Macbook
108 lines
3.6 KiB
TypeScript
108 lines
3.6 KiB
TypeScript
import type { OHLCVBar, Timeframe } from '../types';
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import { API_BASE } from './backendApi';
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import { timeframeToCandleType } from './chartCandleType';
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import { fetchUpbitCandlesBeforeCached } from './requestCache';
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import { normalizeEpochSec } from './backtestUiUtils';
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/** 백엔드·업비트 history API용 ISO (Z 접미사 없음 — 서버에서 추가) */
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export function toHistoryApiIso(epochSec: number): string {
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return new Date(epochSec * 1000).toISOString().replace(/\.\d{3}Z$/, '');
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}
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/** 백테스팅·실매매 분석용 과거 캔들 로드 */
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export async function loadAnalysisCandles(
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market: string,
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timeframe: Timeframe,
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toTimeSec: number,
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count: number,
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): Promise<OHLCVBar[]> {
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const type = timeframeToCandleType(timeframe);
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const toSec = normalizeEpochSec(toTimeSec);
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const to = toHistoryApiIso(toSec);
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const safeCount = Math.max(50, Math.min(count, 500));
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const params = new URLSearchParams({
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market,
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type,
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to,
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count: String(safeCount),
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});
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let data: OHLCVBar[] = [];
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try {
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const res = await fetch(`${API_BASE}/candles/history?${params.toString()}`);
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if (res.ok) {
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const raw: Array<Record<string, number>> = await res.json();
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data = raw.map(d => ({
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time: d.time,
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open: d.open,
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high: d.high,
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low: d.low,
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close: d.close,
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volume: d.volume,
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}));
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}
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} catch { /* backend fallback below */ }
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if (data.length === 0) {
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try {
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data = await fetchUpbitCandlesBeforeCached(market, timeframe, safeCount, to);
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} catch { /* ignore */ }
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}
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return data.sort((a, b) => a.time - b.time);
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}
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/** 시그널 발생 봉 기준 좌우 N개 캔들 (기본 ±5) */
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export const SIGNAL_SNAPSHOT_CONTEXT_BARS = 5;
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/** 화면에 표시할 봉 수 (±context) */
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export const SIGNAL_SNAPSHOT_VISIBLE_BARS = SIGNAL_SNAPSHOT_CONTEXT_BARS * 2 + 1;
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/** CCI·RSI 등 보조지표 계산용 선행 워밍업 봉 (표시 범위와 별도) */
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const SIGNAL_SNAPSHOT_WARMUP_BARS = 50;
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export function findNearestBarIndex(bars: OHLCVBar[], candleTimeSec: number): number {
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if (bars.length === 0) return -1;
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let bestIdx = 0;
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let bestDist = Math.abs(bars[0].time - candleTimeSec);
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for (let i = 1; i < bars.length; i++) {
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const dist = Math.abs(bars[i].time - candleTimeSec);
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if (dist < bestDist) {
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bestDist = dist;
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bestIdx = i;
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}
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}
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return bestIdx;
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}
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export async function loadSignalSnapshotCandles(
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market: string,
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timeframe: Timeframe,
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candleTimeSec: number,
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contextBars = SIGNAL_SNAPSHOT_CONTEXT_BARS,
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): Promise<OHLCVBar[]> {
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const barSec = timeframeToBarSeconds(timeframe);
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const normalizedCandle = normalizeEpochSec(candleTimeSec);
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const wantVisible = contextBars * 2 + 1;
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const toTimeSec = normalizedCandle + barSec * (contextBars + 2);
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const fetchCount = Math.max(wantVisible + SIGNAL_SNAPSHOT_WARMUP_BARS + 10, 60);
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const raw = await loadAnalysisCandles(market, timeframe, toTimeSec, fetchCount);
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if (raw.length === 0) return raw;
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let idx = raw.findIndex(b => b.time === normalizedCandle);
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if (idx < 0) idx = findNearestBarIndex(raw, normalizedCandle);
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if (idx < 0) return raw.slice(-wantVisible);
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const start = Math.max(0, idx - contextBars - SIGNAL_SNAPSHOT_WARMUP_BARS);
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const end = Math.min(raw.length, idx + contextBars + 1);
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return raw.slice(start, end);
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}
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function timeframeToBarSeconds(timeframe: string): number {
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const map: Record<string, number> = {
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'1m': 60, '3m': 180, '5m': 300, '10m': 600, '15m': 900, '30m': 1800,
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'1h': 3600, '4h': 14400, '1D': 86400, '1W': 604800, '1M': 2592000,
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};
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return map[timeframe] ?? 180;
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}
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