auv/src/lib/indicators.ts

/**
 * 技术指标计算（纯函数，前端本地计算）
 * 输入 K 线数组（时间升序），输出与输入等长、前段为 null 的指标序列。
 */

export interface KBar {
  time: string;
  open: number;
  close: number;
  high: number;
  low: number;
  volume: number;
}

export type Nums = (number | null)[];

/** 简单移动平均 */
export function sma(closes: number[], period: number): Nums {
  const out: Nums = new Array(closes.length).fill(null);
  let sum = 0;
  for (let i = 0; i < closes.length; i++) {
    sum += closes[i];
    if (i >= period) sum -= closes[i - period];
    if (i >= period - 1) out[i] = sum / period;
  }
  return out;
}

/** EMA（标准 MACD 用的指数平滑） */
export function ema(values: number[], period: number): Nums {
  const out: Nums = new Array(values.length).fill(null);
  const k = 2 / (period + 1);
  let prev: number | null = null;
  for (let i = 0; i < values.length; i++) {
    if (i === period - 1) {
      // 首值取前 period 个的 SMA
      let s = 0;
      for (let j = 0; j < period; j++) s += values[j];
      prev = s / period;
      out[i] = prev;
    } else if (prev !== null) {
      prev = values[i] * k + prev * (1 - k);
      out[i] = prev;
    }
  }
  return out;
}

/** MACD(12,26,9)：返回 DIF、DEA、MACD 柱（柱 = (DIF-DEA)*2，国内口径） */
export function macd(
  closes: number[],
  fast = 12,
  slow = 26,
  signal = 9,
): { dif: Nums; dea: Nums; hist: Nums } {
  const ef = ema(closes, fast);
  const es = ema(closes, slow);
  const dif: Nums = closes.map((_, i) =>
    ef[i] != null && es[i] != null ? (ef[i] as number) - (es[i] as number) : null,
  );
  // DEA = DIF 的 9 日 EMA（跳过 null）
  const dea: Nums = new Array(closes.length).fill(null);
  const difVals: number[] = [];
  const difIdx: number[] = [];
  for (let i = 0; i < dif.length; i++) {
    if (dif[i] != null) {
      difVals.push(dif[i] as number);
      difIdx.push(i);
    }
  }
  const deaVals = ema(difVals, signal);
  for (let j = 0; j < difIdx.length; j++) {
    if (deaVals[j] != null) dea[difIdx[j]] = deaVals[j];
  }
  const hist: Nums = closes.map((_, i) =>
    dif[i] != null && dea[i] != null ? ((dif[i] as number) - (dea[i] as number)) * 2 : null,
  );
  return { dif, dea, hist };
}

/** RSI（Wilder 平滑，国内软件常用 SMA(X,N,1) 等价 Wilder） */
export function rsi(closes: number[], period = 14): Nums {
  const out: Nums = new Array(closes.length).fill(null);
  if (closes.length <= period) return out;
  let avgGain = 0;
  let avgLoss = 0;
  // 首段：前 period 个变动的简单均值
  for (let i = 1; i <= period; i++) {
    const ch = closes[i] - closes[i - 1];
    if (ch > 0) avgGain += ch;
    else avgLoss -= ch;
  }
  avgGain /= period;
  avgLoss /= period;
  out[period] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);
  // Wilder 平滑
  for (let i = period + 1; i < closes.length; i++) {
    const ch = closes[i] - closes[i - 1];
    const gain = ch > 0 ? ch : 0;
    const loss = ch < 0 ? -ch : 0;
    avgGain = (avgGain * (period - 1) + gain) / period;
    avgLoss = (avgLoss * (period - 1) + loss) / period;
    out[i] = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);
  }
  return out;
}

/** KDJ(9,3,3) */
export function kdj(
  bars: KBar[],
  n = 9,
  m1 = 3,
  m2 = 3,
): { k: Nums; d: Nums; j: Nums } {
  const len = bars.length;
  const k: Nums = new Array(len).fill(null);
  const d: Nums = new Array(len).fill(null);
  const j: Nums = new Array(len).fill(null);
  let prevK = 50;
  let prevD = 50;
  for (let i = 0; i < len; i++) {
    const from = Math.max(0, i - n + 1);
    let hh = -Infinity;
    let ll = Infinity;
    for (let x = from; x <= i; x++) {
      hh = Math.max(hh, bars[x].high);
      ll = Math.min(ll, bars[x].low);
    }
    const rsv = hh === ll ? 50 : ((bars[i].close - ll) / (hh - ll)) * 100;
    const kv = (2 * prevK + rsv) / m1; // 国内口径 K = 2/3 前值 + 1/3 RSV
    const dv = (2 * prevD + kv) / m2;
    prevK = kv;
    prevD = dv;
    k[i] = kv;
    d[i] = dv;
    j[i] = 3 * kv - 2 * dv;
  }
  return { k, d, j };
}