goldenChart/frontend/src/utils/strategyOscillatorSeries.ts

import type { OHLCVBar } from '../types';
import type { StrategyDto } from './backendApi';
import { extractVirtualConditions } from './virtualStrategyConditions';
import { formatIndicatorDisplayLabel } from './indicatorRegistry';

const DSL_TO_REGISTRY: Record<string, string> = {
  RSI: 'RSI',
  MACD: 'MACD',
  MA: 'SMA',
  EMA: 'EMA',
  BOLLINGER: 'BollingerBands',
  STOCHASTIC: 'Stochastic',
  WILLIAMS_R: 'WilliamsPercentRange',
  CCI: 'CCI',
  ADX: 'ADX',
  DMI: 'DMI',
  OBV: 'OBV',
  TRIX: 'TRIX',
  VOLUME_OSC: 'VolumeOscillator',
  VR: 'VR',
  DISPARITY: 'Disparity',
  PSYCHOLOGICAL: 'Psychological',
  NEW_PSYCHOLOGICAL: 'NewPsychological',
  INVEST_PSYCHOLOGICAL: 'InvestPsychological',
  ICHIMOKU: 'IchimokuCloud',
  ATR: 'ATR',
  MFI: 'MFI',
};

/** 메인 캔들 pane 오버레이 — 하단 스파크 pane 제외 */
const OVERLAY_DSL = new Set([
  'MA', 'EMA', 'BOLLINGER', 'ICHIMOKU', 'DONCHIAN', 'NEW_HIGH', 'NEW_LOW', 'DISPARITY',
]);

export interface OscillatorPaneSpec {
  key: string;
  registryType: string;
  label: string;
  period?: number;
}

export interface OscillatorPaneData {
  spec: OscillatorPaneSpec;
  values: number[];
  refLines?: number[];
  color: string;
}

const PANE_COLORS: Record<string, string> = {
  RSI: '#a78bfa',
  MACD: '#38bdf8',
  CCI: '#fbbf24',
  Stochastic: '#f472b6',
  WilliamsPercentRange: '#c084fc',
  ADX: '#34d399',
  MFI: '#fb923c',
  OBV: '#94a3b8',
  TRIX: '#22d3ee',
  VolumeOscillator: '#86efac',
  VR: '#fcd34d',
  Psychological: '#e879f9',
  NewPsychological: '#e879f9',
  InvestPsychological: '#e879f9',
};

function computeRsi(closes: number[], period = 14): number[] {
  if (closes.length < period + 1) return [];
  const out: number[] = [];
  let avgGain = 0;
  let avgLoss = 0;
  for (let i = 1; i <= period; i++) {
    const d = closes[i] - closes[i - 1];
    if (d >= 0) avgGain += d; else avgLoss -= d;
  }
  avgGain /= period;
  avgLoss /= period;
  for (let i = period; i < closes.length; i++) {
    const d = closes[i] - closes[i - 1];
    const gain = d > 0 ? d : 0;
    const loss = d < 0 ? -d : 0;
    avgGain = (avgGain * (period - 1) + gain) / period;
    avgLoss = (avgLoss * (period - 1) + loss) / period;
    const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;
    out.push(100 - 100 / (1 + rs));
  }
  return out;
}

function computeMacd(closes: number[]): number[] {
  const ema = (arr: number[], p: number) => {
    const k = 2 / (p + 1);
    let v = arr[0];
    return arr.map((x, i) => (i === 0 ? x : (v = x * k + v * (1 - k))));
  };
  const e12 = ema(closes, 12);
  const e26 = ema(closes, 26);
  return e12.map((v, i) => v - e26[i]);
}

function computeCci(bars: OHLCVBar[], period = 20): number[] {
  const tp = bars.map(b => (b.high + b.low + b.close) / 3);
  const out: number[] = [];
  for (let i = period; i < tp.length; i++) {
    const slice = tp.slice(i - period, i);
    const sma = slice.reduce((a, b) => a + b, 0) / slice.length;
    const md = slice.reduce((a, v) => a + Math.abs(v - sma), 0) / slice.length;
    out.push(md === 0 ? 0 : (tp[i] - sma) / (0.015 * md));
  }
  return out;
}

function computeSeries(bars: OHLCVBar[], registryType: string, period?: number): number[] {
  const closes = bars.map(b => b.close);
  switch (registryType) {
    case 'RSI':
      return computeRsi(closes, period ?? 14);
    case 'MACD':
      return computeMacd(closes);
    case 'CCI':
      return computeCci(bars, period ?? 20);
    default:
      return computeRsi(closes, 14);
  }
}

function refLinesFor(registryType: string): number[] | undefined {
  if (registryType === 'RSI') return [30, 50, 70];
  if (registryType === 'CCI') return [-100, 0, 100];
  if (registryType === 'MACD') return [0];
  return undefined;
}

export function collectStrategyOscillatorPanes(strategy: StrategyDto | undefined): OscillatorPaneSpec[] {
  if (!strategy) return [];
  const rows = extractVirtualConditions(strategy);
  const seen = new Set<string>();
  const out: OscillatorPaneSpec[] = [];
  for (const row of rows) {
    if (OVERLAY_DSL.has(row.indicatorType)) continue;
    const registryType = DSL_TO_REGISTRY[row.indicatorType] ?? row.indicatorType;
    if (OVERLAY_DSL.has(registryType) || registryType === 'SMA' || registryType === 'EMA'
      || registryType === 'BollingerBands' || registryType === 'IchimokuCloud') {
      continue;
    }
    if (seen.has(registryType)) continue;
    seen.add(registryType);
    out.push({
      key: registryType,
      registryType,
      label: formatIndicatorDisplayLabel(row.indicatorType),
      period: undefined,
    });
  }
  return out;
}

export function buildOscillatorPaneData(
  bars: OHLCVBar[],
  specs: OscillatorPaneSpec[],
): OscillatorPaneData[] {
  if (bars.length < 20) return [];
  const out: OscillatorPaneData[] = [];
  for (const spec of specs) {
    const values = computeSeries(bars, spec.registryType, spec.period).slice(-80);
    if (values.length < 2) continue;
    out.push({
      spec,
      values,
      refLines: refLinesFor(spec.registryType),
      color: PANE_COLORS[spec.registryType] ?? '#94a3b8',
    });
  }
  return out;
}

export function defaultOscillatorPaneSpecs(): OscillatorPaneSpec[] {
  return [
    { key: 'RSI', registryType: 'RSI', label: 'RSI (14)', period: 14 },
    { key: 'MACD', registryType: 'MACD', label: 'MACD (12, 26, 9)' },
  ];
}

/** StrategyOscillatorPanes 에 실제로 그려지는 보조 pane 개수 */
export function countAuxiliaryOscillatorPaneCount(strategy: StrategyDto | undefined): number {
  const specs = collectStrategyOscillatorPanes(strategy);
  return (specs.length > 0 ? specs : defaultOscillatorPaneSpecs()).length;
}

/** TradingChart 보조 pane(비오버레이 지표) 개수 */
export function countNonOverlayIndicatorPanes(
  indicators: Array<{ type: string }>,
  isOverlay: (type: string) => boolean,
): number {
  return indicators.filter(ind => !isOverlay(ind.type)).length;
}

/**
 * 캔들 vs 보조지표 영역 flex 비율
 * - 보조 1개: 2:1
 * - 보조 2~5개: 1:1
 * - 보조 6개+: 1:2
 */
export function chartPaneFlexRatio(auxPaneCount: number): { candle: number; aux: number } {
  const n = Math.max(0, auxPaneCount);
  if (n === 0) return { candle: 1, aux: 0 };
  if (n === 1) return { candle: 2, aux: 1 };
  if (n <= 5) return { candle: 1, aux: 1 };
  return { candle: 1, aux: 2 };
}