@gabriel3615/ta_analysis
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stock ta analysis
199 lines (198 loc) • 8.74 kB
JavaScript
import { detectTrendReversal, } from './multiTimeFrameTrendReversal.js';
import { getStockDataForTimeframe } from '../../../util/util.js';
import { trendReversalConfig } from './trendReversalConfig.js';
/**
* 检查股票是否出现小时对日线的顺势逆转信号 - 增强版，含目标价位
*
* @param hourlyData 小时级别K线数据
* @param dailyData 日线级别K线数据
* @param signalThreshold 信号强度阈值，只有超过此值才被认为是有效信号，默认为40
* @returns 包含判断结果和详细信号信息的对象，含目标价位
*/
function hasTrendReversalSignal(hourlyData, dailyData, signalThreshold = trendReversalConfig.strengthThreshold
.defaultSignalThreshold) {
// 只检查小时对日线的逆转
const hourlyVsDailySignal = detectTrendReversal(hourlyData, dailyData, '1hour', 'daily');
// 检查是否有效信号
const isValidSignal = hourlyVsDailySignal.isReversal &&
hourlyVsDailySignal.reversalStrength >= signalThreshold;
// 判断是否存在有效信号
const hasSignal = isValidSignal;
// 设置主要信号
const primarySignal = hasSignal ? hourlyVsDailySignal : undefined;
// 生成摘要描述
let summary = '';
if (hasSignal) {
const signal = primarySignal;
const directionText = signal.direction > 0 ? '上涨' : '下跌';
const actionText = signal.direction > 0 ? '做多' : '做空';
summary = `检测到小时线对日线的顺势逆转信号，小时线从逆势调整转为顺应日线${directionText}趋势，信号强度: ${signal.reversalStrength.toFixed(1)}/100，建议${actionText}`;
if (signal.entryPrice) {
summary += `，入场价: ${signal.entryPrice.toFixed(2)}`;
}
// 添加目标价位信息
if (signal.targets) {
summary += `，目标价1: ${signal.targets.target1.toFixed(2)}`;
summary += `，目标价2: ${signal.targets.target2.toFixed(2)}`;
summary += `，目标价3: ${signal.targets.target3.toFixed(2)}`;
}
}
else {
// 检查是否有弱信号
if (hourlyVsDailySignal.isReversal &&
hourlyVsDailySignal.reversalStrength < signalThreshold) {
summary = `检测到弱小时线对日线顺势逆转信号，但强度不足${signalThreshold}，建议等待更明确的信号`;
}
else {
summary = '未检测到小时线对日线的顺势逆转信号';
}
}
return {
hasSignal,
primarySignal,
summary,
};
}
/**
* 快速检查单个股票是否存在小时对日线的顺势逆转信号
* 此函数会自动获取数据并进行分析
*
* @param symbol 股票代码
* @param signalThreshold 信号强度阈值
* @returns 包含判断结果和详细信号信息的对象
*/
async function checkStockForReversalSignal(symbol, signalThreshold) {
try {
// 获取不同时间周期的数据
const today = new Date();
const startDateWeekly = new Date();
startDateWeekly.setDate(today.getDate() - 365); // 获取一年的数据
const startDateDaily = new Date();
startDateDaily.setDate(today.getDate() - 90); // 获取三个月的数据
const startDateHourly = new Date();
startDateHourly.setDate(today.getDate() - 30); // 获取一个月的数据
// 获取日线和小时线数据
const dailyData = await getStockDataForTimeframe(symbol, startDateDaily, today, 'daily');
const hourlyData = await getStockDataForTimeframe(symbol, startDateHourly, today, '1hour');
// 只检查小时对日线的顺势逆转信号
const result = hasTrendReversalSignal(hourlyData, dailyData, signalThreshold);
return {
symbol,
...result,
};
}
catch (error) {
console.error(`分析${symbol}时出错:`, error);
return {
symbol,
hasSignal: false,
summary: `分析${symbol}时发生错误: ${error.message}`,
};
}
}
/**
* 批量检查多个股票是否存在顺势逆转信号
*
* @param symbols 股票代码列表
* @param signalThreshold 信号强度阈值
* @returns 每个股票的检查结果
*/
async function batchCheckForReversalSignals(symbols, signalThreshold = 40) {
const results = [];
for (const symbol of symbols) {
console.log(`正在分析 ${symbol}...`);
try {
const result = await checkStockForReversalSignal(symbol, signalThreshold);
results.push(result);
// 如果发现信号，打印详细信息
if (result.hasSignal) {
console.log(`✓ ${symbol}: ${result.summary}`);
}
else {
console.log(`✗ ${symbol}: 无顺势逆转信号`);
}
}
catch (error) {
console.error(`分析 ${symbol} 时出错:`, error);
results.push({
symbol,
hasSignal: false,
allSignals: [],
summary: `分析时发生错误: ${error.message}`,
});
}
}
return results;
}
/**
* 生成顺势逆转信号的摘要报告 (仅小时对日线) - 增强版，含目标价位
*
* @param results 批量检查的结果
* @returns 格式化的摘要报告
*/
function generateReversalReport(results) {
// 创建分隔线
const separator = '='.repeat(80);
// 准备输出内容
let output = '';
// 标题
output += `${separator}\n`;
output += `小时对日线顺势逆转信号扫描报告 | ${new Date().toLocaleString()}\n`;
output += `${separator}\n\n`;
// 统计信息
const totalStocks = results.length;
const stocksWithSignalsSize = results.filter(r => r.hasSignal).length;
output += `扫描股票总数: ${totalStocks}\n`;
output += `检测到信号的股票数: ${stocksWithSignalsSize}\n`;
output += `波段交易模式: 仅分析小时对日线的顺势逆转(忽略日线对周线)\n\n`;
// 有信号的股票详细信息
output += `【检测到小时线对日线顺势逆转信号的股票】\n`;
const stocksWithSignals = results.filter(r => r.hasSignal);
if (stocksWithSignalsSize > 0) {
// 按信号强度排序
stocksWithSignals.sort((a, b) => (b.primarySignal?.reversalStrength || 0) -
(a.primarySignal?.reversalStrength || 0));
stocksWithSignals.forEach((stock, index) => {
const signal = stock.primarySignal;
const directionText = signal.direction > 0 ? '看涨' : '看跌';
output += `${index + 1}. ${stock.symbol} - ${directionText} | 信号强度: ${signal.reversalStrength.toFixed(1)}/100\n`;
output += ` ${stock.summary}\n`;
if (signal.entryPrice && signal.stopLoss) {
output += ` 建议入场价: ${signal.entryPrice.toFixed(2)} | 止损价: ${signal.stopLoss.toFixed(2)}\n`;
// 添加目标价位信息
if (signal.targets) {
output += ` 目标价1: ${signal.targets.target1.toFixed(2)} | 风险回报比: ${signal.targets.riskRewardRatio1.toFixed(2)}\n`;
output += ` 目标价2: ${signal.targets.target2.toFixed(2)} | 风险回报比: ${signal.targets.riskRewardRatio2.toFixed(2)}\n`;
output += ` 目标价3: ${signal.targets.target3.toFixed(2)} | 风险回报比: ${signal.targets.riskRewardRatio3.toFixed(2)}\n`;
}
}
output += '\n';
});
}
else {
output += ` 未检测到任何股票有小时线对日线的顺势逆转信号\n\n`;
}
// 无信号的股票列表
output += `【未检测到小时线对日线顺势逆转信号的股票】\n`;
const stocksWithoutSignals = results.filter(r => !r.hasSignal);
if (stocksWithoutSignals.length > 0) {
// 按代码排序
stocksWithoutSignals.sort((a, b) => a.symbol.localeCompare(b.symbol));
const stockGroups = [];
for (let i = 0; i < stocksWithoutSignals.length; i += 5) {
stockGroups.push(stocksWithoutSignals
.slice(i, i + 5)
.map(s => s.symbol)
.join(', '));
}
stockGroups.forEach(group => {
output += ` ${group}\n`;
});
}
else {
output += ` 所有扫描的股票都检测到了小时线对日线的顺势逆转信号\n`;
}
output += `\n${separator}\n`;
return output;
}
export { hasTrendReversalSignal, checkStockForReversalSignal, batchCheckForReversalSignals, generateReversalReport, };