11 lines
534 B
TypeScript
11 lines
534 B
TypeScript
import type { OHLCVBar } from '../types';
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/** OBV 본선 계산에 필요한 최소 거래량 품질 (some>0 만으로는 STOMP volume=0 history 통과) */
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export function barsMeetObvVolumeRequirement(bars: OHLCVBar[]): boolean {
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if (bars.length < 2) return false;
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const withVol = bars.filter(b => (Number(b.volume) || 0) > 0).length;
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const volSum = bars.reduce((s, b) => s + (Number(b.volume) || 0), 0);
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const minBarsWithVol = Math.max(20, Math.floor(bars.length * 0.5));
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return volSum > 0 && withVol >= minBarsWithVol;
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}
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