@gabriel3615/ta_analysis/dist/util/accumulationDistribution.js

stock ta analysis

import { calculateADLine, calculateChaikinOscillator, calculateMoneyFlowIndex, calculateOBV, calculateSlope, calculateVolumeForce, } from './taUtil.js';
import { PatternDirection } from '../analysis/basic/patterns/analyzeMultiTimeframePatterns.js';
/**
 * 计算积累分布线及相关的量价指标
 * @param data K线数据
 * @param lookbackPeriod 回溯期（默认为20个交易日）
 */
export function calculateAccumulationDistribution(data, lookbackPeriod = 20) {
    if (data.length < lookbackPeriod) {
        throw new Error('数据不足以进行积累分布线分析');
    }
    // 计算积累分布线 (A/D Line)
    const adLine = calculateADLine(data);
    // 计算积累分布线的近期斜率
    const recentAD = adLine.slice(-lookbackPeriod);
    const adSlope = calculateSlope(recentAD);
    // 确定积累分布线趋势
    const adTrend = determineADTrend(adLine, lookbackPeriod);
    // 检测背离
    const divergence = detectDivergence(data, adLine, lookbackPeriod);
    // 计算成交量力量指标
    const volumeForce = calculateVolumeForce(data, lookbackPeriod);
    // 计算资金流指标 (MFI)
    const mfi = calculateMoneyFlowIndex(data, 14);
    // 计算蔡金摆动指标
    const chaikinOsc = calculateChaikinOscillator(adLine);
    // 计算能量潮 (OBV)
    const obv = calculateOBV(data);
    // 对OBV进行归一化处理再计算斜率，避免出现异常大的斜率值
    const recentOBV = obv.slice(-lookbackPeriod);
    const maxAbsOBV = Math.max(...recentOBV.map(v => Math.abs(v)));
    const normalizedOBV = maxAbsOBV === 0 ? recentOBV : recentOBV.map(v => v / maxAbsOBV);
    const obvSlope = calculateSlope(normalizedOBV);
    // 判断价格与成交量是否确认趋势
    const volumePriceConfirmation = checkVolumePriceConfirmation(data, lookbackPeriod);
    // 生成综合分析摘要
    const summary = generateADSummary(adTrend, divergence, volumeForce, mfi, chaikinOsc, obvSlope, volumePriceConfirmation);
    return {
        adLine,
        adSlope,
        adTrend,
        divergence,
        volumeForce,
        moneyFlowIndex: mfi,
        chaikinOscillator: chaikinOsc,
        obv,
        obvSlope,
        volumePriceConfirmation,
        summary,
    };
}
/**
 * 确定积累分布线趋势
 */
function determineADTrend(adLine, lookbackPeriod) {
    if (adLine.length < lookbackPeriod) {
        return PatternDirection.Neutral;
    }
    const recentAD = adLine.slice(-lookbackPeriod);
    // 计算AD变化率
    const startAD = recentAD[0];
    const endAD = recentAD[recentAD.length - 1];
    // 防止除以零
    if (startAD === 0)
        return PatternDirection.Neutral;
    const changeRate = ((endAD - startAD) / Math.abs(startAD)) * 100;
    if (changeRate > 2) {
        return PatternDirection.Bullish;
    }
    else if (changeRate < -2) {
        return PatternDirection.Bearish;
    }
    else {
        return PatternDirection.Neutral;
    }
}
/**
 * 检测价格与积累分布线之间的背离
 */
function detectDivergence(data, adLine, lookbackPeriod) {
    if (data.length < lookbackPeriod || adLine.length < lookbackPeriod) {
        return { type: 'none', strength: 0, description: '数据不足以检测背离' };
    }
    const prices = data.map(d => d.close);
    const recentPrices = prices.slice(-lookbackPeriod);
    const recentAD = adLine.slice(-lookbackPeriod);
    // 找出近期价格的高点和低点
    const priceHighs = [];
    const priceLows = [];
    for (let i = 1; i < recentPrices.length - 1; i++) {
        if (recentPrices[i] > recentPrices[i - 1] &&
            recentPrices[i] > recentPrices[i + 1]) {
            priceHighs.push(i);
        }
        if (recentPrices[i] < recentPrices[i - 1] &&
            recentPrices[i] < recentPrices[i + 1]) {
            priceLows.push(i);
        }
    }
    // 找出同期内AD线的高点和低点
    const adHighs = [];
    const adLows = [];
    for (let i = 1; i < recentAD.length - 1; i++) {
        if (recentAD[i] > recentAD[i - 1] && recentAD[i] > recentAD[i + 1]) {
            adHighs.push(i);
        }
        if (recentAD[i] < recentAD[i - 1] && recentAD[i] < recentAD[i + 1]) {
            adLows.push(i);
        }
    }
    // 检测常规看涨背离：价格创新低但AD线不创新低
    if (priceLows.length >= 2 && adLows.length >= 2) {
        const lastPriceLow = priceLows[priceLows.length - 1];
        const prevPriceLow = priceLows[priceLows.length - 2];
        const lastAdLow = adLows[adLows.length - 1];
        const prevAdLow = adLows[adLows.length - 2];
        if (recentPrices[lastPriceLow] < recentPrices[prevPriceLow] &&
            recentAD[lastAdLow] > recentAD[prevAdLow]) {
            // 计算背离强度
            const priceChange = ((recentPrices[lastPriceLow] - recentPrices[prevPriceLow]) /
                recentPrices[prevPriceLow]) *
                100;
            const adChange = ((recentAD[lastAdLow] - recentAD[prevAdLow]) /
                Math.abs(recentAD[prevAdLow])) *
                100;
            const strength = Math.min(100, Math.abs(adChange - priceChange));
            return {
                type: 'bullish',
                strength,
                description: '检测到看涨背离：价格创新低但积累分布线未创新低，可能指示底部形成',
            };
        }
    }
    // 检测常规看跌背离：价格创新高但AD线不创新高
    if (priceHighs.length >= 2 && adHighs.length >= 2) {
        const lastPriceHigh = priceHighs[priceHighs.length - 1];
        const prevPriceHigh = priceHighs[priceHighs.length - 2];
        const lastAdHigh = adHighs[adHighs.length - 1];
        const prevAdHigh = adHighs[adHighs.length - 2];
        if (recentPrices[lastPriceHigh] > recentPrices[prevPriceHigh] &&
            recentAD[lastAdHigh] < recentAD[prevAdHigh]) {
            // 计算背离强度
            const priceChange = ((recentPrices[lastPriceHigh] - recentPrices[prevPriceHigh]) /
                recentPrices[prevPriceHigh]) *
                100;
            const adChange = ((recentAD[lastAdHigh] - recentAD[prevAdHigh]) /
                Math.abs(recentAD[prevAdHigh])) *
                100;
            const strength = Math.min(100, Math.abs(adChange - priceChange));
            return {
                type: 'bearish',
                strength,
                description: '检测到看跌背离：价格创新高但积累分布线未创新高，可能指示顶部形成',
            };
        }
    }
    // 检测隐藏看涨背离：价格不创新低但AD线创新低
    if (priceLows.length >= 2 && adLows.length >= 2) {
        const lastPriceLow = priceLows[priceLows.length - 1];
        const prevPriceLow = priceLows[priceLows.length - 2];
        const lastAdLow = adLows[adLows.length - 1];
        const prevAdLow = adLows[adLows.length - 2];
        if (recentPrices[lastPriceLow] > recentPrices[prevPriceLow] &&
            recentAD[lastAdLow] < recentAD[prevAdLow]) {
            const strength = 70; // 隐藏背离通常强度较低
            return {
                type: 'hidden_bullish',
                strength,
                description: '检测到隐藏看涨背离：价格未创新低但积累分布线创新低，可能指示上升趋势将继续',
            };
        }
    }
    // 检测隐藏看跌背离：价格不创新高但AD线创新高
    if (priceHighs.length >= 2 && adHighs.length >= 2) {
        const lastPriceHigh = priceHighs[priceHighs.length - 1];
        const prevPriceHigh = priceHighs[priceHighs.length - 2];
        const lastAdHigh = adHighs[adHighs.length - 1];
        const prevAdHigh = adHighs[adHighs.length - 2];
        if (recentPrices[lastPriceHigh] < recentPrices[prevPriceHigh] &&
            recentAD[lastAdHigh] > recentAD[prevAdHigh]) {
            const strength = 70; // 隐藏背离通常强度较低
            return {
                type: 'hidden_bearish',
                strength,
                description: '检测到隐藏看跌背离：价格未创新高但积累分布线创新高，可能指示下降趋势将继续',
            };
        }
    }
    return {
        type: 'none',
        strength: 0,
        description: '未检测到明显背离',
    };
}
/**
 * 检查价格与成交量是否协同确认趋势
 */
function checkVolumePriceConfirmation(data, lookbackPeriod) {
    if (data.length < lookbackPeriod) {
        return false;
    }
    const recentData = data.slice(-lookbackPeriod);
    // 计算价格趋势
    const startPrice = recentData[0].close;
    const endPrice = recentData[recentData.length - 1].close;
    const priceChange = ((endPrice - startPrice) / startPrice) * 100;
    // 计算成交量趋势
    const volumeData = recentData.map(d => d.volume);
    const volumeSlope = calculateSlope(volumeData);
    // 确定是否协同确认
    return ((priceChange > 1 && volumeSlope > 0) ||
        (priceChange < -1 && volumeSlope < 0));
}
/**
 * 生成积累分布线分析摘要
 */
function generateADSummary(adTrend, divergence, volumeForce, mfi, chaikinOsc, obvSlope, volumePriceConfirmation) {
    let summary = '';
    // 根据AD趋势添加评估
    if (adTrend === 'bullish') {
        summary += '积累分布线呈上升趋势，表明买方力量占优，支持价格上涨。';
    }
    else if (adTrend === 'bearish') {
        summary += '积累分布线呈下降趋势，表明卖方力量占优，支持价格下跌。';
    }
    else {
        summary += '积累分布线趋势中性，买卖力量相对平衡。';
    }
    // 添加背离信息
    if (divergence.type !== 'none') {
        summary += ` ${divergence.description} `;
        if (divergence.strength > 80) {
            summary += '背离强度很高，可能导致显著的价格反转。';
        }
        else if (divergence.strength > 50) {
            summary += '背离强度中等，需要注意潜在的价格转向。';
        }
        else {
            summary += '背离强度较弱，可能需要更多确认信号。';
        }
    }
    // 添加成交量力量评估
    if (volumeForce > 30) {
        summary += ' 成交量力量强劲偏向买方，支持价格上涨。';
    }
    else if (volumeForce < -30) {
        summary += ' 成交量力量强劲偏向卖方，支持价格下跌。';
    }
    else if (volumeForce > 10) {
        summary += ' 成交量力量小幅偏向买方。';
    }
    else if (volumeForce < -10) {
        summary += ' 成交量力量小幅偏向卖方。';
    }
    else {
        summary += ' 成交量力量基本平衡。';
    }
    // 添加资金流指标评估
    if (mfi > 80) {
        summary += ' MFI指标显示超买状态，可能即将回调。';
    }
    else if (mfi < 20) {
        summary += ' MFI指标显示超卖状态，可能即将反弹。';
    }
    else if (mfi > 60) {
        summary += ' MFI指标处于上方，资金流入占优。';
    }
    else if (mfi < 40) {
        summary += ' MFI指标处于下方，资金流出占优。';
    }
    // 添加蔡金摆动指标评估
    if (chaikinOsc > 0 && obvSlope > 0) {
        summary += ' 蔡金摆动指标和OBV斜率均为正，确认买盘力量。';
    }
    else if (chaikinOsc < 0 && obvSlope < 0) {
        summary += ' 蔡金摆动指标和OBV斜率均为负，确认卖盘力量。';
    }
    else if (chaikinOsc > 0) {
        summary += ' 蔡金摆动指标为正，但缺乏OBV确认。';
    }
    else if (obvSlope > 0) {
        summary += ' OBV斜率为正，但缺乏蔡金摆动确认。';
    }
    // 添加价格与成交量确认信息
    if (volumePriceConfirmation) {
        summary += ' 价格与成交量变化方向一致，确认当前趋势。';
    }
    else {
        summary += ' 价格与成交量变化方向不一致，可能预示趋势减弱。';
    }
    return summary;
}
/**
 * 格式化积累分布线分析结果为易读的字符串
 */
export function formatAccumulationDistributionAnalysis(analysis) {
    let result = '=== 积累分布线分析 ===\n\n';
    result += `积累分布线趋势: ${translateTrend(analysis.adTrend)}\n`;
    result += `积累分布线斜率: ${analysis.adSlope.toFixed(4)}\n`;
    // 添加背离信息
    result += `背离类型: ${translateDivergenceType(analysis.divergence.type)}\n`;
    result += `背离强度: ${analysis.divergence.strength.toFixed(2)}/100\n`;
    result += `背离描述: ${analysis.divergence.description}\n\n`;
    // 添加其他量价指标
    result += `成交量力量: ${analysis.volumeForce.toFixed(2)} (范围: -100 至 100)\n`;
    result += `资金流指标(MFI): ${analysis.moneyFlowIndex.toFixed(2)}\n`;
    result += `蔡金摆动指标: ${analysis.chaikinOscillator.toFixed(4)}\n`;
    result += `OBV斜率: ${analysis.obvSlope.toFixed(4)}\n`;
    result += `价格成交量确认: ${analysis.volumePriceConfirmation ? '是' : '否'}\n\n`;
    // 添加总结
    result += `分析摘要: ${analysis.summary}\n`;
    return result;
}
/**
 * 将趋势类型翻译为中文
 */
function translateTrend(trend) {
    switch (trend) {
        case 'bullish':
            return '看涨';
        case 'bearish':
            return '看跌';
        case 'neutral':
            return '中性';
        default:
            return trend;
    }
}
/**
 * 将背离类型翻译为中文
 */
function translateDivergenceType(type) {
    switch (type) {
        case 'bullish':
            return '看涨背离';
        case 'bearish':
            return '看跌背离';
        case 'hidden_bullish':
            return '隐藏看涨背离';
        case 'hidden_bearish':
            return '隐藏看跌背离';
        case 'none':
            return '无背离';
        default:
            return type;
    }
}