@363045841yyt/klinechart-core 0.8.7 → 0.8.9

package/dist/engine/indicators/calculators/movingAverages.js

@@ -0,0 +1,143 @@
+import { _computeEMASeries, _computeWMAOnNumbers } from './_shared';
+export const DEFAULT_MA_PERIODS = [5, 10, 20, 30, 60];
+export function calcMAData(data, period) {
+    const result = new Array(data.length);
+    if (data.length < period)
+        return result;
+    let sum = 0;
+    for (let i = 0; i < period; i++) {
+        const item = data[i];
+        if (!item)
+            return result;
+        sum += item.close;
+    }
+    result[period - 1] = sum / period;
+    for (let i = period; i < data.length; i++) {
+        const prevItem = data[i - period];
+        const currItem = data[i];
+        if (!prevItem || !currItem)
+            continue;
+        sum = sum - prevItem.close + currItem.close;
+        result[i] = sum / period;
+    }
+    return result;
+}
+export function calcEXPMAData(data, fastPeriod, slowPeriod) {
+    const result = new Array(data.length);
+    if (data.length === 0)
+        return result;
+    const fastK = 2 / (fastPeriod + 1);
+    const slowK = 2 / (slowPeriod + 1);
+    const firstClose = data[0].close;
+    let fastEMA = firstClose;
+    let slowEMA = firstClose;
+    result[0] = { fast: fastEMA, slow: slowEMA };
+    for (let i = 1; i < data.length; i++) {
+        const close = data[i].close;
+        fastEMA = close * fastK + fastEMA * (1 - fastK);
+        slowEMA = close * slowK + slowEMA * (1 - slowK);
+        result[i] = { fast: fastEMA, slow: slowEMA };
+    }
+    return result;
+}
+export function calcWMAData(data, period) {
+    if (data.length === 0 || period <= 0) {
+        return new Array(data.length).fill(undefined);
+    }
+    const closes = new Array(data.length);
+    for (let i = 0; i < data.length; i++)
+        closes[i] = data[i].close;
+    return _computeWMAOnNumbers(closes, period);
+}
+export function calcDEMAData(data, period) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0)
+        return result;
+    const closes = new Array(n);
+    for (let i = 0; i < n; i++)
+        closes[i] = data[i].close;
+    const ema1 = _computeEMASeries(closes, period);
+    const ema2 = _computeEMASeries(ema1, period);
+    for (let i = 0; i < n; i++) {
+        const e1 = ema1[i];
+        const e2 = ema2[i];
+        if (e1 === undefined || e2 === undefined)
+            continue;
+        result[i] = 2 * e1 - e2;
+    }
+    return result;
+}
+export function calcTEMAData(data, period) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0)
+        return result;
+    const closes = new Array(n);
+    for (let i = 0; i < n; i++)
+        closes[i] = data[i].close;
+    const ema1 = _computeEMASeries(closes, period);
+    const ema2 = _computeEMASeries(ema1, period);
+    const ema3 = _computeEMASeries(ema2, period);
+    for (let i = 0; i < n; i++) {
+        const e1 = ema1[i];
+        const e2 = ema2[i];
+        const e3 = ema3[i];
+        if (e1 === undefined || e2 === undefined || e3 === undefined)
+            continue;
+        result[i] = 3 * e1 - 3 * e2 + e3;
+    }
+    return result;
+}
+export function calcHMAData(data, period) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0)
+        return result;
+    const closes = new Array(n);
+    for (let i = 0; i < n; i++)
+        closes[i] = data[i].close;
+    const halfPeriod = Math.max(1, Math.floor(period / 2));
+    const sqrtPeriod = Math.max(1, Math.round(Math.sqrt(period)));
+    const wmaHalf = _computeWMAOnNumbers(closes, halfPeriod);
+    const wmaFull = _computeWMAOnNumbers(closes, period);
+    const raw = new Array(n).fill(undefined);
+    for (let i = 0; i < n; i++) {
+        const h = wmaHalf[i];
+        const f = wmaFull[i];
+        if (h === undefined || f === undefined)
+            continue;
+        raw[i] = 2 * h - f;
+    }
+    return _computeWMAOnNumbers(raw, sqrtPeriod);
+}
+export function calcKAMAData(data, period, fastPeriod, slowPeriod) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0 || fastPeriod <= 0 || slowPeriod <= 0 || n <= period)
+        return result;
+    const fastSC = 2 / (fastPeriod + 1);
+    const slowSC = 2 / (slowPeriod + 1);
+    const scRange = fastSC - slowSC;
+    let volSum = 0;
+    for (let i = 1; i <= period; i++) {
+        volSum += Math.abs(data[i].close - data[i - 1].close);
+    }
+    let kama = data[period - 1].close;
+    result[period - 1] = kama;
+    for (let t = period; t < n; t++) {
+        const close = data[t].close;
+        const closeNPeriodsAgo = data[t - period].close;
+        const direction = Math.abs(close - closeNPeriodsAgo);
+        const er = volSum > 0 ? direction / volSum : 0;
+        const sc = (er * scRange + slowSC) ** 2;
+        kama = kama + sc * (close - kama);
+        result[t] = kama;
+        if (t < n - 1) {
+            volSum -= Math.abs(data[t - period + 1].close - data[t - period].close);
+            volSum += Math.abs(data[t + 1].close - data[t].close);
+        }
+    }
+    return result;
+}
+//# sourceMappingURL=movingAverages.js.map

package/dist/engine/indicators/calculators/movingAverages.js.map

@@ -0,0 +1 @@
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package/dist/engine/indicators/calculators/oscillators.d.ts

@@ -0,0 +1,29 @@
+import type { KLineData } from '../../../types/price';
+export declare function calcRSIData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcCCIData(data: KLineData[], period: number): (number | undefined)[];
+export interface STOCHPoint {
+    k: number;
+    d: number;
+}
+export declare function calcSTOCHData(data: KLineData[], n: number, m: number): STOCHPoint[];
+export declare function calcMOMData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcWMSRData(data: KLineData[], period: number): (number | undefined)[];
+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 function calcFASTKData(data: KLineData[], period: number): (number | undefined)[];
+export interface MACDPoint {
+    dif: number;
+    dea: number;
+    macd: number;
+}
+export declare function calcMACDData(data: KLineData[], fastPeriod: number, slowPeriod: number, signalPeriod: number): MACDPoint[];
+export declare function calcROCData(data: KLineData[], period: number): (number | undefined)[];
+export interface TRIXResult {
+    series: (number | undefined)[];
+    signalSeries: (number | undefined)[];
+}
+export declare function calcTRIXData(data: KLineData[], period: number, signalPeriod: number): TRIXResult;
+//# sourceMappingURL=oscillators.d.ts.map

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

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package/dist/engine/indicators/calculators/oscillators.js

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+import { _computeEMASeries } from './_shared';
+export function calcRSIData(data, period) {
+    const result = new Array(data.length);
+    if (data.length < period + 1)
+        return result;
+    const changes = [];
+    for (let i = 1; i < data.length; i++) {
+        changes.push(data[i].close - data[i - 1].close);
+    }
+    let sumGain = 0;
+    let sumLoss = 0;
+    for (let i = 0; i < period; i++) {
+        const change = changes[i];
+        if (change !== undefined) {
+            if (change > 0)
+                sumGain += change;
+            else
+                sumLoss += Math.abs(change);
+        }
+    }
+    let avgGain = sumGain / period;
+    let avgLoss = sumLoss / period;
+    if (avgLoss === 0) {
+        result[period] = 100;
+    }
+    else {
+        const rs = avgGain / avgLoss;
+        result[period] = 100 - 100 / (1 + rs);
+    }
+    for (let i = period; i < changes.length; i++) {
+        const change = changes[i];
+        if (change === undefined)
+            continue;
+        if (change > 0) {
+            avgGain = (avgGain * (period - 1) + change) / period;
+            avgLoss = (avgLoss * (period - 1)) / period;
+        }
+        else {
+            avgGain = (avgGain * (period - 1)) / period;
+            avgLoss = (avgLoss * (period - 1) + Math.abs(change)) / period;
+        }
+        if (avgLoss === 0) {
+            result[i + 1] = 100;
+        }
+        else {
+            const rs = avgGain / avgLoss;
+            result[i + 1] = 100 - 100 / (1 + rs);
+        }
+    }
+    return result;
+}
+export function calcCCIData(data, period) {
+    const result = new Array(data.length);
+    if (data.length < period)
+        return result;
+    const tpValues = [];
+    for (const item of data) {
+        tpValues.push((item.high + item.low + item.close) / 3);
+    }
+    let sum = 0;
+    for (let i = 0; i < period; i++) {
+        sum += tpValues[i];
+    }
+    for (let i = period - 1; i < data.length; i++) {
+        if (i >= period) {
+            sum = sum - tpValues[i - period] + tpValues[i];
+        }
+        const sma = sum / period;
+        let meanDeviation = 0;
+        for (let j = 0; j < period; j++) {
+            meanDeviation += Math.abs(tpValues[i - j] - sma);
+        }
+        meanDeviation /= period;
+        if (meanDeviation === 0) {
+            result[i] = 0;
+        }
+        else {
+            result[i] = (tpValues[i] - sma) / (0.015 * meanDeviation);
+        }
+    }
+    return result;
+}
+export function calcSTOCHData(data, n, m) {
+    const result = new Array(data.length);
+    if (data.length < n)
+        return result;
+    const kValues = new Array(data.length);
+    for (let i = n - 1; i < data.length; i++) {
+        let highest = -Infinity;
+        let lowest = Infinity;
+        for (let j = 0; j < n; j++) {
+            const item = data[i - j];
+            if (!item)
+                continue;
+            highest = Math.max(highest, item.high);
+            lowest = Math.min(lowest, item.low);
+        }
+        const close = data[i].close;
+        if (highest === lowest) {
+            kValues[i] = 50;
+        }
+        else {
+            kValues[i] = ((close - lowest) / (highest - lowest)) * 100;
+        }
+    }
+    for (let i = n - 1 + m - 1; i < data.length; i++) {
+        const k = kValues[i];
+        if (k === undefined)
+            continue;
+        let sum = 0;
+        let validCount = 0;
+        for (let j = 0; j < m; j++) {
+            const kv = kValues[i - j];
+            if (kv !== undefined) {
+                sum += kv;
+                validCount++;
+            }
+        }
+        if (validCount === m) {
+            result[i] = { k, d: sum / m };
+        }
+    }
+    return result;
+}
+export function calcMOMData(data, period) {
+    const result = new Array(data.length);
+    if (data.length < period + 1)
+        return result;
+    for (let i = period; i < data.length; i++) {
+        const currentClose = data[i]?.close;
+        const prevClose = data[i - period]?.close;
+        if (currentClose !== undefined && prevClose !== undefined) {
+            result[i] = currentClose - prevClose;
+        }
+    }
+    return result;
+}
+export function calcWMSRData(data, period) {
+    const result = new Array(data.length);
+    if (data.length < period)
+        return result;
+    for (let i = period - 1; i < data.length; i++) {
+        let highest = -Infinity;
+        let lowest = Infinity;
+        for (let j = 0; j < period; j++) {
+            const item = data[i - j];
+            if (!item)
+                continue;
+            highest = Math.max(highest, item.high);
+            lowest = Math.min(lowest, item.low);
+        }
+        const close = data[i].close;
+        if (highest === lowest) {
+            result[i] = -50;
+        }
+        else {
+            result[i] = ((highest - close) / (highest - lowest)) * -100;
+        }
+    }
+    return result;
+}
+function calcROCInternal(data, period) {
+    const result = new Array(data.length);
+    if (data.length < period + 1)
+        return result;
+    for (let i = period; i < data.length; i++) {
+        const currentClose = data[i]?.close;
+        const prevClose = data[i - period]?.close;
+        if (currentClose !== undefined && prevClose !== undefined && prevClose !== 0) {
+            result[i] = ((currentClose - prevClose) / prevClose) * 100;
+        }
+    }
+    return result;
+}
+function calcSMAInternal(data, period) {
+    const result = new Array(data.length);
+    let sum = 0;
+    let count = 0;
+    for (let i = 0; i < data.length; i++) {
+        const val = data[i];
+        if (val !== undefined) {
+            sum += val;
+            count++;
+            if (count > period) {
+                const oldVal = data[i - period];
+                if (oldVal !== undefined) {
+                    sum -= oldVal;
+                    count--;
+                }
+            }
+            if (count === period) {
+                result[i] = sum / period;
+            }
+        }
+    }
+    return result;
+}
+export function calcKSTData(data, roc1, roc2, roc3, roc4, signalPeriod) {
+    const result = new Array(data.length);
+    const roc1Data = calcROCInternal(data, roc1);
+    const roc2Data = calcROCInternal(data, roc2);
+    const roc3Data = calcROCInternal(data, roc3);
+    const roc4Data = calcROCInternal(data, roc4);
+    const sma1 = calcSMAInternal(roc1Data, 10);
+    const sma2 = calcSMAInternal(roc2Data, 10);
+    const sma3 = calcSMAInternal(roc3Data, 10);
+    const sma4 = calcSMAInternal(roc4Data, 15);
+    const kstValues = new Array(data.length);
+    for (let i = 0; i < data.length; i++) {
+        const v1 = sma1[i];
+        const v2 = sma2[i];
+        const v3 = sma3[i];
+        const v4 = sma4[i];
+        if (v1 !== undefined && v2 !== undefined && v3 !== undefined && v4 !== undefined) {
+            kstValues[i] = v1 * 1 + v2 * 2 + v3 * 3 + v4 * 4;
+        }
+    }
+    const signalData = calcSMAInternal(kstValues, signalPeriod);
+    for (let i = 0; i < data.length; i++) {
+        const kst = kstValues[i];
+        const signal = signalData[i];
+        if (kst !== undefined && signal !== undefined) {
+            result[i] = { kst, signal };
+        }
+    }
+    return result;
+}
+export function calcFASTKData(data, period) {
+    const result = new Array(data.length);
+    if (data.length < period)
+        return result;
+    for (let i = period - 1; i < data.length; i++) {
+        let highest = -Infinity;
+        let lowest = Infinity;
+        for (let j = 0; j < period; j++) {
+            const item = data[i - j];
+            if (!item)
+                continue;
+            highest = Math.max(highest, item.high);
+            lowest = Math.min(lowest, item.low);
+        }
+        const close = data[i].close;
+        if (highest === lowest) {
+            result[i] = 50;
+        }
+        else {
+            result[i] = ((close - lowest) / (highest - lowest)) * 100;
+        }
+    }
+    return result;
+}
+function calcEMA(data, period) {
+    const result = new Array(data.length);
+    const k = 2 / (period + 1);
+    if (data.length === 0)
+        return result;
+    result[0] = data[0].close;
+    for (let i = 1; i < data.length; i++) {
+        const item = data[i];
+        if (!item)
+            continue;
+        result[i] = item.close * k + result[i - 1] * (1 - k);
+    }
+    return result;
+}
+function calcEMAFromArray(values, period) {
+    const result = new Array(values.length);
+    const k = 2 / (period + 1);
+    const firstValid = values.findIndex(v => v !== undefined);
+    if (firstValid === -1)
+        return result;
+    result[firstValid] = values[firstValid];
+    for (let i = firstValid + 1; i < values.length; i++) {
+        const val = values[i];
+        const prev = result[i - 1];
+        if (val === undefined || prev === undefined)
+            continue;
+        result[i] = val * k + prev * (1 - k);
+    }
+    return result;
+}
+export function calcMACDData(data, fastPeriod, slowPeriod, signalPeriod) {
+    const result = new Array(data.length);
+    if (data.length < slowPeriod)
+        return result;
+    const emaFast = calcEMA(data, fastPeriod);
+    const emaSlow = calcEMA(data, slowPeriod);
+    const dif = new Array(data.length);
+    for (let i = 0; i < data.length; i++) {
+        const fast = emaFast[i];
+        const slow = emaSlow[i];
+        if (fast !== undefined && slow !== undefined) {
+            dif[i] = fast - slow;
+        }
+    }
+    const dea = calcEMAFromArray(dif, signalPeriod);
+    for (let i = 0; i < data.length; i++) {
+        const d = dif[i];
+        const e = dea[i];
+        if (d !== undefined && e !== undefined) {
+            result[i] = {
+                dif: d,
+                dea: e,
+                macd: (d - e) * 2,
+            };
+        }
+    }
+    return result;
+}
+export function calcROCData(data, period) {
+    const n = data.length;
+    const result = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0)
+        return result;
+    for (let t = period; t < n; t++) {
+        const prev = data[t - period].close;
+        if (prev === 0)
+            continue;
+        result[t] = (data[t].close - prev) / prev * 100;
+    }
+    return result;
+}
+export function calcTRIXData(data, period, signalPeriod) {
+    const n = data.length;
+    const series = new Array(n).fill(undefined);
+    const signalSeries = new Array(n).fill(undefined);
+    if (n === 0 || period <= 0)
+        return { series, signalSeries };
+    const closes = new Array(n);
+    for (let i = 0; i < n; i++)
+        closes[i] = data[i].close;
+    const ema1 = _computeEMASeries(closes, period);
+    const ema2 = _computeEMASeries(ema1, period);
+    const ema3 = _computeEMASeries(ema2, period);
+    for (let t = 1; t < n; t++) {
+        const cur = ema3[t];
+        const prev = ema3[t - 1];
+        if (cur === undefined || prev === undefined || prev === 0)
+            continue;
+        series[t] = (cur - prev) / prev * 100;
+    }
+    if (signalPeriod > 0) {
+        const smoothed = _computeEMASeries(series, signalPeriod);
+        for (let i = 0; i < n; i++)
+            signalSeries[i] = smoothed[i];
+    }
+    return { series, signalSeries };
+}
+//# sourceMappingURL=oscillators.js.map

package/dist/engine/indicators/calculators/oscillators.js.map

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

@@ -0,0 +1,54 @@
+import type { KLineData } from '../../../types/price';
+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 interface FibPoint {
+    high: number;
+    low: number;
+    direction: 'up' | 'down';
+    level236: number;
+    level382: number;
+    level500: number;
+    level618: number;
+    level786: number;
+}
+export declare function calcFibData(data: KLineData[], 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 function calcStructureData(data: KLineData[], 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 function calcZonesData(data: KLineData[], obLookback: number, structureLeftWindow: number, structureRightWindow: number, breakoutSource: 'close' | 'wick'): Zone[];
+//# sourceMappingURL=patterns.d.ts.map

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

@@ -0,0 +1 @@
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