Macbook
225 lines
6.9 KiB
TypeScript
225 lines
6.9 KiB
TypeScript
/**
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* 단순이동평균(SMA) — MA1~MA11 다중선 설정 및 계산
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*/
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import type { OHLCVBar } from '../types';
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import type { IndicatorConfig } from '../types';
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import type { PlotDef } from './indicatorRegistry';
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import type { IndicatorResult } from './indicatorRegistry';
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export const SMA_MA_COUNT = 11;
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/** 소스 기본값 — 종가 */
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export const SMA_DEFAULT_SRC = 'close' as const;
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export const SMA_SRC_OPTIONS = [
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'close', 'open', 'high', 'low', 'hl2', 'hlc3', 'ohlc4',
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] as const;
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export type SmaSource = (typeof SMA_SRC_OPTIONS)[number];
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/** MA1~MA11 기본 기간 */
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export const SMA_DEFAULT_PERIODS = [5, 12, 16, 20, 26, 34, 50, 60, 72, 90, 120] as const;
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/** MA1~MA11 기본 색상 */
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export const SMA_DEFAULT_COLORS = [
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'#2962FF', '#FF6D00', '#4CAF50', '#E91E63',
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'#9C27B0', '#00BCD4', '#FFC107', '#795548',
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'#607D8B', '#3F51B5', '#8BC34A',
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] as const;
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/** MA1~MA5 기본 ON, MA6~11 OFF */
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export const SMA_DEFAULT_ENABLED = [
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true, true, true, true, true, false, false, false, false, false, false,
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] as const;
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export function smaPlotId(index: number): string {
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return `plot${index}`;
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}
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export function smaPeriodKey(maIndex: number): string {
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return `period${maIndex}`;
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}
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/** 설정 기간 → 표시명 MA5일 (보조지표·차트·전략 공통) */
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export function formatSmaPeriodDisplayLabel(
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period: number | string | boolean | undefined,
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fallback = SMA_DEFAULT_PERIODS[0],
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): string {
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const raw = typeof period === 'number' ? period : Number(period);
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const p = Number.isFinite(raw) && raw > 0 ? Math.floor(raw) : fallback;
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return `MA${p}일`;
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}
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export function resolveSmaMaPeriod(
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params: Record<string, number | string | boolean> | undefined,
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maIndex: number,
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): number {
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const slot = Math.max(1, Math.min(SMA_MA_COUNT, Math.floor(maIndex)));
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const raw = params?.[smaPeriodKey(slot)];
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if (typeof raw === 'number' && raw > 0) return Math.floor(raw);
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return SMA_DEFAULT_PERIODS[slot - 1];
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}
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/** MA 슬롯(1~11) + params → MA5일 */
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export function formatSmaMaDisplayLabel(
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params: Record<string, number | string | boolean> | undefined,
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maIndex: number,
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): string {
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return formatSmaPeriodDisplayLabel(resolveSmaMaPeriod(params, maIndex));
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}
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/** params 변경 시 plot.title 을 MA{period}일 로 동기화 */
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export function syncSmaPlotTitles(
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params: Record<string, number | string | boolean>,
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plots: PlotDef[],
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): PlotDef[] {
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return plots.map((plot, i) => ({
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...plot,
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title: formatSmaMaDisplayLabel(params, i + 1),
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}));
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}
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export function createDefaultSmaPlots(): PlotDef[] {
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return SMA_DEFAULT_PERIODS.map((period, i) => ({
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id: smaPlotId(i),
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title: formatSmaPeriodDisplayLabel(period),
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color: SMA_DEFAULT_COLORS[i],
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type: 'line',
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lineWidth: 2,
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lineStyle: 'solid',
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}));
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}
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/** 저장·레거시 파라미터에서 유효한 SMA 소스 키 반환 (기본: 종가) */
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export function resolveSmaSource(
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params: Record<string, number | string | boolean> | undefined,
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): SmaSource {
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const raw = params?.src ?? params?.source;
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const s = typeof raw === 'string' ? raw.trim().toLowerCase() : '';
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if ((SMA_SRC_OPTIONS as readonly string[]).includes(s)) {
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return s as SmaSource;
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}
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return SMA_DEFAULT_SRC;
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}
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export function createDefaultSmaParams(): Record<string, number | string | boolean> {
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const params: Record<string, number | string | boolean> = { src: SMA_DEFAULT_SRC };
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for (let i = 1; i <= SMA_MA_COUNT; i++) {
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params[smaPeriodKey(i)] = SMA_DEFAULT_PERIODS[i - 1];
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}
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return params;
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}
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export function createDefaultSmaPlotVisibility(): Record<string, boolean> {
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const vis: Record<string, boolean> = {};
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for (let i = 0; i < SMA_MA_COUNT; i++) {
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vis[smaPlotId(i)] = SMA_DEFAULT_ENABLED[i];
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}
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return vis;
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}
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/**
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* 레거시 단일 len 파라미터·plot0 단일 플롯 → MA1~11 구성으로 정규화
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*/
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export function normalizeSmaConfig(config: IndicatorConfig): IndicatorConfig {
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if (config.type !== 'SMA') return config;
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const params: Record<string, number | string | boolean> = {
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...createDefaultSmaParams(),
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...config.params,
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};
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// 구버전 len → period1
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const legacyLen = params.len;
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if (legacyLen != null && typeof legacyLen === 'number') {
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if (params.period1 == null || params.period1 === SMA_DEFAULT_PERIODS[0]) {
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params.period1 = legacyLen;
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}
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}
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delete params.len;
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delete params.source;
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params.src = resolveSmaSource(params);
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for (let i = 1; i <= SMA_MA_COUNT; i++) {
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const key = smaPeriodKey(i);
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const v = params[key];
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if (typeof v !== 'number' || v < 1) {
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params[key] = SMA_DEFAULT_PERIODS[i - 1];
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}
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}
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const defaultPlots = createDefaultSmaPlots();
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const savedById = new Map((config.plots ?? []).map(p => [p.id, p]));
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const plots: PlotDef[] = defaultPlots.map((def, i) => {
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const saved = savedById.get(def.id) ?? config.plots?.[i];
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return saved
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? { ...def, ...saved, id: def.id, title: formatSmaMaDisplayLabel(params, i + 1), type: 'line' as const }
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: def;
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});
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const plotVisibility: Record<string, boolean> = {
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...createDefaultSmaPlotVisibility(),
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...config.plotVisibility,
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};
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for (let i = 0; i < SMA_MA_COUNT; i++) {
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const id = smaPlotId(i);
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if (plotVisibility[id] === undefined) {
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plotVisibility[id] = SMA_DEFAULT_ENABLED[i];
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}
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}
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return { ...config, params, plots, plotVisibility };
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}
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function sourceValues(bars: OHLCVBar[], src: string): number[] {
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switch (src) {
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case 'open': return bars.map(b => b.open);
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case 'high': return bars.map(b => b.high);
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case 'low': return bars.map(b => b.low);
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case 'hl2': return bars.map(b => (b.high + b.low) / 2);
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case 'hlc3': return bars.map(b => (b.high + b.low + b.close) / 3);
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case 'ohlc4': return bars.map(b => (b.open + b.high + b.low + b.close) / 4);
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default: return bars.map(b => b.close);
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}
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}
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function computeSma(values: number[], period: number): (number | null)[] {
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const p = Math.max(1, Math.floor(period));
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const out: (number | null)[] = [];
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for (let i = 0; i < values.length; i++) {
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if (i < p - 1) {
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out.push(null);
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continue;
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}
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let sum = 0;
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for (let j = i - p + 1; j <= i; j++) sum += values[j];
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out.push(sum / p);
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}
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return out;
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}
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/** MA1~MA11 각각 plot0~plot10 데이터 계산 */
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export function calculateSmaMulti(
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bars: OHLCVBar[],
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params: Record<string, number | string | boolean>
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): IndicatorResult {
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const src = resolveSmaSource(params);
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const values = sourceValues(bars, src);
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const plots: IndicatorResult = {};
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for (let i = 0; i < SMA_MA_COUNT; i++) {
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const periodKey = smaPeriodKey(i + 1);
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const period = Number(params[periodKey] ?? SMA_DEFAULT_PERIODS[i]);
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const sma = computeSma(values, period);
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const plotId = smaPlotId(i);
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plots[plotId] = [];
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for (let j = 0; j < bars.length; j++) {
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const v = sma[j];
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if (v == null || Number.isNaN(v)) continue;
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plots[plotId].push({ time: bars[j].time, value: v });
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}
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}
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return plots;
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}
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