보조지표 소수점 추가, cci 수정

frontend/src/utils/customIndicators.ts

@@ -15,6 +15,20 @@ function sma(values: number[], period: number): number[] {
   });
 }
 
+function wma(values: number[], period: number): number[] {
+  return values.map((_, i) => {
+    if (i < period - 1) return NaN;
+    let wSum = 0;
+    let w = 0;
+    for (let j = 0; j < period; j++) {
+      const weight = j + 1;
+      wSum += values[i - period + 1 + j] * weight;
+      w += weight;
+    }
+    return wSum / w;
+  });
+}
+
 function ema(values: number[], period: number): number[] {
   const out = new Array<number>(values.length).fill(NaN);
   if (values.length < period) return out;
@@ -182,6 +196,104 @@ export function calcInvestPsychological(
   return { plot0: toPlotData(bars, vals) };
 }
 
+/**
+ * RSI + 신호선 (업비트·TradingView Wilder RSI)
+ */
+export function calcRSI(
+  bars: OHLCVBar[],
+  params: Record<string, number | string | boolean>,
+): Record<string, PlotData> {
+  const len = Math.max(1, Number(params.length ?? 14) || 14);
+  const maLen = Math.max(1, Number(params.maLength ?? 14) || 14);
+  const rawMa = String(params.maType ?? 'SMA');
+  const maType = rawMa === 'EMA' || rawMa === 'WMA' ? rawMa : (rawMa === 'None' ? 'None' : 'SMA');
+  const srcKey = String(params.src ?? 'close');
+  const prices = bars.map(b => sourceAt(b, srcKey));
+
+  const rsi = new Array<number>(prices.length).fill(NaN);
+  if (prices.length > len) {
+    let gain = 0;
+    let loss = 0;
+    for (let i = 1; i <= len; i++) {
+      const d = prices[i] - prices[i - 1];
+      if (d > 0) gain += d;
+      else loss -= d;
+    }
+    let avgG = gain / len;
+    let avgL = loss / len;
+    rsi[len] = avgL === 0 ? 100 : 100 - 100 / (1 + avgG / avgL);
+    for (let i = len + 1; i < prices.length; i++) {
+      const d = prices[i] - prices[i - 1];
+      const g = d > 0 ? d : 0;
+      const l = d < 0 ? -d : 0;
+      avgG = (avgG * (len - 1) + g) / len;
+      avgL = (avgL * (len - 1) + l) / len;
+      rsi[i] = avgL === 0 ? 100 : 100 - 100 / (1 + avgG / avgL);
+    }
+  }
+
+  let signal: number[];
+  if (maType === 'None') {
+    signal = rsi.map(() => NaN);
+  } else if (maType === 'EMA') {
+    signal = ema(rsi.map(v => (Number.isFinite(v) ? v : NaN)), maLen);
+  } else if (maType === 'WMA') {
+    signal = wma(rsi.map(v => (Number.isFinite(v) ? v : NaN)), maLen);
+  } else {
+    signal = sma(rsi, maLen);
+  }
+
+  return {
+    plot0: toPlotData(bars, rsi),
+    plot1: toPlotData(bars, signal),
+  };
+}
+
+/**
+ * CCI + 신호선 (업비트·TradingView)
+ * CCI = (src - SMA(src,N)) / (0.015 × MeanDeviation)
+ * 신호선 = CCI의 SMA/EMA/WMA (기본 SMA 10)
+ */
+export function calcCCI(
+  bars: OHLCVBar[],
+  params: Record<string, number | string | boolean>,
+): Record<string, PlotData> {
+  const len = Math.max(1, Number(params.length ?? 13) || 13);
+  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 prices = bars.map(b => sourceAt(b, srcKey));
+
+  const cci = prices.map((_, i) => {
+    if (i < len - 1) return NaN;
+    let sum = 0;
+    for (let j = i - len + 1; j <= i; j++) sum += prices[j];
+    const ma = sum / len;
+    let md = 0;
+    for (let j = i - len + 1; j <= i; j++) md += Math.abs(prices[j] - ma);
+    md /= len;
+    if (md === 0) return 0;
+    return (prices[i] - ma) / (0.015 * md);
+  });
+
+  let signal: number[];
+  if (maType === 'None') {
+    signal = cci.map(() => NaN);
+  } else if (maType === 'EMA') {
+    signal = ema(cci.map(v => (Number.isFinite(v) ? v : NaN)), maLen);
+  } else if (maType === 'WMA') {
+    signal = wma(cci.map(v => (Number.isFinite(v) ? v : NaN)), maLen);
+  } else {
+    signal = sma(cci, maLen);
+  }
+
+  return {
+    plot0: toPlotData(bars, cci),
+    plot1: toPlotData(bars, signal),
+  };
+}
+
 /**
  * TRIX + TRMA(시그널) — 업비트·키움 HTS
  * EMA3 = EMA(EMA(EMA(종가, N), N), N)
@@ -241,17 +353,7 @@ export function calcOBVWithMA(
       ma = ema(obv, maLen);
       break;
     case 'WMA':
-      ma = obv.map((_, i) => {
-        if (i < maLen - 1) return NaN;
-        let wSum = 0;
-        let w = 0;
-        for (let j = 0; j < maLen; j++) {
-          const weight = j + 1;
-          wSum += obv[i - maLen + 1 + j] * weight;
-          w += weight;
-        }
-        return wSum / w;
-      });
+      ma = wma(obv, maLen);
       break;
     default:
       ma = sma(obv, maLen);