goldenChat base source add
This commit is contained in:
aidev
@@ -0,0 +1,411 @@
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/**
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* lightweight-charts-indicators 미등록 / 확장 지표 계산
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* (업비트 차트 기준 공식)
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*/
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import type { OHLCVBar } from '../types';
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import type { PlotData } from './indicatorRegistry';
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import { applyPlotOffset, normalizeBollingerParams } from './bollingerConfig';
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function sma(values: number[], period: number): number[] {
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return values.map((_, i) => {
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if (i < period - 1) return NaN;
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let sum = 0;
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for (let j = i - period + 1; j <= i; j++) sum += values[j];
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return sum / period;
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});
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}
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function ema(values: number[], period: number): number[] {
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const out = new Array<number>(values.length).fill(NaN);
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if (values.length < period) return out;
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// 선행 NaN(1차 EMA 워밍업 등) 이후 첫 유효 구간에서 SMA 시드
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let start = -1;
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for (let i = period - 1; i < values.length; i++) {
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let ok = true;
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for (let j = i - period + 1; j <= i; j++) {
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if (!Number.isFinite(values[j])) { ok = false; break; }
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}
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if (ok) { start = i; break; }
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}
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if (start < 0) return out;
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let sum = 0;
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for (let j = start - period + 1; j <= start; j++) sum += values[j];
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let prev = sum / period;
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out[start] = prev;
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const k = 2 / (period + 1);
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for (let i = start + 1; i < values.length; i++) {
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const v = values[i];
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if (!Number.isFinite(v)) { out[i] = NaN; continue; }
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prev = v * k + prev * (1 - k);
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out[i] = prev;
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}
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return out;
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}
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function sourceAt(bar: OHLCVBar, src: string): number {
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switch (src) {
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case 'open': return bar.open;
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case 'high': return bar.high;
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case 'low': return bar.low;
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case 'hl2': return (bar.high + bar.low) / 2;
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case 'hlc3': return (bar.high + bar.low + bar.close) / 3;
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case 'ohlc4': return (bar.open + bar.high + bar.low + bar.close) / 4;
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default: return bar.close;
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}
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}
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function toPlotData(bars: OHLCVBar[], values: number[]): PlotData {
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return bars.map((b, i) => ({
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time: b.time,
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value: Number.isFinite(values[i]) ? values[i] : NaN,
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}));
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}
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/** 업비트 이격도: 종가 ÷ 이동평균 × 100 */
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export function calcDisparityUpbit(
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bars: OHLCVBar[],
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params: Record<string, number | string | boolean>,
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): Record<string, PlotData> {
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const src = String(params.src ?? 'close');
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const closes = bars.map(b => sourceAt(b, src));
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const ultra = Number(params.ultraLength ?? 5);
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const short = Number(params.shortLength ?? 10);
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const mid = Number(params.midLength ?? 20);
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const long = Number(params.longLength ?? 60);
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const plot = (period: number, id: string) => {
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const ma = sma(closes, period);
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const vals = closes.map((c, i) =>
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Number.isFinite(ma[i]) && ma[i] !== 0 ? (c / ma[i]) * 100 : NaN,
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);
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return { [id]: toPlotData(bars, vals) };
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};
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return {
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...plot(ultra, 'plot0'),
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...plot(short, 'plot1'),
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...plot(mid, 'plot2'),
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...plot(long, 'plot3'),
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};
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}
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/** VR: 상승일 거래량 합 / 하락일 거래량 합 × 100 */
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export function calcVR(
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bars: OHLCVBar[],
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params: Record<string, number | string | boolean>,
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): Record<string, PlotData> {
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const period = Number(params.length ?? 10);
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const closes = bars.map(b => b.close);
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const volumes = bars.map(b => b.volume);
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const vals = closes.map((_, i) => {
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if (i < period) return NaN;
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let upVol = 0;
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let downVol = 0;
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for (let j = i - period + 1; j <= i; j++) {
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if (closes[j] > closes[j - 1]) upVol += volumes[j];
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else if (closes[j] < closes[j - 1]) downVol += volumes[j];
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}
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if (downVol === 0) return NaN;
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return (upVol / downVol) * 100;
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});
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return { plot0: toPlotData(bars, vals) };
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}
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/** 심리도(업비트): N일 중 전일 대비 상승일 비율 × 100 */
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export function calcPsychological(
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bars: OHLCVBar[],
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params: Record<string, number | string | boolean>,
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): Record<string, PlotData> {
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const period = Number(params.length ?? 12);
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const closes = bars.map(b => b.close);
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const vals = closes.map((_, i) => {
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if (i < period) return NaN;
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let up = 0;
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for (let j = i - period + 1; j <= i; j++) {
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if (closes[j] > closes[j - 1]) up++;
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}
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return (up / period) * 100;
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});
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return { plot0: toPlotData(bars, vals) };
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}
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/** @deprecated Psychological 사용 */
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export const calcNewPsychological = calcPsychological;
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/** 투자심리도(업비트): N일 중 상승일 거래량 비중 × 100 */
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export function calcInvestPsychological(
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bars: OHLCVBar[],
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params: Record<string, number | string | boolean>,
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): Record<string, PlotData> {
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const period = Number(params.length ?? 10);
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const closes = bars.map(b => b.close);
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const volumes = bars.map(b => b.volume);
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const vals = closes.map((_, i) => {
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if (i < period) return NaN;
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let upVol = 0;
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let total = 0;
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for (let j = i - period + 1; j <= i; j++) {
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total += volumes[j];
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if (closes[j] > closes[j - 1]) upVol += volumes[j];
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}
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if (total === 0) return NaN;
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return (upVol / total) * 100;
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});
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return { plot0: toPlotData(bars, vals) };
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}
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/**
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* TRIX + 신호선 (업비트·TradingView 동일)
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* 1) ln(종가) → 2) EMA × 3 → 3) 1봉 차분 × 10000 → 4) 신호선 = TRIX의 EMA(signalLength)
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*/
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export function calcTRIXWithSignal(
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bars: OHLCVBar[],
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params: Record<string, number | string | boolean>,
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): Record<string, PlotData> {
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const len = Number(params.length ?? 12);
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const sigLen = Number(params.signalLength ?? 9);
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const logClose = bars.map(b => (b.close > 0 ? Math.log(b.close) : NaN));
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const e1 = ema(logClose, len);
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const e2 = ema(e1.map(v => (Number.isFinite(v) ? v : NaN)), len);
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const e3 = ema(e2.map(v => (Number.isFinite(v) ? v : NaN)), len);
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const trix = e3.map((v, i) => {
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if (i === 0 || !Number.isFinite(v) || !Number.isFinite(e3[i - 1])) return NaN;
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return (v - e3[i - 1]) * 10_000;
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});
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const signal = ema(trix.map(v => (Number.isFinite(v) ? v : NaN)), sigLen);
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return {
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plot0: toPlotData(bars, trix),
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plot1: toPlotData(bars, signal),
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};
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}
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/** OBV + 신호선 MA (업비트: 단순·지수·가중, 기본 단순 9) */
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export function calcOBVWithMA(
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bars: OHLCVBar[],
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params: Record<string, number | string | boolean>,
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): Record<string, PlotData> {
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const raw = String(params.maType ?? 'SMA');
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const maType = raw === 'EMA' || raw === 'WMA' ? raw : 'SMA';
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const maLen = Math.max(1, Number(params.maLength ?? 9) || 9);
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const obv: number[] = [];
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let acc = 0;
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for (let i = 0; i < bars.length; i++) {
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if (i === 0) {
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obv.push(0);
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continue;
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}
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const vol = bars[i].volume;
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if (bars[i].close > bars[i - 1].close) acc += vol;
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else if (bars[i].close < bars[i - 1].close) acc -= vol;
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obv.push(acc);
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}
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let ma: number[];
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switch (maType) {
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case 'EMA':
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ma = ema(obv, maLen);
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break;
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case 'WMA':
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ma = obv.map((_, i) => {
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if (i < maLen - 1) return NaN;
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let wSum = 0;
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let w = 0;
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for (let j = 0; j < maLen; j++) {
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const weight = j + 1;
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wSum += obv[i - maLen + 1 + j] * weight;
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w += weight;
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}
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return wSum / w;
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});
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break;
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default:
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ma = sma(obv, maLen);
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}
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return {
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plot0: toPlotData(bars, obv),
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plot1: toPlotData(bars, ma),
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};
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}
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/**
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* 표준편차 (TradingView ta.stdev / 업비트 BB)
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* - Pine v5 ta.stdev: 모집단 분산 (N으로 나눔)
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*/
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function stdevBb(values: number[], period: number): number[] {
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const avg = sma(values, period);
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return values.map((_, i) => {
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if (i < period - 1) return NaN;
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let sumSq = 0;
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for (let j = i - period + 1; j <= i; j++) {
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const d = values[j] - avg[i];
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sumSq += d * d;
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}
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return Math.sqrt(sumSq / period);
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});
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}
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/** 볼린저밴드 (업비트): SMA(종가) ± mult × σ, 오프셋 적용 */
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export function calcBollingerBands(
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bars: OHLCVBar[],
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params: Record<string, number | string | boolean>,
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): Record<string, PlotData> {
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const p = normalizeBollingerParams(params);
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const period = p.length as number;
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const mult = p.mult as number;
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const offset = p.offset as number;
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const src = String(p.src ?? 'close');
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const values = bars.map(b => sourceAt(b, src));
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const basis = sma(values, period);
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const dev = stdevBb(values, period).map(d => (Number.isFinite(d) ? d * mult : NaN));
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const upper = basis.map((m, i) =>
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Number.isFinite(m) && Number.isFinite(dev[i]) ? m + dev[i] : NaN,
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);
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const lower = basis.map((m, i) =>
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Number.isFinite(m) && Number.isFinite(dev[i]) ? m - dev[i] : NaN,
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);
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let plot0 = toPlotData(bars, basis);
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let plot1 = toPlotData(bars, upper);
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let plot2 = toPlotData(bars, lower);
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if (offset) {
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plot0 = applyPlotOffset(plot0, offset);
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plot1 = applyPlotOffset(plot1, offset);
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plot2 = applyPlotOffset(plot2, offset);
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}
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return { plot0, plot1, plot2 };
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}
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/** Wilder RMA — TradingView ta.rma / oakscriptjs 와 동일 시드·유지 */
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function rmaWilder(values: Array<number | null>, period: number): number[] {
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const len = Math.max(1, Math.floor(period));
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const alpha = 1 / len;
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const out = new Array<number>(values.length).fill(NaN);
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let initSum = 0;
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let validCount = 0;
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let firstIdx = -1;
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for (let i = 0; i < values.length; i++) {
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const v = values[i];
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if (v != null && Number.isFinite(v)) {
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initSum += v;
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validCount++;
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if (validCount === len) {
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firstIdx = i;
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break;
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}
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}
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}
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let rmaVal = validCount > 0 ? initSum / validCount : NaN;
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const initialized = firstIdx >= 0;
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for (let i = 0; i < values.length; i++) {
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if (!initialized || i < firstIdx) {
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out[i] = NaN;
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} else if (i === firstIdx) {
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out[i] = rmaVal;
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} else {
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const v = values[i];
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if (v != null && Number.isFinite(v)) {
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rmaVal = alpha * v + (1 - alpha) * rmaVal;
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}
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out[i] = rmaVal;
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}
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}
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return out;
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}
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/** ADXR = (ADX + ADX[n]) / 2 (Wilder·업비트) */
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function calcAdxr(adx: number[], lag: number): number[] {
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return adx.map((cur, i) => {
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if (!Number.isFinite(cur) || i < lag) return NaN;
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const prev = adx[i - lag];
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return Number.isFinite(prev) ? (cur + prev) / 2 : NaN;
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});
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}
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/**
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* DMI (업비트) — +DI, -DI, DX, ADX, ADXR
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* 파라미터: diLength(DI 길이), adxSmoothing(ADX 스무딩)
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*/
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export function calcDMI(
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bars: OHLCVBar[],
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params: Record<string, number | string | boolean>,
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): Record<string, PlotData> {
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const diLength = Math.max(1, Number(params.diLength ?? params.length ?? 14));
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const adxSmoothing = Math.max(1, Number(params.adxSmoothing ?? 14));
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const len = bars.length;
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const plusDM: Array<number | null> = [];
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const minusDM: Array<number | null> = [];
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for (let i = 0; i < len; i++) {
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if (i === 0) {
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plusDM.push(null);
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minusDM.push(null);
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} else {
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const upMove = bars[i].high - bars[i - 1].high;
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const downMove = bars[i - 1].low - bars[i].low;
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plusDM.push(upMove > downMove && upMove > 0 ? upMove : 0);
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minusDM.push(downMove > upMove && downMove > 0 ? downMove : 0);
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}
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}
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const tr: Array<number | null> = bars.map((b, i) => {
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if (i === 0) return null;
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const hl = b.high - b.low;
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const hc = Math.abs(b.high - bars[i - 1].close);
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const lc = Math.abs(b.low - bars[i - 1].close);
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return Math.max(hl, hc, lc);
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});
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const smPlusDM = rmaWilder(plusDM, diLength);
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const smMinusDM = rmaWilder(minusDM, diLength);
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const smTR = rmaWilder(tr, diLength);
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let lastPlus = 0;
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let lastMinus = 0;
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const plusDI: number[] = [];
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const minusDI: number[] = [];
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for (let i = 0; i < len; i++) {
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const t = smTR[i];
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const pDm = smPlusDM[i];
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const mDm = smMinusDM[i];
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if (!Number.isFinite(t) || t === 0 || !Number.isFinite(pDm)) {
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plusDI.push(lastPlus);
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} else {
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const val = (100 * pDm) / t;
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plusDI.push(val);
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lastPlus = val;
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}
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if (!Number.isFinite(t) || t === 0 || !Number.isFinite(mDm)) {
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minusDI.push(lastMinus);
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} else {
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const val = (100 * mDm) / t;
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minusDI.push(val);
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lastMinus = val;
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}
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}
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const dx: number[] = plusDI.map((p, i) => {
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const m = minusDI[i];
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const sum = p + m;
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return sum === 0 ? 0 : (100 * Math.abs(p - m)) / sum;
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});
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const adx = rmaWilder(dx, adxSmoothing);
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const adxr = calcAdxr(adx, adxSmoothing);
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return {
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plot0: toPlotData(bars, plusDI),
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plot1: toPlotData(bars, minusDI),
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plot2: toPlotData(bars, dx),
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plot3: toPlotData(bars, adx),
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plot4: toPlotData(bars, adxr),
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};
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}
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