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656ac31 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 | import type { Candle } from './types'
export function computeSMA(values: number[], period: number): (number | null)[] {
const result: (number | null)[] = []
for (let i = 0; i < values.length; i++) {
if (i < period - 1) { result.push(null); continue }
let sum = 0
for (let j = i - period + 1; j <= i; j++) sum += values[j]
result.push(sum / period)
}
return result
}
export function computeEMA(values: number[], period: number): (number | null)[] {
const result: (number | null)[] = []
if (values.length < period) return values.map(() => null)
const k = 2 / (period + 1)
let e = 0
for (let i = 0; i < period; i++) e += values[i]
e /= period
for (let i = 0; i < values.length; i++) {
if (i < period - 1) { result.push(null); continue }
if (i === period - 1) { result.push(e); continue }
e = values[i] * k + e * (1 - k)
result.push(e)
}
return result
}
export function computeRSI(closes: number[], period = 14): (number | null)[] {
const result: (number | null)[] = new Array(closes.length).fill(null)
if (closes.length < period + 1) return result
let avgGain = 0, avgLoss = 0
for (let i = 1; i <= period; i++) {
const d = closes[i] - closes[i - 1]
if (d > 0) avgGain += d; else avgLoss -= d
}
avgGain /= period; avgLoss /= period
result[period] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss)
for (let i = period + 1; i < closes.length; i++) {
const d = closes[i] - closes[i - 1]
avgGain = (avgGain * (period - 1) + (d > 0 ? d : 0)) / period
avgLoss = (avgLoss * (period - 1) + (d < 0 ? -d : 0)) / period
result[i] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss)
}
return result
}
export function computeMACD(closes: number[]): { macd: (number | null)[]; signal: (number | null)[]; hist: (number | null)[] } {
const ema12 = computeEMA(closes, 12)
const ema26 = computeEMA(closes, 26)
const macdLine: (number | null)[] = closes.map((_, i) =>
ema12[i] !== null && ema26[i] !== null ? ema12[i]! - ema26[i]! : null
)
const macdValues = macdLine.filter((v) => v !== null) as number[]
const signalRaw = computeEMA(macdValues, 9)
// Align signal back
const signal: (number | null)[] = new Array(closes.length).fill(null)
let si = 0
for (let i = 0; i < closes.length; i++) {
if (macdLine[i] !== null) { signal[i] = signalRaw[si++] ?? null }
}
const hist: (number | null)[] = closes.map((_, i) =>
macdLine[i] !== null && signal[i] !== null ? macdLine[i]! - signal[i]! : null
)
return { macd: macdLine, signal, hist }
}
export function computeBollinger(closes: number[], period = 20, mult = 2): { upper: (number | null)[]; middle: (number | null)[]; lower: (number | null)[] } {
const middle = computeSMA(closes, period)
const upper: (number | null)[] = []
const lower: (number | null)[] = []
for (let i = 0; i < closes.length; i++) {
if (middle[i] === null) { upper.push(null); lower.push(null); continue }
let variance = 0
for (let j = i - period + 1; j <= i; j++) variance += (closes[j] - middle[i]!) ** 2
const stddev = Math.sqrt(variance / period)
upper.push(middle[i]! + mult * stddev)
lower.push(middle[i]! - mult * stddev)
}
return { upper, middle, lower }
}
export function computeStochastic(candles: Candle[], kPeriod = 14, dPeriod = 3): { k: (number | null)[]; d: (number | null)[] } {
const kArr: (number | null)[] = []
for (let i = 0; i < candles.length; i++) {
if (i < kPeriod - 1) { kArr.push(null); continue }
let hh = -Infinity, ll = Infinity
for (let j = i - kPeriod + 1; j <= i; j++) {
if (candles[j].high > hh) hh = candles[j].high
if (candles[j].low < ll) ll = candles[j].low
}
kArr.push(hh === ll ? 50 : ((candles[i].close - ll) / (hh - ll)) * 100)
}
const kVals = kArr.filter((v) => v !== null) as number[]
const dRaw = computeSMA(kVals, dPeriod)
const dArr: (number | null)[] = new Array(candles.length).fill(null)
let di = 0
for (let i = 0; i < candles.length; i++) {
if (kArr[i] !== null) dArr[i] = dRaw[di++] ?? null
}
return { k: kArr, d: dArr }
}
export function computeATR(candles: Candle[], period = 14): (number | null)[] {
const tr: number[] = []
for (let i = 0; i < candles.length; i++) {
if (i === 0) { tr.push(candles[i].high - candles[i].low); continue }
const hl = candles[i].high - candles[i].low
const hc = Math.abs(candles[i].high - candles[i - 1].close)
const lc = Math.abs(candles[i].low - candles[i - 1].close)
tr.push(Math.max(hl, hc, lc))
}
const result: (number | null)[] = new Array(candles.length).fill(null)
if (tr.length < period) return result
let atr = 0
for (let i = 0; i < period; i++) atr += tr[i]
atr /= period
result[period - 1] = atr
for (let i = period; i < tr.length; i++) {
atr = (atr * (period - 1) + tr[i]) / period
result[i] = atr
}
return result
}
export function computeOBV(candles: Candle[]): (number | null)[] {
const result: (number | null)[] = [0]
for (let i = 1; i < candles.length; i++) {
const prev = result[i - 1] ?? 0
if (candles[i].close > candles[i - 1].close) result.push(prev + candles[i].volume)
else if (candles[i].close < candles[i - 1].close) result.push(prev - candles[i].volume)
else result.push(prev)
}
return result
}
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