@ch20026103/anysis 0.0.17-alpha1 → 0.0.18

package/dist/cjs/stockSkills/obv.d.ts

@@ -7,19 +7,16 @@ type ResObv = {
 export type ObvResType = {
     dataset: StockListType;
     obv: number;
-    obvList: number[];
     preClose: number;
-    obvMa: number;
-    type: number;
 };
 interface ObvType {
-    init: (data: NewStockType, type: number) => ObvResType;
-    next: (data: NewStockType, preList: ObvResType, type: number) => ObvResType;
+    init: (data: NewStockType) => ObvResType;
+    next: (data: NewStockType, preList: ObvResType) => ObvResType;
     getObv: (list: NewStockListType, period: number) => ResObv[];
 }
 export default class Obv implements ObvType {
-    init(data: NewStockType, type: number): ObvResType;
-    next(data: NewStockType, preList: ObvResType, type: number): ObvResType;
+    init(data: NewStockType): ObvResType;
+    next(data: NewStockType, preList: ObvResType): ObvResType;
     getObv(list: NewStockListType): ResObv[];
 }
 export {};

package/dist/cjs/stockSkills/obv.js

@@ -27,14 +27,11 @@ var Obv = /** @class */ (function () {
         enumerable: false,
         configurable: true,
         writable: true,
-        value: function (data, type) {
+        value: function (data) {
             return {
                 dataset: [data],
                 obv: data.v,
-                obvList: [data.v],
                 preClose: data.c,
-                obvMa: 0,
-                type: type,
             };
         }
     });
@@ -42,7 +39,7 @@ var Obv = /** @class */ (function () {
         enumerable: false,
         configurable: true,
         writable: true,
-        value: function (data, preList, type) {
+        value: function (data, preList) {
             var currentVolume = data.v;
             var currentClose = data.c;
             // obv
@@ -53,20 +50,10 @@ var Obv = /** @class */ (function () {
             else if (currentClose < preList.preClose) {
                 obv -= currentVolume;
             }
-            // obv Ma
-            var obvList = preList.obvList;
-            obvList.push(obv);
-            if (obvList.length > type)
-                obvList.shift();
-            var sum = obvList.reduce(function (pre, current) { return pre + current; }, 0);
-            var vma = Math.round((sum / type) * 100) / 100;
             return {
                 dataset: __spreadArray(__spreadArray([], preList.dataset, true), [data], false),
                 obv: obv,
                 preClose: currentClose,
-                obvList: obvList,
-                obvMa: vma,
-                type: type,
             };
         }
     });

package/dist/cjs/stockSkills/obv.test.js

@@ -5,13 +5,15 @@ var test_data_test_1 = require("./test_data.test");
 describe("test obv methods", function () {
     it("test init", function () {
         var obv = new obv_1.default();
-        var init = obv.init(test_data_test_1.data_9904[0], 5);
+        var init = obv.init(test_data_test_1.data_9904[0]);
         var res = init;
         for (var i = 1; i < test_data_test_1.data_9904.length; i++) {
             var item = test_data_test_1.data_9904[i];
-            res = obv.next(item, res, 5);
+            res = obv.next(item, res);
         }
-        expect({ obv: res.obv, obvMa: res.obvMa }).toEqual({ obv: 504538, obvMa: 494302.2 });
+        expect({ obv: res.obv }).toEqual({
+            obv: 504538,
+        });
     });
     it("test getObv()", function () {
         var kd = new obv_1.default();

package/dist/cjs/stockSkills/obv_ema.d.ts

@@ -0,0 +1,15 @@
+export type ObvEmaResType = {
+    obvList: number[];
+    ema: number;
+    ma: number;
+    type: number;
+};
+interface ObvEmaType {
+    init: (obv: number, type: number) => ObvEmaResType;
+    next: (obv: number, preList: ObvEmaResType, type: number) => ObvEmaResType;
+}
+export default class ObvEma implements ObvEmaType {
+    init(obv: number, type: number): ObvEmaResType;
+    next(obv: number, preList: ObvEmaResType, type: number): ObvEmaResType;
+}
+export {};

package/dist/cjs/stockSkills/obv_ema.js

@@ -0,0 +1,49 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+var ObvEma = /** @class */ (function () {
+    function ObvEma() {
+    }
+    Object.defineProperty(ObvEma.prototype, "init", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (obv, type) {
+            return {
+                obvList: [obv],
+                ema: 0,
+                ma: 0,
+                type: type,
+            };
+        }
+    });
+    Object.defineProperty(ObvEma.prototype, "next", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (obv, preList, type) {
+            var obvList = preList.obvList;
+            obvList.push(obv);
+            var ma = 0;
+            var ema = 0;
+            if (obvList.length === type) {
+                var sum = obvList.reduce(function (pre, current) { return pre + current; }, 0);
+                ma = Math.round((sum / type) * 100) / 100;
+                ema = ma;
+            }
+            else if (obvList.length > type) {
+                obvList.shift();
+                var sum = obvList.reduce(function (pre, current) { return pre + current; }, 0);
+                ma = Math.round((sum / type) * 100) / 100;
+                ema = (obv * 2 + (type - 1) * preList.ema) / (type + 1);
+            }
+            return {
+                obvList: obvList,
+                ema: ema,
+                ma: ma,
+                type: type,
+            };
+        }
+    });
+    return ObvEma;
+}());
+exports.default = ObvEma;

package/dist/cjs/stockSkills/obv_ema.test.d.ts

@@ -0,0 +1 @@
+export {};

package/dist/cjs/stockSkills/obv_ema.test.js

@@ -0,0 +1,23 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+var obv_1 = require("./obv");
+var obv_ema_1 = require("./obv_ema");
+var test_data_test_1 = require("./test_data.test");
+describe("ObvEma", function () {
+    it("test init", function () {
+        var obv = new obv_1.default();
+        var obvEma = new obv_ema_1.default();
+        var obvData = obv.init(test_data_test_1.data_9904[0]);
+        var emaData = obvEma.init(obvData.obv, 5);
+        for (var i = 1; i < test_data_test_1.data_9904.length; i++) {
+            var item = test_data_test_1.data_9904[i];
+            obvData = obv.next(item, obvData);
+            emaData = obvEma.next(obvData.obv, emaData, 5);
+        }
+        expect({ obv: obvData.obv, ma: emaData.ma, ema: emaData.ema }).toEqual({
+            obv: 504538,
+            ma: 494302.2,
+            ema: 496758.8736585481,
+        });
+    });
+});

package/dist/esm/index.d.ts

@@ -18,6 +18,8 @@ export { default as dateFormat } from "./stockSkills/utils/dateFormat.js";
 export { default as Week } from "./stockSkills/week.js";
 export { default as Vma } from "./stockSkills/vma.js";
 export { default as Williams } from "./stockSkills/williams.js";
+export { default as ObvEma } from "./stockSkills/obv_ema.js";
+export { default as Mfi } from "./stockSkills/mfi.js";
 export { add } from "./test/add.js";
 export { minus } from "./test/minus.js";
 export { default as calculateDivisionFactor } from "./utils/calculateDivisionFactor.js";

package/dist/esm/index.js

@@ -21,6 +21,8 @@ export { default as dateFormat } from "./stockSkills/utils/dateFormat.js";
 export { default as Week } from "./stockSkills/week.js";
 export { default as Vma } from "./stockSkills/vma.js";
 export { default as Williams } from "./stockSkills/williams.js";
+export { default as ObvEma } from "./stockSkills/obv_ema.js";
+export { default as Mfi } from "./stockSkills/mfi.js";
 export { add } from "./test/add.js";
 export { minus } from "./test/minus.js";
 export { default as calculateDivisionFactor } from "./utils/calculateDivisionFactor.js";

package/dist/esm/stockSkills/kd.d.ts

@@ -1,18 +1,4 @@
 import { StockListType, StockType } from "./types";
-type ResRSV = {
-    c: number;
-    rsv: number;
-    [key: string]: unknown;
-};
-type ResKD = {
-    c: number;
-    rsv: number;
-    k: number;
-    d: number;
-    "k-d": number;
-    j: number;
-    [key: string]: unknown;
-};
 export type KdResType = {
     dataset: StockListType;
     rsv: number;
@@ -25,13 +11,9 @@ export type KdResType = {
 interface KdClassType {
     init: (data: StockType, type: number) => KdResType;
     next: (data: StockType, preList: KdResType, type: number) => KdResType;
-    getRSV: (list: StockListType) => ResRSV[];
-    getKD: (list: StockListType) => ResKD[];
 }
 export default class Kd implements KdClassType {
     init(data: StockType, type: number): KdResType;
     next(data: StockType, preList: KdResType, type: number): KdResType;
-    getRSV(list: StockListType): ResRSV[];
-    getKD(list: StockListType): ResKD[];
 }
 export {};

package/dist/esm/stockSkills/kd.js

@@ -1,14 +1,3 @@
-var __assign = (this && this.__assign) || function () {
-    __assign = Object.assign || function(t) {
-        for (var s, i = 1, n = arguments.length; i < n; i++) {
-            s = arguments[i];
-            for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p))
-                t[p] = s[p];
-        }
-        return t;
-    };
-    return __assign.apply(this, arguments);
-};
 var Kd = /** @class */ (function () {
     function Kd() {
     }
@@ -74,60 +63,6 @@ var Kd = /** @class */ (function () {
             }
         }
     });
-    Object.defineProperty(Kd.prototype, "getRSV", {
-        enumerable: false,
-        configurable: true,
-        writable: true,
-        value: function (list) {
-            var res = [];
-            for (var i = 0; i < list.length; i++) {
-                if (i < 8)
-                    res[i] = __assign(__assign({}, list[i]), { rsv: 0 });
-                else {
-                    var low = Math.min.apply(Math, list.slice(i - 8, i + 1).map(function (item) { return item.l; }));
-                    var hight = Math.max.apply(Math, list.slice(i - 8, i + 1).map(function (item) { return item.h; }));
-                    var close_2 = list[i].c;
-                    var rsv = ((close_2 - low) / (hight - low)) * 100;
-                    rsv = Math.round(rsv * 100) / 100;
-                    res[i] = __assign(__assign({}, list[i]), { rsv: rsv });
-                }
-            }
-            return res;
-        }
-    });
-    Object.defineProperty(Kd.prototype, "getKD", {
-        enumerable: false,
-        configurable: true,
-        writable: true,
-        value: function (list) {
-            var res = [];
-            var yesterdayK = 50;
-            var yesterdayD = 50;
-            for (var i = 0; i < list.length; i++) {
-                if (i < 8)
-                    res[i] = __assign(__assign({}, list[i]), { rsv: 0, k: 0, d: 0, "k-d": 0, j: 0 });
-                else {
-                    var low = Math.min.apply(Math, list.slice(i - 8, i + 1).map(function (item) { return item.l; }));
-                    var hight = Math.max.apply(Math, list.slice(i - 8, i + 1).map(function (item) { return item.h; }));
-                    var close_3 = list[i].c;
-                    var rsv = ((close_3 - low) / (hight - low)) * 100;
-                    rsv = Math.round(rsv * 100) / 100;
-                    var k = (2 / 3) * yesterdayK + (1 / 3) * rsv;
-                    var d = (2 / 3) * yesterdayD + (1 / 3) * k;
-                    var k_d = k - d;
-                    var j = 3 * k - 2 * d;
-                    k = Math.round(k * 100) / 100;
-                    d = Math.round(d * 100) / 100;
-                    k_d = Math.round(k_d * 100) / 100;
-                    j = Math.round(j * 100) / 100;
-                    res[i] = __assign(__assign({}, list[i]), { rsv: rsv, k: k, d: d, "k-d": k_d, j: j });
-                    yesterdayK = k;
-                    yesterdayD = d;
-                }
-            }
-            return res;
-        }
-    });
     return Kd;
 }());
 export default Kd;

package/dist/esm/stockSkills/kd.test.js

@@ -4,61 +4,14 @@ describe("test kd methods", function () {
     it("test init", function () {
         var index = data.length - 1;
         var kd = new Kd();
-        var realData = kd.getKD(data)[index];
         var init = kd.init(data[0], 9);
         var res = init;
         for (var i = 1; i <= index; i++) {
             var item = data[i];
             res = kd.next(item, res, 9);
         }
-        expect({
-            dataset: {
-                c: realData.c,
-                h: realData.h,
-                l: realData.l,
-            },
-            rsv: realData.rsv,
-            "k-d": realData["k-d"],
-            k: realData.k,
-            d: realData.d,
-        }).toEqual({
-            dataset: {
-                c: res.dataset[res.dataset.length - 1].c,
-                h: res.dataset[res.dataset.length - 1].h,
-                l: res.dataset[res.dataset.length - 1].l,
-            },
-            rsv: res.rsv,
-            "k-d": res["k-d"],
-            k: res.k,
-            d: res.d,
-        });
-    });
-    it("test getRSV()", function () {
-        var kd = new Kd();
-        expect(kd.getRSV(data)[data.length - 1]).toEqual({
-            o: 26.4,
-            l: 34.3,
-            h: 34.8,
-            c: 34.65,
-            v: 12765,
-            t: 20230216,
-            rsv: 90.63,
-        });
-    });
-    it("test getKD()", function () {
-        var kd = new Kd();
-        expect(kd.getKD(data)[data.length - 1]).toEqual({
-            o: 26.4,
-            l: 34.3,
-            h: 34.8,
-            c: 34.65,
-            v: 12765,
-            t: 20230216,
-            rsv: 90.63,
-            k: 64.41,
-            d: 45.25,
-            "k-d": 19.16,
-            j: 6.93,
-        });
+        expect(res.k).toEqual(64.41);
+        expect(res.d).toEqual(45.25);
+        expect(res.j).toEqual(102.73);
     });
 });

package/dist/esm/stockSkills/mfi.d.ts

@@ -0,0 +1,15 @@
+import { StockListType, StockType } from "./types";
+export type MfiResType = {
+    dataset: StockListType;
+    mfi: number | null;
+    type: number;
+    sumPositiveMF: number;
+    sumNegativeMF: number;
+};
+export default class Mfi {
+    private getTypicalPrice;
+    private getRawMoneyFlow;
+    init(data: StockType, type: number): MfiResType;
+    next(data: StockType, preList: MfiResType, type: number): MfiResType;
+    calculateMFI(prices: StockListType, period?: number): number[];
+}

package/dist/esm/stockSkills/mfi.js

@@ -0,0 +1,164 @@
+var __assign = (this && this.__assign) || function () {
+    __assign = Object.assign || function(t) {
+        for (var s, i = 1, n = arguments.length; i < n; i++) {
+            s = arguments[i];
+            for (var p in s) if (Object.prototype.hasOwnProperty.call(s, p))
+                t[p] = s[p];
+        }
+        return t;
+    };
+    return __assign.apply(this, arguments);
+};
+var Mfi = /** @class */ (function () {
+    function Mfi() {
+    }
+    // 計算典型價格 (Typical Price)
+    Object.defineProperty(Mfi.prototype, "getTypicalPrice", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data) {
+            return (data.h + data.l + data.c) / 3;
+        }
+    });
+    // 計算原始資金流量 (Raw Money Flow)
+    Object.defineProperty(Mfi.prototype, "getRawMoneyFlow", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data) {
+            return this.getTypicalPrice(data) * data.v;
+        }
+    });
+    Object.defineProperty(Mfi.prototype, "init", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data, type) {
+            return {
+                dataset: [data],
+                mfi: null,
+                type: type,
+                sumPositiveMF: 0,
+                sumNegativeMF: 0,
+            };
+        }
+    });
+    Object.defineProperty(Mfi.prototype, "next", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (data, preList, type) {
+            preList.dataset.push(data);
+            // 資料不足，不計算 MFI
+            if (preList.dataset.length < type + 1) {
+                return __assign(__assign({}, preList), { mfi: null, type: type, sumPositiveMF: 0, sumNegativeMF: 0 });
+            }
+            var sumPositiveMF = preList.sumPositiveMF;
+            var sumNegativeMF = preList.sumNegativeMF;
+            if (preList.dataset.length === type + 1) {
+                // 第一次達到計算條件，初始化計算
+                sumPositiveMF = 0;
+                sumNegativeMF = 0;
+                for (var i = 1; i <= type; i++) {
+                    var currentTP = this.getTypicalPrice(preList.dataset[i]);
+                    var prevTP = this.getTypicalPrice(preList.dataset[i - 1]);
+                    var rawMF = this.getRawMoneyFlow(preList.dataset[i]);
+                    if (currentTP > prevTP) {
+                        sumPositiveMF += rawMF;
+                    }
+                    else if (currentTP < prevTP) {
+                        sumNegativeMF += rawMF;
+                    }
+                }
+            }
+            else {
+                // 增量更新：移除最舊的影響，加上最新的影響
+                // 移除最舊的資料影響
+                var oldestTP = this.getTypicalPrice(preList.dataset[0]);
+                var secondOldestTP = this.getTypicalPrice(preList.dataset[1]);
+                var oldestRawMF = this.getRawMoneyFlow(preList.dataset[1]);
+                if (secondOldestTP > oldestTP) {
+                    sumPositiveMF -= oldestRawMF;
+                }
+                else if (secondOldestTP < oldestTP) {
+                    sumNegativeMF -= oldestRawMF;
+                }
+                // 移除最舊的資料
+                preList.dataset.shift();
+                // 加上最新的資料影響
+                var newTP = this.getTypicalPrice(preList.dataset[preList.dataset.length - 1]);
+                var prevTP = this.getTypicalPrice(preList.dataset[preList.dataset.length - 2]);
+                var newRawMF = this.getRawMoneyFlow(preList.dataset[preList.dataset.length - 1]);
+                if (newTP > prevTP) {
+                    sumPositiveMF += newRawMF;
+                }
+                else if (newTP < prevTP) {
+                    sumNegativeMF += newRawMF;
+                }
+            }
+            // 計算 MFI
+            var mfi;
+            if (sumNegativeMF === 0) {
+                mfi = 100;
+            }
+            else {
+                var moneyFlowRatio = sumPositiveMF / sumNegativeMF;
+                mfi = 100 - (100 / (1 + moneyFlowRatio));
+            }
+            return {
+                dataset: preList.dataset,
+                type: type,
+                mfi: mfi,
+                sumPositiveMF: sumPositiveMF,
+                sumNegativeMF: sumNegativeMF
+            };
+        }
+    });
+    Object.defineProperty(Mfi.prototype, "calculateMFI", {
+        enumerable: false,
+        configurable: true,
+        writable: true,
+        value: function (prices, period) {
+            if (period === void 0) { period = 14; }
+            if (prices.length < period + 1) {
+                return [];
+            }
+            var mfis = [];
+            // 從 period 開始，確保有足夠的資料進行比較
+            for (var endIdx = period; endIdx < prices.length; endIdx++) {
+                var sumPositiveMF = 0;
+                var sumNegativeMF = 0;
+                // 計算 period 個交易日的資金流量
+                // 從 endIdx - period + 1 到 endIdx，共 period 個資料點
+                // 但比較是從 endIdx - period + 2 開始（因為要跟前一天比）
+                for (var i = endIdx - period + 1; i <= endIdx; i++) {
+                    // 確保 i-1 >= 0，避免溢位
+                    if (i === 0)
+                        continue;
+                    var currentTP = this.getTypicalPrice(prices[i]);
+                    var prevTP = this.getTypicalPrice(prices[i - 1]);
+                    var rawMF = this.getRawMoneyFlow(prices[i]);
+                    if (currentTP > prevTP) {
+                        sumPositiveMF += rawMF;
+                    }
+                    else if (currentTP < prevTP) {
+                        sumNegativeMF += rawMF;
+                    }
+                }
+                // 計算 MFI
+                if (sumNegativeMF === 0) {
+                    mfis.push(100);
+                }
+                else {
+                    var moneyFlowRatio = sumPositiveMF / sumNegativeMF;
+                    var mfi = 100 - (100 / (1 + moneyFlowRatio));
+                    mfis.push(mfi);
+                }
+            }
+            return mfis;
+        }
+    });
+    return Mfi;
+}());
+export default Mfi;

package/dist/esm/stockSkills/mfi.test.d.ts

@@ -0,0 +1 @@
+export {};