frontend/src/lib/indicators.ts

/**
 * 技术指标计算库
 */

import { KLine } from './api';

export interface IndicatorData {
  time: string;
  value: number;
  [key: string]: any;
}

// 移动平均线 (MA)
export function calculateMA(data: KLine[], dayCount: number): IndicatorData[] {
  const result: IndicatorData[] = [];
  for (let i = 0; i < data.length; i++) {
    if (i < dayCount - 1) {
      result.push({ time: data[i].date, value: NaN });
      continue;
    }
    let sum = 0;
    for (let j = 0; j < dayCount; j++) {
      sum += data[i - j].close;
    }
    result.push({ time: data[i].date, value: sum / dayCount });
  }
  return result;
}

// 布林带 (BOLL)
export function calculateBOLL(data: KLine[], period: number = 20, multiplier: number = 2) {
  const ma = calculateMA(data, period);
  const result = [];
  
  for (let i = 0; i < data.length; i++) {
    if (i < period - 1) {
      result.push({ time: data[i].date, up: NaN, mb: NaN, dn: NaN });
      continue;
    }
    
    let sumSqDiff = 0;
    const mb = ma[i].value;
    
    for (let j = 0; j < period; j++) {
      sumSqDiff += Math.pow(data[i - j].close - mb, 2);
    }
    
    const stdDev = Math.sqrt(sumSqDiff / period);
    const up = mb + multiplier * stdDev;
    const dn = mb - multiplier * stdDev;
    
    result.push({ time: data[i].date, up, mb, dn });
  }
  return result;
}

// 轨道线 (ENE)
export function calculateENE(data: KLine[], period: number = 25, m1: number = 11, m2: number = 9) {
  const ma = calculateMA(data, period);
  const result = [];
  
  for (let i = 0; i < data.length; i++) {
    if (i < period - 1) {
      result.push({ time: data[i].date, up: NaN, mb: NaN, dn: NaN });
      continue;
    }
    
    const mb = ma[i].value;
    const up = mb * (1 + m1 / 100);
    const dn = mb * (1 - m2 / 100);
    
    result.push({ time: data[i].date, up, mb, dn });
  }
  return result;
}

// MACD
export function calculateMACD(data: KLine[], short: number = 12, long: number = 26, mid: number = 9) {
  const result = [];
  let emaShort = 0;
  let emaLong = 0;
  let dea = 0;
  
  for (let i = 0; i < data.length; i++) {
    const close = data[i].close;
    
    if (i === 0) {
      emaShort = close;
      emaLong = close;
      dea = 0;
    } else {
      emaShort = (2 * close + (short - 1) * emaShort) / (short + 1);
      emaLong = (2 * close + (long - 1) * emaLong) / (long + 1);
    }
    
    const diff = emaShort - emaLong;
    
    if (i === 0) dea = diff;
    else dea = (2 * diff + (mid - 1) * dea) / (mid + 1);
    
    const macd = 2 * (diff - dea);
    
    result.push({ time: data[i].date, diff, dea, macd });
  }
  return result;
}

// KDJ
export function calculateKDJ(data: KLine[], n: number = 9, m1: number = 3, m2: number = 3) {
  const result = [];
  let k = 50;
  let d = 50;
  
  for (let i = 0; i < data.length; i++) {
    let low = data[i].low;
    let high = data[i].high;
    
    // Find min low and max high in last n days
    for (let j = 0; j < n && i - j >= 0; j++) {
      low = Math.min(low, data[i - j].low);
      high = Math.max(high, data[i - j].high);
    }
    
    const rsv = high === low ? 50 : (data[i].close - low) / (high - low) * 100;
    
    k = (1 * rsv + (m1 - 1) * k) / m1;
    d = (1 * k + (m2 - 1) * d) / m2;
    const jVal = 3 * k - 2 * d;
    
    result.push({ time: data[i].date, k, d, j: jVal });
  }
  return result;
}

// RSI
export function calculateRSI(data: KLine[], period: number = 14) {
  const result = [];
  let avgGain = 0;
  let avgLoss = 0;
  
  for (let i = 0; i < data.length; i++) {
    if (i === 0) {
      result.push({ time: data[i].date, value: NaN });
      continue;
    }
    
    const change = data[i].close - data[i - 1].close;
    const gain = Math.max(0, change);
    const loss = Math.max(0, -change);
    
    if (i < period) {
      avgGain += gain;
      avgLoss += loss;
      result.push({ time: data[i].date, value: NaN });
      if (i === period - 1) {
        avgGain /= period;
        avgLoss /= period;
      }
    } else {
      avgGain = (avgGain * (period - 1) + gain) / period;
      avgLoss = (avgLoss * (period - 1) + loss) / period;
      
      const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;
      const rsi = 100 - (100 / (1 + rs));
      result.push({ time: data[i].date, value: rsi });
    }
  }
  return result;
}

// WR (Williams %R)
export function calculateWR(data: KLine[], period: number = 14) {
  const result = [];
  
  for (let i = 0; i < data.length; i++) {
    if (i < period - 1) {
      result.push({ time: data[i].date, value: NaN });
      continue;
    }
    
    let high = -Infinity;
    let low = Infinity;
    
    for (let j = 0; j < period; j++) {
      high = Math.max(high, data[i - j].high);
      low = Math.min(low, data[i - j].low);
    }
    
    const wr = (high - data[i].close) / (high - low) * 100;
    result.push({ time: data[i].date, value: -wr }); // 通常显示为负数或 0-100 反转，这里用 -0 到 -100
  }
  return result;
}

// CCI
export function calculateCCI(data: KLine[], period: number = 14) {
  const result = [];
  const typPrices = data.map(k => (k.high + k.low + k.close) / 3);
  
  for (let i = 0; i < data.length; i++) {
    if (i < period - 1) {
      result.push({ time: data[i].date, value: NaN });
      continue;
    }
    
    let sum = 0;
    for (let j = 0; j < period; j++) {
      sum += typPrices[i - j];
    }
    const ma = sum / period;
    
    let sumDev = 0;
    for (let j = 0; j < period; j++) {
      sumDev += Math.abs(typPrices[i - j] - ma);
    }
    const md = sumDev / period;
    
    const cci = md === 0 ? 0 : (typPrices[i] - ma) / (0.015 * md);
    result.push({ time: data[i].date, value: cci });
  }
  return result;
}