
+    const range = extremes.max - extremes.min
+    const padding = range > 0 ? range * 0.05 : Math.max(1, Math.abs(extremes.max) * 0.05)
+    return { valueMin: extremes.min - padding, valueMax: extremes.max + padding }
+}
+
+export function createSparseVisibleStateComposer(
+    bundleKey: string,
+    emptyState: SparseState,
+): IndicatorVisibleStateComposer {
+    return ({ bundle, visibleRange, timestamp, active }) => {
+        const source = getSparseSeriesBundle(bundle, bundleKey)
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                params: source.params,
+            }
+        }
+
+        const extremes = calcSparseExtremes(source.series, visibleRange)
+        const bounds = computePaddedBounds(extremes, emptyState)
+        return {
+            timestamp,
+            series: source.series,
+            params: source.params,
+            valueMin: bounds.valueMin,
+            valueMax: bounds.valueMax,
+            visibleMin: extremes.min,
+            visibleMax: extremes.max,
+        }
+    }
+}
+
+type RecordIndicatorSeries = {
+    series: Record<number, (number | undefined)[]>
+    enabledPeriods: number[]
+    params: unknown
+}
+
+function getRecordSeriesBundle(
+    bundle: IndicatorSeriesBundle,
+    bundleKey: string,
+): RecordIndicatorSeries {
+    return (bundle as unknown as Record<string, RecordIndicatorSeries>)[bundleKey]!
+}
+
+function calcRecordExtremes(
+    series: Record<number, (number | undefined)[]>,
+    range: { start: number; end: number },
+): { min: number; max: number } {
+    let min = Infinity
+    let max = -Infinity
+    for (const key of Object.keys(series)) {
+        const arr = series[Number(key)]
+        if (!arr) continue
+        const end = Math.min(range.end, arr.length)
+        for (let i = range.start; i < end; i++) {
+            const v = arr[i]
+            if (v !== undefined) {
+                min = Math.min(min, v)
+                max = Math.max(max, v)
+            }
+        }
+    }
+    return { min, max }
+}
+
+export function createFixedRangeSparseVisibleStateComposer(
+    bundleKey: string,
+    emptyState: {
+        timestamp: number
+        series: (number | undefined)[]
+        params: unknown
+        valueMin: number
+        valueMax: number
+        visibleMin: number
+        visibleMax: number
+    },
+): IndicatorVisibleStateComposer {
+    return ({ bundle, visibleRange, timestamp, active }) => {
+        const source = getSparseSeriesBundle(bundle, bundleKey)
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                params: source.params,
+            }
+        }
+
+        const extremes = calcSparseExtremes(source.series, visibleRange)
+        return {
+            timestamp,
+            series: source.series,
+            params: source.params,
+            valueMin: emptyState.valueMin,
+            valueMax: emptyState.valueMax,
+            visibleMin: extremes.min,
+            visibleMax: extremes.max,
+        }
+    }
+}
+
+export function createFixedRangeRecordVisibleStateComposer(
+    bundleKey: string,
+    emptyState: {
+        timestamp: number
+        series: Record<number, (number | undefined)[]>
+        enabledPeriods: number[]
+        params: unknown
+        valueMin: number
+        valueMax: number
+        visibleMin: number
+        visibleMax: number
+    },
+): IndicatorVisibleStateComposer {
+    return ({ bundle, visibleRange, timestamp, active }) => {
+        const source = getRecordSeriesBundle(bundle, bundleKey)
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                enabledPeriods: source.enabledPeriods,
+                params: source.params,
+            }
+        }
+
+        const extremes = calcRecordExtremes(source.series, visibleRange)
+        return {
+            timestamp,
+            series: source.series,
+            enabledPeriods: source.enabledPeriods,
+            params: source.params,
+            valueMin: emptyState.valueMin,
+            valueMax: emptyState.valueMax,
+            visibleMin: extremes.min,
+            visibleMax: extremes.max,
+        }
+    }
+}
+
+export function createFixedRangePointVisibleStateComposer<T extends object>(
+    bundleKey: string,
+    emptyState: {
+        timestamp: number
+        series: (T | undefined)[]
+        params: unknown
+        valueMin: number
+        valueMax: number
+        visibleMin: number
+        visibleMax: number
+    },
+    fields: readonly (keyof T)[],
+): IndicatorVisibleStateComposer {
+    return ({ bundle, visibleRange, timestamp, active }) => {
+        const source = getPointArraySeriesBundle<T>(bundle, bundleKey)
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                params: source.params,
+            }
+        }
+
+        const extremes = calcPointArrayExtremes(source.series, fields, visibleRange)
+        return {
+            timestamp,
+            series: source.series,
+            params: source.params,
+            valueMin: emptyState.valueMin,
+            valueMax: emptyState.valueMax,
+            visibleMin: extremes.min,
+            visibleMax: extremes.max,
+        }
+    }
+}
+
+type DualSparseIndicatorSeries = {
+    series: (number | undefined)[]
+    signalSeries: (number | undefined)[]
+    params: unknown
+}
+
+function getDualSparseSeriesBundle(
+    bundle: IndicatorSeriesBundle,
+    bundleKey: string,
+): DualSparseIndicatorSeries {
+    return (bundle as unknown as Record<string, DualSparseIndicatorSeries>)[bundleKey]!
+}
+
+function getPointArraySeriesBundle<T extends object>(
+    bundle: IndicatorSeriesBundle,
+    bundleKey: string,
+): { series: (T | undefined)[]; params: unknown } {
+    return (bundle as unknown as Record<string, { series: (T | undefined)[]; params: unknown }>)[bundleKey]!
+}
+
+function calcPointArrayExtremes<T extends object>(
+    series: (T | undefined)[],
+    fields: readonly (keyof T)[],
+    range: { start: number; end: number },
+): { min: number; max: number } {
+    if (series.length === 0 || range.start >= series.length) {
+        return { min: Infinity, max: -Infinity }
+    }
+    let min = Infinity
+    let max = -Infinity
+    const end = Math.min(range.end, series.length)
+    for (let i = range.start; i < end; i++) {
+        const p = series[i]
+        if (p) {
+            for (const field of fields) {
+                const v = p[field]
+                if (typeof v === 'number' && Number.isFinite(v)) {
+                    min = Math.min(min, v)
+                    max = Math.max(max, v)
+                }
+            }
+        }
+    }
+    return { min, max }
+}
+
+function computeMAFamilyBounds(
+    extremes: { min: number; max: number } | null,
+    emptyBounds: { valueMin: number; valueMax: number },
+): { valueMin: number; valueMax: number } {
+    if (!extremes || !Number.isFinite(extremes.min) || !Number.isFinite(extremes.max)) {
+        return { valueMin: emptyBounds.valueMin, valueMax: emptyBounds.valueMax }
+    }
+    const range = extremes.max - extremes.min
+    const padding = range > 0 ? range * 0.05 : Math.max(1, Math.abs(extremes.max) * 0.05)
+    return { valueMin: extremes.min - padding, valueMax: extremes.max + padding }
+}
+
+export function createPaddedSparseVisibleStateComposer(
+    bundleKey: string,
+    emptyState: {
+        timestamp: number
+        series: (number | undefined)[]
+        params: unknown
+        valueMin: number
+        valueMax: number
+        visibleMin: number
+        visibleMax: number
+    },
+): IndicatorVisibleStateComposer {
+    return ({ bundle, visibleRange, timestamp, active }) => {
+        const source = getSparseSeriesBundle(bundle, bundleKey)
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                params: source.params,
+            }
+        }
+
+        const extremes = calcSparseExtremes(source.series, visibleRange)
+        const padding = Number.isFinite(extremes.max) && Number.isFinite(extremes.min)
+            ? Math.max(Math.abs(extremes.max), Math.abs(extremes.min)) * 0.1
+            : 0
+        return {
+            timestamp,
+            series: source.series,
+            params: source.params,
+            valueMin: Number.isFinite(extremes.min) ? extremes.min - padding : emptyState.valueMin,
+            valueMax: Number.isFinite(extremes.max) ? extremes.max + padding : emptyState.valueMax,
+            visibleMin: extremes.min,
+            visibleMax: extremes.max,
+        }
+    }
+}
+
+export function createPaddedPointVisibleStateComposer<T extends object>(
+    bundleKey: string,
+    emptyState: {
+        timestamp: number
+        series: (T | undefined)[]
+        params: unknown
+        valueMin: number
+        valueMax: number
+        visibleMin: number
+        visibleMax: number
+    },
+    fields: readonly (keyof T)[],
+): IndicatorVisibleStateComposer {
+    return ({ bundle, visibleRange, timestamp, active }) => {
+        const source = getPointArraySeriesBundle<T>(bundle, bundleKey)
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                params: source.params,
+            }
+        }
+
+        const extremes = calcPointArrayExtremes(source.series, fields, visibleRange)
+        const range = extremes.max - extremes.min
+        const padding = range > 0 ? range * 0.1 : 0
+        return {
+            timestamp,
+            series: source.series,
+            params: source.params,
+            valueMin: Number.isFinite(extremes.min) ? extremes.min - padding : emptyState.valueMin,
+            valueMax: Number.isFinite(extremes.max) ? extremes.max + padding : emptyState.valueMax,
+            visibleMin: extremes.min,
+            visibleMax: extremes.max,
+        }
+    }
+}
+
+export function createNonNegativeSparseVisibleStateComposer(
+    bundleKey: string,
+    emptyState: {
+        timestamp: number
+        series: (number | undefined)[]
+        params: unknown
+        valueMin: number
+        valueMax: number
+        visibleMin: number
+        visibleMax: number
+    },
+): IndicatorVisibleStateComposer {
+    return ({ bundle, visibleRange, timestamp, active }) => {
+        const source = getSparseSeriesBundle(bundle, bundleKey)
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                params: source.params,
+            }
+        }
+
+        const extremes = calcSparseExtremes(source.series, visibleRange)
+        const valueMax = Number.isFinite(extremes.max) ? extremes.max * 1.1 : emptyState.valueMax
+        return {
+            timestamp,
+            series: source.series,
+            params: source.params,
+            valueMin: 0,
+            valueMax,
+            visibleMin: extremes.min,
+            visibleMax: extremes.max,
+        }
+    }
+}
+
+export function createMACDVisibleStateComposer(
+    bundleKey: string,
+    emptyState: {
+        timestamp: number
+        series: { dif: number; dea: number; macd: number }[]
+        params: unknown
+        valueMin: number
+        valueMax: number
+        visibleMin: number
+        visibleMax: number
+    },
+): IndicatorVisibleStateComposer {
+    return ({ bundle, visibleRange, timestamp, active }) => {
+        const source = getPointArraySeriesBundle<{ dif: number; dea: number; macd: number }>(bundle, bundleKey)
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                params: source.params,
+            }
+        }
+
+        const extremes = calcPointArrayExtremes(source.series, ['dif', 'dea', 'macd'], visibleRange)
+        const padding = Number.isFinite(extremes.max) && Number.isFinite(extremes.min)
+            ? Math.max(Math.abs(extremes.max), Math.abs(extremes.min)) * 0.1
+            : 0
+
+        const latestIndex = visibleRange.end - 1
+        const latestPoint = latestIndex >= 0 && latestIndex < source.series.length
+            ? source.series[latestIndex]
+            : null
+
+        return {
+            timestamp,
+            series: source.series,
+            params: source.params,
+            valueMin: Number.isFinite(extremes.min) ? extremes.min - padding : emptyState.valueMin,
+            valueMax: Number.isFinite(extremes.max) ? extremes.max + padding : emptyState.valueMax,
+            visibleMin: extremes.min,
+            visibleMax: extremes.max,
+            latestValues: latestPoint ? {
+                dif: latestPoint.dif,
+                dea: latestPoint.dea,
+                macd: latestPoint.macd,
+            } : undefined,
+        }
+    }
+}
+
+export function createDualSparseVisibleStateComposer(
+    bundleKey: string,
+    emptyState: {
+        timestamp: number
+        series: (number | undefined)[]
+        signalSeries: (number | undefined)[]
+        params: unknown
+        valueMin: number
+        valueMax: number
+        visibleMin: number
+        visibleMax: number
+    },
+): IndicatorVisibleStateComposer {
+    return ({ bundle, visibleRange, timestamp, active }) => {
+        const source = getDualSparseSeriesBundle(bundle, bundleKey)
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                signalSeries: source.signalSeries,
+                params: source.params,
+            }
+        }
+
+        const seriesExtremes = calcSparseExtremes(source.series, visibleRange)
+        const signalExtremes = calcSparseExtremes(source.signalSeries, visibleRange)
+
+        const combinedMin = Math.min(seriesExtremes.min, signalExtremes.min)
+        const combinedMax = Math.max(seriesExtremes.max, signalExtremes.max)
+
+        let valueMin = emptyState.valueMin
+        let valueMax = emptyState.valueMax
+        if (Number.isFinite(combinedMin) && Number.isFinite(combinedMax)) {
+            const range = combinedMax - combinedMin
+            const padding = range > 0 ? range * 0.05 : Math.max(1, Math.abs(combinedMax) * 0.05)
+            valueMin = combinedMin - padding
+            valueMax = combinedMax + padding
+        }
+
+        return {
+            timestamp,
+            series: source.series,
+            signalSeries: source.signalSeries,
+            params: source.params,
+            valueMin,
+            valueMax,
+            visibleMin: combinedMin,
+            visibleMax: combinedMax,
+        }
+    }
+}
+
+export function createValuePointVisibleStateComposer<T extends object>(
+    bundleKey: string,
+    emptyState: {
+        timestamp: number
+        series: (T | undefined)[]
+        params: unknown
+        valueMin: number
+        valueMax: number
+        visibleMin: number
+        visibleMax: number
+    },
+    fields: readonly (keyof T)[],
+): IndicatorVisibleStateComposer {
+    return ({ bundle, visibleRange, timestamp, active }) => {
+        const source = getPointArraySeriesBundle<T>(bundle, bundleKey)
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                params: source.params,
+            }
+        }
+
+        const extremes = calcPointArrayExtremes(source.series, fields, visibleRange)
+        const bounds = computeMAFamilyBounds(
+            Number.isFinite(extremes.min) && Number.isFinite(extremes.max) ? extremes : null,
+            emptyState,
+        )
+        return {
+            timestamp,
+            series: source.series,
+            params: source.params,
+            valueMin: bounds.valueMin,
+            valueMax: bounds.valueMax,
+            visibleMin: extremes.min,
+            visibleMax: extremes.max,
+        }
+    }
+}
+
+export function createBandVisibleStateComposer<T extends object>(
+    bundleKey: string,
+    emptyState: {
+        timestamp: number
+        series: (T | undefined)[]
+        params: unknown
+        valueMin: number
+        valueMax: number
+        visibleMin: number
+        visibleMax: number
+    },
+    minField: keyof T,
+    maxField: keyof T,
+): IndicatorVisibleStateComposer {
+    return ({ bundle, visibleRange, timestamp, active }) => {
+        const source = getPointArraySeriesBundle<T>(bundle, bundleKey)
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                params: source.params,
+            }
+        }
+
+        const minExtremes = calcPointArrayExtremes(source.series, [minField], visibleRange)
+        const maxExtremes = calcPointArrayExtremes(source.series, [maxField], visibleRange)
+        const extremes = {
+            min: minExtremes.min,
+            max: maxExtremes.max,
+        }
+        const bounds = computeMAFamilyBounds(
+            Number.isFinite(extremes.min) && Number.isFinite(extremes.max) ? extremes : null,
+            emptyState,
+        )
+        return {
+            timestamp,
+            series: source.series,
+            params: source.params,
+            valueMin: bounds.valueMin,
+            valueMax: bounds.valueMax,
+            visibleMin: extremes.min,
+            visibleMax: extremes.max,
+        }
+    }
+}
+
+export function createExactRangePointVisibleStateComposer<T extends object>(
+    bundleKey: string,
+    emptyState: {
+        timestamp: number
+        series: (T | undefined)[]
+        params: unknown
+        valueMin: number
+        valueMax: number
+        visibleMin: number
+        visibleMax: number
+    },
+    fields: readonly (keyof T)[],
+): IndicatorVisibleStateComposer {
+    return ({ bundle, visibleRange, timestamp, active }) => {
+        const source = getPointArraySeriesBundle<T>(bundle, bundleKey)
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                params: source.params,
+            }
+        }
+
+        const extremes = calcPointArrayExtremes(source.series, fields, visibleRange)
+        return {
+            timestamp,
+            series: source.series,
+            params: source.params,
+            valueMin: extremes.min,
+            valueMax: extremes.max,
+            visibleMin: extremes.min,
+            visibleMax: extremes.max,
+        }
+    }
+}
+
+export function createFixedUnitVisibleStateComposer(
+    bundleKey: string,
+    emptyState: {
+        timestamp: number
+        series: unknown
+        params: unknown
+        valueMin: number
+        valueMax: number
+        visibleMin: number
+        visibleMax: number
+    },
+): IndicatorVisibleStateComposer {
+    return ({ bundle, timestamp, active }) => {
+        const source = (bundle as unknown as Record<string, { series: unknown; params: unknown }>)[bundleKey]!
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                params: source.params,
+            }
+        }
+
+        return {
+            timestamp,
+            series: source.series,
+            params: source.params,
+            valueMin: 0,
+            valueMax: 1,
+            visibleMin: 0,
+            visibleMax: 1,
+        }
+    }
+}
+
+export function createCCIVisibleStateComposer(
+  bundleKey: string,
+  emptyState: {
+    timestamp: number
+    series: (number | undefined)[]
+    params: unknown
+    valueMin: number
+    valueMax: number
+    visibleMin: number
+    visibleMax: number
+  },
+): IndicatorVisibleStateComposer {
+  return ({ bundle, visibleRange, timestamp, active }) => {
+    const source = getSparseSeriesBundle(bundle, bundleKey)
+    if (!active) {
+      return {
+        ...emptyState,
+        timestamp,
+        series: source.series,
+        params: source.params,
+      }
+    }
+
+    const extremes = calcSparseExtremes(source.series, visibleRange)
+    return {
+      timestamp,
+      series: source.series,
+      params: source.params,
+      valueMin: Math.min(extremes.min, emptyState.valueMin),
+      valueMax: Math.max(extremes.max, emptyState.valueMax),
+      visibleMin: extremes.min,
+      visibleMax: extremes.max,
+    }
+  }
+}
+
+export function createVolumeProfileVisibleStateComposer(
+    bundleKey: string,
+    emptyState: {
+        timestamp: number
+        series: unknown
+        params: unknown
+        valueMin: number
+        valueMax: number
+        visibleMin: number
+        visibleMax: number
+    },
+): IndicatorVisibleStateComposer {
+    return ({ bundle, timestamp, active }) => {
+        const source = (bundle as unknown as Record<string, { series: { bins: { priceLow: number; priceHigh: number }[]; val: number; vah: number; poc: number }; params: unknown }>)[bundleKey]!
+        if (!active) {
+            return {
+                ...emptyState,
+                timestamp,
+                series: source.series,
+                params: source.params,
+            }
+        }
+
+        const bins = source.series.bins
+        return {
+            timestamp,
+            series: source.series,
+            params: source.params,
+            valueMin: bins[0]?.priceLow ?? 0,
+            valueMax: bins[bins.length - 1]?.priceHigh ?? 1,
+            visibleMin: source.series.val,
+            visibleMax: source.series.vah,
+        }
+    }
+}