@gabriel3615/ta_analysis
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stock ta analysis
285 lines (284 loc) • 13.7 kB
JavaScript
import { chipConfig } from './chipConfig.js';
/**
* 将相近的价格水平分组
*/
export function groupNearbyLevels(levels, currentPrice, proximityThreshold = chipConfig.combine.groupProximityThreshold) {
if (levels.length === 0)
return [];
const sortedLevels = [...levels].sort((a, b) => a - b);
const groupedLevels = [];
let currentGroup = [sortedLevels[0]];
for (let i = 1; i < sortedLevels.length; i++) {
const currentLevel = sortedLevels[i];
const previousLevel = sortedLevels[i - 1];
if ((currentLevel - previousLevel) / currentPrice <= proximityThreshold) {
currentGroup.push(currentLevel);
}
else {
groupedLevels.push(currentGroup.reduce((sum, val) => sum + val, 0) / currentGroup.length);
currentGroup = [currentLevel];
}
}
if (currentGroup.length > 0) {
groupedLevels.push(currentGroup.reduce((sum, val) => sum + val, 0) / currentGroup.length);
}
return groupedLevels;
}
/**
* 根据建议和价格水平确定止损位
*/
export function determineStopLossLevels(recommendation, currentPrice, supportLevels, resistanceLevels) {
if (recommendation.includes('多')) {
const relevantSupports = supportLevels
.filter(level => level < currentPrice)
.sort((a, b) => b - a);
return relevantSupports.slice(0, Math.min(2, relevantSupports.length));
}
else if (recommendation.includes('空')) {
const relevantResistances = resistanceLevels
.filter(level => level > currentPrice)
.sort((a, b) => a - b);
return relevantResistances.slice(0, Math.min(2, relevantResistances.length));
}
const closestSupport = supportLevels
.filter(level => level < currentPrice)
.sort((a, b) => b - a)[0];
const closestResistance = resistanceLevels
.filter(level => level > currentPrice)
.sort((a, b) => a - b)[0];
return [closestSupport, closestResistance].filter(Boolean);
}
/**
* 根据建议和价格水平确定止盈位
*/
export function determineTakeProfitLevels(recommendation, currentPrice, supportLevels, resistanceLevels) {
if (recommendation.includes('多')) {
const relevantResistances = resistanceLevels
.filter(level => level > currentPrice)
.sort((a, b) => a - b);
return relevantResistances.slice(0, Math.min(3, relevantResistances.length));
}
else if (recommendation.includes('空')) {
const relevantSupports = supportLevels
.filter(level => level < currentPrice)
.sort((a, b) => b - a);
return relevantSupports.slice(0, Math.min(3, relevantSupports.length));
}
return [];
}
/**
* 识别时间周期之间的冲突
*/
export function identifyTimeframeConflicts(timeframeAnalyses) {
const conflicts = [];
const shortTerm = timeframeAnalyses.find(ta => ta.timeframe === '1hour')?.analysis;
const mediumTerm = timeframeAnalyses.find(ta => ta.timeframe === 'daily')?.analysis;
if (shortTerm && mediumTerm) {
if (shortTerm.overallRecommendation.includes('多') &&
mediumTerm.overallRecommendation.includes('空')) {
conflicts.push('短期看多但中期看空，存在反转风险');
}
else if (shortTerm.overallRecommendation.includes('空') &&
mediumTerm.overallRecommendation.includes('多')) {
conflicts.push('短期看空但中期看多，可能是回调机会');
}
}
const longTerm = timeframeAnalyses.find(ta => ta.timeframe === 'weekly')?.analysis;
if (mediumTerm && longTerm) {
if (mediumTerm.overallRecommendation.includes('多') &&
longTerm.overallRecommendation.includes('空')) {
conflicts.push('中期看多但长期看空，注意长期阻力位');
}
else if (mediumTerm.overallRecommendation.includes('空') &&
longTerm.overallRecommendation.includes('多')) {
conflicts.push('中期看空但长期看多，可能是在长期上升趋势中回调');
}
}
for (const ta of timeframeAnalyses) {
if (ta.analysis.technicalSignal.includes('买入') &&
!ta.analysis.shapeBuySignal) {
conflicts.push(`${ta.timeframe === 'weekly' ? '周线' : ta.timeframe === 'daily' ? '日线' : '1小时'}技术指标看多但筹码形态不支持`);
}
else if (ta.analysis.technicalSignal.includes('卖出') &&
ta.analysis.shapeBuySignal) {
conflicts.push(`${ta.timeframe === 'weekly' ? '周线' : ta.timeframe === 'daily' ? '日线' : '1小时'}技术指标看空但筹码形态看多`);
}
}
return conflicts;
}
/**
* 根据单个时间周期的分析生成展望
*/
export function generateTimeframeOutlook(analysis) {
if (!analysis)
return '数据不足，无法分析';
if (analysis.buySignalStrength > 75)
return '强烈看多';
if (analysis.buySignalStrength > 60)
return '看多';
if (analysis.shortSignalStrength > 75)
return '强烈看空';
if (analysis.shortSignalStrength > 60)
return '看空';
if (analysis.buySignalStrength > analysis.shortSignalStrength + 10)
return '偏多';
if (analysis.shortSignalStrength > analysis.buySignalStrength + 10)
return '偏空';
return '中性';
}
/**
* 组合不同时间周期的分析结果
*/
export function combineTimeframeAnalyses(timeframeAnalyses, primaryTimeframe) {
const primaryAnalysis = timeframeAnalyses.find(ta => ta.timeframe === primaryTimeframe)?.analysis;
if (!primaryAnalysis) {
throw new Error(`未找到主要时间周期 ${primaryTimeframe} 的分析结果`);
}
let totalWeight = 0;
let weightedBuySignal = 0;
let weightedShortSignal = 0;
for (const ta of timeframeAnalyses) {
weightedBuySignal += ta.analysis.buySignalStrength * ta.weight;
weightedShortSignal += ta.analysis.shortSignalStrength * ta.weight;
totalWeight += ta.weight;
}
const combinedBuySignalStrength = Math.round(weightedBuySignal / totalWeight);
const combinedShortSignalStrength = Math.round(weightedShortSignal / totalWeight);
const bullishCount = timeframeAnalyses.filter(ta => ta.analysis.overallRecommendation.includes('多')).length;
const bearishCount = timeframeAnalyses.filter(ta => ta.analysis.overallRecommendation.includes('空')).length;
const neutralCount = timeframeAnalyses.length - bullishCount - bearishCount;
let timeframeAlignment = '混合';
let alignmentStrength = 0;
if (bullishCount > bearishCount && bullishCount > neutralCount) {
timeframeAlignment = '看多';
alignmentStrength = Math.round((bullishCount / timeframeAnalyses.length) * 100);
}
else if (bearishCount > bullishCount && bearishCount > neutralCount) {
timeframeAlignment = '看空';
alignmentStrength = Math.round((bearishCount / timeframeAnalyses.length) * 100);
}
else if (neutralCount >= bullishCount && neutralCount >= bearishCount) {
timeframeAlignment = '中性';
alignmentStrength = Math.round((neutralCount / timeframeAnalyses.length) * 100);
}
const trendDirections = timeframeAnalyses.map(ta => {
const buyStrength = ta.analysis.buySignalStrength;
const shortStrength = ta.analysis.shortSignalStrength;
if (buyStrength > shortStrength + 20)
return '上升趋势';
if (shortStrength > buyStrength + 20)
return '下降趋势';
return '震荡整理';
});
const uptrendCount = trendDirections.filter(t => t === '上升趋势').length;
const downtrendCount = trendDirections.filter(t => t === '下降趋势').length;
const rangingCount = trendDirections.filter(t => t === '震荡整理').length;
let trendDirection = '震荡整理';
if (uptrendCount > downtrendCount && uptrendCount > rangingCount)
trendDirection = '上升趋势';
else if (downtrendCount > uptrendCount && downtrendCount > rangingCount)
trendDirection = '下降趋势';
const dominantTrendCount = Math.max(uptrendCount, downtrendCount, rangingCount);
const trendConsistencyRatio = dominantTrendCount / timeframeAnalyses.length;
let trendConsistency = '弱';
if (trendConsistencyRatio >= 0.8)
trendConsistency = '强';
else if (trendConsistencyRatio >= 0.5)
trendConsistency = '中等';
const allSupportLevels = timeframeAnalyses.flatMap(ta => [
...ta.analysis.strongSupportLevels,
...ta.analysis.moderateSupportLevels,
]);
const allResistanceLevels = timeframeAnalyses.flatMap(ta => [
...ta.analysis.strongResistanceLevels,
...ta.analysis.moderateResistanceLevels,
]);
const aggregatedSupportLevels = groupNearbyLevels(allSupportLevels, primaryAnalysis.currentPrice);
const aggregatedResistanceLevels = groupNearbyLevels(allResistanceLevels, primaryAnalysis.currentPrice);
const timeframeConflicts = identifyTimeframeConflicts(timeframeAnalyses);
const shortTermOutlook = generateTimeframeOutlook(timeframeAnalyses.find(ta => ta.timeframe === '1hour')?.analysis);
const mediumTermOutlook = generateTimeframeOutlook(timeframeAnalyses.find(ta => ta.timeframe === 'daily')?.analysis);
const longTermOutlook = generateTimeframeOutlook(timeframeAnalyses.find(ta => ta.timeframe === 'weekly')?.analysis);
let combinedRecommendation = '';
let recommendationComment = '';
let entryStrategy = '';
let exitStrategy = '';
if (combinedBuySignalStrength >
combinedShortSignalStrength + chipConfig.combine.signalDiffThreshold) {
combinedRecommendation = '综合建议：做多';
if (timeframeAlignment === '看多' &&
alignmentStrength > chipConfig.combine.alignmentStrongThreshold) {
recommendationComment = '多个时间周期一致看多，强烈建议买入。';
entryStrategy = '可积极入场，建议在支撑位附近分批买入。';
}
else if (timeframeAlignment === '看多') {
recommendationComment = '多个时间周期偏向看多，建议买入。';
entryStrategy = '建议在回调到支撑位时买入。';
}
else {
recommendationComment =
'综合指标偏向看多，但时间周期一致性不强，建议谨慎买入。';
entryStrategy = '建议小仓位试探性买入，等待更多确认。';
}
exitStrategy =
'可设置在主要阻力位附近，或当短期时间周期出现卖出信号时离场。';
}
else if (combinedShortSignalStrength >
combinedBuySignalStrength + chipConfig.combine.signalDiffThreshold) {
combinedRecommendation = '综合建议：做空';
if (timeframeAlignment === '看空' &&
alignmentStrength > chipConfig.combine.alignmentStrongThreshold) {
recommendationComment = '多个时间周期一致看空，强烈建议卖出/做空。';
entryStrategy = '可积极入场做空，建议在阻力位附近分批做空。';
}
else if (timeframeAlignment === '看空') {
recommendationComment = '多个时间周期偏向看空，建议卖出/做空。';
entryStrategy = '建议在反弹到阻力位时做空。';
}
else {
recommendationComment =
'综合指标偏向看空，但时间周期一致性不强，建议谨慎做空。';
entryStrategy = '建议小仓位试探性做空，等待更多确认。';
}
exitStrategy =
'可设置在主要支撑位附近，或当短期时间周期出现买入信号时离场。';
}
else {
combinedRecommendation = '综合建议：观望';
recommendationComment = '各时间周期信号不一致或中性，建议暂时观望。';
entryStrategy = '建议等待更明确的信号出现再入场。';
exitStrategy = '现有仓位可在小幅盈利时了结，控制风险。';
}
recommendationComment += ` 趋势分析显示市场处于${trendDirection}，一致性${trendConsistency}。`;
if (timeframeConflicts.length > 0) {
recommendationComment += ` 注意：${timeframeConflicts.join(' ')}`;
}
const stopLossLevels = determineStopLossLevels(combinedRecommendation, primaryAnalysis.currentPrice, aggregatedSupportLevels, aggregatedResistanceLevels);
const takeProfitLevels = determineTakeProfitLevels(combinedRecommendation, primaryAnalysis.currentPrice, aggregatedSupportLevels, aggregatedResistanceLevels);
recommendationComment += ` 短期(1小时)${shortTermOutlook}，中期(日线)${mediumTermOutlook}，长期(周线)${longTermOutlook}。`;
return {
symbol: primaryAnalysis.symbol,
currentPrice: primaryAnalysis.currentPrice,
timeframes: timeframeAnalyses,
combinedBuySignalStrength,
combinedShortSignalStrength,
timeframeAlignment,
alignmentStrength,
primaryTimeframe,
primaryTimeframeRecommendation: primaryAnalysis.overallRecommendation,
combinedRecommendation,
recommendationComment,
trendConsistency,
trendDirection,
aggregatedSupportLevels,
aggregatedResistanceLevels,
entryStrategy,
exitStrategy,
stopLossLevels,
takeProfitLevels,
timeframeConflicts,
shortTermOutlook,
mediumTermOutlook,
longTermOutlook,
};
}