aidev
128 lines
4.2 KiB
TypeScript
128 lines
4.2 KiB
TypeScript
/**
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* 볼린저밴드 (업비트 BB 설정)
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* - 길이(length) 기본 20, 곱(mult) 기본 2, 오프셋(offset) 기본 0
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* - 기준선: 종가 SMA, 표준편차는 모집단(N) 기준
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*/
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import type { OHLCVBar, Timeframe } from '../types';
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import type { PlotData } from './indicatorRegistry';
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import { fetchUpbitCandles, isUpbitMarket } from './upbitApi';
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export const BB_DEFAULT_LENGTH = 20;
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export const BB_DEFAULT_MULT = 2;
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export const BB_DEFAULT_OFFSET = 0;
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/** 업비트 BB 백그라운드 그리기 기본 (반투명 파랑) */
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export const DEFAULT_BB_BAND_BACKGROUND = {
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visible: true,
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color: '#42A5F528',
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} as const;
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const BB_PLOT_TITLES = ['중앙값', '어퍼', '로우어'] as const;
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const BB_PLOT_IDS = ['plot0', 'plot1', 'plot2'] as const;
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const BB_DEFAULT_COLORS = ['#FF9800', '#42A5F5', '#42A5F5'] as const;
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export type BbSymbolMode = 'main' | 'other';
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export type BbBandBackground = { visible: boolean; color: string };
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export function resolveBbBandBackground(
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bg?: Partial<BbBandBackground> | null,
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): BbBandBackground {
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return {
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visible: bg?.visible !== false,
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color: bg?.color ?? DEFAULT_BB_BAND_BACKGROUND.color,
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};
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}
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/** 업비트 플롯 정의 병합 (중앙값·어퍼·로우어, 기본 색) */
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export function mergeBbPlots(
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saved: import('./indicatorRegistry').PlotDef[] | undefined,
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defaults: import('./indicatorRegistry').PlotDef[],
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): import('./indicatorRegistry').PlotDef[] {
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const byId = new Map((saved ?? []).map(p => [p.id, p]));
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return BB_PLOT_IDS.map((id, i) => {
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const def = defaults.find(p => p.id === id) ?? defaults[i];
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const prev = byId.get(id);
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return {
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...def,
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...prev,
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id,
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title: BB_PLOT_TITLES[i],
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color: prev?.color ?? BB_DEFAULT_COLORS[i],
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};
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});
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}
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/** 차트 레전드: BB 20 2 0 SMA */
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export function formatBbLegendLabel(
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params: Record<string, number | string | boolean>,
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): string {
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const p = normalizeBollingerParams(params);
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const ma = String(p.maType ?? 'SMA').replace(/\s*\(.*\)\s*/g, '').trim();
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return `BB ${p.length} ${p.mult} ${p.offset} ${ma}`;
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}
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export function normalizeBollingerParams(
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params: Record<string, number | string | boolean>,
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): Record<string, number | string | boolean> {
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const length = Math.max(1, Math.round(Number(params.length ?? BB_DEFAULT_LENGTH) || BB_DEFAULT_LENGTH));
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const mult = Math.max(0.001, Number(params.mult ?? BB_DEFAULT_MULT) || BB_DEFAULT_MULT);
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const offset = Math.round(Number(params.offset ?? BB_DEFAULT_OFFSET) || 0);
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const rawMode = String(params.symbolMode ?? 'main');
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const symbolMode: BbSymbolMode = rawMode === 'other' ? 'other' : 'main';
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const refSymbol = String(params.refSymbol ?? '').trim().toUpperCase();
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return {
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...params,
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length,
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mult,
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offset,
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symbolMode,
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refSymbol,
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src: 'close',
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maType: 'SMA',
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};
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}
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/** TradingView/업비트 오프셋: 양수면 플롯을 오른쪽(미래)으로 이동 */
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export function applyPlotOffset(data: PlotData, offset: number): PlotData {
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if (!offset) return data;
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const n = data.length;
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return data.map((point, i) => {
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const srcIdx = i - offset;
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if (srcIdx < 0 || srcIdx >= n) {
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return { time: point.time, value: NaN };
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}
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return { time: point.time, value: data[srcIdx].value };
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});
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}
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/** 다른 심볼 캔들을 메인 차트 시간축에 맞춤 (같은 time 키) */
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export function alignBarsToMainTimeline(mainBars: OHLCVBar[], refBars: OHLCVBar[]): OHLCVBar[] {
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const byTime = new Map(refBars.map(b => [b.time, b]));
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return mainBars.map(mb => {
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const ref = byTime.get(mb.time);
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if (!ref) {
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return { ...mb, open: NaN, high: NaN, low: NaN, close: NaN, volume: 0 };
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}
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return ref;
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});
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}
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export async function resolveBollingerBars(
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mainBars: OHLCVBar[],
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params: Record<string, number | string | boolean>,
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timeframe: Timeframe,
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): Promise<OHLCVBar[]> {
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const p = normalizeBollingerParams(params);
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if (p.symbolMode !== 'other') return mainBars;
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const ref = String(p.refSymbol ?? '');
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if (!ref || !isUpbitMarket(ref)) return mainBars;
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try {
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const refBars = await fetchUpbitCandles(ref, timeframe, mainBars.length);
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return alignBarsToMainTimeline(mainBars, refBars);
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} catch (e) {
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console.warn('[BB] ref symbol fetch failed:', ref, e);
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return mainBars;
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}
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}
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