@363045841yyt/klinechart-core 0.8.12 → 0.8.13-alpha.0

package/src/engine/indicators/calculators/patterns.ts

@@ -1,287 +1,295 @@
 import type { KLineData } from '../../../types/price'
 
 export interface PivotPoint {
-    pp: number
-    r1: number
-    r2: number
-    r3: number
-    s1: number
-    s2: number
-    s3: number
+  pp: number
+  r1: number
+  r2: number
+  r3: number
+  s1: number
+  s2: number
+  s3: number
 }
 
 export function calcPivotData(data: KLineData[]): (PivotPoint | undefined)[] {
-    const n = data.length
-    const result: (PivotPoint | undefined)[] = new Array(n).fill(undefined)
-    if (n < 2) return result
-    for (let t = 1; t < n; t++) {
-        const p = data[t - 1]!
-        const pp = (p.high + p.low + p.close) / 3
-        const range = p.high - p.low
-        result[t] = {
-            pp,
-            r1: 2 * pp - p.low,
-            s1: 2 * pp - p.high,
-            r2: pp + range,
-            s2: pp - range,
-            r3: p.high + 2 * (pp - p.low),
-            s3: p.low - 2 * (p.high - pp),
-        }
+  const n = data.length
+  const result: (PivotPoint | undefined)[] = new Array(n).fill(undefined)
+  if (n < 2) return result
+  for (let t = 1; t < n; t++) {
+    const p = data[t - 1]!
+    const pp = (p.high + p.low + p.close) / 3
+    const range = p.high - p.low
+    result[t] = {
+      pp,
+      r1: 2 * pp - p.low,
+      s1: 2 * pp - p.high,
+      r2: pp + range,
+      s2: pp - range,
+      r3: p.high + 2 * (pp - p.low),
+      s3: p.low - 2 * (p.high - pp),
     }
-    return result
+  }
+  return result
 }
 
 export interface FibPoint {
-    high: number
-    low: number
-    direction: 'up' | 'down'
-    level236: number
-    level382: number
-    level500: number
-    level618: number
-    level786: number
+  high: number
+  low: number
+  direction: 'up' | 'down'
+  level236: number
+  level382: number
+  level500: number
+  level618: number
+  level786: number
 }
 
 export function calcFibData(data: KLineData[], period: number): (FibPoint | undefined)[] {
-    const n = data.length
-    const result: (FibPoint | undefined)[] = new Array(n).fill(undefined)
-    if (n === 0 || period <= 0 || n < period) return result
+  const n = data.length
+  const result: (FibPoint | undefined)[] = new Array(n).fill(undefined)
+  if (n === 0 || period <= 0 || n < period) return result
 
-    for (let t = period - 1; t < n; t++) {
-        let hi = -Infinity
-        let lo = Infinity
-        let hiIdx = t
-        let loIdx = t
-        for (let k = 0; k < period; k++) {
-            const bar = data[t - k]!
-            if (bar.high > hi) { hi = bar.high; hiIdx = t - k }
-            if (bar.low < lo) { lo = bar.low; loIdx = t - k }
-        }
-        const direction: 'up' | 'down' = hiIdx >= loIdx ? 'up' : 'down'
-        const range = hi - lo
-        const level = (frac: number) =>
-            direction === 'up' ? hi - range * frac : lo + range * frac
-        result[t] = {
-            high: hi,
-            low: lo,
-            direction,
-            level236: level(0.236),
-            level382: level(0.382),
-            level500: level(0.5),
-            level618: level(0.618),
-            level786: level(0.786),
-        }
+  for (let t = period - 1; t < n; t++) {
+    let hi = -Infinity
+    let lo = Infinity
+    let hiIdx = t
+    let loIdx = t
+    for (let k = 0; k < period; k++) {
+      const bar = data[t - k]!
+      if (bar.high > hi) {
+        hi = bar.high
+        hiIdx = t - k
+      }
+      if (bar.low < lo) {
+        lo = bar.low
+        loIdx = t - k
+      }
     }
-    return result
+    const direction: 'up' | 'down' = hiIdx >= loIdx ? 'up' : 'down'
+    const range = hi - lo
+    const level = (frac: number) => (direction === 'up' ? hi - range * frac : lo + range * frac)
+    result[t] = {
+      high: hi,
+      low: lo,
+      direction,
+      level236: level(0.236),
+      level382: level(0.382),
+      level500: level(0.5),
+      level618: level(0.618),
+      level786: level(0.786),
+    }
+  }
+  return result
 }
 
 export interface SwingPoint {
-    index: number
-    price: number
-    kind: 'high' | 'low'
-    label: 'HH' | 'HL' | 'LH' | 'LL'
-    confirmed: boolean
+  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'
+  kind: StructureEventKind
+  index: number
+  triggerPrice: number
+  brokenLevel: number
+  brokenSwingIndex: number
+  direction: 'up' | 'down'
 }
 
 export interface StructureSnapshot {
-    swings: SwingPoint[]
-    events: StructureEvent[]
-    trend: 'up' | 'down' | 'range'
+  swings: SwingPoint[]
+  events: StructureEvent[]
+  trend: 'up' | 'down' | 'range'
 }
 
 function isExtremum(
-    data: KLineData[],
-    i: number,
-    left: number,
-    right: number,
-    kind: 'high' | 'low',
+  data: KLineData[],
+  i: number,
+  left: number,
+  right: number,
+  kind: 'high' | 'low',
 ): boolean {
-    const n = data.length
-    if (i < left || i + right >= n) return false
-    const center = kind === 'high' ? data[i]!.high : data[i]!.low
-    for (let k = 1; k <= left; k++) {
-        const v = kind === 'high' ? data[i - k]!.high : data[i - k]!.low
-        if (kind === 'high' ? v >= center : v <= center) return false
-    }
-    for (let k = 1; k <= right; k++) {
-        const v = kind === 'high' ? data[i + k]!.high : data[i + k]!.low
-        if (kind === 'high' ? v >= center : v <= center) return false
-    }
-    return true
+  const n = data.length
+  if (i < left || i + right >= n) return false
+  const center = kind === 'high' ? data[i]!.high : data[i]!.low
+  for (let k = 1; k <= left; k++) {
+    const v = kind === 'high' ? data[i - k]!.high : data[i - k]!.low
+    if (kind === 'high' ? v >= center : v <= center) return false
+  }
+  for (let k = 1; k <= right; k++) {
+    const v = kind === 'high' ? data[i + k]!.high : data[i + k]!.low
+    if (kind === 'high' ? v >= center : v <= center) return false
+  }
+  return true
 }
 
 export function calcStructureData(
-    data: KLineData[],
-    leftWindow: number,
-    rightWindow: number,
-    breakoutSource: 'close' | 'wick',
+  data: KLineData[],
+  leftWindow: number,
+  rightWindow: number,
+  breakoutSource: 'close' | 'wick',
 ): StructureSnapshot {
-    const n = data.length
-    if (n === 0 || leftWindow < 0 || rightWindow < 0) {
-        return { swings: [], events: [], trend: 'range' }
-    }
+  const n = data.length
+  if (n === 0 || leftWindow < 0 || rightWindow < 0) {
+    return { swings: [], events: [], trend: 'range' }
+  }
 
-    const rawSwings: { index: number; price: number; kind: 'high' | 'low'; confirmed: boolean }[] = []
-    for (let i = 0; i < n; i++) {
-        const bar = data[i]!
-        if (isExtremum(data, i, leftWindow, rightWindow, 'high')) {
-            rawSwings.push({ index: i, price: bar.high, kind: 'high', confirmed: i + rightWindow < n })
-        }
-        if (isExtremum(data, i, leftWindow, rightWindow, 'low')) {
-            rawSwings.push({ index: i, price: bar.low, kind: 'low', confirmed: i + rightWindow < n })
-        }
+  const rawSwings: { index: number; price: number; kind: 'high' | 'low'; confirmed: boolean }[] = []
+  for (let i = 0; i < n; i++) {
+    const bar = data[i]!
+    if (isExtremum(data, i, leftWindow, rightWindow, 'high')) {
+      rawSwings.push({ index: i, price: bar.high, kind: 'high', confirmed: i + rightWindow < n })
+    }
+    if (isExtremum(data, i, leftWindow, rightWindow, 'low')) {
+      rawSwings.push({ index: i, price: bar.low, kind: 'low', confirmed: i + rightWindow < n })
     }
-    rawSwings.sort((a, b) => a.index - b.index)
+  }
+  rawSwings.sort((a, b) => a.index - b.index)
 
-    const swings: SwingPoint[] = []
-    let lastHigh: { index: number; price: number } | null = null
-    let lastLow: { index: number; price: number } | null = null
-    for (const s of rawSwings) {
-        let label: 'HH' | 'HL' | 'LH' | 'LL'
-        if (s.kind === 'high') {
-            label = lastHigh && s.price > lastHigh.price ? 'HH' : 'LH'
-            lastHigh = { index: s.index, price: s.price }
-        } else {
-            label = lastLow && s.price > lastLow.price ? 'HL' : 'LL'
-            lastLow = { index: s.index, price: s.price }
-        }
-        swings.push({ ...s, label })
+  const swings: SwingPoint[] = []
+  let lastHigh: { index: number; price: number } | null = null
+  let lastLow: { index: number; price: number } | null = null
+  for (const s of rawSwings) {
+    let label: 'HH' | 'HL' | 'LH' | 'LL'
+    if (s.kind === 'high') {
+      label = lastHigh && s.price > lastHigh.price ? 'HH' : 'LH'
+      lastHigh = { index: s.index, price: s.price }
+    } else {
+      label = lastLow && s.price > lastLow.price ? 'HL' : 'LL'
+      lastLow = { index: s.index, price: s.price }
     }
+    swings.push({ ...s, label })
+  }
 
-    const events: StructureEvent[] = []
-    let trend: 'up' | 'down' | 'range' = 'range'
-    let lastSwingHigh: { index: number; price: number } | null = null
-    let lastSwingLow: { index: number; price: number } | null = null
-    const confirmedSwings = swings.filter((s) => s.confirmed)
-    let swingCursor = 0
+  const events: StructureEvent[] = []
+  let trend: 'up' | 'down' | 'range' = 'range'
+  let lastSwingHigh: { index: number; price: number } | null = null
+  let lastSwingLow: { index: number; price: number } | null = null
+  const confirmedSwings = swings.filter((s) => s.confirmed)
+  let swingCursor = 0
 
-    for (let t = 0; t < n; t++) {
-        while (swingCursor < confirmedSwings.length && confirmedSwings[swingCursor]!.index + rightWindow <= t) {
-            const s = confirmedSwings[swingCursor]!
-            if (s.kind === 'high') lastSwingHigh = { index: s.index, price: s.price }
-            else lastSwingLow = { index: s.index, price: s.price }
-            swingCursor++
-        }
+  for (let t = 0; t < n; t++) {
+    while (
+      swingCursor < confirmedSwings.length &&
+      confirmedSwings[swingCursor]!.index + rightWindow <= t
+    ) {
+      const s = confirmedSwings[swingCursor]!
+      if (s.kind === 'high') lastSwingHigh = { index: s.index, price: s.price }
+      else lastSwingLow = { index: s.index, price: s.price }
+      swingCursor++
+    }
 
-        const bar = data[t]!
-        const upBreakPrice = breakoutSource === 'close' ? bar.close : bar.high
-        const downBreakPrice = breakoutSource === 'close' ? bar.close : bar.low
+    const bar = data[t]!
+    const upBreakPrice = breakoutSource === 'close' ? bar.close : bar.high
+    const downBreakPrice = breakoutSource === 'close' ? bar.close : bar.low
 
-        if (lastSwingHigh && upBreakPrice > lastSwingHigh.price) {
-            const kind: StructureEventKind = trend === 'down' ? 'CHOCH' : 'BOS'
-            events.push({
-                kind,
-                index: t,
-                triggerPrice: upBreakPrice,
-                brokenLevel: lastSwingHigh.price,
-                brokenSwingIndex: lastSwingHigh.index,
-                direction: 'up',
-            })
-            trend = 'up'
-            lastSwingHigh = null
-        } else if (lastSwingLow && downBreakPrice < lastSwingLow.price) {
-            const kind: StructureEventKind = trend === 'up' ? 'CHOCH' : 'BOS'
-            events.push({
-                kind,
-                index: t,
-                triggerPrice: downBreakPrice,
-                brokenLevel: lastSwingLow.price,
-                brokenSwingIndex: lastSwingLow.index,
-                direction: 'down',
-            })
-            trend = 'down'
-            lastSwingLow = null
-        }
+    if (lastSwingHigh && upBreakPrice > lastSwingHigh.price) {
+      const kind: StructureEventKind = trend === 'down' ? 'CHOCH' : 'BOS'
+      events.push({
+        kind,
+        index: t,
+        triggerPrice: upBreakPrice,
+        brokenLevel: lastSwingHigh.price,
+        brokenSwingIndex: lastSwingHigh.index,
+        direction: 'up',
+      })
+      trend = 'up'
+      lastSwingHigh = null
+    } else if (lastSwingLow && downBreakPrice < lastSwingLow.price) {
+      const kind: StructureEventKind = trend === 'up' ? 'CHOCH' : 'BOS'
+      events.push({
+        kind,
+        index: t,
+        triggerPrice: downBreakPrice,
+        brokenLevel: lastSwingLow.price,
+        brokenSwingIndex: lastSwingLow.index,
+        direction: 'down',
+      })
+      trend = 'down'
+      lastSwingLow = null
     }
+  }
 
-    return { swings, events, trend }
+  return { swings, events, trend }
 }
 
 export type ZoneKind = 'FVG_BULL' | 'FVG_BEAR' | 'OB_BULL' | 'OB_BEAR'
 
 export interface Zone {
-    kind: ZoneKind
-    startIndex: number
-    endIndex?: number
-    high: number
-    low: number
+  kind: ZoneKind
+  startIndex: number
+  endIndex?: number
+  high: number
+  low: number
 }
 
 export function calcZonesData(
-    data: KLineData[],
-    obLookback: number,
-    structureLeftWindow: number,
-    structureRightWindow: number,
-    breakoutSource: 'close' | 'wick',
+  data: KLineData[],
+  obLookback: number,
+  structureLeftWindow: number,
+  structureRightWindow: number,
+  breakoutSource: 'close' | 'wick',
 ): Zone[] {
-    const n = data.length
-    if (n < 3) return []
-    const zones: Zone[] = []
+  const n = data.length
+  if (n < 3) return []
+  const zones: Zone[] = []
 
-    for (let t = 2; t < n; t++) {
-        const a = data[t - 2]!
-        const c = data[t]!
-        if (a.high < c.low) {
-            zones.push({
-                kind: 'FVG_BULL',
-                startIndex: t - 1,
-                high: c.low,
-                low: a.high,
-            })
-        }
-        if (a.low > c.high) {
-            zones.push({
-                kind: 'FVG_BEAR',
-                startIndex: t - 1,
-                high: a.low,
-                low: c.high,
-            })
-        }
+  for (let t = 2; t < n; t++) {
+    const a = data[t - 2]!
+    const c = data[t]!
+    if (a.high < c.low) {
+      zones.push({
+        kind: 'FVG_BULL',
+        startIndex: t - 1,
+        high: c.low,
+        low: a.high,
+      })
+    }
+    if (a.low > c.high) {
+      zones.push({
+        kind: 'FVG_BEAR',
+        startIndex: t - 1,
+        high: a.low,
+        low: c.high,
+      })
     }
+  }
 
-    const struct = calcStructureData(data, structureLeftWindow, structureRightWindow, breakoutSource)
-    for (const ev of struct.events) {
-        if (ev.kind !== 'BOS') continue
-        const start = Math.max(0, ev.index - obLookback)
-        if (ev.direction === 'up') {
-            for (let k = ev.index - 1; k >= start; k--) {
-                const bar = data[k]!
-                if (bar.close < bar.open) {
-                    zones.push({ kind: 'OB_BULL', startIndex: k, high: bar.high, low: bar.low })
-                    break
-                }
-            }
-        } else {
-            for (let k = ev.index - 1; k >= start; k--) {
-                const bar = data[k]!
-                if (bar.close > bar.open) {
-                    zones.push({ kind: 'OB_BEAR', startIndex: k, high: bar.high, low: bar.low })
-                    break
-                }
-            }
+  const struct = calcStructureData(data, structureLeftWindow, structureRightWindow, breakoutSource)
+  for (const ev of struct.events) {
+    if (ev.kind !== 'BOS') continue
+    const start = Math.max(0, ev.index - obLookback)
+    if (ev.direction === 'up') {
+      for (let k = ev.index - 1; k >= start; k--) {
+        const bar = data[k]!
+        if (bar.close < bar.open) {
+          zones.push({ kind: 'OB_BULL', startIndex: k, high: bar.high, low: bar.low })
+          break
         }
+      }
+    } else {
+      for (let k = ev.index - 1; k >= start; k--) {
+        const bar = data[k]!
+        if (bar.close > bar.open) {
+          zones.push({ kind: 'OB_BEAR', startIndex: k, high: bar.high, low: bar.low })
+          break
+        }
+      }
     }
+  }
 
-    for (const zone of zones) {
-        for (let t = zone.startIndex + 1; t < n; t++) {
-            const bar = data[t]!
-            if (bar.low <= zone.high && bar.high >= zone.low) {
-                zone.endIndex = t
-                break
-            }
-        }
+  for (const zone of zones) {
+    for (let t = zone.startIndex + 1; t < n; t++) {
+      const bar = data[t]!
+      if (bar.low <= zone.high && bar.high >= zone.low) {
+        zone.endIndex = t
+        break
+      }
     }
+  }
 
-    return zones
+  return zones
 }