@gabriel3615/ta_analysis/dist/analysis/integration/IntegrationConfig.js

stock ta analysis

/**
 * 集成分析配置
 * 统一管理所有集成相关的配置参数
 */
// 默认配置
export const DEFAULT_INTEGRATION_CONFIG = {
    weights: {
        chip: 0.1,
        pattern: 0.5,
        volume: 0.2,
        bbsr: 0.1,
        // 附加权重
        structure: 0.3,
        supplyDemand: 0.1,
        range: 0.2,
        trendline: 0.1,
        plugins: {},
    },
    thresholds: {
        scoreLong: 15,
        scoreShort: -15,
        volatilityAdjustedScoreStrong: 60,
        volatilityAdjustedScoreModerate: 40,
        volatilityAdjustedScoreWeak: 20,
        chipDirectionThreshold: 20,
    },
    timeframes: {
        weekly: {
            lookbackDays: 365,
        },
        daily: {
            lookbackDays: 365,
        },
        hourly: {
            lookbackDays: 60,
        },
    },
    consistency: {
        timeframeWeights: { weekly: 0.4, daily: 0.4, '1hour': 0.2 },
        structureWeight: 0.2,
        trendlineWeight: 0.2,
    },
    options: {
        enableFallbackStrategy: true,
        logLevel: 'normal',
        outputFormat: 'both',
        usePluginsOnly: false,
    },
};
// 配置更新函数
export function updateIntegrationConfig(updates) {
    return {
        ...DEFAULT_INTEGRATION_CONFIG,
        ...updates,
        weights: {
            ...DEFAULT_INTEGRATION_CONFIG.weights,
            ...updates.weights,
        },
        thresholds: {
            ...DEFAULT_INTEGRATION_CONFIG.thresholds,
            ...updates.thresholds,
        },
        timeframes: {
            ...DEFAULT_INTEGRATION_CONFIG.timeframes,
            ...updates.timeframes,
        },
        consistency: {
            ...DEFAULT_INTEGRATION_CONFIG.consistency,
            ...updates.consistency,
            timeframeWeights: {
                ...DEFAULT_INTEGRATION_CONFIG.consistency.timeframeWeights,
                ...updates.consistency?.timeframeWeights,
            },
        },
        options: {
            ...DEFAULT_INTEGRATION_CONFIG.options,
            ...updates.options,
        },
    };
}
// 权重归一化函数
export function normalizeWeights(weights) {
    const totalWeight = weights.chip + weights.pattern + weights.volume + weights.bbsr;
    if (totalWeight === 0) {
        throw new Error('权重总和不能为0');
    }
    return {
        chip: weights.chip / totalWeight,
        pattern: weights.pattern / totalWeight,
        volume: weights.volume / totalWeight,
        bbsr: weights.bbsr / totalWeight,
        // 附加权重保持不变
        structure: weights.structure,
        supplyDemand: weights.supplyDemand,
        range: weights.range,
        trendline: weights.trendline,
    };
}
// 验证配置函数
export function validateConfig(config) {
    const errors = [];
    // 检查权重
    const totalMainWeight = config.weights.chip +
        config.weights.pattern +
        config.weights.volume +
        config.weights.bbsr;
    if (totalMainWeight <= 0) {
        errors.push('主要权重(chip+pattern+volume+bbsr)总和必须大于0');
    }
    // 检查阈值
    if (config.thresholds.scoreLong <= config.thresholds.scoreShort) {
        errors.push('做多阈值必须大于做空阈值');
    }
    // 检查时间范围
    if (config.timeframes.weekly.lookbackDays < config.timeframes.daily.lookbackDays) {
        errors.push('周线回看天数应该大于等于日线回看天数');
    }
    return {
        valid: errors.length === 0,
        errors,
    };
}