@gabriel3615/ta_analysis/dist/types.d.ts

stock ta analysis

import type { TrendReversalSignal } from './analysis/analyzer/trendReversal/multiTimeFrameTrendReversal.js';
import type { PatternDirection } from './analysis/basic/patterns/analyzeMultiTimeframePatterns.js';
export type Position = {
    quantity: number;
    price: number;
};
export type Weight = {
    regularMarketPrice: number;
    regularMarketChangePercent: number;
    volumeRatio: number;
    sharesOutstanding: number;
    breakoutStrength: number;
};
export type AnalysisObject = {
    stockCode: string;
    historicalPrices: string;
    userCapital: number;
    fundamentalData: string;
    imagesData?: ChartImg[];
    position?: Position;
};
export interface PatternResult {
    date: Date;
    patternType: PatternDirection.Bullish | PatternDirection.Bearish;
    priceLevel: number;
    strength: number;
    patternNames: string[];
}
export interface SRSignal {
    symbol: string;
    SRLevel: number;
    signalDate: Date;
    currentPrice: number;
    strength: number;
    signal: PatternResult;
}
export interface SupportResistanceResult {
    symbol: string;
    dynamicSupport: number | null;
    dynamicResistance: number | null;
}
export interface MultiTimeFrameBBSRAnalysisResult {
    weeklyBBSRResult?: SRSignal;
    dailyBBSRResult?: SRSignal;
}
export interface TradeRecord {
    code: string;
    market: string;
    exchange: string;
    tradeType: string;
    quantity: number;
    price: number;
    amount: number;
    realizedPnL: number;
    tradeTime: string;
    settlementDate: string;
    currency: string;
}
export interface TradesReport {
    trades: TradeRecord[];
    totalPnL: number;
    totalQuantity: number;
}
export interface BreakSignal {
    time: Date;
    type: 'support_break' | 'resistance_break' | 'bull_wick' | 'bear_wick';
    price: number;
    strength: number;
    breakPriceLevel: number;
}
export interface PatternFeatures {
    trendType: 'up' | 'down' | 'sideways';
    volatilityLevel: 'high' | 'medium' | 'low';
    volumePattern: 'increasing' | 'decreasing' | 'stable' | 'spikes';
    rsiState: 'overbought' | 'oversold' | 'neutral';
    supportResistanceCount: number;
    maConfiguration: 'above' | 'below' | 'crossing';
    volatilityTrend: 'decreasing' | 'increasing' | 'stable';
    priceVolatilityPattern: 'low_volatility_upper_range' | 'low_volatility_lower_range' | 'low_volatility_mid_range' | 'other';
    priceAction: 'breakout' | 'breakdown' | 'consolidation' | 'pullback' | 'other';
    candlePatterns: string[];
    gapPresent: boolean;
    volumePriceRelationship: 'rising_price_rising_volume' | 'rising_price_falling_volume' | 'falling_price_rising_volume' | 'falling_price_falling_volume' | 'neutral';
    swingHighsLows: 'higher_highs_higher_lows' | 'lower_highs_lower_lows' | 'higher_highs_lower_lows' | 'lower_highs_higher_lows' | 'flat';
    priceChannelType: 'ascending' | 'descending' | 'horizontal' | 'expanding' | 'contracting' | 'none';
}
export interface PatternMatchResult {
    symbol: string;
    isMatch: boolean;
    matchScore: string;
    featureMatches: {
        [feature: string]: boolean;
    };
    features: PatternFeatures;
}
export interface AnalysisResult {
    trendSlope: number;
    trendDirection: string;
    supportLevels: number[];
    resistanceLevels: number[];
    goldenCrossDates: Date[];
    deathCrossDates: Date[];
    highVolumeDates: Date[];
    avgVolumeRatio: number;
    volatility: number;
    currentRsi: number;
    overboughtDays: number;
    oversoldDays: number;
}
export interface Candle {
    symbol: string;
    open: number;
    high: number;
    low: number;
    close: number;
    volume: number;
    timestamp: Date;
}
/**
 * 综合交易信号强度枚举
 */
export declare enum SignalStrength {
    Strong = "strong",// 强信号
    Moderate = "moderate",// 中等信号
    Weak = "weak",// 弱信号
    Neutral = "neutral",// 中性信号
    Conflicting = "conflicting"
}
/**
 * 综合交易方向枚举
 */
export declare enum TradeDirection {
    Long = "long",// 做多
    Short = "short",// 做空
    Neutral = "neutral"
}
/**
 * 风险等级枚举
 */
export declare enum RiskLevel {
    High = "high",
    Medium = "medium",
    Low = "low"
}
/**
 * 时间周期优先级
 */
export declare enum TimeframePriority {
    Primary = "primary",// 主要时间周期
    Secondary = "secondary",// 次要时间周期
    Tertiary = "tertiary"
}
/**
 * 关键价位类型
 */
export interface KeyLevel {
    price: number;
    type: 'support' | 'resistance';
    strength: 'strong' | 'moderate' | 'weak';
    source: 'chip' | 'pattern' | 'combined' | 'bbsr' | 'structure' | 'supplyDemand' | 'range' | 'trendline';
    timeframe: 'weekly' | 'daily' | '1hour';
    description: string;
}
/**
 * 交易条件接口
 */
export interface TradeCondition {
    type: 'price' | 'pattern' | 'indicator' | 'volume' | 'time';
    description: string;
    priority: 'critical' | 'important' | 'optional';
}
/**
 * 综合交易计划接口
 */
export interface IntegratedTradePlan {
    symbol: string;
    currentPrice: number;
    date: Date;
    direction: TradeDirection;
    signalStrength: SignalStrength;
    confidenceScore: number;
    chipAnalysisWeight: number;
    patternAnalysisWeight: number;
    volumeAnalysisWeight: number;
    bbsrAnalysisWeight: number;
    structureAnalysisWeight?: number;
    supplyDemandAnalysisWeight?: number;
    rangeAnalysisWeight?: number;
    chipAnalysisContribution: number;
    patternAnalysisContribution: number;
    volumeAnalysisContribution: number;
    bbsrAnalysisContribution: number;
    summary: string;
    primaryRationale: string;
    secondaryRationale: string;
    warnings: string[];
    primaryTimeframe: 'weekly' | 'daily' | '1hour';
    timeframeConsistency: string;
    shortTermOutlook: string;
    mediumTermOutlook: string;
    longTermOutlook: string;
    entryStrategy: {
        idealEntryPrice: number;
        alternativeEntryPrice: number;
        entryType: 'immediate' | 'pullback' | 'breakout';
        entryConditions: TradeCondition[];
        priceZones: {
            ideal: [number, number];
            acceptable: [number, number];
        };
        timeWindow: string;
        riskLevel: RiskLevel;
    };
    exitStrategy: {
        takeProfitLevels: {
            price: number;
            proportion: number;
            reasoning: string;
        }[];
        stopLossLevels: {
            price: number;
            type: 'fixed' | 'trailing';
            reasoning: string;
        }[];
        timeBasedExit: string;
        maximumHoldingPeriod: string;
    };
    riskManagement: {
        suggestionPosition: number;
        riskRewardRatio: number;
        maxLoss: string;
        volatilityConsideration: string;
        adjustmentTriggers: string[];
    };
    keyLevels: KeyLevel[];
    bbsrAnalysis: MultiTimeFrameBBSRAnalysisResult;
    confirmationSignals: TradeCondition[];
    invalidationConditions: TradeCondition[];
    trendReversalInfo?: {
        hasReversalSignal: boolean;
        primaryReversalSignal?: TrendReversalSignal;
        reversalSignalStrength?: number;
        smallTimeframe?: string;
        largeTimeframe?: string;
        reversalDirection?: number;
        entryPrice?: number;
        stopLoss?: number;
        description: string;
        targets?: {
            target1: number;
            target2: number;
            target3: number;
            riskRewardRatio1: number;
            riskRewardRatio2: number;
            riskRewardRatio3: number;
        };
    };
    keyObservations: string[];
    summaries: {
        chipSummary: string;
        patternSummary: string;
        bbsrSummary: string;
        vvSummary: string;
        structureSummary?: string;
        supplyDemandSummary?: string;
        rangeSummary?: string;
        trendlineSummary?: string;
    };
    vvInsights?: {
        volumeAnalysisReason: string;
        volatilityAnalysisReason: string;
        combinedAnalysisSummary: string;
    };
}
export interface VolatilityAnalysisResult {
    historicalVolatility: number;
    bollingerBandWidth: number;
    atr: number;
    atrPercent: number;
    volatilityRegime: 'low' | 'medium' | 'high' | 'extreme';
    isVolatilityIncreasing: boolean;
    impliedVolatility?: number;
    volatilityPercentile: number;
    volatilityTrend: string;
    recentRanges: {
        daily: number;
        weekly: number;
        monthly: number;
    };
    riskMetrics: {
        sharpeRatio?: number;
        maxDrawdown: number;
        downsideDeviation: number;
    };
}
export type ChartImg = {
    title: string;
    url: string;
    size?: number;
    expireAt?: string;
    createdAt?: string;
    media_type: string;
    imageBase64?: string;
};
export type Interval = '1m' | '3m' | '5m' | '15m' | '30m' | '1h' | '2h' | '3h' | '1D' | '1W' | '1M' | '3M' | '1Y';
export type TimeFrameConfig = {
    interval: Interval;
    studies?: Array<{
        name: string;
    }>;
};