@mulsok/traders-client 0.1.0 → 0.2.1

package/dist/server/screener/indicators.js

@@ -0,0 +1,63 @@
+/**
+ * 단순이동평균 (SMA) — engine.ts 의 averageClose 와 동일.
+ * candles 가 NEWEST FIRST 이므로 [0..period-1] 평균 = D-0 기준 SMA.
+ */
+export function sma(candles, period) {
+    if (candles.length < period)
+        return 0;
+    const sum = candles.slice(0, period).reduce((s, c) => s + c.close_krw, 0);
+    return sum / period;
+}
+/**
+ * 지수이동평균 (EMA) — 단테 페르소나 핵심 지표.
+ *
+ * 표준 공식:
+ *   K = 2 / (period + 1)
+ *   seed = SMA(가장 오래된 period 개)
+ *   EMA_i = close_i * K + EMA_{i-1} * (1 - K)
+ *
+ * 안정성:
+ *   - candles.length < period → 0 반환 (엔진 패턴 평가에서 fail 처리)
+ *   - period 짧으면 EMA 가 SMA 에 빠르게 수렴 (1·2 candle 차이 무시 가능)
+ *   - period 길면 (예: 224·448) seed SMA 의 영향이 후속 candle 에 의해 희석되려면
+ *     candles.length ≥ period × 2 권장. 데이터 부족 시 정확도 저하 — 호출자가
+ *     `candles.length` 검사 권장.
+ */
+export function ema(candles, period) {
+    if (candles.length < period)
+        return 0;
+    // candles 는 NEWEST FIRST → oldest first 로 reverse
+    const closes = candles.map((c) => c.close_krw).reverse();
+    const k = 2 / (period + 1);
+    // seed: 가장 오래된 period 개의 SMA
+    let value = closes.slice(0, period).reduce((s, v) => s + v, 0) / period;
+    // 이후 candle 에 EMA 재귀 적용
+    for (let i = period; i < closes.length; i++) {
+        value = closes[i] * k + value * (1 - k);
+    }
+    return value;
+}
+/**
+ * EMA 시계열 — 모든 시점의 EMA 값 (oldest first 순서로 반환).
+ * 정배열·역배열 판정 등 시계열 비교가 필요한 경우 사용.
+ */
+export function emaSeries(candles, period) {
+    if (candles.length < period)
+        return [];
+    const closes = candles.map((c) => c.close_krw).reverse();
+    const k = 2 / (period + 1);
+    const seed = closes.slice(0, period).reduce((s, v) => s + v, 0) / period;
+    const result = [];
+    // 첫 period-1 개는 EMA 미정의 → 0 으로 채우거나 SMA seed 로 채울 수 있음.
+    // 본 구현은 seed 부터 (즉 index period-1) 부터 의미 있는 값 시작.
+    for (let i = 0; i < period - 1; i++)
+        result.push(0);
+    result.push(seed);
+    let value = seed;
+    for (let i = period; i < closes.length; i++) {
+        value = closes[i] * k + value * (1 - k);
+        result.push(value);
+    }
+    return result;
+}
+//# sourceMappingURL=indicators.js.map

package/dist/server/screener/indicators.js.map

@@ -0,0 +1 @@
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