@dshtrading/strategies 0.1.5 → 0.2.0

package/lib/price-format.d.ts

@@ -0,0 +1,16 @@
+//#region src/price-format.d.ts
+/**
+ * 标的价格显示小数位（自适应，全局显示约定单一来源）：
+ * ≥1 默认 2 位；当 2 位舍入会丢失第 3 位有效小数（如港股 0.001 tick、
+ * 低价权证/债券）时升到 3 位；<1 按量级 4/6 位（低价加密对）。
+ * 1e-9 容差只滤浮点表示噪声——常规价位下它比第 3 位小数量级低多个数量级。
+ *
+ * client-ui-trading / client-ui-strategies 经本包复用同一规则；范式策略的
+ * compute 因需自包含（compute.toString() 导出可编译源码）内联同式实现，
+ * 两处改动必须同步。
+ */
+declare function priceDigits(value: number | undefined): number;
+/** 价格文本：undefined/NaN → '—'，否则按 priceDigits 定点舍入。 */
+declare function fmtPrice(value: number | undefined): string;
+//#endregion
+export { fmtPrice, priceDigits };

package/lib/price-format.js

@@ -0,0 +1,25 @@
+//#region src/price-format.ts
+/**
+* 标的价格显示小数位（自适应，全局显示约定单一来源）：
+* ≥1 默认 2 位；当 2 位舍入会丢失第 3 位有效小数（如港股 0.001 tick、
+* 低价权证/债券）时升到 3 位；<1 按量级 4/6 位（低价加密对）。
+* 1e-9 容差只滤浮点表示噪声——常规价位下它比第 3 位小数量级低多个数量级。
+*
+* client-ui-trading / client-ui-strategies 经本包复用同一规则；范式策略的
+* compute 因需自包含（compute.toString() 导出可编译源码）内联同式实现，
+* 两处改动必须同步。
+*/
+function priceDigits(value) {
+	if (value === void 0 || !Number.isFinite(value)) return 2;
+	const abs = Math.abs(value);
+	if (abs < 1) return abs >= .01 ? 4 : 6;
+	const rounded = Number(value.toFixed(2));
+	return Math.abs(rounded - value) < 1e-9 ? 2 : 3;
+}
+/** 价格文本：undefined/NaN → '—'，否则按 priceDigits 定点舍入。 */
+function fmtPrice(value) {
+	if (value === void 0 || !Number.isFinite(value)) return "—";
+	return value.toFixed(priceDigits(value));
+}
+//#endregion
+export { fmtPrice, priceDigits };

package/lib/screeners/above-ma.js

@@ -1,9 +1,4 @@
-import { sma } from "@dshtrading/indicators";
 //#region src/screeners/above-ma.ts
-/**
-* 牛熊线之上：现价站上长期均线且均线自身斜率向上——与量化「200 日均线
-* 牛熊择时基线」同源的长线标的筛选（Faber GTAA 的截面版）。
-*/
 const aboveMaScreener = {
 	id: "scr.above-ma",
 	name: "站上牛熊线",
@@ -37,8 +32,18 @@ const aboveMaScreener = {
 		const slopeBars = Math.max(5, Math.round(params.slopeBars ?? 20));
 		const i = bars.length - 1;
 		if (i < period + slopeBars - 1) return null;
-		const closes = bars.map((b) => b.close);
-		const maSeries = sma(closes, period);
+		const smaOf = (values, period) => {
+			const out = new Array(values.length).fill(void 0);
+			if (!Number.isFinite(period) || period < 1 || values.length < period) return out;
+			let sum = 0;
+			for (let index = 0; index < values.length; index++) {
+				sum += values[index];
+				if (index >= period) sum -= values[index - period];
+				if (index >= period - 1) out[index] = sum / period;
+			}
+			return out;
+		};
+		const maSeries = smaOf(bars.map((b) => b.close), period);
 		const ma = maSeries[i];
 		const maPrev = maSeries[i - slopeBars];
 		if (ma === void 0 || maPrev === void 0 || !(maPrev > 0)) return null;

package/lib/screeners/ma-bull-align.js

@@ -1,9 +1,4 @@
-import { sma } from "@dshtrading/indicators";
 //#region src/screeners/ma-bull-align.ts
-/**
-* 均线多头排列：现价站上三线，且短中期均线自上而下依次压制
-* （SMA(短) > SMA(中) > SMA(长)），趋势结构完整的顺势筛选。
-*/
 const maBullAlignScreener = {
 	id: "scr.ma-bull-align",
 	name: "均线多头排列",
@@ -45,10 +40,21 @@ const maBullAlignScreener = {
 		const n3 = Math.max(n2, Math.round(params.n3 ?? 120));
 		const i = bars.length - 1;
 		if (i + 1 < n3) return null;
+		const smaOf = (values, period) => {
+			const out = new Array(values.length).fill(void 0);
+			if (!Number.isFinite(period) || period < 1 || values.length < period) return out;
+			let sum = 0;
+			for (let index = 0; index < values.length; index++) {
+				sum += values[index];
+				if (index >= period) sum -= values[index - period];
+				if (index >= period - 1) out[index] = sum / period;
+			}
+			return out;
+		};
 		const closes = bars.map((b) => b.close);
-		const s1 = sma(closes, n1)[i];
-		const s2 = sma(closes, n2)[i];
-		const s3 = sma(closes, n3)[i];
+		const s1 = smaOf(closes, n1)[i];
+		const s2 = smaOf(closes, n2)[i];
+		const s3 = smaOf(closes, n3)[i];
 		if (s1 === void 0 || s2 === void 0 || s3 === void 0) return null;
 		const close = bars[i].close;
 		if (!(close > s1 && s1 > s2 && s2 > s3)) return null;

package/lib/screeners/rsi-oversold.js

@@ -1,9 +1,4 @@
-import { rsi } from "@dshtrading/indicators";
 //#region src/screeners/rsi-oversold.ts
-/**
-* RSI 超卖：RSI(period) 跌入阈值以下的逆势关注筛选——超卖≠见底，
-* 定位是「值得盯的反转候选池」，命中理由里明示是逆势信号。
-*/
 const rsiOversoldScreener = {
 	id: "scr.rsi-oversold",
 	name: "RSI 超卖",
@@ -32,7 +27,28 @@ const rsiOversoldScreener = {
 		const threshold = Math.min(50, Math.max(10, params.threshold ?? 30));
 		const i = bars.length - 1;
 		if (i < period) return null;
-		const value = rsi(bars.map((b) => b.close), period)[i];
+		const rsiOf = (values, period) => {
+			const out = new Array(values.length).fill(void 0);
+			if (!Number.isFinite(period) || period < 1 || values.length < period) return out;
+			let gain = 0;
+			let loss = 0;
+			for (let index = 1; index <= period; index++) {
+				const delta = values[index] - values[index - 1];
+				if (delta >= 0) gain += delta;
+				else loss -= delta;
+			}
+			gain /= period;
+			loss /= period;
+			out[period] = loss === 0 ? 100 : 100 - 100 / (1 + gain / loss);
+			for (let index = period + 1; index < values.length; index++) {
+				const delta = values[index] - values[index - 1];
+				gain = (gain * (period - 1) + Math.max(delta, 0)) / period;
+				loss = (loss * (period - 1) + Math.max(-delta, 0)) / period;
+				out[index] = loss === 0 ? 100 : 100 - 100 / (1 + gain / loss);
+			}
+			return out;
+		};
+		const value = rsiOf(bars.map((b) => b.close), period)[i];
 		if (value === void 0) return null;
 		if (!(value < threshold)) return null;
 		return {

package/lib/screeners/volume-breakout.js

@@ -1,9 +1,4 @@
-import { sma } from "@dshtrading/indicators";
 //#region src/screeners/volume-breakout.ts
-/**
-* 放量突破：收盘价创 lookback 日新高，且成交量 ≥ 均量的 volMultiple 倍——
-* 突破有效性的量能确认（无量突破不入选）。量比口径跨市场可比（比值无量纲）。
-*/
 const volumeBreakoutScreener = {
 	id: "scr.volume-breakout",
 	name: "放量突破",
@@ -36,10 +31,20 @@ const volumeBreakoutScreener = {
 		const volMultiple = Math.max(1, params.volMultiple ?? 2);
 		const i = bars.length - 1;
 		if (i < lookback) return null;
+		const smaOf = (values, period) => {
+			const out = new Array(values.length).fill(void 0);
+			if (!Number.isFinite(period) || period < 1 || values.length < period) return out;
+			let sum = 0;
+			for (let index = 0; index < values.length; index++) {
+				sum += values[index];
+				if (index >= period) sum -= values[index - period];
+				if (index >= period - 1) out[index] = sum / period;
+			}
+			return out;
+		};
 		const window = bars.slice(i - lookback, i);
 		const priorHigh = Math.max(...window.map((b) => b.high));
-		const volumes = bars.map((b) => b.volume);
-		const avgVolume = sma(volumes, lookback)[i];
+		const avgVolume = smaOf(bars.map((b) => b.volume), lookback)[i];
 		if (avgVolume === void 0 || avgVolume <= 0) return null;
 		const close = bars[i].close;
 		const volume = bars[i].volume;

package/lib/validate-node.d.ts

@@ -0,0 +1,10 @@
+import "./types.js";
+import { ScreenerValidationResult, StrategyValidationResult } from "./validate.js";
+import { Kline } from "@dshtrading/indicators";
+//#region src/validate-node.d.ts
+/** Node.js 宿主端策略校验器：自动启用 node:vm 超时熔断保护。 */
+declare function validateCustomStrategyNode(raw: unknown): Promise<StrategyValidationResult>;
+/** Node.js 宿主端选股器校验器：vm 熔断 runner 注入。 */
+declare function validateCustomScreenerNode(raw: unknown): Promise<ScreenerValidationResult>;
+//#endregion
+export { validateCustomScreenerNode, validateCustomStrategyNode };

package/lib/validate-node.js

@@ -1,40 +1,26 @@
-import { validateCustomStrategy } from "./validate.js";
-import * as vm from "node:vm";
+import { validateCustomScreener, validateCustomStrategy } from "./validate.js";
+import { runSourceInVmSandbox } from "@dshtrading/indicators/tool";
 //#region src/validate-node.ts
+const nodeStrategyComputeRunner = (computeSource, bars, params, timeoutMs = 100) => runSourceInVmSandbox(computeSource, bars, params, timeoutMs, "策略试算");
+/** Node.js 宿主端策略校验器：自动启用 node:vm 超时熔断保护。 */
+function validateCustomStrategyNode(raw) {
+	return validateCustomStrategy(raw, { runner: nodeStrategyComputeRunner });
+}
 /**
-* Node.js 宿主端专用策略校验执行器（node:vm 100ms 超时熔断，仿 indicators
-* 的 validate-node.ts——issue #31 规格：Node 侧 vm 沙箱 + 超时熔断）。
+* Node 宿主端选股器 evaluate 试算 runner（同一 vm 沙箱形态；返回值形状由
+* validateCustomScreener 的 ScreenerMatch 校验把关，此处不约束类型）。
+* Promise 形态：抛错转拒绝，超时文案经 label 归位为「选股器试算」。
 */
-const nodeStrategyComputeRunner = (computeSource, bars, params, timeoutMs = 100) => {
-	const sandbox = {
-		bars,
-		params,
-		result: null,
-		Math,
-		Array,
-		Object,
-		Number,
-		String,
-		Boolean,
-		Date
-	};
-	const trimmed = computeSource.trim();
-	let code;
-	if (/^(?:\([a-zA-Z0-9_,\s]*\)|[a-zA-Z0-9_]+)\s*=>/.test(trimmed) || /^function\b/.test(trimmed)) code = `"use strict"; const fn = (${trimmed}); result = fn(bars, params);`;
-	else code = `"use strict"; const fn = (function(bars, params) { ${trimmed} }); result = fn(bars, params);`;
-	const script = new vm.Script(code);
-	const context = vm.createContext(sandbox);
+const nodeScreenerEvaluateRunner = (evaluateSource, bars, params, timeoutMs = 100) => {
 	try {
-		script.runInContext(context, { timeout: timeoutMs });
-		return sandbox.result;
+		return Promise.resolve(runSourceInVmSandbox(evaluateSource, bars, params, timeoutMs, "选股器试算"));
 	} catch (error) {
-		if (error?.code === "ERR_SCRIPT_EXECUTION_TIMEOUT" || String(error?.message).includes("timed out")) throw new Error(`策略试算执行超时（超过 ${timeoutMs}ms），可能存在死循环（如 while/for 未退出）`);
-		throw error;
+		return Promise.reject(error);
 	}
 };
-/** Node.js 宿主端策略校验器：自动启用 node:vm 超时熔断保护。 */
-function validateCustomStrategyNode(raw) {
-	return validateCustomStrategy(raw, { runner: nodeStrategyComputeRunner });
+/** Node.js 宿主端选股器校验器：vm 熔断 runner 注入。 */
+function validateCustomScreenerNode(raw) {
+	return validateCustomScreener(raw, { runner: nodeScreenerEvaluateRunner });
 }
 //#endregion
-export { nodeStrategyComputeRunner, validateCustomStrategyNode };
+export { nodeScreenerEvaluateRunner, nodeStrategyComputeRunner, validateCustomScreenerNode, validateCustomStrategyNode };

package/lib/validate.d.ts

@@ -1,5 +1,7 @@
 import { StrategyDefinition, StrategySignal } from "./types.js";
 import { CustomStrategyRecord } from "./custom.js";
+import { ScreenerDefinition } from "./screeners/types.js";
+import { CustomScreenerRecord } from "./custom-screener.js";
 import { AsyncComputeRunner, Kline } from "@dshtrading/indicators";
 //#region src/validate.d.ts
 type StrategyValidationResult = {
@@ -10,8 +12,12 @@ type StrategyValidationResult = {
   ok: false;
   reason: string;
 };
-/** 将策略源码解析为可执行纯函数（浏览器端 new Function；Node 侧走 vm runner 试算）。 */
-declare function compileStrategySource(source: string): (bars: readonly Kline[], params: Readonly<Record<string, number>>) => StrategySignal[];
+/**
+ * 将策略源码解析为可执行纯函数（浏览器端 new Function；Node 侧走 vm runner 试算）。
+ * 编译语义（形态嗅探 + new Function 双形态）的单一来源是 @dshtrading/indicators 的
+ * compileComputeSource——此处仅按策略信号类型收窄返回值（2026-09-09 收敛同体副本）。
+ */
+declare const compileStrategySource: (source: string) => (bars: readonly Kline[], params: Readonly<Record<string, number>>) => StrategySignal[];
 /**
  * 信号序列专用校验（引擎语义对齐：i 收盘确认、i+1 开盘成交可复算）。
  * 返回 undefined = 通过；否则返回人话诊断（模型与 UI 直接可读）。
@@ -24,5 +30,24 @@ declare function validateSignalSequence(signals: readonly unknown[], bars: reado
 declare function validateCustomStrategy(raw: unknown, options?: {
   runner?: AsyncComputeRunner;
 }): Promise<StrategyValidationResult>;
+type ScreenerValidationResult = {
+  ok: true;
+  definition: ScreenerDefinition;
+  record: CustomScreenerRecord;
+} | {
+  ok: false;
+  reason: string;
+};
+/**
+ * 自定义选股器校验（异步——试算走可等待 runner，默认浏览器 Worker 超时熔断；
+ * Node 宿主侧传 validate-node.ts 的 vm 熔断 runner）。
+ *
+ * 与策略校验的差异：evaluate 是「单时点截面判断」——无信号序列语义，
+ * 返回 null（未命中/数据不足跳过）或 ScreenerMatch（metrics 键 ⊆ columns 声明、
+ * 数值有限、reason 非空）。内置选股器 id 可覆盖（不再保留名）。
+ */
+declare function validateCustomScreener(raw: unknown, options?: {
+  runner?: AsyncComputeRunner;
+}): Promise<ScreenerValidationResult>;
 //#endregion
-export { StrategyValidationResult, compileStrategySource, validateCustomStrategy, validateSignalSequence };
+export { ScreenerValidationResult, StrategyValidationResult, compileStrategySource, validateCustomScreener, validateCustomStrategy, validateSignalSequence };