goldenChat base source add

2026-05-23 15:11:48 +09:00
commit a4ea7762b5
2081 changed files with 1155760 additions and 0 deletions
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+import type { OHLCVBar } from '../types';
+
+export interface PriceStats {
+  current: number;
+  change: number;
+  changePct: number;
+  high52w: number;
+  low52w: number;
+  avgVol: number;
+  avgRange: number;
+  volatility: number;    // annualized std dev of returns (%)
+  rrsi14: number;        // rough RSI(14) approximation
+  pivotH: number;        // classic pivot points
+  pivotL: number;
+  pivotP: number;
+  support1: number;
+  support2: number;
+  resistance1: number;
+  resistance2: number;
+  trend: 'up' | 'down' | 'sideways';
+}
+
+export function calcStats(bars: OHLCVBar[]): PriceStats {
+  if (bars.length < 2) {
+    return {
+      current: 0, change: 0, changePct: 0,
+      high52w: 0, low52w: 0, avgVol: 0, avgRange: 0,
+      volatility: 0, rrsi14: 50,
+      pivotH: 0, pivotL: 0, pivotP: 0,
+      support1: 0, support2: 0, resistance1: 0, resistance2: 0,
+      trend: 'sideways',
+    };
+  }
+
+  const last = bars[bars.length - 1];
+  const prev = bars[bars.length - 2];
+  const change = last.close - prev.close;
+  const changePct = change / prev.close * 100;
+
+  const lookback = Math.min(bars.length, 252);
+  const slice = bars.slice(-lookback);
+
+  const high52w = Math.max(...slice.map(b => b.high));
+  const low52w  = Math.min(...slice.map(b => b.low));
+  const avgVol  = slice.reduce((s, b) => s + b.volume, 0) / slice.length;
+  const avgRange= slice.reduce((s, b) => s + (b.high - b.low), 0) / slice.length;
+
+  // Annualized volatility
+  const returns = slice.slice(1).map((b, i) => Math.log(b.close / slice[i].close));
+  const mean = returns.reduce((s, r) => s + r, 0) / returns.length;
+  const variance = returns.reduce((s, r) => s + (r - mean) ** 2, 0) / returns.length;
+  const volatility = Math.sqrt(variance * 252) * 100;
+
+  // Rough RSI(14)
+  const rsiSlice = bars.slice(-15);
+  let gains = 0, losses = 0;
+  for (let i = 1; i < rsiSlice.length; i++) {
+    const d = rsiSlice[i].close - rsiSlice[i - 1].close;
+    if (d > 0) gains += d; else losses -= d;
+  }
+  const avgGain = gains / 14;
+  const avgLoss = losses / 14;
+  const rrsi14 = avgLoss === 0 ? 100 : 100 - 100 / (1 + avgGain / avgLoss);
+
+  // Classic Pivot Points (from last bar)
+  const pivotH = last.high;
+  const pivotL = last.low;
+  const pivotP = (last.high + last.low + last.close) / 3;
+  const resistance1 = 2 * pivotP - last.low;
+  const support1    = 2 * pivotP - last.high;
+  const resistance2 = pivotP + (last.high - last.low);
+  const support2    = pivotP - (last.high - last.low);
+
+  // Trend (20-bar EMA vs 50-bar EMA)
+  const ema20 = calcEMA(bars.map(b => b.close), 20);
+  const ema50 = calcEMA(bars.map(b => b.close), 50);
+  const e20 = ema20[ema20.length - 1];
+  const e50 = ema50[ema50.length - 1];
+  const trend = e20 > e50 * 1.002 ? 'up' : e20 < e50 * 0.998 ? 'down' : 'sideways';
+
+  return {
+    current: last.close, change, changePct,
+    high52w, low52w, avgVol, avgRange, volatility, rrsi14,
+    pivotH, pivotL, pivotP,
+    support1, support2, resistance1, resistance2,
+    trend,
+  };
+}
+
+function calcEMA(prices: number[], period: number): number[] {
+  const k = 2 / (period + 1);
+  const result: number[] = [];
+  let ema = prices[0];
+  for (const p of prices) {
+    ema = p * k + ema * (1 - k);
+    result.push(ema);
+  }
+  return result;
+}
+
+/** Auto-calculate Fibonacci retracement levels from visible data */
+export function calcAutoFib(bars: OHLCVBar[], lookback = 50): {
+  high: number; low: number; highTime: number; lowTime: number;
+  levels: Array<{ ratio: number; price: number; label: string }>;
+} {
+  const slice = bars.slice(-lookback);
+  let high = -Infinity, low = Infinity, highTime = 0, lowTime = 0;
+  for (const b of slice) {
+    if (b.high > high)  { high = b.high; highTime = b.time; }
+    if (b.low  < low)   { low  = b.low;  lowTime  = b.time; }
+  }
+  const range = high - low;
+  const LEVELS = [
+    { ratio: 0,     label: '0%' },
+    { ratio: 0.236, label: '23.6%' },
+    { ratio: 0.382, label: '38.2%' },
+    { ratio: 0.5,   label: '50%' },
+    { ratio: 0.618, label: '61.8%' },
+    { ratio: 0.786, label: '78.6%' },
+    { ratio: 1,     label: '100%' },
+    { ratio: 1.272, label: '127.2%' },
+    { ratio: 1.618, label: '161.8%' },
+  ];
+  return {
+    high, low, highTime, lowTime,
+    levels: LEVELS.map(l => ({ ...l, price: high - range * l.ratio })),
+  };
+}