@ch20026103/anysis 0.0.17-alpha2 → 0.0.18

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

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+export {};

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

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+import Mfi from './mfi';
+describe('MFI (Money Flow Index) Algorithm', function () {
+    var mfi;
+    beforeEach(function () {
+        mfi = new Mfi();
+    });
+    // 測試用的股票資料
+    var createStockData = function (high, low, close, volume) { return ({
+        h: high,
+        l: low,
+        c: close,
+        v: volume,
+        o: close,
+        t: Date.now()
+    }); };
+    describe('init method', function () {
+        it('should initialize with correct default values', function () {
+            var stockData = createStockData(100, 95, 98, 1000);
+            var result = mfi.init(stockData, 14);
+            expect(result).toEqual({
+                dataset: [stockData],
+                mfi: null,
+                type: 14,
+                sumPositiveMF: 0,
+                sumNegativeMF: 0,
+            });
+        });
+        it('should work with different period types', function () {
+            var stockData = createStockData(100, 95, 98, 1000);
+            var result = mfi.init(stockData, 5);
+            expect(result.type).toBe(5);
+            expect(result.dataset).toHaveLength(1);
+        });
+    });
+    describe('next method - insufficient data', function () {
+        it('should return null MFI when data is insufficient', function () {
+            var result = mfi.init(createStockData(100, 95, 98, 1000), 3);
+            // 第二個資料點
+            result = mfi.next(createStockData(102, 97, 100, 1200), result, 3);
+            expect(result.mfi).toBeNull();
+            expect(result.dataset).toHaveLength(2);
+            // 第三個資料點
+            result = mfi.next(createStockData(105, 99, 103, 1500), result, 3);
+            expect(result.mfi).toBeNull();
+            expect(result.dataset).toHaveLength(3);
+        });
+    });
+    describe('next method - sufficient data', function () {
+        it('should calculate MFI correctly when reaching minimum period', function () {
+            var period = 3;
+            var result = mfi.init(createStockData(100, 95, 98, 1000), period);
+            // 添加資料直到滿足計算條件
+            result = mfi.next(createStockData(102, 97, 100, 1200), result, period); // TP上升
+            result = mfi.next(createStockData(105, 99, 103, 1500), result, period); // TP上升  
+            result = mfi.next(createStockData(103, 98, 101, 1300), result, period); // TP下降
+            expect(result.mfi).not.toBeNull();
+            expect(typeof result.mfi).toBe('number');
+            expect(result.mfi).toBeGreaterThanOrEqual(0);
+            expect(result.mfi).toBeLessThanOrEqual(100);
+            expect(result.dataset).toHaveLength(period + 1);
+        });
+        it('should handle all positive money flows (MFI = 100)', function () {
+            var period = 2;
+            var result = mfi.init(createStockData(100, 95, 98, 1000), period);
+            // 所有後續價格都上升
+            result = mfi.next(createStockData(102, 97, 100, 1200), result, period);
+            result = mfi.next(createStockData(105, 99, 103, 1500), result, period);
+            expect(result.mfi).toBe(100);
+        });
+        it('should maintain sliding window correctly', function () {
+            var period = 2;
+            var result = mfi.init(createStockData(100, 95, 98, 1000), period);
+            result = mfi.next(createStockData(102, 97, 100, 1200), result, period);
+            result = mfi.next(createStockData(105, 99, 103, 1500), result, period);
+            // 新增第五個資料點，應該移除第一個
+            var oldFirstData = result.dataset[0];
+            result = mfi.next(createStockData(103, 98, 101, 1300), result, period);
+            expect(result.dataset).toHaveLength(period + 1);
+            expect(result.dataset[0]).not.toEqual(oldFirstData);
+        });
+    });
+    describe('calculateMFI method', function () {
+        it('should return empty array for insufficient data', function () {
+            var prices = [
+                createStockData(100, 95, 98, 1000),
+                createStockData(102, 97, 100, 1200),
+            ];
+            var result = mfi.calculateMFI(prices, 14);
+            expect(result).toEqual([]);
+        });
+        it('should calculate MFI for sufficient data', function () {
+            // 創建測試資料：期間為3，需要4個資料點
+            var prices = [
+                createStockData(100, 95, 98, 1000),
+                createStockData(102, 97, 100, 1200),
+                createStockData(105, 99, 103, 1500),
+                createStockData(103, 98, 101, 1300), // TP = 100.67 (下降)
+            ];
+            var result = mfi.calculateMFI(prices, 3);
+            expect(result).toHaveLength(1); // 只能計算一個MFI值
+            expect(result[0]).toBeGreaterThanOrEqual(0);
+            expect(result[0]).toBeLessThanOrEqual(100);
+        });
+        it('should calculate multiple MFI values for longer data series', function () {
+            var prices = [];
+            // 創建6個資料點，期間為3，應該能計算3個MFI值
+            for (var i = 0; i < 6; i++) {
+                prices.push(createStockData(100 + i * 2, 95 + i * 2, 98 + i * 2 + (i % 2 === 0 ? 1 : -1), // 交替上下
+                1000 + i * 100));
+            }
+            var result = mfi.calculateMFI(prices, 3);
+            expect(result).toHaveLength(3); // 6 - 3 = 3個MFI值
+            result.forEach(function (mfiValue) {
+                expect(mfiValue).toBeGreaterThanOrEqual(0);
+                expect(mfiValue).toBeLessThanOrEqual(100);
+            });
+        });
+        it('should handle edge case with no negative money flow', function () {
+            // 創建持續上升的價格資料
+            var prices = [];
+            for (var i = 0; i < 5; i++) {
+                prices.push(createStockData(100 + i * 5, 95 + i * 5, 98 + i * 5, 1000));
+            }
+            var result = mfi.calculateMFI(prices, 3);
+            expect(result).toHaveLength(2);
+            result.forEach(function (mfiValue) {
+                expect(mfiValue).toBe(100); // 全部正向資金流量
+            });
+        });
+        it('should handle equal typical prices correctly', function () {
+            var prices = [
+                createStockData(100, 95, 98, 1000),
+                createStockData(102, 97, 99, 1200),
+                createStockData(101, 96, 99, 1500),
+                createStockData(103, 98, 100, 1300),
+                createStockData(102, 97, 99, 1100), // TP = 99.33 (相等)
+            ];
+            var result = mfi.calculateMFI(prices, 3);
+            expect(result).toHaveLength(2);
+            result.forEach(function (mfiValue) {
+                expect(mfiValue).toBeGreaterThanOrEqual(0);
+                expect(mfiValue).toBeLessThanOrEqual(100);
+                expect(Number.isNaN(mfiValue)).toBe(false);
+            });
+        });
+    });
+    describe('typical price calculation', function () {
+        it('should calculate typical price correctly', function () {
+            var stockData = createStockData(105, 95, 100, 1000);
+            var mfiInstance = new Mfi();
+            // 使用反射來測試私有方法（僅用於測試）
+            var typicalPrice = mfiInstance.getTypicalPrice(stockData);
+            expect(typicalPrice).toBeCloseTo((105 + 95 + 100) / 3, 2);
+        });
+    });
+    describe('raw money flow calculation', function () {
+        it('should calculate raw money flow correctly', function () {
+            var stockData = createStockData(105, 95, 100, 1500);
+            var mfiInstance = new Mfi();
+            var typicalPrice = (105 + 95 + 100) / 3;
+            var expectedMF = typicalPrice * 1500;
+            var rawMF = mfiInstance.getRawMoneyFlow(stockData);
+            expect(rawMF).toBeCloseTo(expectedMF, 2);
+        });
+    });
+    describe('consistency between methods', function () {
+        it('should produce same results using next() and calculateMFI()', function () {
+            var prices = [];
+            for (var i = 0; i < 8; i++) {
+                prices.push(createStockData(100 + i * 3, 95 + i * 2, 98 + i * 2.5, 1000 + i * 50));
+            }
+            var period = 3;
+            // 使用 calculateMFI
+            var batchResult = mfi.calculateMFI(prices, period);
+            // 使用 next 方法逐步計算
+            var result = mfi.init(prices[0], period);
+            var nextResults = [];
+            for (var i = 1; i < prices.length; i++) {
+                result = mfi.next(prices[i], result, period);
+                nextResults.push(result.mfi);
+            }
+            // 過濾掉 null 值
+            var validNextResults = nextResults.filter(function (val) { return val !== null; });
+            expect(validNextResults).toHaveLength(batchResult.length);
+            // 比較結果（允許小的浮點誤差）
+            for (var i = 0; i < batchResult.length; i++) {
+                expect(validNextResults[i]).toBeCloseTo(batchResult[i], 6);
+            }
+        });
+    });
+});