@stvy/fund-indicators 1.0.0 → 1.0.5

package/src/technical.ts

@@ -0,0 +1,738 @@
+/**
+ * 技术指标模块 - 趋势、动量、震荡、通道类指标
+ * 基于 technicalindicators 库，所有函数接收净值序列作为输入
+ */
+
+import {
+  SMA as TI_SMA,
+  EMA as TI_EMA,
+  WMA as TI_WMA,
+  MACD as TI_MACD,
+  RSI as TI_RSI,
+  Stochastic as TI_Stochastic,
+  BollingerBands as TI_BB,
+  ADX as TI_ADX,
+  CCI as TI_CCI,
+  ROC as TI_ROC,
+  WilliamsR as TI_WR,
+  StochasticRSI as TI_StochRSI,
+  ATR as TI_ATR,
+  PSAR as TI_SAR,
+  VWAP as TI_VWAP,
+} from 'technicalindicators';
+
+import {
+  NavSeries,
+  MAResult,
+  MACDResult,
+  BollingerResult,
+  ChannelResult,
+  RSIResult,
+  KDJResult,
+  ADXResult,
+  SARResult,
+  MACrossSignal,
+  MAAlignmentResult,
+} from './types';
+
+// ============================================================
+// 辅助函数
+// ============================================================
+
+/** 将净值序列转为 high/low/close 格式（基金净值没有日内高低，三者相同） */
+function navToHLC(nav: NavSeries) {
+  return nav.map((v) => ({ high: v, low: v, close: v }));
+}
+
+/** 对齐数组长度：前补 null 使其与输入等长 */
+function padLeft(arr: (number | undefined)[], totalLen: number): (number | null)[] {
+  const padLen = totalLen - arr.length;
+  const result: (number | null)[] = new Array(padLen).fill(null);
+  for (const v of arr) {
+    result.push(v ?? null);
+  }
+  return result;
+}
+
+/** 安全取数组最后一个非 null 值 */
+function lastNonNull(arr: (number | null | undefined)[]): number | null {
+  for (let i = arr.length - 1; i >= 0; i--) {
+    if (arr[i] != null) return arr[i]!;
+  }
+  return null;
+}
+
+// ============================================================
+// 移动均线
+// ============================================================
+
+/** 简单移动平均线 (SMA) */
+export function sma(nav: NavSeries, period: number): MAResult {
+  const raw = TI_SMA.calculate({ values: nav, period });
+  const values = padLeft(raw, nav.length);
+  return { values, current: lastNonNull(values), period, type: 'SMA' };
+}
+
+/** 指数移动平均线 (EMA) */
+export function ema(nav: NavSeries, period: number): MAResult {
+  const raw = TI_EMA.calculate({ values: nav, period });
+  const values = padLeft(raw, nav.length);
+  return { values, current: lastNonNull(values), period, type: 'EMA' };
+}
+
+/** 加权移动平均线 (WMA) */
+export function wma(nav: NavSeries, period: number): MAResult {
+  const raw = TI_WMA.calculate({ values: nav, period });
+  const values = padLeft(raw, nav.length);
+  return { values, current: lastNonNull(values), period, type: 'WMA' };
+}
+
+/** 双重指数移动平均线 (DEMA) */
+export function dema(nav: NavSeries, period: number): MAResult {
+  // DEMA = 2*EMA - EMA(EMA)
+  const ema1 = TI_EMA.calculate({ values: nav, period });
+  const ema1Padded = padLeft(ema1, nav.length);
+
+  // 取非null部分做第二次EMA
+  const ema1Values = ema1.filter((v): v is number => v !== undefined);
+  const ema2 = TI_EMA.calculate({ values: ema1Values, period });
+
+  const values: (number | null)[] = new Array(nav.length).fill(null);
+  const offset = nav.length - ema1Values.length;
+  for (let i = 0; i < ema2.length; i++) {
+    const idx = offset + i;
+    if (idx < nav.length && ema2[i] != null && ema1Padded[idx] != null) {
+      values[idx] = 2 * ema1Padded[idx]! - ema2[i]!;
+    }
+  }
+  return { values, current: lastNonNull(values), period, type: 'DEMA' };
+}
+
+/** 三重指数移动平均线 (TEMA) */
+export function tema(nav: NavSeries, period: number): MAResult {
+  const ema1Raw = TI_EMA.calculate({ values: nav, period });
+  const ema1Vals = ema1Raw.filter((v): v is number => v !== undefined);
+  const ema2Raw = TI_EMA.calculate({ values: ema1Vals, period });
+  const ema2Vals = ema2Raw.filter((v): v is number => v !== undefined);
+  const ema3Raw = TI_EMA.calculate({ values: ema2Vals, period });
+
+  // 将三层 EMA 全部填充到与 nav 等长
+  const ema1Padded = padLeft(ema1Raw, nav.length);
+  // ema2 的起始位置相对 ema1 又偏移了一截
+  const offset2 = nav.length - ema1Vals.length;
+  const ema2Full: (number | null)[] = new Array(nav.length).fill(null);
+  for (let i = 0; i < ema2Raw.length; i++) {
+    const idx = offset2 + i;
+    if (idx < nav.length) ema2Full[idx] = ema2Raw[i] ?? null;
+  }
+  // ema3 的起始位置相对 ema2 又偏移了一截
+  const offset3 = offset2 + (ema1Vals.length - ema2Vals.length);
+  const ema3Full: (number | null)[] = new Array(nav.length).fill(null);
+  for (let i = 0; i < ema3Raw.length; i++) {
+    const idx = offset3 + i;
+    if (idx < nav.length) ema3Full[idx] = ema3Raw[i] ?? null;
+  }
+
+  // TEMA = 3*EMA1 - 3*EMA2 + EMA3
+  const values: (number | null)[] = new Array(nav.length).fill(null);
+  for (let i = 0; i < nav.length; i++) {
+    const v1 = ema1Padded[i];
+    const v2 = ema2Full[i];
+    const v3 = ema3Full[i];
+    if (v1 != null && v2 != null && v3 != null) {
+      values[i] = 3 * v1 - 3 * v2 + v3;
+    }
+  }
+  return { values, current: lastNonNull(values), period, type: 'TEMA' };
+}
+
+/** 考夫曼自适应均线 (KAMA) - 手动实现 */
+export function kama(nav: NavSeries, period: number = 10, fast: number = 2, slow: number = 30): MAResult {
+  const fastSC = 2 / (fast + 1);
+  const slowSC = 2 / (slow + 1);
+  const values: (number | null)[] = new Array(nav.length).fill(null);
+
+  if (nav.length <= period) return { values, current: null, period, type: 'KAMA' };
+
+  values[period] = nav[period];
+
+  for (let i = period + 1; i < nav.length; i++) {
+    // direction: 当前值与period前的值的绝对差
+    const direction = Math.abs(nav[i] - nav[i - period]);
+    // volatility: period内相邻差值绝对值之和
+    let volatility = 0;
+    for (let j = i - period + 1; j <= i; j++) {
+      volatility += Math.abs(nav[j] - nav[j - 1]);
+    }
+    // efficiency ratio
+    const er = volatility === 0 ? 0 : direction / volatility;
+    // smoothing constant
+    const sc = Math.pow(er * (fastSC - slowSC) + slowSC, 2);
+    // KAMA
+    const prevKama = values[i - 1]!;
+    values[i] = prevKama + sc * (nav[i] - prevKama);
+  }
+
+  return { values, current: lastNonNull(values), period, type: 'KAMA' };
+}
+
+// ============================================================
+// MACD
+// ============================================================
+
+/**
+ * MACD 指标（DIF / DEA / 柱状线）
+ * @param nav 净值序列
+ * @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）
+ */
+export function macd(
+  nav: NavSeries,
+  fastPeriod: number = 12,
+  slowPeriod: number = 26,
+  signalPeriod: number = 9
+): MACDResult {
+  const raw = TI_MACD.calculate({
+    values: nav,
+    fastPeriod,
+    slowPeriod,
+    signalPeriod,
+    SimpleMAOscillator: false,
+    SimpleMASignal: false,
+  });
+
+  const dif = padLeft(raw.map((r) => r.MACD), nav.length);
+  const dea = padLeft(raw.map((r) => r.signal), nav.length);
+  const histogram = padLeft(raw.map((r) => r.histogram), nav.length);
+
+  return {
+    dif,
+    dea,
+    histogram,
+    currentDIF: lastNonNull(dif),
+    currentDEA: lastNonNull(dea),
+    currentHistogram: lastNonNull(histogram),
+  };
+}
+
+// ============================================================
+// RSI
+// ============================================================
+
+/** RSI（相对强弱指标） */
+export function rsi(nav: NavSeries, period: number = 14): RSIResult {
+  const raw = TI_RSI.calculate({ values: nav, period });
+  const values = padLeft(raw, nav.length);
+  return { values, current: lastNonNull(values), period };
+}
+
+// ============================================================
+// KDJ（随机指标，含 J 值）
+// ============================================================
+
+/**
+ * KDJ 指标
+ * @param nav 净值序列
+ * @param kPeriod K 周期（默认9）
+ * @param kSmooth K 平滑因子（默认3）
+ * @param dPeriod D 周期（默认3）
+ */
+export function kdj(nav: NavSeries, kPeriod: number = 9, kSmooth: number = 3, dPeriod: number = 3): KDJResult {
+  const hlc = navToHLC(nav);
+  const raw = TI_Stochastic.calculate({
+    high: hlc.map((h) => h.high),
+    low: hlc.map((h) => h.low),
+    close: hlc.map((h) => h.close),
+    period: kPeriod,
+    signalPeriod: dPeriod,
+  });
+
+  const kArr = padLeft(raw.map((r) => r.k), nav.length);
+  const dArr = padLeft(raw.map((r) => r.d), nav.length);
+
+  // J = 3K - 2D
+  const jArr: (number | null)[] = kArr.map((kVal, i) => {
+    const dVal = dArr[i];
+    if (kVal != null && dVal != null) return 3 * kVal - 2 * dVal;
+    return null;
+  });
+
+  return {
+    k: kArr,
+    d: dArr,
+    j: jArr,
+    currentK: lastNonNull(kArr),
+    currentD: lastNonNull(dArr),
+    currentJ: lastNonNull(jArr),
+  };
+}
+
+// ============================================================
+// 布林带
+// ============================================================
+
+/**
+ * 布林带 (Bollinger Bands)
+ * @param nav 净值序列
+ * @param period 均线周期（默认20）
+ * @param stdDev 标准差倍数（默认2）
+ */
+export function bollingerBands(nav: NavSeries, period: number = 20, stdDev: number = 2): BollingerResult {
+  const raw = TI_BB.calculate({ values: nav, period, stdDev });
+
+  const middle = padLeft(raw.map((r) => r.middle), nav.length);
+  const upper = padLeft(raw.map((r) => r.upper), nav.length);
+  const lower = padLeft(raw.map((r) => r.lower), nav.length);
+
+  // 计算带宽和 %B
+  const bandwidth: (number | null)[] = [];
+  const percentB: (number | null)[] = [];
+
+  for (let i = 0; i < nav.length; i++) {
+    const m = middle[i];
+    const u = upper[i];
+    const l = lower[i];
+    if (m != null && u != null && l != null) {
+      bandwidth.push((u - l) / m);
+      percentB.push(u === l ? 0.5 : (nav[i] - l) / (u - l));
+    } else {
+      bandwidth.push(null);
+      percentB.push(null);
+    }
+  }
+
+  return { middle, upper, lower, bandwidth, percentB };
+}
+
+// ============================================================
+// 唐奇安通道 (Donchian Channel)
+// ============================================================
+
+/**
+ * 唐奇安通道
+ * @param nav 净值序列
+ * @param period 回看周期（默认20）
+ */
+export function donchianChannel(nav: NavSeries, period: number = 20): ChannelResult {
+  const upper: (number | null)[] = [];
+  const lower: (number | null)[] = [];
+  const middle: (number | null)[] = [];
+
+  for (let i = 0; i < nav.length; i++) {
+    if (i < period - 1) {
+      upper.push(null);
+      lower.push(null);
+      middle.push(null);
+      continue;
+    }
+    const slice = nav.slice(i - period + 1, i + 1);
+    const high = Math.max(...slice);
+    const low = Math.min(...slice);
+    upper.push(high);
+    lower.push(low);
+    middle.push((high + low) / 2);
+  }
+
+  return { upper, lower, middle };
+}
+
+// ============================================================
+// 肯特纳通道 (Keltner Channel)
+// ============================================================
+
+/**
+ * 肯特纳通道
+ * @param nav 净值序列
+ * @param emaPeriod EMA 周期（默认20）
+ * @param atrPeriod ATR 周期（默认10）
+ * @param multiplier ATR 倍数（默认2）
+ */
+export function keltnerChannel(
+  nav: NavSeries,
+  emaPeriod: number = 20,
+  atrPeriod: number = 10,
+  multiplier: number = 2
+): ChannelResult {
+  const emaResult = ema(nav, emaPeriod);
+  const atrResult = atr(nav, atrPeriod);
+
+  const upper: (number | null)[] = [];
+  const lower: (number | null)[] = [];
+
+  for (let i = 0; i < nav.length; i++) {
+    const e = emaResult.values[i];
+    const a = atrResult.values[i];
+    if (e != null && a != null) {
+      upper.push(e + multiplier * a);
+      lower.push(e - multiplier * a);
+    } else {
+      upper.push(null);
+      lower.push(null);
+    }
+  }
+
+  return { upper, lower, middle: emaResult.values };
+}
+
+// ============================================================
+// ADX（平均趋向指标）
+// ============================================================
+
+/** ADX + DI */
+export function adx(nav: NavSeries, period: number = 14): ADXResult {
+  const hlc = navToHLC(nav);
+  const raw = TI_ADX.calculate({
+    high: hlc.map((h) => h.high),
+    low: hlc.map((h) => h.low),
+    close: hlc.map((h) => h.close),
+    period,
+  });
+
+  const adxArr = padLeft(raw.map((r) => r.adx), nav.length);
+  const plusDI = padLeft(raw.map((r) => r.pdi), nav.length);
+  const minusDI = padLeft(raw.map((r) => r.mdi), nav.length);
+
+  return {
+    adx: adxArr,
+    plusDI,
+    minusDI,
+    currentADX: lastNonNull(adxArr),
+  };
+}
+
+// ============================================================
+// ATR（平均真实波幅 - 基于净值近似）
+// ============================================================
+
+/** ATR 近似值（基金净值无日内高低，用日涨跌幅绝对值近似） */
+export function atr(nav: NavSeries, period: number = 14): MAResult {
+  const hlc = navToHLC(nav);
+  const raw = TI_ATR.calculate({
+    high: hlc.map((h) => h.high),
+    low: hlc.map((h) => h.low),
+    close: hlc.map((h) => h.close),
+    period,
+  });
+
+  // 由于净值无日内波动，ATR 退化为 EMA(|ΔP|)
+  // 这里直接用技术库输出
+  const values = padLeft(raw, nav.length);
+  return { values, current: lastNonNull(values), period, type: 'SMA' };
+}
+
+// ============================================================
+// CCI（商品通道指数）
+// ============================================================
+
+/** CCI */
+export function cci(nav: NavSeries, period: number = 20): MAResult {
+  const hlc = navToHLC(nav);
+  const raw = TI_CCI.calculate({
+    high: hlc.map((h) => h.high),
+    low: hlc.map((h) => h.low),
+    close: hlc.map((h) => h.close),
+    period,
+  });
+
+  const values = padLeft(raw, nav.length);
+  return { values, current: lastNonNull(values), period, type: 'SMA' };
+}
+
+// ============================================================
+// ROC（变动率）
+// ============================================================
+
+/** ROC */
+export function roc(nav: NavSeries, period: number = 12): MAResult {
+  const raw = TI_ROC.calculate({ values: nav, period });
+  const values = padLeft(raw, nav.length);
+  return { values, current: lastNonNull(values), period, type: 'SMA' };
+}
+
+// ============================================================
+// 动量指标 (Momentum)
+// ============================================================
+
+/** 动量指标 = 当前净值 - N日前净值 */
+export function momentum(nav: NavSeries, period: number = 10): MAResult {
+  const values: (number | null)[] = [];
+  for (let i = 0; i < nav.length; i++) {
+    if (i < period) {
+      values.push(null);
+    } else {
+      values.push(nav[i] - nav[i - period]);
+    }
+  }
+  return { values, current: lastNonNull(values), period, type: 'SMA' };
+}
+
+// ============================================================
+// Williams %R（威廉指标）
+// ============================================================
+
+/** Williams %R */
+export function williamsR(nav: NavSeries, period: number = 14): MAResult {
+  const hlc = navToHLC(nav);
+  const raw = TI_WR.calculate({
+    high: hlc.map((h) => h.high),
+    low: hlc.map((h) => h.low),
+    close: hlc.map((h) => h.close),
+    period,
+  });
+
+  const values = padLeft(raw, nav.length);
+  return { values, current: lastNonNull(values), period, type: 'SMA' };
+}
+
+// ============================================================
+// Stochastic RSI
+// ============================================================
+
+/** 随机 RSI */
+export function stochasticRSI(
+  nav: NavSeries,
+  rsiPeriod: number = 14,
+  stochPeriod: number = 14,
+  kPeriod: number = 3,
+  dPeriod: number = 3
+): KDJResult {
+  const raw = TI_StochRSI.calculate({
+    values: nav,
+    rsiPeriod,
+    stochasticPeriod: stochPeriod,
+    kPeriod,
+    dPeriod,
+  });
+
+  const k = padLeft(raw.map((r) => r.k), nav.length);
+  const d = padLeft(raw.map((r) => r.d), nav.length);
+  const j: (number | null)[] = k.map((kVal, i) => {
+    const dVal = d[i];
+    return kVal != null && dVal != null ? 3 * kVal - 2 * dVal : null;
+  });
+
+  return { k, d, j, currentK: lastNonNull(k), currentD: lastNonNull(d), currentJ: lastNonNull(j) };
+}
+
+// ============================================================
+// SAR（抛物线转向）
+// ============================================================
+
+/**
+ * SAR 抛物线转向
+ * @param nav 净值序列
+ * @param step 加速因子步长（默认0.02）
+ * @param max 最大加速因子（默认0.2）
+ */
+export function sar(nav: NavSeries, step: number = 0.02, max: number = 0.2): SARResult {
+  const hlc = navToHLC(nav);
+  const raw = TI_SAR.calculate({
+    high: hlc.map((h) => h.high),
+    low: hlc.map((h) => h.low),
+    step,
+    max,
+  });
+
+  const values = padLeft(raw, nav.length);
+  return { values, current: lastNonNull(values) };
+}
+
+// ============================================================
+// TRIX（三重平滑指数）
+// ============================================================
+
+/** TRIX = 三重 EMA 的变化率 */
+export function trix(nav: NavSeries, period: number = 12): MAResult {
+  const ema1 = TI_EMA.calculate({ values: nav, period });
+  const ema1Vals = ema1.filter((v): v is number => v !== undefined);
+  const ema2 = TI_EMA.calculate({ values: ema1Vals, period });
+  const ema2Vals = ema2.filter((v): v is number => v !== undefined);
+  const ema3 = TI_EMA.calculate({ values: ema2Vals, period });
+
+  const values: (number | null)[] = new Array(nav.length).fill(null);
+  const offset = nav.length - ema3.length;
+
+  for (let i = 1; i < ema3.length; i++) {
+    const prev = ema3[i - 1];
+    const curr = ema3[i];
+    if (prev != null && curr != null && prev !== 0) {
+      values[offset + i] = ((curr - prev) / prev) * 100;
+    }
+  }
+
+  return { values, current: lastNonNull(values), period, type: 'SMA' };
+}
+
+// ============================================================
+// DPO（去趋势价格震荡器）
+// ============================================================
+
+/** DPO = 净值 - N/2+1 日前的 SMA */
+export function dpo(nav: NavSeries, period: number = 20): MAResult {
+  const smaResult = sma(nav, period);
+  const shift = Math.floor(period / 2) + 1;
+  const values: (number | null)[] = [];
+
+  for (let i = 0; i < nav.length; i++) {
+    const smaIdx = i + shift;
+    if (smaIdx < nav.length && smaResult.values[smaIdx] != null) {
+      values.push(nav[i] - smaResult.values[smaIdx]!);
+    } else {
+      values.push(null);
+    }
+  }
+
+  return { values, current: lastNonNull(values), period, type: 'SMA' };
+}
+
+// ============================================================
+// 均线偏离度 (BIAS / 乖离率)
+// ============================================================
+
+/** 乖离率 = (净值 - MA) / MA * 100 */
+export function bias(nav: NavSeries, period: number = 20): MAResult {
+  const maResult = sma(nav, period);
+  const values: (number | null)[] = [];
+
+  for (let i = 0; i < nav.length; i++) {
+    const m = maResult.values[i];
+    if (m != null && m !== 0) {
+      values.push(((nav[i] - m) / m) * 100);
+    } else {
+      values.push(null);
+    }
+  }
+
+  return { values, current: lastNonNull(values), period, type: 'SMA' };
+}
+
+// ============================================================
+// 净值百分位
+// ============================================================
+
+/**
+ * 净值百分位 - 当前净值在历史区间中所处的百分位
+ * @param nav 净值序列
+ * @param lookback 回看窗口（默认全部历史）
+ * @returns 0-100 的百分位值
+ */
+export function navPercentile(nav: NavSeries, lookback?: number): number {
+  const window = lookback ? nav.slice(-lookback) : nav;
+  const current = nav[nav.length - 1];
+  const sorted = [...window].sort((a, b) => a - b);
+  let rank = 0;
+  for (const v of sorted) {
+    if (v < current) rank++;
+    else if (v === current) rank += 0.5;
+  }
+  return (rank / sorted.length) * 100;
+}
+
+// ============================================================
+// 均线交叉信号检测
+// ============================================================
+
+/** 检测短期均线与长期均线的交叉信号 */
+export function detectCrossSignal(
+  fastMA: MAResult,
+  slowMA: MAResult,
+  lookback: number = 5
+): MACrossSignal {
+  const fVals = fastMA.values;
+  const sVals = slowMA.values;
+  const len = Math.min(fVals.length, sVals.length);
+
+  for (let i = len - 1; i >= Math.max(1, len - lookback); i--) {
+    const fCurr = fVals[i];
+    const fPrev = fVals[i - 1];
+    const sCurr = sVals[i];
+    const sPrev = sVals[i - 1];
+    if (fCurr == null || fPrev == null || sCurr == null || sPrev == null) continue;
+
+    // 金叉：快线从下方穿越慢线
+    if (fPrev <= sPrev && fCurr > sCurr) {
+      return { type: 'golden_cross', index: i, fastValue: fCurr, slowValue: sCurr };
+    }
+    // 死叉：快线从上方穿越慢线
+    if (fPrev >= sPrev && fCurr < sCurr) {
+      return { type: 'death_cross', index: i, fastValue: fCurr, slowValue: sCurr };
+    }
+  }
+
+  return { type: 'none', index: -1, fastValue: 0, slowValue: 0 };
+}
+
+// ============================================================
+// 均线排列状态
+// ============================================================
+
+/**
+ * 检测均线多空排列
+ * @param maList 从短期到长期排列的均线结果列表
+ */
+export function detectMAAlignment(maList: MAResult[]): MAAlignmentResult {
+  const maValues = maList.map((m) => m.current ?? 0);
+  const allValid = maList.every((m) => m.current != null);
+
+  if (!allValid) {
+    return { alignment: 'neutral', maValues, divergence: 0 };
+  }
+
+  // 多头排列：短期 > 长期（递减）
+  let isBullish = true;
+  let isBearish = true;
+  for (let i = 1; i < maValues.length; i++) {
+    if (maValues[i] >= maValues[i - 1]) isBullish = false;
+    if (maValues[i] <= maValues[i - 1]) isBearish = false;
+  }
+
+  // 计算发散度（标准差）
+  const mean = maValues.reduce((a, b) => a + b, 0) / maValues.length;
+  const variance = maValues.reduce((sum, v) => sum + (v - mean) ** 2, 0) / maValues.length;
+  const divergence = Math.sqrt(variance);
+
+  const alignment = isBullish ? 'bullish' : isBearish ? 'bearish' : 'neutral';
+  return { alignment, maValues, divergence };
+}
+
+// ============================================================
+// Mass Index（质量指数）
+// ============================================================
+
+/**
+ * Mass Index - 基于 EMA 的波动范围比率累积，用于识别变盘点
+ * @param nav 净值序列
+ * @param emaPeriod EMA 周期（默认9）
+ * @param sumPeriod 累积周期（默认25）
+ */
+export function massIndex(nav: NavSeries, emaPeriod: number = 9, sumPeriod: number = 25): MAResult {
+  // 由于净值没有 high/low，使用 EMA 的变化幅度近似
+  const ema1 = TI_EMA.calculate({ values: nav, period: emaPeriod });
+  const ema1Vals = ema1.filter((v): v is number => v !== undefined);
+  const ema2 = TI_EMA.calculate({ values: ema1Vals, period: emaPeriod });
+
+  const ratios: number[] = [];
+  for (let i = 0; i < ema2.length; i++) {
+    const e1 = ema1Vals[i + (ema1Vals.length - ema2.length)];
+    const e2 = ema2[i];
+    if (e1 != null && e2 != null && e2 !== 0) {
+      ratios.push(e1 / e2);
+    } else {
+      ratios.push(1);
+    }
+  }
+
+  const values: (number | null)[] = new Array(nav.length).fill(null);
+  const offset = nav.length - ratios.length;
+
+  for (let i = sumPeriod - 1; i < ratios.length; i++) {
+    let sum = 0;
+    for (let j = i - sumPeriod + 1; j <= i; j++) {
+      sum += ratios[j];
+    }
+    values[offset + i] = sum;
+  }
+
+  return { values, current: lastNonNull(values), period: sumPeriod, type: 'SMA' };
+}