@gabriel3615/ta_analysis
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stock ta analysis
525 lines (524 loc) • 24.8 kB
JavaScript
import { calculateTechnicalIndicators } from '../../../util/taUtil.js';
import { buildOverallSuggestion, enrichCommentsWithPeaks, scoreBuySignal, scoreShortSignal, } from './chipSignals.js';
import { analyzeChipPeakPattern, calculateBullBearRatio, calculateCumulativeDistribution, calculateEntropyOfDistribution, calculateGiniCoefficient, identifyChipPeaks, identifyKeyPriceLevels, } from '../../../util/chipUtils.js';
/**
* 计算筹码分布
*/
export function calculateChipDistribution(data, decayFactor = 0.95, priceSegments = 100) {
// 找出价格范围
const allPrices = data.flatMap(d => [d.high, d.low, d.open, d.close]);
const minPrice = Math.min(...allPrices);
const maxPrice = Math.max(...allPrices);
// 创建价格区间
const priceStep = (maxPrice - minPrice) / priceSegments;
const priceRanges = [];
for (let i = 0; i <= priceSegments; i++) {
priceRanges.push(minPrice + i * priceStep);
}
// 初始化分布数组
const distribution = {};
priceRanges.forEach(price => {
distribution[price] = 0;
});
// 计算每个交易日的筹码分布并累加
let totalWeight = 0;
let weightFactor = 1;
// 从最近的数据开始计算
for (let i = data.length - 1; i >= 0; i--) {
const day = data[i];
const dayAvgPrice = (day.high + day.low + day.open + day.close) / 4;
const volume = day.volume;
// 找到最接近的价格区间
const closestPrice = priceRanges.reduce((prev, curr) => Math.abs(curr - dayAvgPrice) < Math.abs(prev - dayAvgPrice) ? curr : prev);
// 累加权重后的成交量
distribution[closestPrice] += volume * weightFactor;
totalWeight += volume * weightFactor;
// 应用衰减因子
weightFactor *= decayFactor;
}
// 计算百分比并格式化结果
const result = Object.entries(distribution)
.map(([price, weight]) => ({
price: parseFloat(price),
weight,
percentage: (weight / totalWeight) * 100,
}))
.filter(item => item.weight > 0) // 移除权重为0的项
.sort((a, b) => a.price - b.price); // 按价格排序
return result;
}
/**
* 分析成交量趋势 - 新增
*/
function analyzeVolumeTrend(data, lookbackPeriod = 20) {
// 确保有足够的数据
if (data.length < lookbackPeriod + 5) {
return {
recentVolumeChange: 0,
volumeTrend: '数据不足',
volumeComment: '历史数据不足，无法分析成交量趋势。',
};
}
// 获取近期成交量和前期成交量
const recentVolumes = data.slice(data.length - lookbackPeriod);
const previousVolumes = data.slice(data.length - lookbackPeriod * 2, data.length - lookbackPeriod);
// 计算平均成交量
const recentAvgVolume = recentVolumes.reduce((sum, d) => sum + d.volume, 0) / recentVolumes.length;
const previousAvgVolume = previousVolumes.reduce((sum, d) => sum + d.volume, 0) /
previousVolumes.length;
// 计算成交量变化比例（防止除零）
const denomVol = Math.abs(previousAvgVolume) < 1e-8 ? 1e-8 : previousAvgVolume;
const volumeChange = ((recentAvgVolume - previousAvgVolume) / denomVol) * 100;
// 判断成交量趋势
let volumeTrend = '';
let volumeComment = '';
if (volumeChange > 20) {
volumeTrend = '明显放大';
volumeComment =
'近期成交量明显放大，表明市场参与度增强，可能预示重要行情启动。';
}
else if (volumeChange > 5) {
volumeTrend = '小幅放大';
volumeComment = '近期成交量小幅放大，市场活跃度有所提升。';
}
else if (volumeChange < -20) {
volumeTrend = '明显萎缩';
volumeComment =
'近期成交量明显萎缩，表明交投清淡，可能是底部构筑过程，主力可能在低位悄悄吸筹。';
}
else if (volumeChange < -5) {
volumeTrend = '小幅萎缩';
volumeComment = '近期成交量小幅萎缩，市场活跃度有所下降。';
}
else {
volumeTrend = '基本稳定';
volumeComment = '近期成交量基本稳定，市场处于均衡状态。';
}
return {
recentVolumeChange: parseFloat(volumeChange.toFixed(2)),
volumeTrend,
volumeComment,
};
}
/**
* 分析筹码移动趋势 - 改进版
* 通过比较不同时期的筹码分布来分析筹码迁移方向
*/
function analyzeChipMigration(data, currentPrice) {
// 防御性检查：确保有足够的数据进行分析
if (data.length < 10) {
return {
chipMigrationDirection: '数据不足',
chipMigrationSpeed: 0,
migrationComment: '历史数据不足，无法分析筹码迁移趋势。',
};
}
// 动态计算期间长度，确保至少有5个数据点
const recentPeriod = Math.max(5, Math.min(30, Math.floor(data.length / 3)));
const previousPeriod = Math.max(5, Math.min(30, Math.floor(data.length / 3)));
// 确保有足够的数据来计算两个周期
if (data.length < recentPeriod + previousPeriod) {
return {
chipMigrationDirection: '数据不足',
chipMigrationSpeed: 0,
migrationComment: '历史数据不足，无法完整分析筹码迁移趋势。',
};
}
const recentData = data.slice(data.length - recentPeriod);
const previousData = data.slice(data.length - recentPeriod - previousPeriod, data.length - recentPeriod);
// 计算筹码分布
const recentDistribution = calculateChipDistribution(recentData);
const previousDistribution = calculateChipDistribution(previousData);
// 防御性检查：确保分布计算成功
if (!recentDistribution.length || !previousDistribution.length) {
return {
chipMigrationDirection: '计算错误',
chipMigrationSpeed: 0,
migrationComment: '筹码分布计算失败，无法分析迁移趋势。',
};
}
// 计算近期和前期的平均价格（加权平均）
const recentTotalPercentage = recentDistribution.reduce((sum, item) => sum + item.percentage, 0);
const previousTotalPercentage = previousDistribution.reduce((sum, item) => sum + item.percentage, 0);
// 防御性检查：确保分母不为零
const recentAvgPrice = recentTotalPercentage > 0
? recentDistribution.reduce((sum, item) => sum + item.price * item.percentage, 0) / recentTotalPercentage
: 0;
const previousAvgPrice = previousTotalPercentage > 0
? previousDistribution.reduce((sum, item) => sum + item.price * item.percentage, 0) / previousTotalPercentage
: 0;
// 防御性检查：确保计算有效
if (recentAvgPrice === 0 || previousAvgPrice === 0) {
return {
chipMigrationDirection: '计算错误',
chipMigrationSpeed: 0,
migrationComment: '筹码分布数据异常，无法分析迁移趋势。',
};
}
// 计算价格变化百分比
const priceChange = ((recentAvgPrice - previousAvgPrice) / previousAvgPrice) * 100;
// 计算市场波动率，用于动态调整阈值
const priceSeries = data.slice(-30).map(d => d.close);
const avgPrice = priceSeries.reduce((sum, price) => sum + price, 0) / priceSeries.length;
const volatility = (Math.sqrt(priceSeries.reduce((sum, price) => sum + Math.pow(price - avgPrice, 2), 0) / priceSeries.length) /
(Math.abs(avgPrice) < 1e-8 ? 1e-8 : avgPrice)) *
100;
// 动态阈值：在高波动市场中使用更高的阈值
const significantThreshold = Math.max(2, volatility * 0.5);
const moderateThreshold = Math.max(0.5, volatility * 0.2);
// 计算筹码移动速度：考虑时间因素和市场波动性
const timeNormalization = 30 / recentPeriod; // 标准化为30天周期
const normalizedChange = Math.abs(priceChange) * timeNormalization;
const volDenom = Math.max(volatility * 0.1, 1e-8);
const migrationSpeed = Math.min(100, (normalizedChange / volDenom) * 10);
// 计算不同价格区间的筹码变化
const calculateChipChangeInRange = (recentDist, previousDist, minPrice, maxPrice) => {
const recentTotal = recentDist
.filter(item => item.price >= minPrice && item.price < maxPrice)
.reduce((sum, item) => sum + item.percentage, 0);
const previousTotal = previousDist
.filter(item => item.price >= minPrice && item.price < maxPrice)
.reduce((sum, item) => sum + item.percentage, 0);
return recentTotal - previousTotal;
};
const lowPriceChipChange = calculateChipChangeInRange(recentDistribution, previousDistribution, 0, currentPrice * 0.9);
const midPriceChipChange = calculateChipChangeInRange(recentDistribution, previousDistribution, currentPrice * 0.9, currentPrice * 1.1);
const highPriceChipChange = calculateChipChangeInRange(recentDistribution, previousDistribution, currentPrice * 1.1, Infinity);
// 计算筹码集中度变化
const calculateChipConcentration = (distribution) => {
const sortedDist = [...distribution].sort((a, b) => b.percentage - a.percentage);
// 前20%的筹码占总筹码的百分比
const top20Percent = Math.ceil(distribution.length * 0.2);
if (top20Percent === 0)
return 0;
const top20Weight = sortedDist
.slice(0, top20Percent)
.reduce((sum, item) => sum + item.percentage, 0);
const totalWeight = sortedDist.reduce((sum, item) => sum + item.percentage, 0);
return totalWeight > 0 ? (top20Weight / totalWeight) * 100 : 0;
};
const recentConcentration = calculateChipConcentration(recentDistribution);
const previousConcentration = calculateChipConcentration(previousDistribution);
const concentrationChange = recentConcentration - previousConcentration;
// 确定筹码迁移方向
let migrationDirection = '';
let migrationComment = '';
if (priceChange > significantThreshold) {
migrationDirection = '明显向上';
migrationComment = '筹码正在明显向上移动，表明持仓成本上移，多头占优势。';
}
else if (priceChange > moderateThreshold) {
migrationDirection = '缓慢向上';
migrationComment = '筹码缓慢向上移动，市场温和走强。';
}
else if (priceChange < -significantThreshold) {
migrationDirection = '明显向下';
migrationComment = '筹码正在明显向下移动，表明持仓成本下移，空头占优势。';
}
else if (priceChange < -moderateThreshold) {
migrationDirection = '缓慢向下';
migrationComment = '筹码缓慢向下移动，市场温和走弱。';
}
else {
migrationDirection = '基本横盘';
migrationComment = '筹码基本处于横盘状态，市场处于震荡整理。';
}
// 分析筹码聚集趋势
if (Math.abs(concentrationChange) > 5) {
migrationComment +=
concentrationChange > 0
? ' 筹码集中度正在提高，可能形成更明确的支撑或阻力位。'
: ' 筹码集中度正在降低，价格区间可能扩大。';
}
// 与当前价格比较，增加更多信息
const relativePriceRatio = currentPrice / recentAvgPrice;
if (relativePriceRatio > 1.1) {
migrationComment +=
' 当前价格显著高于主流筹码成本，获利盘较多，注意回调风险。';
}
else if (relativePriceRatio > 1.03) {
migrationComment +=
' 当前价格略高于主流筹码成本，获利筹码增加，可能面临一定抛压。';
}
else if (relativePriceRatio < 0.9) {
migrationComment +=
' 当前价格显著低于主流筹码成本，套牢盘较多，若能放量突破将有较大上涨空间。';
}
else if (relativePriceRatio < 0.97) {
migrationComment +=
' 当前价格略低于主流筹码成本，部分筹码套牢，需要成交量配合才能突破。';
}
else {
migrationComment += ' 当前价格接近主流筹码成本，多空双方处于相对平衡状态。';
}
// 分析筹码区域变化
if (lowPriceChipChange > 5) {
migrationComment += ' 低价区筹码明显增加，显示有资金在低位吸筹。';
}
else if (highPriceChipChange > 5) {
migrationComment += ' 高价区筹码明显增加，显示有获利盘在高位套现的风险。';
}
else if (midPriceChipChange > 5) {
migrationComment += ' 中间价位筹码增加，市场交投活跃度提升。';
}
return {
chipMigrationDirection: migrationDirection,
chipMigrationSpeed: parseFloat(migrationSpeed.toFixed(2)),
migrationComment: migrationComment.trim(),
};
}
/**
* 分析筹码分布并生成买入建议
*/
export function analyzeChipDistribution(symbol, chipDistribution, currentPrice, data) {
// 1. 基本信息
// 2. 计算筹码集中度
// 使用基尼系数、熵值和前N%的筹码占比来衡量集中度
const giniCoefficient = calculateGiniCoefficient(chipDistribution);
// 使用熵值作为筹码分散度的另一个衡量指标
const entropyValue = calculateEntropyOfDistribution(chipDistribution);
// 计算累积分布函数，用于后续分析
const cumulativeDistribution = calculateCumulativeDistribution(chipDistribution);
// 计算多空比率，判断市场情绪
const bullBearRatio = calculateBullBearRatio(chipDistribution, currentPrice);
// 识别关键价格水平
const keyPriceLevels = identifyKeyPriceLevels(chipDistribution, currentPrice);
// 计算Top 20%价格区间的筹码占比
const sortedByPercentage = [...chipDistribution].sort((a, b) => b.percentage - a.percentage);
const top20Percentage = sortedByPercentage
.slice(0, Math.ceil(chipDistribution.length * 0.2))
.reduce((sum, item) => sum + item.percentage, 0);
// 筹码集中指数 (0-100)
const concentrationIndex = Math.round((giniCoefficient * 0.5 + (top20Percentage / 100) * 0.5) * 100);
// 集中度评级
let concentrationLevel = '';
let isEasyToPush = false;
if (concentrationIndex > 70) {
concentrationLevel = '高';
isEasyToPush = true;
}
else if (concentrationIndex > 40) {
concentrationLevel = '中';
isEasyToPush = concentrationIndex > 60;
}
else {
concentrationLevel = '低';
isEasyToPush = false;
}
// 3. 分析上方套牢盘
// 计算当前价格上方的筹码比例
const chipsAbove = chipDistribution
.filter(item => item.price > currentPrice)
.reduce((sum, item) => sum + item.percentage, 0);
// 计算上方筹码密度 - 上方筹码占比/价格区间数量
const priceRangesAbove = chipDistribution.filter(item => item.price > currentPrice).length;
const chipDensityAbove = priceRangesAbove > 0 ? chipsAbove / priceRangesAbove : 0;
// 阻力评级
let resistanceLevel = '';
let isPushingDifficult = false;
if (chipsAbove > 40) {
resistanceLevel = '强';
isPushingDifficult = true;
}
else if (chipsAbove > 20) {
resistanceLevel = '中';
isPushingDifficult = chipDensityAbove > 0.8; // 如果上方筹码密度较高，也视为困难
}
else {
resistanceLevel = '弱';
isPushingDifficult = false;
}
// 4. 分析获利盘比例
// 计算当前价格下方的筹码比例 (视为获利盘)
const profitChipsPercentage = chipDistribution
.filter(item => item.price < currentPrice)
.reduce((sum, item) => sum + item.percentage, 0);
// 获利风险评级
let profitTakingRisk = '';
let isRiskyToChase = false;
if (profitChipsPercentage > 60) {
profitTakingRisk = '高';
isRiskyToChase = true;
}
else if (profitChipsPercentage > 30) {
profitTakingRisk = '中';
isRiskyToChase = currentPrice > sortedByPercentage[0].price * 1.1; // 如果当前价格高于主要筹码峰10%以上
}
else {
profitTakingRisk = '低';
isRiskyToChase = false;
}
// 5. 识别和分析筹码峰 - 新增功能
const chipPeaks = identifyChipPeaks(chipDistribution, currentPrice);
const majorPeaks = chipPeaks.filter(peak => peak.peakType === 'major');
// 6. 分析筹码峰形态
const peakAnalysis = analyzeChipPeakPattern(chipPeaks, currentPrice, chipDistribution);
// 7. 分析成交量趋势
const volumeAnalysis = analyzeVolumeTrend(data);
// 8. 分析筹码移动趋势
const migrationAnalysis = analyzeChipMigration(data, currentPrice);
// 9. 计算技术指标
const technicalIndicators = calculateTechnicalIndicators(data);
// 10. 生成买入建议（使用评分模块）
const buy = scoreBuySignal({
concentrationLevel,
bullBearRatio,
resistanceLevel,
shapeBuySignal: peakAnalysis.shapeBuySignal,
volumeTrend: volumeAnalysis.volumeTrend,
profitChipsPercentage,
chipMigrationDirection: migrationAnalysis.chipMigrationDirection,
technicalSignal: technicalIndicators.technicalSignal,
});
const buyScore = buy.score;
const buyRecommendation = buy.recommendation;
let buyComment = buy.comment;
// 11. 新增：生成卖空建议（使用评分模块）
const short = scoreShortSignal({
concentrationLevel,
bullBearRatio,
resistanceLevel,
shapeBuySignal: peakAnalysis.shapeBuySignal,
volumeTrend: volumeAnalysis.volumeTrend,
profitChipsPercentage,
chipMigrationDirection: migrationAnalysis.chipMigrationDirection,
technicalSignal: technicalIndicators.technicalSignal,
rsiLevel: technicalIndicators.rsiLevel,
});
const shortScore = short.score;
const shortRecommendation = short.recommendation;
let shortComment = short.comment;
const isShortRecommended = short.isShort;
// 12. 制定综合交易建议（使用评分模块）
const overall = buildOverallSuggestion(buyScore, shortScore);
const overallRecommendation = overall.overallRecommendation;
const positionSuggestion = overall.positionSuggestion;
let overallComment = overall.overallComment;
// 增加一些具体细节到建议中（使用封装方法）
({ buyComment, shortComment } = enrichCommentsWithPeaks(majorPeaks, currentPrice, buyComment, shortComment));
// 在处理强支撑位的地方保存 closestSupport
let closestSupport = null;
if (keyPriceLevels.strongSupports.length > 0) {
closestSupport = keyPriceLevels.strongSupports.reduce((closest, price) => Math.abs(price - currentPrice) < Math.abs(closest - currentPrice)
? price
: closest);
const supportDistance = (((closestSupport - currentPrice) / currentPrice) *
100).toFixed(2);
buyComment += ` 最近的强支撑位在${closestSupport.toFixed(2)}(距当前价格${supportDistance}%)。`;
shortComment += ` 注意最近的强支撑位在${closestSupport.toFixed(2)}(距当前价格${supportDistance}%)，跌破此位可加仓做空。`;
}
// 在处理强阻力位的地方使用已保存的 closestSupport
let closestResistance = null;
if (keyPriceLevels.strongResistances.length > 0) {
closestResistance = keyPriceLevels.strongResistances.reduce((closest, price) => Math.abs(price - currentPrice) < Math.abs(closest - currentPrice)
? price
: closest);
const resistanceDistance = (((closestResistance - currentPrice) / currentPrice) *
100).toFixed(2);
buyComment += ` 最近的强阻力位在${closestResistance.toFixed(2)}(距当前价格${resistanceDistance}%)。`;
shortComment += ` 最近的强阻力位在${closestResistance.toFixed(2)}(距当前价格${resistanceDistance}%)，可作为做空的进场点。`;
}
// 在处理完支撑位和阻力位后，添加到 overallComment
if (closestSupport || closestResistance) {
overallComment += ' 短期关注';
if (closestSupport) {
overallComment += `${closestSupport.toFixed(2)}支撑位`;
if (closestResistance) {
overallComment += '和';
}
}
if (closestResistance) {
overallComment += `${closestResistance.toFixed(2)}阻力位`;
}
overallComment += '的表现。';
}
if (profitTakingRisk === '高') {
buyComment += ' 当前获利盘较多，存在回调风险。';
shortComment += ' 当前获利盘较多，存在获利了结引发下跌的可能，利于做空。';
}
if (technicalIndicators.rsiLevel < 30) {
buyComment += ' RSI处于超卖区域，可能出现技术性反弹。';
shortComment += ' RSI处于超卖区域，不建议继续做空，注意反弹风险。';
}
else if (technicalIndicators.rsiLevel > 70) {
buyComment += ' RSI处于超买区域，短期可能面临回调。';
shortComment += ' RSI处于超买区域，技术上存在回落空间，有利于做空。';
}
// 13. 寻找主要支撑位和阻力位 (筹码密集区)
const majorSupportLevels = chipPeaks
.filter(peak => peak.price < currentPrice)
.slice(0, 3)
.map(peak => peak.price);
const majorResistanceLevels = chipPeaks
.filter(peak => peak.price > currentPrice)
.slice(0, 3)
.map(peak => peak.price);
// 14. 生成评论
const concentrationComment = `筹码集中度${concentrationLevel}，筹码集中指数: ${concentrationIndex}。` +
`前20%价格区间的筹码占比为${top20Percentage.toFixed(2)}%。` +
(isEasyToPush
? '筹码分布相对集中，套牢盘较少，技术上更容易拉升。'
: '筹码分布分散，不利于短期快速拉升。');
const resistanceComment = `上方套牢盘占比${chipsAbove.toFixed(2)}%，阻力${resistanceLevel}。` +
(isPushingDifficult
? '存在明显上方阻力，拉升难度较大。'
: '上方阻力较小，技术上拉升较为容易。');
const profitComment = `当前获利筹码占比${profitChipsPercentage.toFixed(2)}%，获利风险${profitTakingRisk}。` +
(isRiskyToChase
? '获利盘较多，追高风险较大，可能面临较大抛压。'
: '获利盘风险可控，适当追高风险相对较低。');
// 整合分析结果
return {
symbol,
currentPrice,
concentrationIndex,
concentrationLevel,
isEasyToPush,
concentrationComment,
entropyValue,
bullBearRatio,
trappedChipsAbove: chipsAbove,
resistanceLevel,
isPushingDifficult,
resistanceComment,
profitChipsPercentage,
profitTakingRisk,
isRiskyToChase,
profitComment,
chipPeaks,
majorPeaks,
peakDistribution: peakAnalysis.peakDistribution,
peakComment: peakAnalysis.peakComment,
chipShape: peakAnalysis.chipShape,
shapeBuySignal: peakAnalysis.shapeBuySignal,
shapeComment: peakAnalysis.peakComment,
recentVolumeChange: volumeAnalysis.recentVolumeChange,
volumeTrend: volumeAnalysis.volumeTrend,
volumeComment: volumeAnalysis.volumeComment,
chipMigrationDirection: migrationAnalysis.chipMigrationDirection,
chipMigrationSpeed: migrationAnalysis.chipMigrationSpeed,
migrationComment: migrationAnalysis.migrationComment,
buySignalStrength: buyScore,
buyRecommendation,
buyComment,
shortSignalStrength: shortScore,
shortRecommendation,
shortComment,
isShortRecommended,
overallRecommendation,
positionSuggestion,
overallComment,
majorSupportLevels,
majorResistanceLevels,
giniCoefficient,
strongSupportLevels: keyPriceLevels.strongSupports,
moderateSupportLevels: keyPriceLevels.moderateSupports,
strongResistanceLevels: keyPriceLevels.strongResistances,
moderateResistanceLevels: keyPriceLevels.moderateResistances,
cumulativeDistribution,
macdSignal: technicalIndicators.macdSignal,
rsiLevel: technicalIndicators.rsiLevel,
bollingerStatus: technicalIndicators.bollingerStatus,
technicalSignal: technicalIndicators.technicalSignal,
};
}