@gabriel3615/ta_analysis
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stock ta analysis
378 lines (377 loc) • 13.6 kB
JavaScript
/**
* 关键位合并与管理模块
* 负责从各个分析模块收集关键位，进行合并和去重处理
*/
export class KeyLevelManager {
constructor(config) {
this.config = config;
}
/**
* 从所有分析结果中提取并合并关键位
*/
extractAndMergeKeyLevels(input, context) {
const allLevels = [];
// 从各个模块提取关键位
allLevels.push(...this.extractChipKeyLevels(input.analyses.chip));
allLevels.push(...this.extractPatternKeyLevels(input.analyses.pattern));
allLevels.push(...this.extractBBSRKeyLevels(input.analyses.bbsr));
allLevels.push(...this.extractStructureKeyLevels(input.analyses.structure));
allLevels.push(...this.extractSupplyDemandKeyLevels(input.analyses.supplyDemand));
allLevels.push(...this.extractRangeKeyLevels(input.analyses.range));
allLevels.push(...this.extractTrendlineKeyLevels(input.analyses.trendline));
const originalCount = allLevels.length;
// 排序关键位
const sortedLevels = this.sortKeyLevels(allLevels);
// 合并相近的关键位
const mergedLevels = this.mergeNearbyLevels(sortedLevels);
const mergedCount = mergedLevels.length;
const compressionRatio = originalCount > 0 ? mergedCount / originalCount : 1;
return {
mergedLevels,
originalCount,
mergedCount,
compressionRatio,
};
}
/**
* 从筹码分析提取关键位
*/
extractChipKeyLevels(chipAnalysis) {
const levels = [];
const timeframe = chipAnalysis.primaryTimeframe;
// 使用聚合的支撑/阻力位
chipAnalysis.aggregatedSupportLevels?.forEach((price, index) => {
levels.push({
price,
type: 'support',
strength: index < 2 ? 'strong' : 'moderate',
source: 'chip',
timeframe,
description: `筹码聚合支撑位 #${index + 1}`,
});
});
chipAnalysis.aggregatedResistanceLevels?.forEach((price, index) => {
levels.push({
price,
type: 'resistance',
strength: index < 2 ? 'strong' : 'moderate',
source: 'chip',
timeframe,
description: `筹合聚合阻力位 #${index + 1}`,
});
});
return levels;
}
/**
* 从形态分析提取关键位
*/
extractPatternKeyLevels(patternAnalysis) {
const levels = [];
// 从各时间框架主导形态中提取关键位（突破位、止损位）
patternAnalysis.timeframeAnalyses?.forEach(tfa => {
const dp = tfa.dominantPattern;
if (!dp)
return;
// 突破位作为关键位
const breakout = dp.component?.breakoutLevel;
if (typeof breakout === 'number') {
levels.push({
price: breakout,
type: dp.direction === 'bullish' ? 'resistance' : 'support',
strength: dp.reliability > 70 ? 'strong' : 'moderate',
source: 'pattern',
timeframe: tfa.timeframe,
description: `形态突破位 (${tfa.timeframe})`,
});
}
// 止损位
if (typeof dp.stopLoss === 'number') {
levels.push({
price: dp.stopLoss,
type: dp.direction === 'bullish' ? 'support' : 'resistance',
strength: 'moderate',
source: 'pattern',
timeframe: tfa.timeframe,
description: `形态止损位 (${tfa.timeframe})`,
});
}
});
return levels;
}
/**
* 从BBSR分析提取关键位
*/
extractBBSRKeyLevels(bbsrAnalysis) {
const levels = [];
// 从BBSR日线和周线结果中提取关键位
const bbsrSignals = [
bbsrAnalysis.dailyBBSRResult,
bbsrAnalysis.weeklyBBSRResult,
].filter(Boolean);
bbsrSignals.forEach(signal => {
levels.push({
price: signal.SRLevel,
type: signal.signal.patternType === 'bullish' ? 'support' : 'resistance',
strength: signal.strength > 70 ? 'strong' : 'moderate',
source: 'bbsr',
timeframe: 'daily',
description: `BBSR关键信号位`,
});
});
return levels;
}
/**
* 从结构分析提取关键位
*/
extractStructureKeyLevels(structureAnalysis) {
const levels = [];
// 结构突破位
// 部分结构实现可能没有 lastBreakLevel，这里仅基于趋势与基本关键点提取
// 关键摆动点
structureAnalysis.swingPoints?.forEach((point, index) => {
if (index < 3) {
// 只取最近3个摆动点
levels.push({
price: point.price,
type: point.type === 'high' ? 'resistance' : 'support',
strength: 'moderate',
source: 'structure',
timeframe: structureAnalysis.timeframe,
description: `结构摆动${point.type === 'high' ? '高' : '低'}点`,
});
}
});
return levels;
}
/**
* 从供需分析提取关键位
*/
extractSupplyDemandKeyLevels(sdAnalysis) {
const levels = [];
// 供需区域
sdAnalysis.zones?.forEach((zone, index) => {
if (zone.status === 'fresh' || zone.status === 'tested') {
// 区域上边界
levels.push({
price: zone.upper ?? zone.high,
type: zone.type === 'demand' ? 'support' : 'resistance',
strength: zone.status === 'fresh' ? 'strong' : 'moderate',
source: 'supplyDemand',
timeframe: sdAnalysis.timeframe,
description: `${zone.type === 'demand' ? '需求' : '供应'}区域上边界`,
});
// 区域下边界
levels.push({
price: zone.lower ?? zone.low,
type: zone.type === 'demand' ? 'support' : 'resistance',
strength: zone.status === 'fresh' ? 'strong' : 'moderate',
source: 'supplyDemand',
timeframe: sdAnalysis.timeframe,
description: `${zone.type === 'demand' ? '需求' : '供应'}区域下边界`,
});
}
});
return levels;
}
/**
* 从区间分析提取关键位
*/
extractRangeKeyLevels(rangeAnalysis) {
const levels = [];
// 区间上下边界
if (rangeAnalysis.range) {
levels.push({
price: rangeAnalysis.range.upper ?? rangeAnalysis.range.high,
type: 'resistance',
strength: 'moderate',
source: 'range',
timeframe: rangeAnalysis.timeframe,
description: '区间上边界',
});
levels.push({
price: rangeAnalysis.range.lower ?? rangeAnalysis.range.low,
type: 'support',
strength: 'moderate',
source: 'range',
timeframe: rangeAnalysis.timeframe,
description: '区间下边界',
});
}
return levels;
}
/**
* 从趋势线分析提取关键位
*/
extractTrendlineKeyLevels(trendlineAnalysis) {
const levels = [];
// 趋势通道边界
if (trendlineAnalysis.channel) {
// trendline types 使用 upper/lower 或者 upperBand/lowerBand，这里兼容
const upper = trendlineAnalysis.channel.upperBand ??
trendlineAnalysis.channel.upper?.high;
const lower = trendlineAnalysis.channel.lowerBand ??
trendlineAnalysis.channel.lower?.low;
if (typeof upper === 'number') {
levels.push({
price: upper,
type: 'resistance',
strength: 'moderate',
source: 'trendline',
timeframe: trendlineAnalysis.timeframe,
description: '趋势通道上边界',
});
}
if (typeof lower === 'number') {
levels.push({
price: lower,
type: 'support',
strength: 'moderate',
source: 'trendline',
timeframe: trendlineAnalysis.timeframe,
description: '趋势通道下边界',
});
}
}
return levels;
}
/**
* 排序关键位（按价格）
*/
sortKeyLevels(levels) {
return [...levels].sort((a, b) => a.price - b.price);
}
/**
* 合并相近的关键位
*/
mergeNearbyLevels(sortedLevels) {
if (sortedLevels.length === 0)
return [];
const mergedLevels = [];
const mergeTolerancePercent = 0.01; // 1%的容忍度
for (let i = 0; i < sortedLevels.length; i++) {
const currentLevel = sortedLevels[i];
if (mergedLevels.length === 0) {
mergedLevels.push({ ...currentLevel });
continue;
}
const lastMerged = mergedLevels[mergedLevels.length - 1];
const priceDiff = Math.abs(currentLevel.price - lastMerged.price);
const averagePrice = (currentLevel.price + lastMerged.price) / 2;
const tolerance = averagePrice * mergeTolerancePercent;
if (priceDiff <= tolerance) {
// 合并相近的价位
this.mergeTwoLevels(lastMerged, currentLevel);
}
else {
mergedLevels.push({ ...currentLevel });
}
}
return mergedLevels;
}
/**
* 合并两个关键位
*/
mergeTwoLevels(target, source) {
// 使用加权平均价格
const totalWeight = this.getStrengthWeight(target.strength) +
this.getStrengthWeight(source.strength);
const targetWeight = this.getStrengthWeight(target.strength) / totalWeight;
const sourceWeight = this.getStrengthWeight(source.strength) / totalWeight;
target.price = target.price * targetWeight + source.price * sourceWeight;
// 如果类型相同，提升强度
if (target.type === source.type) {
if (source.strength === 'strong' || target.strength === 'strong') {
target.strength = 'strong';
}
}
// 合并来源信息
if (target.source !== source.source) {
target.source = 'combined';
target.description = `${target.description} + ${source.description}`;
}
// 选择更高级别的时间周期
if (this.getTimeframeRank(source.timeframe) >
this.getTimeframeRank(target.timeframe)) {
target.timeframe = source.timeframe;
}
}
/**
* 获取强度权重
*/
getStrengthWeight(strength) {
switch (strength) {
case 'strong':
return 3;
case 'moderate':
return 2;
case 'weak':
return 1;
default:
return 1;
}
}
/**
* 获取时间周期等级
*/
getTimeframeRank(timeframe) {
switch (timeframe) {
case 'weekly':
return 3;
case 'daily':
return 2;
case '1hour':
return 1;
default:
return 1;
}
}
/**
* 过滤关键位（按距离当前价格的距离）
*/
filterKeyLevelsByDistance(levels, currentPrice, maxDistancePercent = 0.1) {
return levels.filter(level => {
const distance = Math.abs(level.price - currentPrice) / currentPrice;
return distance <= maxDistancePercent;
});
}
/**
* 获取最强的关键位
*/
getStrongestLevels(levels, count = 5) {
return levels
.sort((a, b) => {
// 先按强度排序，再按来源权重排序
const strengthDiff = this.getStrengthWeight(b.strength) -
this.getStrengthWeight(a.strength);
if (strengthDiff !== 0)
return strengthDiff;
return this.getSourceWeight(b.source) - this.getSourceWeight(a.source);
})
.slice(0, count);
}
/**
* 获取来源权重
*/
getSourceWeight(source) {
switch (source) {
case 'combined':
return 5;
case 'chip':
return 4;
case 'structure':
return 4;
case 'bbsr':
return 3;
case 'pattern':
return 3;
case 'supplyDemand':
return 3;
case 'trendline':
return 2;
case 'range':
return 2;
default:
return 1;
}
}
}