@gabriel3615/ta_analysis
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stock ta analysis
257 lines (256 loc) • 8.85 kB
JavaScript
import yahooFinance from 'yahoo-finance2';
import { PatternStatus } from '../analysis/basic/patterns/analyzeMultiTimeframePatterns.js';
import { globalLogger } from './logger.js';
export function isToday(date) {
const today = new Date();
return (date.getFullYear() === today.getFullYear() &&
date.getMonth() === today.getMonth() &&
date.getDate() === today.getDate());
}
/**
* 生成唯一标识符
*/
export function generateUniqueId() {
return `${Date.now()}-${Math.random().toString(36).substr(2, 9)}`;
}
export const promiseWithTimeout = async (namedPromise, timeout, errorMsg) => {
let timeoutId = undefined;
try {
const timeoutPromise = new Promise((_, reject) => {
timeoutId = setTimeout(() => {
reject(new Error(`${namedPromise.name} ${errorMsg}`));
}, timeout);
});
return await Promise.race([
namedPromise.promise.then(r => {
return r;
}),
timeoutPromise,
]);
}
finally {
clearTimeout(timeoutId);
}
};
export function calculateRSI(prices, period) {
const rsi = [];
let gains = 0;
let losses = 0;
for (let i = 1; i <= period; i++) {
const change = prices[i] - prices[i - 1];
if (change > 0) {
gains += change;
}
else {
losses -= change;
}
}
let averageGain = gains / period;
let averageLoss = losses / period;
rsi.push(100 - 100 / (1 + averageGain / averageLoss));
for (let i = period + 1; i < prices.length; i++) {
const change = prices[i] - prices[i - 1];
if (change > 0) {
averageGain = (averageGain * (period - 1) + change) / period;
averageLoss = (averageLoss * (period - 1)) / period;
}
else {
averageGain = (averageGain * (period - 1)) / period;
averageLoss = (averageLoss * (period - 1) - change) / period;
}
rsi.push(100 - 100 / (1 + averageGain / averageLoss));
}
return rsi;
}
export function rollingMin(prices, window) {
const result = [];
for (let i = 0; i < prices.length; i++) {
const start = Math.max(0, i - window + 1);
const end = i + 1;
const windowSlice = prices.slice(start, end);
result.push(Math.min(...windowSlice));
}
return result;
}
export function rollingMax(prices, window) {
const result = [];
for (let i = 0; i < prices.length; i++) {
const start = Math.max(0, i - window + 1);
const end = i + 1;
const windowSlice = prices.slice(start, end);
result.push(Math.max(...windowSlice));
}
return result;
}
export function standardDeviation(values) {
const mean = values.reduce((sum, value) => sum + value, 0) / values.length;
const squaredDiffs = values.map(value => Math.pow(value - mean, 2));
const avgSquaredDiff = squaredDiffs.reduce((sum, value) => sum + value, 0) / values.length;
return Math.sqrt(avgSquaredDiff);
}
export function percentChange(prices) {
const changes = [];
for (let i = 1; i < prices.length; i++) {
const change = ((prices[i] - prices[i - 1]) / prices[i - 1]) * 100;
changes.push(change);
}
return changes;
}
// same as MarketQuery.getHistoricalData
export async function getStockData(symbol, startDate, endDate, interval = '1d') {
const queryOptions = {
period1: startDate,
period2: endDate,
interval,
};
try {
const result = await yahooFinance.chart(symbol, queryOptions);
const candles = [];
if (result && result.quotes && result.quotes.length > 0) {
result.quotes.forEach(quote => {
if (quote.date && quote.close && quote.volume !== undefined) {
candles.push({
symbol,
open: quote.open || quote.close,
high: quote.high || quote.close,
low: quote.low || quote.close,
close: quote.close,
volume: quote.volume,
timestamp: new Date(quote.date),
});
}
});
}
return candles;
}
catch (error) {
globalLogger.error('获取股票数据时出错:', error);
return [];
}
}
export async function getStockDataForTimeframe(symbol, startDate, endDate, timeframe) {
// 实际应用中，应该直接从数据提供商获取对应时间周期的数据
// 这里为了简化，我们从日线数据模拟其他时间周期
// 首先获取原始日线数据
const rawData = await getStockData(symbol, startDate, endDate);
if (timeframe === 'daily') {
return await getStockData(symbol, startDate, endDate); // 直接返回日线数据
}
else if (timeframe === 'weekly') {
// 将日线数据聚合为周线
return await getStockData(symbol, startDate, endDate, '1wk');
}
else if (timeframe === '1hour') {
// 注意：实际应用中应该直接获取真实的日内数据
// 过滤掉夜盘影响，成交量为0的数据
return (await getStockData(symbol, startDate, endDate, '1h')).filter(c => c.volume !== 0);
}
// 默认返回日线数据
return rawData;
}
/**
* 获取形态状态描述
*/
export function getStatusDescription(status) {
switch (status) {
case PatternStatus.Forming:
return '正在形成中';
case PatternStatus.Completed:
return '已完成但未突破';
case PatternStatus.Confirmed:
return '已确认突破';
case PatternStatus.Failed:
return '形成后失败';
default:
return '未知状态';
}
}
/**
* 将日期转换为美东时间字符串
* @param date
*/
export function toEDTString(date) {
return date.toLocaleString('en-US', {
timeZone: 'America/New_York',
month: 'short',
day: '2-digit',
hour: '2-digit',
minute: '2-digit',
hour12: false,
});
}
/**
* Get full exchange name from symbol
* @param symbol
*/
export async function getFullExchangeNameBySymbol(symbol) {
try {
const result = await yahooFinance.quote(symbol, {
fields: ['fullExchangeName'],
});
if (result) {
let fullExchangeName = result.fullExchangeName; // 返回 fullExchangeName
fullExchangeName = fullExchangeName.toLowerCase().includes('nasdaq')
? 'NASDAQ'
: fullExchangeName;
return fullExchangeName; // 返回 fullExchangeName
}
else {
globalLogger.log(`Can't get ${symbol} full exchange name`);
return ''; // 返回 null 表示未找到
}
}
catch (e) {
globalLogger.error(`Error occurs when getting ${symbol} full exchange name`, e.message);
return ''; // 返回 null 表示出错
}
}
/**
* Aggregate daily candles into weekly candles (Mon-Sun window)
*/
export function aggregateDailyToWeekly(daily) {
if (!daily.length)
return [];
// Group by ISO week (year-week)
const weekKey = (d) => {
const date = new Date(Date.UTC(d.getFullYear(), d.getMonth(), d.getDate()));
// ISO week calculation
// Thursday in current week decides the year
date.setUTCDate(date.getUTCDate() + 4 - (date.getUTCDay() || 7));
const yearStart = new Date(Date.UTC(date.getUTCFullYear(), 0, 1));
const weekNo = Math.ceil(((+date - +yearStart) / 86400000 + 1) / 7);
return `${date.getUTCFullYear()}-W${String(weekNo).padStart(2, '0')}`;
};
const groups = new Map();
for (const c of daily) {
const key = weekKey(c.timestamp);
const arr = groups.get(key);
if (arr)
arr.push(c);
else
groups.set(key, [c]);
}
const result = [];
for (const [, arr] of groups) {
// sort by time within week
arr.sort((a, b) => a.timestamp.getTime() - b.timestamp.getTime());
const open = arr[0].open;
const close = arr[arr.length - 1].close;
const high = Math.max(...arr.map(x => x.high));
const low = Math.min(...arr.map(x => x.low));
const volume = arr.reduce((sum, x) => sum + (x.volume ?? 0), 0);
const timestamp = arr[arr.length - 1].timestamp; // end of week
result.push({
symbol: arr[0].symbol,
open,
high,
low,
close,
volume,
timestamp,
});
}
// Ensure ascending weekly order
result.sort((a, b) => a.timestamp.getTime() - b.timestamp.getTime());
return result;
}