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

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

@@ -1,362 +1,2 @@
-import type { KLineData } from '../../types/price';
-/**
- * MA 周期配置标志
- */
-export type MAFlags = {
-    ma5?: boolean;
-    ma10?: boolean;
-    ma20?: boolean;
-    ma30?: boolean;
-    ma60?: boolean;
-};
-/**
- * 默认 MA 周期列表
- */
-export declare const DEFAULT_MA_PERIODS: readonly [5, 10, 20, 30, 60];
-/**
- * BOLL 数据点
- */
-export interface BOLLPoint {
-    upper: number;
-    middle: number;
-    lower: number;
-}
-/**
- * 默认 BOLL 参数
- */
-export declare const DEFAULT_BOLL_PERIOD = 20;
-export declare const DEFAULT_BOLL_MULTIPLIER = 2;
-/**
- * 计算 BOLL 数据（使用滑动窗口优化）
- * @param data K线数据数组
- * @param period 周期（默认20）
- * @param multiplier 标准差倍数（默认2）
- * @returns 每个索引对应的BOLL值，前 period-1 个为 undefined
- */
-export declare function calcBOLLData(data: KLineData[], period: number, multiplier: number): BOLLPoint[];
-/**
- * EXPMA 数据点
- */
-export interface EXPMAPoint {
-    fast: number;
-    slow: number;
-}
-/**
- * 默认 EXPMA 参数
- */
-export declare const DEFAULT_EXPMA_FAST_PERIOD = 12;
-export declare const DEFAULT_EXPMA_SLOW_PERIOD = 50;
-/**
- * 计算 EXPMA 数据
- * 公式：EXPMA(i) = C(i) × K + EXPMA(i-1) × (1-K)，K = 2/(N+1)
- * @param data K线数据数组
- * @param fastPeriod 快线周期（默认12）
- * @param slowPeriod 慢线周期（默认50）
- * @returns 每个索引对应的EXPMA值（从 index 0 开始有值）
- */
-export declare function calcEXPMAData(data: KLineData[], fastPeriod: number, slowPeriod: number): EXPMAPoint[];
-/**
- * ENE 数据点
- */
-export interface ENEPoint {
-    upper: number;
-    middle: number;
-    lower: number;
-}
-/**
- * 默认 ENE 参数
- */
-export declare const DEFAULT_ENE_PERIOD = 10;
-export declare const DEFAULT_ENE_DEVIATION = 11;
-/**
- * 计算 ENE 数据
- * 中轨 = MA(close, N)
- * 上轨 = 中轨 × (1 + M/100)
- * 下轨 = 中轨 × (1 - M/100)
- * @param data K线数据数组
- * @param period 周期（默认10）
- * @param deviation 偏离率百分比（默认11）
- * @returns 每个索引对应的ENE值，前 period-1 个为 undefined
- */
-export declare function calcENEData(data: KLineData[], period: number, deviation: number): ENEPoint[];
-/**
- * 计算指定周期的 MA 数据（使用滑动窗口优化，O(n) 复杂度）
- * @param data K线数据数组
- * @param period MA周期
- * @returns 每个索引对应的MA值，前 period-1 个为 undefined
- */
-export declare function calcMAData(data: KLineData[], period: number): (number | undefined)[];
-/**
- * 默认 RSI 参数
- */
-export declare const DEFAULT_RSI_PERIOD1 = 6;
-export declare const DEFAULT_RSI_PERIOD2 = 12;
-export declare const DEFAULT_RSI_PERIOD3 = 24;
-/**
- * 计算 RSI 数据
- * RSI = 100 - 100 / (1 + RS)
- * RS = 平均上涨幅度 / 平均下跌幅度
- * @param data K线数据数组
- * @param period RSI周期
- * @returns 每个索引对应的RSI值，前 period+1 个为 undefined（需要 period+1 个数据点计算初始平均）
- */
-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)[];
-/**
- * MACD 数据点
- */
-export interface MACDPoint {
-    /** DIF 线值 */
-    dif: number;
-    /** DEA 线值 */
-    dea: number;
-    /** MACD 柱状图值 */
-    macd: number;
-}
-/**
- * 计算 MACD 数据
- * DIF = EMA(close, fastPeriod) - EMA(close, slowPeriod)
- * DEA = EMA(DIF, signalPeriod)
- * MACD = (DIF - DEA) × 2
- * @param data K线数据数组
- * @param fastPeriod 快线周期（默认12）
- * @param slowPeriod 慢线周期（默认26）
- * @param signalPeriod 信号线周期（默认9）
- * @returns MACD 数据点数组，前 slowPeriod-1 个可能为 undefined
- */
-export declare function calcMACDData(data: KLineData[], fastPeriod: number, slowPeriod: number, signalPeriod: number): MACDPoint[];
-import type { KLineSoALayout } from './soa';
-/**
- * 从 SoA 布局计算 BOLL 数据（验证用包装函数）
- * @param layout SoA 布局
- * @param period 周期
- * @param multiplier 标准差倍数
- * @returns BOLL 数据点数组
- */
-export declare function calcBOLLDataSoA(layout: KLineSoALayout, period: number, multiplier: number): BOLLPoint[];
-/**
- * 从 SoA 布局计算 EXPMA 数据（验证用包装函数）
- * @param layout SoA 布局
- * @param fastPeriod 快线周期
- * @param slowPeriod 慢线周期
- * @returns EXPMA 数据点数组
- */
-export declare function calcEXPMADataSoA(layout: KLineSoALayout, fastPeriod: number, slowPeriod: number): EXPMAPoint[];
-/**
- * 从 SoA 布局计算 ENE 数据（验证用包装函数）
- * @param layout SoA 布局
- * @param period 周期
- * @param deviation 偏离率百分比
- * @returns ENE 数据点数组
- */
-export declare function calcENEDataSoA(layout: KLineSoALayout, period: number, deviation: number): ENEPoint[];
-/**
- * 从 SoA 布局计算 MA 数据（验证用包装函数）
- * @param layout SoA 布局
- * @param period MA周期
- * @returns MA 值数组
- */
-export declare function calcMADataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
-/**
- * 从 SoA 布局计算 RSI 数据（验证用包装函数）
- * @param layout SoA 布局
- * @param period RSI周期
- * @returns RSI 值数组
- */
-export declare function calcRSIDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
-/**
- * 从 SoA 布局计算 CCI 数据（验证用包装函数）
- * @param layout SoA 布局
- * @param period 周期
- * @returns CCI 值数组
- */
-export declare function calcCCIDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
-/**
- * 从 SoA 布局计算 STOCH 数据（验证用包装函数）
- * @param layout SoA 布局
- * @param n RSV周期
- * @param m K的M日移动平均周期
- * @returns STOCH 数据点数组
- */
-export declare function calcSTOCHDataSoA(layout: KLineSoALayout, n: number, m: number): STOCHPoint[];
-/**
- * 从 SoA 布局计算 MOM 数据（验证用包装函数）
- * @param layout SoA 布局
- * @param period 周期
- * @returns MOM 值数组
- */
-export declare function calcMOMDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
-/**
- * 从 SoA 布局计算 WMSR 数据（验证用包装函数）
- * @param layout SoA 布局
- * @param period 周期
- * @returns WMSR 值数组
- */
-export declare function calcWMSRDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
-/**
- * 从 SoA 布局计算 KST 数据（验证用包装函数）
- * @param layout SoA 布局
- * @param roc1 第一个ROC周期
- * @param roc2 第二个ROC周期
- * @param roc3 第三个ROC周期
- * @param roc4 第四个ROC周期
- * @param signalPeriod 信号线周期
- * @returns KST 数据点数组
- */
-export declare function calcKSTDataSoA(layout: KLineSoALayout, roc1: number, roc2: number, roc3: number, roc4: number, signalPeriod: number): KSTPoint[];
-/**
- * 从 SoA 布局计算 FASTK 数据（验证用包装函数）
- * @param layout SoA 布局
- * @param period 周期
- * @returns FASTK 值数组
- */
-export declare function calcFASTKDataSoA(layout: KLineSoALayout, period: number): (number | undefined)[];
-/**
- * 从 SoA 布局计算 MACD 数据（验证用包装函数）
- * @param layout SoA 布局
- * @param fastPeriod 快线周期
- * @param slowPeriod 慢线周期
- * @param signalPeriod 信号线周期
- * @returns MACD 数据点数组
- */
-export declare function calcMACDDataSoA(layout: KLineSoALayout, fastPeriod: number, slowPeriod: number, signalPeriod: number): MACDPoint[];
-/**
- * 计算 Wilder ATR。
- * TR(0) = H(0) - L(0)
- * TR(t) = max(H(t) - L(t), |H(t) - C(t-1)|, |L(t) - C(t-1)|)
- * ATR(period-1) = mean(TR[0..period-1])
- * ATR(t) = ((period-1) * ATR(t-1) + TR(t)) / period  for t >= period
- *
- * @param data K 线数组
- * @param period 周期，需 >= 1；若 <= 0 或 data.length < period，返回全 undefined
- */
-export declare function calcATRData(data: KLineData[], period: number): (number | undefined)[];
-export declare function calcWMAData(data: KLineData[], period: number): (number | undefined)[];
-export declare function calcDEMAData(data: KLineData[], period: number): (number | undefined)[];
-export declare function calcTEMAData(data: KLineData[], period: number): (number | undefined)[];
-export declare function calcHMAData(data: KLineData[], period: number): (number | undefined)[];
-export declare function calcKAMAData(data: KLineData[], period: number, fastPeriod: number, slowPeriod: number): (number | undefined)[];
-export interface SARPoint {
-    value: number;
-    trend: 'up' | 'down';
-}
-export declare function calcSARData(data: KLineData[], step: number, maxStep: number): (SARPoint | undefined)[];
-export interface SuperTrendPoint {
-    value: number;
-    trend: 'up' | 'down';
-}
-export declare function calcSuperTrendData(data: KLineData[], atrPeriod: number, multiplier: number): (SuperTrendPoint | undefined)[];
-export interface KeltnerPoint {
-    upper: number;
-    middle: number;
-    lower: number;
-}
-export declare function calcKeltnerData(data: KLineData[], emaPeriod: number, atrPeriod: number, multiplier: number): (KeltnerPoint | undefined)[];
-export interface DonchianPoint {
-    upper: number;
-    middle: number;
-    lower: number;
-}
-export declare function calcDonchianData(data: KLineData[], period: number): (DonchianPoint | undefined)[];
-export interface IchimokuPoint {
-    tenkan?: number;
-    kijun?: number;
-    spanA?: number;
-    spanB?: number;
-    chikou?: number;
-}
-export declare function calcIchimokuData(data: KLineData[], tenkanPeriod: number, kijunPeriod: number, spanBPeriod: number, displacement: number): (IchimokuPoint | undefined)[];
-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;
-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)[];
-export declare function calcVMAData(data: KLineData[], period: number): (number | undefined)[];
-export declare function calcOBVData(data: KLineData[]): (number | undefined)[];
-export declare function calcPVTData(data: KLineData[]): (number | undefined)[];
-export declare function calcVWAPData(data: KLineData[], sessionResetGapMs: number): (number | undefined)[];
-export declare function calcCMFData(data: KLineData[], period: number): (number | undefined)[];
-export declare function calcMFIData(data: KLineData[], period: number): (number | undefined)[];
-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[];
-export interface VolumeProfileBin {
-    priceLow: number;
-    priceHigh: number;
-    volume: number;
-}
-export interface VolumeProfileResult {
-    bins: VolumeProfileBin[];
-    poc: number;
-    vah: number;
-    val: number;
-    totalVolume: number;
-}
-export declare function calcVolumeProfileData(data: KLineData[], bins: number, lookback: number, valueAreaPercent: number): VolumeProfileResult;
+export * from './calculators/index';
 //# sourceMappingURL=calculators.d.ts.map

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

@@ -1 +1 @@
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