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Macbook
2026-05-30 00:46:31 +09:00
parent ad92dace28
commit 09e44008cb
7 changed files with 107 additions and 25 deletions
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frontend/src/utils/customIndicators.ts
+7 -3
View File
@@ -10,7 +10,11 @@ function sma(values: number[], period: number): number[] {
return values.map((_, i) => {
if (i < period - 1) return NaN;
let sum = 0;
for (let j = i - period + 1; j <= i; j++) sum += values[j];
for (let j = i - period + 1; j <= i; j++) {
const v = values[j];
if (!Number.isFinite(v)) return NaN;
sum += v;
}
return sum / period;
});
}
@@ -252,7 +256,7 @@ export function calcRSI(
/**
* CCI + 신호선 (업비트·TradingView)
* CCI = (src - SMA(src,N)) / (0.015 × MeanDeviation)
* 신호선 = CCI의 SMA/EMA/WMA (기본 SMA 10)
* src 기본 hlc3(고저종 평균), 신호선 = CCI의 SMA/EMA/WMA (기본 SMA 10)
*/
export function calcCCI(
bars: OHLCVBar[],
@@ -262,7 +266,7 @@ export function calcCCI(
const maLen = Math.max(1, Number(params.maLength ?? 10) || 10);
const rawMa = String(params.maType ?? 'SMA');
const maType = rawMa === 'EMA' || rawMa === 'WMA' ? rawMa : (rawMa === 'None' ? 'None' : 'SMA');
const srcKey = String(params.src ?? 'close');
const srcKey = String(params.src ?? 'hlc3');
const prices = bars.map(b => sourceAt(b, srcKey));
const cci = prices.map((_, i) => {
frontend/src/utils/indicatorRegistry.ts
+10 -3
View File
@@ -295,7 +295,7 @@ export const INDICATOR_REGISTRY: IndicatorDef[] = [
{ type:'RSI', name:'Relative Strength Index', koreanName:'상대강도지수', shortName:'RSI', category:'Oscillators', overlay:false, defaultParams:{length:14, src:'close', maType:'SMA', maLength:14}, plots:[{id:'plot0',title:'RSI',color:'#7E57C2',type:'line',lineWidth:2},{id:'plot1',title:'Signal',color:'#F23645',type:'line',lineWidth:1}], hlines:[{price:70,color:'#EF5350'},{price:50,color:'#607D8B'},{price:30,color:'#4CAF50'}], description:'상대 강도 지수 (0~100)' },
{ type:'Stochastic', name:'Stochastic Slow', koreanName:'스토케스틱 슬로우', shortName:'Stoch', category:'Oscillators', overlay:false, defaultParams:{kLength:14, dSmoothing:3, smooth:3}, plots:[{id:'plot0',title:'%K',color:'#2196F3',type:'line',lineWidth:1},{id:'plot1',title:'%D',color:'#FF6D00',type:'line',lineWidth:1}], hlines:STOCHASTIC_DEFAULT_HLINES, description:'Stochastic Slow %K/%D (Slowing 적용)' },
{ type:'StochRSI', name:'Stochastic RSI', koreanName:'스토캐스틱RSI', shortName:'StochRSI',category:'Oscillators',overlay:false, defaultParams:{lengthRSI:14, lengthStoch:14, smoothK:3, smoothD:3, src:'close'}, plots:[{id:'plot0',title:'%K',color:'#2196F3',type:'line',lineWidth:1},{id:'plot1',title:'%D',color:'#FF6D00',type:'line',lineWidth:1}], hlines:STOCHASTIC_DEFAULT_HLINES, description:'스토캐스틱 RSI' },
{ type:'CCI', name:'Commodity Channel Index', koreanName:'상품채널지수', shortName:'CCI', category:'Oscillators', overlay:false, defaultParams:{length:13, src:'close', maType:'SMA', maLength:10}, plots:[{id:'plot0',title:'CCI',color:'#F23645',type:'line',lineWidth:2},{id:'plot1',title:'Signal',color:'#2962FF',type:'line',lineWidth:1}], hlines:[{price:100,color:'#EF5350'},{price:0,color:'#607D8B'},{price:-100,color:'#4CAF50'}], description:'상품 채널 지수 (업비트: 종가·신호 10)' },
{ type:'CCI', name:'Commodity Channel Index', koreanName:'상품채널지수', shortName:'CCI', category:'Oscillators', overlay:false, defaultParams:{length:13, src:'hlc3', maType:'SMA', maLength:10}, plots:[{id:'plot0',title:'CCI',color:'#F23645',type:'line',lineWidth:2},{id:'plot1',title:'Signal',color:'#2962FF',type:'line',lineWidth:1}], hlines:[{price:100,color:'#EF5350'},{price:0,color:'#607D8B'},{price:-100,color:'#4CAF50'}], description:'상품 채널 지수 (업비트·TradingView: hlc3·신호 SMA 10)' },
{ type:'WilliamsPercentRange',name:'Williams %R', koreanName:'윌리엄스 %R', shortName:'W%R', category:'Oscillators', overlay:false, defaultParams:{length:14, src:'close'}, plots:[{id:'plot0',title:'%R', color:'#9C27B0',type:'line',lineWidth:2}], hlines:[{price:-20,color:'#EF5350'},{price:-50,color:'#607D8B'},{price:-80,color:'#4CAF50'}], description:'윌리엄스 %R 오실레이터' },
{ type:'AwesomeOscillator', name:'Awesome Oscillator', koreanName:'어썸오실레이터', shortName:'AO', category:'Oscillators', overlay:false, defaultParams:{}, plots:[{id:'plot0',title:'AO',color:'#26A69A',type:'histogram'}], hlines:[{price:0,color:'#607D8B'}], description:'AO 오실레이터' },
{ type:'ChandeMO', name:'Chande Momentum Oscillator', koreanName:'챈드모멘텀오실레이터', shortName:'CMO', category:'Oscillators', overlay:false, defaultParams:{length:9, src:'close'}, plots:[{id:'plot0',title:'CMO',color:'#4DB6AC',type:'line',lineWidth:2}], hlines:[{price:50,color:'#EF5350'},{price:0,color:'#607D8B'},{price:-50,color:'#4CAF50'}], description:'챈드 모멘텀 오실레이터' },
@@ -454,15 +454,19 @@ export function normalizeObvParams(
return { ...params, maType, maLength };
}
/** 업비트 CCI: 기간 13·종가·신호 SMA 10 */
/** 업비트·TradingView CCI: 기간 13·hlc3(고저종)·신호 SMA 10 */
export function normalizeCciParams(
params: Record<string, number | string | boolean>,
): Record<string, number | string | boolean> {
const rawMa = String(params.maType ?? 'SMA');
const maType = rawMa === 'EMA' || rawMa === 'WMA' || rawMa === 'None' ? rawMa : 'SMA';
const src = String(params.src ?? 'close');
let src = String(params.src ?? 'hlc3');
const length = Math.max(1, Number(params.length ?? 13) || 13);
const maLength = Math.max(1, Number(params.maLength ?? 10) || 10);
// 레거시: 잘못 저장된 close 기본값 → 업비트 동일 hlc3
if (src === 'close' && length === 13 && maLength === 10 && maType === 'SMA') {
src = 'hlc3';
}
return { ...params, src, maType, length, maLength };
}
@@ -629,6 +633,9 @@ export async function calculateIndicator(
let calcBars = bars;
let calcParams = params;
if (type === 'CCI') {
calcParams = normalizeCciParams(params);
}
if (type === 'IchimokuCloud') {
const { senkou } = resolveIchimokuDisplacements(params);
calcParams = { ...params, displacement: senkou };