bitbank-lab-mcp 0.1.0

package/lib/ma-snapshot-utils.ts

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+import { today } from './datetime.js';
+
+export type MaPrefix = 'SMA' | 'EMA';
+
+/** Slope detection threshold (0.2% deadband) */
+export const SLOPE_THRESHOLD = 0.002;
+/** Lookback window for recent cross detection */
+export const CROSS_LOOKBACK = 30;
+
+// ── Shared interfaces ──
+
+export interface MaLineEntry {
+	period: number;
+	value: number | null;
+	distancePct: number | null;
+	distanceAbs: number | null;
+	slope: 'rising' | 'falling' | 'flat';
+	slopePctPerBar: number | null;
+	pricePosition?: 'above' | 'below' | 'equal';
+}
+
+export interface CrossStatus {
+	a: string;
+	b: string;
+	type: 'golden' | 'dead';
+	delta: number;
+}
+
+export interface RecentCrossEntry {
+	type: 'golden_cross' | 'dead_cross';
+	pair: [number, number];
+	barsAgo: number;
+	date: string;
+}
+
+export interface MaExtEntry {
+	value: number | null;
+	distancePct: number | null;
+	distanceAbs: number | null;
+	slope: 'rising' | 'falling' | 'flat';
+	slopePctPerBar: number | null;
+	slopePctTotal: number | null;
+	barsWindow: number | null;
+	slopePctPerDay?: number | null;
+	pricePosition?: 'above' | 'below' | 'equal';
+}
+
+// ── Shared functions ──
+
+export function slopeOfSeries(series: Array<number | null>): 'rising' | 'falling' | 'flat' {
+	const n = series.length;
+	if (n < 6) return 'flat';
+	let curIdx = n - 1;
+	while (curIdx >= 0 && series[curIdx] == null) curIdx--;
+	let prevIdx = curIdx - 5;
+	while (prevIdx >= 0 && series[prevIdx] == null) prevIdx--;
+	if (curIdx < 0 || prevIdx < 0) return 'flat';
+	const cur = series[curIdx] as number;
+	const prev = series[prevIdx] as number;
+	if (!Number.isFinite(cur) || !Number.isFinite(prev) || prev === 0) return 'flat';
+	const pct = (cur - prev) / Math.abs(prev);
+	if (pct > SLOPE_THRESHOLD) return 'rising';
+	if (pct < -SLOPE_THRESHOLD) return 'falling';
+	return 'flat';
+}
+
+export function computeSlopeRates(series: Array<number | null>): {
+	pctTotal: number | null;
+	pctPerBar: number | null;
+	barsWindow: number | null;
+} {
+	const n = series.length;
+	if (n < 6) return { pctTotal: null, pctPerBar: null, barsWindow: null };
+	let curIdx = n - 1;
+	while (curIdx >= 0 && series[curIdx] == null) curIdx--;
+	let prevIdx = curIdx - 5;
+	while (prevIdx >= 0 && series[prevIdx] == null) prevIdx--;
+	if (curIdx < 0 || prevIdx < 0) return { pctTotal: null, pctPerBar: null, barsWindow: null };
+	const cur = series[curIdx] as number;
+	const prev = series[prevIdx] as number;
+	const bars = curIdx - prevIdx;
+	if (!Number.isFinite(cur) || !Number.isFinite(prev) || prev === 0 || bars <= 0)
+		return { pctTotal: null, pctPerBar: null, barsWindow: null };
+	const pctTotal = ((cur - prev) / Math.abs(prev)) * 100;
+	const pctPerBar = pctTotal / bars;
+	return { pctTotal, pctPerBar, barsWindow: bars };
+}
+
+export function generateCrossPairs(periods: number[]): Array<[number, number]> {
+	const uniquePeriods = [...new Set(periods)];
+	const pairs: Array<[number, number]> = [];
+	for (let i = 0; i < uniquePeriods.length; i++) {
+		for (let j = i + 1; j < uniquePeriods.length; j++) {
+			pairs.push([uniquePeriods[i], uniquePeriods[j]]);
+		}
+	}
+	return pairs;
+}
+
+export function detectCrossStatuses(
+	crossPairs: Array<[number, number]>,
+	map: Record<string, number | null>,
+	prefix: MaPrefix,
+): CrossStatus[] {
+	const crosses: CrossStatus[] = [];
+	for (const [a, b] of crossPairs) {
+		const va = map[`${prefix}_${a}`];
+		const vb = map[`${prefix}_${b}`];
+		if (va != null && vb != null) {
+			const delta = (va as number) - (vb as number);
+			crosses.push({
+				a: `${prefix}_${a}`,
+				b: `${prefix}_${b}`,
+				type: delta >= 0 ? 'golden' : 'dead',
+				delta: Number(delta.toFixed(2)),
+			});
+		}
+	}
+	return crosses;
+}
+
+export function detectRecentCrosses(
+	crossPairs: Array<[number, number]>,
+	chartInd: Record<string, unknown>,
+	candles: Array<{ isoTime?: string | null }>,
+	prefix: MaPrefix,
+): RecentCrossEntry[] {
+	const recentCrosses: RecentCrossEntry[] = [];
+	for (const [a, b] of crossPairs) {
+		const sa: Array<number | null> = Array.isArray(chartInd?.[`${prefix}_${a}`])
+			? (chartInd[`${prefix}_${a}`] as Array<number | null>)
+			: [];
+		const sb: Array<number | null> = Array.isArray(chartInd?.[`${prefix}_${b}`])
+			? (chartInd[`${prefix}_${b}`] as Array<number | null>)
+			: [];
+		const n = Math.min(sa.length, sb.length, candles.length);
+		if (n < 2) continue;
+		const start = Math.max(1, n - CROSS_LOOKBACK);
+		for (let i = start; i < n; i++) {
+			const prevA = sa[i - 1];
+			const prevB = sb[i - 1];
+			const curA = sa[i];
+			const curB = sb[i];
+			if (prevA == null || prevB == null || curA == null || curB == null) continue;
+			const prev = prevA - prevB;
+			const curr = curA - curB;
+			if ((prev <= 0 && curr > 0) || (prev >= 0 && curr < 0)) {
+				const type = curr > 0 ? 'golden_cross' : 'dead_cross';
+				const barsAgo = n - 1 - i;
+				const date = String(candles[i]?.isoTime || '').slice(0, 10) || today('YYYY-MM-DD');
+				recentCrosses.push({ type, pair: [a, b], barsAgo, date });
+			}
+		}
+	}
+	return recentCrosses;
+}
+
+export function detectAlignment(
+	sortedVals: (number | null)[],
+	opts: { minPeriods: number; strict: boolean },
+): 'bullish' | 'bearish' | 'mixed' | 'unknown' {
+	if (sortedVals.length < opts.minPeriods) return 'unknown';
+	if (!sortedVals.every((v) => v != null)) return 'unknown';
+	const nums = sortedVals as number[];
+	const allDesc = opts.strict
+		? nums.every((v, i) => i === 0 || v < nums[i - 1])
+		: nums.every((v, i) => i === 0 || v <= nums[i - 1]);
+	const allAsc = opts.strict
+		? nums.every((v, i) => i === 0 || v > nums[i - 1])
+		: nums.every((v, i) => i === 0 || v >= nums[i - 1]);
+	if (allDesc) return 'bullish';
+	if (allAsc) return 'bearish';
+	return 'mixed';
+}
+
+export function detectPosition(
+	close: number | null,
+	maVals: number[],
+): 'above_all' | 'below_all' | 'between' | 'unknown' {
+	if (close == null || maVals.length === 0) return 'unknown';
+	const minV = Math.min(...maVals);
+	const maxV = Math.max(...maVals);
+	if (close > maxV) return 'above_all';
+	if (close < minV) return 'below_all';
+	return 'between';
+}
+
+export function getSeries(chartInd: Record<string, unknown>, prefix: MaPrefix, period: number): Array<number | null> {
+	const key = `${prefix}_${period}`;
+	return Array.isArray(chartInd?.[key]) ? (chartInd[key] as Array<number | null>) : [];
+}
+
+export function computeMaExt(
+	close: number | null,
+	val: number | null,
+	series: Array<number | null>,
+	type: string,
+): MaExtEntry {
+	const distancePct =
+		close != null && val != null && val !== 0 ? Number((((close - val) / val) * 100).toFixed(2)) : null;
+	const distanceAbs = close != null && val != null ? Number((close - val).toFixed(2)) : null;
+	const slope = slopeOfSeries(series);
+	const rates = computeSlopeRates(series);
+	const slopePctPerBar = rates.pctPerBar != null ? Number(rates.pctPerBar.toFixed(3)) : null;
+	const slopePctTotal = rates.pctTotal != null ? Number(rates.pctTotal.toFixed(2)) : null;
+	const barsWindow = rates.barsWindow;
+	const entry: MaExtEntry = { value: val, distancePct, distanceAbs, slope, slopePctPerBar, slopePctTotal, barsWindow };
+	if (type === '1day') entry.slopePctPerDay = slopePctPerBar;
+	if (close != null && val != null) entry.pricePosition = close > val ? 'above' : close < val ? 'below' : 'equal';
+	return entry;
+}
+
+export function buildMaLines(periods: number[], maExt: Record<string, MaExtEntry>): MaLineEntry[] {
+	const topPeriods = Array.from(new Set(periods)).sort((a, b) => a - b);
+	return topPeriods.map((p) => {
+		const it = maExt[String(p)];
+		return {
+			period: p,
+			value: it?.value ?? null,
+			distancePct: it?.distancePct ?? null,
+			distanceAbs: it?.distanceAbs ?? null,
+			slope: it?.slope ?? 'flat',
+			slopePctPerBar: it?.slopePctPerBar ?? null,
+			pricePosition: it?.pricePosition,
+		};
+	});
+}
+
+export interface BuildMaSnapshotTextInput {
+	baseSummary: string;
+	type: string;
+	prefix: MaPrefix;
+	maLines: MaLineEntry[];
+	crossStatuses: CrossStatus[];
+	recentCrosses: RecentCrossEntry[];
+	footerLines: string[];
+}
+
+export function buildMaSnapshotText(input: BuildMaSnapshotTextInput): string {
+	const { baseSummary, type, prefix, maLines, crossStatuses, recentCrosses, footerLines } = input;
+	const distanceLines = maLines.map((it) => {
+		const valStr = it.value != null ? it.value : 'n/a';
+		const pctStr = it.distancePct != null ? `${it.distancePct >= 0 ? '+' : ''}${it.distancePct}%` : 'n/a';
+		const absStr =
+			it.distanceAbs != null
+				? `${it.distanceAbs >= 0 ? '+' : ''}${Number(it.distanceAbs).toLocaleString('ja-JP')}円`
+				: 'n/a';
+		const slopeRate =
+			it.slopePctPerBar != null
+				? `${it.slopePctPerBar >= 0 ? '+' : ''}${it.slopePctPerBar}%/${type === '1day' ? 'day' : 'bar'}`
+				: null;
+		const pos = it.pricePosition
+			? it.pricePosition === 'above'
+				? '（価格は上）'
+				: it.pricePosition === 'below'
+					? '（価格は下）'
+					: '（同水準）'
+			: '';
+		return `${prefix}(${it.period}): ${valStr} (${pctStr}, ${absStr}) slope=${it.slope}${slopeRate ? ` (${slopeRate})` : ''}${pos}`;
+	});
+	const crossStatusLines = crossStatuses.map((c) => `${c.a}/${c.b}: ${c.type} (delta:${c.delta})`);
+	const allRecentLines = recentCrosses.map(
+		(rc) => `${rc.type} ${rc.pair.join('/')} - ${rc.barsAgo} bars ago (${rc.date})`,
+	);
+	return [
+		baseSummary,
+		'',
+		...distanceLines,
+		...(crossStatusLines.length ? ['', 'Cross Status:', ...crossStatusLines] : []),
+		...(allRecentLines.length ? ['', 'Recent Crosses (all):', ...allRecentLines] : []),
+		'',
+		'---',
+		...footerLines,
+	]
+		.filter(Boolean)
+		.join('\n');
+}

package/lib/math.ts

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+/**
+ * 数値演算ユーティリティ
+ * 各ツールで重複していた関数を統一
+ */
+
+/** ゼロ除算ガード用イプシロン */
+export const EPSILON = 1e-12;
+
+/**
+ * 配列の平均値を計算
+ * @param arr 数値配列
+ * @returns 平均値、空配列の場合はnull
+ */
+export function avg(arr: number[]): number | null {
+	return arr.length ? arr.reduce((s, v) => s + v, 0) / arr.length : null;
+}
+
+/**
+ * 配列の中央値を計算
+ * @param arr 数値配列
+ * @returns 中央値、空配列の場合はnull
+ */
+export function median(arr: number[]): number | null {
+	if (!arr.length) return null;
+	const sorted = [...arr].sort((a, b) => a - b);
+	const mid = Math.floor(sorted.length / 2);
+	return sorted.length % 2 ? sorted[mid] : (sorted[mid - 1] + sorted[mid]) / 2;
+}
+
+/**
+ * 配列の標準偏差を計算
+ * @param values 数値配列
+ * @returns 標準偏差、空配列の場合は0
+ */
+export function stddev(values: number[]): number {
+	const n = values.length;
+	if (n === 0) return 0;
+	const mean = values.reduce((s, v) => s + v, 0) / n;
+	const variance = values.reduce((s, v) => s + (v - mean) * (v - mean), 0) / n;
+	return Math.sqrt(Math.max(0, variance));
+}
+
+/**
+ * スライディングウィンドウ平均（SMA）
+ * @param values 数値配列
+ * @param window ウィンドウサイズ（>= 1）
+ * @returns 各ウィンドウの平均値配列（長さ = values.length - window + 1）
+ */
+export function slidingMean(values: number[], window: number): number[] {
+	const out: number[] = [];
+	if (!Number.isFinite(window) || window <= 0) return out;
+	let sum = 0;
+	for (let i = 0; i < values.length; i++) {
+		sum += values[i];
+		if (i >= window) sum -= values[i - window];
+		if (i >= window - 1) out.push(sum / window);
+	}
+	return out;
+}
+
+/**
+ * スライディングウィンドウ標準偏差
+ * @param values 数値配列
+ * @param window ウィンドウサイズ（>= 2）
+ * @returns 各ウィンドウの標準偏差配列（長さ = values.length - window + 1）
+ */
+export function slidingStddev(values: number[], window: number): number[] {
+	const out: number[] = [];
+	if (window <= 1) return out;
+	let sum = 0;
+	let sumsq = 0;
+	for (let i = 0; i < values.length; i++) {
+		const v = values[i];
+		sum += v;
+		sumsq += v * v;
+		if (i >= window) {
+			const old = values[i - window];
+			sum -= old;
+			sumsq -= old * old;
+		}
+		if (i >= window - 1) {
+			const n = window;
+			const mean = sum / n;
+			const variance = Math.max(0, sumsq / n - mean * mean);
+			out.push(Math.sqrt(variance));
+		}
+	}
+	return out;
+}