@363045841yyt/klinechart-core 0.8.8 → 0.8.10-alpha.0

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

@@ -0,0 +1,349 @@
+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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package/dist/engine/indicators/calculators/patterns.js

@@ -0,0 +1,214 @@
+export function calcPivotData(data) {
+    const n = data.length;
+    const result = 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;
+}
+export function calcFibData(data, period) {
+    const n = data.length;
+    const result = 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 = hiIdx >= loIdx ? 'up' : 'down';
+        const range = hi - lo;
+        const level = (frac) => 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;
+}
+function isExtremum(data, i, left, right, kind) {
+    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, leftWindow, rightWindow, breakoutSource) {
+    const n = data.length;
+    if (n === 0 || leftWindow < 0 || rightWindow < 0) {
+        return { swings: [], events: [], trend: 'range' };
+    }
+    const rawSwings = [];
+    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);
+    const swings = [];
+    let lastHigh = null;
+    let lastLow = null;
+    for (const s of rawSwings) {
+        let label;
+        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 = [];
+    let trend = 'range';
+    let lastSwingHigh = null;
+    let lastSwingLow = 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++;
+        }
+        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 = 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 = 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 };
+}
+export function calcZonesData(data, obLookback, structureLeftWindow, structureRightWindow, breakoutSource) {
+    const n = data.length;
+    if (n < 3)
+        return [];
+    const zones = [];
+    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;
+                }
+            }
+        }
+    }
+    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;
+}
+//# sourceMappingURL=patterns.js.map

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

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

@@ -0,0 +1,6 @@
+import type { KLineData } from '../../../types/price';
+export declare function calcATRData(data: KLineData[], period: number): (number | undefined)[];
+export declare function calcHVData(data: KLineData[], period: number, annualizationFactor: number): (number | undefined)[];
+export declare function calcParkinsonData(data: KLineData[], period: number, annualizationFactor: number): (number | undefined)[];
+export declare function calcChaikinVolData(data: KLineData[], emaPeriod: number, rocPeriod: number): (number | undefined)[];
+//# sourceMappingURL=volatility.d.ts.map