Refactor: Convert indicators to self-contained files
- Created moving_average.js consolidating ma.js, ma_indicator.js, sma.js, ema.js - Made all indicators self-contained with embedded: * Math logic (no external dependencies) * Metadata (getMetadata()) * Signal calculation (calculateXXXSignal) * Base class (inline BaseIndicator) - Updated macd.js, hts.js to inline EMA/MA calculations - Added signal functions to RSI, BB, Stochastic, ATR indicators - Updated indicators/index.js to export both classes and signal functions - Simplified signals-calculator.js to orchestrate using indicator signal functions - Removed obsolete files: ma.js, base.js, ma_indicator.js, sma.js, ema.js All indicators now fully self-contained with no external file dependencies for math, signal calculation, or base class.
This commit is contained in:
DiTus
@ -1,6 +1,70 @@
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import { BaseIndicator } from './base.js';
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// Self-contained ATR indicator
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// Includes math, metadata, signal calculation, and base class
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// Signal constants (defined in each indicator file)
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const SIGNAL_TYPES = {
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BUY: 'buy',
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SELL: 'sell',
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HOLD: 'hold'
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};
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const SIGNAL_COLORS = {
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buy: '#26a69a',
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hold: '#787b86',
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sell: '#ef5350'
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};
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// Base class (inline replacement for BaseIndicator)
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class BaseIndicator {
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constructor(config) {
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this.id = config.id;
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this.type = config.type;
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this.name = config.name;
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this.params = config.params || {};
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this.timeframe = config.timeframe || '1m';
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this.series = [];
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this.visible = config.visible !== false;
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this.cachedResults = null;
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this.cachedMeta = null;
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this.lastSignalTimestamp = null;
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this.lastSignalType = null;
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}
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}
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// Signal calculation for ATR
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function calculateATRSignal(indicator, lastCandle, prevCandle, values) {
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const atr = values?.atr;
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const close = lastCandle.close;
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const prevClose = prevCandle?.close;
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if (!atr || atr === null || !prevClose) {
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return null;
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}
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const atrPercent = atr / close * 100;
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const priceChange = Math.abs(close - prevClose);
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const atrRatio = priceChange / atr;
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if (atrRatio > 1.5) {
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return {
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type: SIGNAL_TYPES.HOLD,
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strength: 70,
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value: atr,
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reasoning: `High volatility: ATR (${atr.toFixed(2)}, ${atrPercent.toFixed(2)}%)`
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};
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}
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return null;
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}
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// ATR Indicator class
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export class ATRIndicator extends BaseIndicator {
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constructor(config) {
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super(config);
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this.lastSignalTimestamp = null;
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this.lastSignalType = null;
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}
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calculate(candles) {
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const period = this.params.period || 14;
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const results = new Array(candles.length).fill(null);
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@ -23,16 +87,32 @@ export class ATRIndicator extends BaseIndicator {
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atr = (atr * (period - 1) + tr[i]) / period;
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results[i] = atr;
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}
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return results;
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return results.map(atr => ({ atr }));
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}
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getMetadata() {
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return {
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name: 'ATR',
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description: 'Average True Range - measures market volatility',
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inputs: [{ name: 'period', label: 'Period', type: 'number', default: 14, min: 1, max: 100 }],
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plots: [{ id: 'value', color: '#795548', title: 'ATR' }],
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inputs: [{
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name: 'period',
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label: 'Period',
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type: 'number',
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default: 14,
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min: 1,
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max: 100,
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description: 'Period for ATR calculation'
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}],
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plots: [{
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id: 'value',
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color: '#795548',
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title: 'ATR',
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lineWidth: 1
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}],
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displayMode: 'pane'
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};
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}
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}
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export { calculateATRSignal };
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@ -1,18 +0,0 @@
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export class BaseIndicator {
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constructor(config) {
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this.name = config.name;
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this.type = config.type;
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this.params = config.params || {};
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this.timeframe = config.timeframe || '1m';
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}
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calculate(candles) { throw new Error("Not implemented"); }
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getMetadata() {
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return {
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name: this.name,
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inputs: [],
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plots: [],
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displayMode: 'overlay'
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};
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}
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}
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@ -1,6 +1,76 @@
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import { BaseIndicator } from './base.js';
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// Self-contained Bollinger Bands indicator
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// Includes math, metadata, signal calculation, and base class
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// Signal constants (defined in each indicator file)
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const SIGNAL_TYPES = {
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BUY: 'buy',
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SELL: 'sell',
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HOLD: 'hold'
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};
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const SIGNAL_COLORS = {
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buy: '#26a69a',
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hold: '#787b86',
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sell: '#ef5350'
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};
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// Base class (inline replacement for BaseIndicator)
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class BaseIndicator {
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constructor(config) {
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this.id = config.id;
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this.type = config.type;
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this.name = config.name;
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this.params = config.params || {};
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this.timeframe = config.timeframe || '1m';
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this.series = [];
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this.visible = config.visible !== false;
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this.cachedResults = null;
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this.cachedMeta = null;
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this.lastSignalTimestamp = null;
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this.lastSignalType = null;
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}
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}
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// Signal calculation for Bollinger Bands
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function calculateBollingerBandsSignal(indicator, lastCandle, prevCandle, values) {
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const close = lastCandle.close;
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const upper = values?.upper;
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const lower = values?.lower;
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const middle = values?.middle;
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if (!upper || !lower || !middle) {
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return null;
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}
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const bandwidth = (upper - lower) / middle * 100;
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if (close <= lower) {
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return {
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type: SIGNAL_TYPES.BUY,
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strength: Math.min(50 + (lower - close) / close * 1000, 100),
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value: close,
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reasoning: `Price (${close.toFixed(2)}) at or below lower band (${lower.toFixed(2)}), bandwidth: ${bandwidth.toFixed(1)}%`
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};
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} else if (close >= upper) {
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return {
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type: SIGNAL_TYPES.SELL,
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strength: Math.min(50 + (close - upper) / close * 1000, 100),
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value: close,
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reasoning: `Price (${close.toFixed(2)}) at or above upper band (${upper.toFixed(2)}), bandwidth: ${bandwidth.toFixed(1)}%`
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};
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} else {
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return null;
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}
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}
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// Bollinger Bands Indicator class
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export class BollingerBandsIndicator extends BaseIndicator {
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constructor(config) {
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super(config);
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this.lastSignalTimestamp = null;
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this.lastSignalType = null;
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}
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calculate(candles) {
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const period = this.params.period || 20;
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const stdDevMult = this.params.stdDev || 2;
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@ -41,3 +111,5 @@ export class BollingerBandsIndicator extends BaseIndicator {
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};
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}
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}
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export { calculateBollingerBandsSignal };
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@ -1,18 +0,0 @@
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import { MA } from './ma.js';
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import { BaseIndicator } from './base.js';
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export class EMAIndicator extends BaseIndicator {
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calculate(candles) {
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const period = this.params.period || 44;
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return MA.ema(candles, period, 'close');
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}
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getMetadata() {
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return {
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name: 'EMA',
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inputs: [{ name: 'period', label: 'Period', type: 'number', default: 44, min: 1, max: 500 }],
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plots: [{ id: 'value', color: '#ff9800', title: 'EMA' }],
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displayMode: 'overlay'
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};
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}
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}
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@ -1,7 +1,170 @@
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import { MA } from './ma.js';
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import { BaseIndicator } from './base.js';
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// Self-contained HTS Trend System indicator
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// Includes math, metadata, signal calculation, and base class
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// Signal constants (defined in each indicator file)
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const SIGNAL_TYPES = {
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BUY: 'buy',
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SELL: 'sell',
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HOLD: 'hold'
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};
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const SIGNAL_COLORS = {
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buy: '#26a69a',
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hold: '#787b86',
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sell: '#ef5350'
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};
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// Base class (inline replacement for BaseIndicator)
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class BaseIndicator {
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constructor(config) {
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this.id = config.id;
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this.type = config.type;
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this.name = config.name;
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this.params = config.params || {};
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this.timeframe = config.timeframe || '1m';
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this.series = [];
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this.visible = config.visible !== false;
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this.cachedResults = null;
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this.cachedMeta = null;
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this.lastSignalTimestamp = null;
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this.lastSignalType = null;
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}
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}
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// MA calculations inline (SMA/EMA/RMA/WMA/VWMA)
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function calculateSMA(candles, period, source = 'close') {
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const results = new Array(candles.length).fill(null);
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let sum = 0;
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for (let i = 0; i < candles.length; i++) {
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sum += candles[i][source];
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if (i >= period) sum -= candles[i - period][source];
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if (i >= period - 1) results[i] = sum / period;
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}
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return results;
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}
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function calculateEMA(candles, period, source = 'close') {
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const multiplier = 2 / (period + 1);
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const results = new Array(candles.length).fill(null);
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let ema = 0;
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let sum = 0;
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for (let i = 0; i < candles.length; i++) {
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if (i < period) {
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sum += candles[i][source];
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if (i === period - 1) {
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ema = sum / period;
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results[i] = ema;
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}
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} else {
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ema = (candles[i][source] - ema) * multiplier + ema;
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results[i] = ema;
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}
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}
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return results;
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}
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function calculateRMA(candles, period, source = 'close') {
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const multiplier = 1 / period;
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const results = new Array(candles.length).fill(null);
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let rma = 0;
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let sum = 0;
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for (let i = 0; i < candles.length; i++) {
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if (i < period) {
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sum += candles[i][source];
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if (i === period - 1) {
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rma = sum / period;
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results[i] = rma;
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}
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} else {
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rma = (candles[i][source] - rma) * multiplier + rma;
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results[i] = rma;
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}
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}
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return results;
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}
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function calculateWMA(candles, period, source = 'close') {
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const results = new Array(candles.length).fill(null);
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const weightSum = (period * (period + 1)) / 2;
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for (let i = period - 1; i < candles.length; i++) {
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let sum = 0;
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for (let j = 0; j < period; j++) {
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sum += candles[i - j][source] * (period - j);
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}
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results[i] = sum / weightSum;
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}
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return results;
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}
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function calculateVWMA(candles, period, source = 'close') {
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const results = new Array(candles.length).fill(null);
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for (let i = period - 1; i < candles.length; i++) {
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let sumPV = 0;
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let sumV = 0;
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for (let j = 0; j < period; j++) {
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sumPV += candles[i - j][source] * candles[i - j].volume;
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sumV += candles[i - j].volume;
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}
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results[i] = sumV !== 0 ? sumPV / sumV : null;
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}
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return results;
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}
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// MA dispatcher function
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function getMA(type, candles, period, source = 'close') {
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switch (type.toUpperCase()) {
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case 'SMA': return calculateSMA(candles, period, source);
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case 'EMA': return calculateEMA(candles, period, source);
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case 'RMA': return calculateRMA(candles, period, source);
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case 'WMA': return calculateWMA(candles, period, source);
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case 'VWMA': return calculateVWMA(candles, period, source);
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default: return calculateSMA(candles, period, source);
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}
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}
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// Signal calculation for HTS
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function calculateHTSSignal(indicator, lastCandle, prevCandle, values) {
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const fastHigh = values?.fastHigh;
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const fastLow = values?.fastLow;
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const slowHigh = values?.slowHigh;
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const slowLow = values?.slowLow;
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if (!fastHigh || !fastLow || !slowHigh || !slowLow) {
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return null;
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}
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const close = lastCandle.close;
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if (close > slowLow) {
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return {
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type: SIGNAL_TYPES.BUY,
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strength: Math.min(60 + (close - slowLow) / slowLow * 500, 100),
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value: close,
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reasoning: `Price (${close.toFixed(2)}) is above slow low (${slowLow.toFixed(2)})`
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};
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} else if (close < slowHigh) {
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return {
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type: SIGNAL_TYPES.SELL,
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strength: Math.min(60 + (slowHigh - close) / close * 500, 100),
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value: close,
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reasoning: `Price (${close.toFixed(2)}) is below slow high (${slowHigh.toFixed(2)})`
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};
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} else {
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return null;
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}
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}
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// HTS Indicator class
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export class HTSIndicator extends BaseIndicator {
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constructor(config) {
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super(config);
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this.lastSignalTimestamp = null;
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this.lastSignalType = null;
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}
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calculate(candles, oneMinCandles = null, targetTF = null) {
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const shortPeriod = this.params.short || 33;
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const longPeriod = this.params.long || 144;
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@ -42,10 +205,10 @@ export class HTSIndicator extends BaseIndicator {
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workingCandles = grouped;
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}
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const shortHigh = MA.get(maType, workingCandles, shortPeriod, 'high');
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const shortLow = MA.get(maType, workingCandles, shortPeriod, 'low');
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const longHigh = MA.get(maType, workingCandles, longPeriod, 'high');
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const longLow = MA.get(maType, workingCandles, longPeriod, 'low');
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const shortHigh = getMA(maType, workingCandles, shortPeriod, 'high');
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const shortLow = getMA(maType, workingCandles, shortPeriod, 'low');
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const longHigh = getMA(maType, workingCandles, longPeriod, 'high');
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const longLow = getMA(maType, workingCandles, longPeriod, 'low');
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return workingCandles.map((_, i) => ({
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fastHigh: shortHigh[i],
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@ -82,3 +245,5 @@ export class HTSIndicator extends BaseIndicator {
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};
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}
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}
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export { calculateHTSSignal };
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@ -1,34 +1,47 @@
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export { MA } from './ma.js';
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export { BaseIndicator } from './base.js';
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export { HTSIndicator } from './hts.js';
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export { MAIndicator } from './ma_indicator.js';
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export { RSIIndicator } from './rsi.js';
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export { BollingerBandsIndicator } from './bb.js';
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export { MACDIndicator } from './macd.js';
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export { StochasticIndicator } from './stoch.js';
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export { ATRIndicator } from './atr.js';
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// Indicator registry and exports for self-contained indicators
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import { HTSIndicator } from './hts.js';
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import { MAIndicator } from './ma_indicator.js';
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import { RSIIndicator } from './rsi.js';
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import { BollingerBandsIndicator } from './bb.js';
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import { MACDIndicator } from './macd.js';
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import { StochasticIndicator } from './stoch.js';
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import { ATRIndicator } from './atr.js';
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// Import all indicator classes and their signal functions
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export { MAIndicator, calculateMASignal } from './moving_average.js';
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export { MACDIndicator, calculateMACDSignal } from './macd.js';
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export { HTSIndicator, calculateHTSSignal } from './hts.js';
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export { RSIIndicator, calculateRSISignal } from './rsi.js';
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export { BollingerBandsIndicator, calculateBollingerBandsSignal } from './bb.js';
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export { StochasticIndicator, calculateStochSignal } from './stoch.js';
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export { ATRIndicator, calculateATRSignal } from './atr.js';
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// Import for registry
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import { MAIndicator as MAI, calculateMASignal as CMA } from './moving_average.js';
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import { MACDIndicator as MACDI, calculateMACDSignal as CMC } from './macd.js';
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import { HTSIndicator as HTSI, calculateHTSSignal as CHTS } from './hts.js';
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import { RSIIndicator as RSII, calculateRSISignal as CRSI } from './rsi.js';
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import { BollingerBandsIndicator as BBI, calculateBollingerBandsSignal as CBB } from './bb.js';
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import { StochasticIndicator as STOCHI, calculateStochSignal as CST } from './stoch.js';
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import { ATRIndicator as ATRI, calculateATRSignal as CATR } from './atr.js';
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// Signal function registry for easy dispatch
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export const SignalFunctionRegistry = {
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ma: CMA,
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macd: CMC,
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hts: CHTS,
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rsi: CRSI,
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bb: CBB,
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stoch: CST,
|
||||
atr: CATR
|
||||
};
|
||||
|
||||
// Indicator registry for UI
|
||||
export const IndicatorRegistry = {
|
||||
hts: HTSIndicator,
|
||||
ma: MAIndicator,
|
||||
rsi: RSIIndicator,
|
||||
bb: BollingerBandsIndicator,
|
||||
macd: MACDIndicator,
|
||||
stoch: StochasticIndicator,
|
||||
atr: ATRIndicator
|
||||
ma: MAI,
|
||||
macd: MACDI,
|
||||
hts: HTSI,
|
||||
rsi: RSII,
|
||||
bb: BBI,
|
||||
stoch: STOCHI,
|
||||
atr: ATRI
|
||||
};
|
||||
|
||||
/**
|
||||
* Dynamically build the available indicators list from the registry.
|
||||
* Each indicator class provides its own name and description via getMetadata().
|
||||
* Get list of available indicators for the UI catalog
|
||||
*/
|
||||
export function getAvailableIndicators() {
|
||||
return Object.entries(IndicatorRegistry).map(([type, IndicatorClass]) => {
|
||||
@ -41,3 +54,12 @@ export function getAvailableIndicators() {
|
||||
};
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* Get signal function for an indicator type
|
||||
* @param {string} indicatorType - The type of indicator (e.g., 'ma', 'rsi')
|
||||
* @returns {Function|null} The signal calculation function or null if not found
|
||||
*/
|
||||
export function getSignalFunction(indicatorType) {
|
||||
return SignalFunctionRegistry[indicatorType] || null;
|
||||
}
|
||||
@ -1,93 +0,0 @@
|
||||
export class MA {
|
||||
static get(type, candles, period, source = 'close') {
|
||||
switch (type.toUpperCase()) {
|
||||
case 'SMA': return MA.sma(candles, period, source);
|
||||
case 'EMA': return MA.ema(candles, period, source);
|
||||
case 'RMA': return MA.rma(candles, period, source);
|
||||
case 'WMA': return MA.wma(candles, period, source);
|
||||
case 'VWMA': return MA.vwma(candles, period, source);
|
||||
default: return MA.sma(candles, period, source);
|
||||
}
|
||||
}
|
||||
|
||||
static sma(candles, period, source = 'close') {
|
||||
const results = new Array(candles.length).fill(null);
|
||||
let sum = 0;
|
||||
for (let i = 0; i < candles.length; i++) {
|
||||
sum += candles[i][source];
|
||||
if (i >= period) sum -= candles[i - period][source];
|
||||
if (i >= period - 1) results[i] = sum / period;
|
||||
}
|
||||
return results;
|
||||
}
|
||||
|
||||
static ema(candles, period, source = 'close') {
|
||||
const multiplier = 2 / (period + 1);
|
||||
const results = new Array(candles.length).fill(null);
|
||||
let ema = 0;
|
||||
let sum = 0;
|
||||
for (let i = 0; i < candles.length; i++) {
|
||||
if (i < period) {
|
||||
sum += candles[i][source];
|
||||
if (i === period - 1) {
|
||||
ema = sum / period;
|
||||
results[i] = ema;
|
||||
}
|
||||
} else {
|
||||
ema = (candles[i][source] - ema) * multiplier + ema;
|
||||
results[i] = ema;
|
||||
}
|
||||
}
|
||||
return results;
|
||||
}
|
||||
|
||||
static rma(candles, period, source = 'close') {
|
||||
const multiplier = 1 / period;
|
||||
const results = new Array(candles.length).fill(null);
|
||||
let rma = 0;
|
||||
let sum = 0;
|
||||
|
||||
for (let i = 0; i < candles.length; i++) {
|
||||
if (i < period) {
|
||||
sum += candles[i][source];
|
||||
if (i === period - 1) {
|
||||
rma = sum / period;
|
||||
results[i] = rma;
|
||||
}
|
||||
} else {
|
||||
rma = (candles[i][source] - rma) * multiplier + rma;
|
||||
results[i] = rma;
|
||||
}
|
||||
}
|
||||
return results;
|
||||
}
|
||||
|
||||
static wma(candles, period, source = 'close') {
|
||||
const results = new Array(candles.length).fill(null);
|
||||
const weightSum = (period * (period + 1)) / 2;
|
||||
|
||||
for (let i = period - 1; i < candles.length; i++) {
|
||||
let sum = 0;
|
||||
for (let j = 0; j < period; j++) {
|
||||
sum += candles[i - j][source] * (period - j);
|
||||
}
|
||||
results[i] = sum / weightSum;
|
||||
}
|
||||
return results;
|
||||
}
|
||||
|
||||
static vwma(candles, period, source = 'close') {
|
||||
const results = new Array(candles.length).fill(null);
|
||||
|
||||
for (let i = period - 1; i < candles.length; i++) {
|
||||
let sumPV = 0;
|
||||
let sumV = 0;
|
||||
for (let j = 0; j < period; j++) {
|
||||
sumPV += candles[i - j][source] * candles[i - j].volume;
|
||||
sumV += candles[i - j].volume;
|
||||
}
|
||||
results[i] = sumV !== 0 ? sumPV / sumV : null;
|
||||
}
|
||||
return results;
|
||||
}
|
||||
}
|
||||
@ -1,23 +0,0 @@
|
||||
import { MA } from './ma.js';
|
||||
import { BaseIndicator } from './base.js';
|
||||
|
||||
export class MAIndicator extends BaseIndicator {
|
||||
calculate(candles) {
|
||||
const period = this.params.period || 44;
|
||||
const maType = this.params.maType || 'SMA';
|
||||
return MA.get(maType, candles, period, 'close');
|
||||
}
|
||||
|
||||
getMetadata() {
|
||||
return {
|
||||
name: 'MA',
|
||||
description: 'Moving Average (SMA/EMA/RMA/WMA/VWMA)',
|
||||
inputs: [
|
||||
{ name: 'period', label: 'Period', type: 'number', default: 44, min: 1, max: 500 },
|
||||
{ name: 'maType', label: 'MA Type', type: 'select', options: ['SMA', 'EMA', 'RMA', 'WMA', 'VWMA'], default: 'SMA' }
|
||||
],
|
||||
plots: [{ id: 'value', color: '#2962ff', title: 'MA' }],
|
||||
displayMode: 'overlay'
|
||||
};
|
||||
}
|
||||
}
|
||||
@ -1,37 +1,123 @@
|
||||
import { MA } from './ma.js';
|
||||
import { BaseIndicator } from './base.js';
|
||||
// Self-contained MACD indicator
|
||||
// Includes math, metadata, signal calculation, and base class
|
||||
|
||||
// Signal constants (defined in each indicator file)
|
||||
const SIGNAL_TYPES = {
|
||||
BUY: 'buy',
|
||||
SELL: 'sell',
|
||||
HOLD: 'hold'
|
||||
};
|
||||
|
||||
const SIGNAL_COLORS = {
|
||||
buy: '#26a69a',
|
||||
hold: '#787b86',
|
||||
sell: '#ef5350'
|
||||
};
|
||||
|
||||
// Base class (inline replacement for BaseIndicator)
|
||||
class BaseIndicator {
|
||||
constructor(config) {
|
||||
this.id = config.id;
|
||||
this.type = config.type;
|
||||
this.name = config.name;
|
||||
this.params = config.params || {};
|
||||
this.timeframe = config.timeframe || '1m';
|
||||
this.series = [];
|
||||
this.visible = config.visible !== false;
|
||||
this.cachedResults = null;
|
||||
this.cachedMeta = null;
|
||||
this.lastSignalTimestamp = null;
|
||||
this.lastSignalType = null;
|
||||
}
|
||||
}
|
||||
|
||||
// EMA calculation inline (needed for MACD)
|
||||
function calculateEMAInline(data, period) {
|
||||
const multiplier = 2 / (period + 1);
|
||||
const ema = [];
|
||||
|
||||
for (let i = 0; i < data.length; i++) {
|
||||
if (i < period - 1) {
|
||||
ema.push(null);
|
||||
} else if (i === period - 1) {
|
||||
ema.push(data[i]);
|
||||
} else {
|
||||
ema.push((data[i] - ema[i - 1]) * multiplier + ema[i - 1]);
|
||||
}
|
||||
}
|
||||
|
||||
return ema;
|
||||
}
|
||||
|
||||
// Signal calculation for MACD
|
||||
function calculateMACDSignal(indicator, lastCandle, prevCandle, values) {
|
||||
const macd = values?.macd;
|
||||
const signal = values?.signal;
|
||||
const histogram = values?.histogram;
|
||||
|
||||
if (!macd || macd === null || !signal || signal === null) {
|
||||
return null;
|
||||
}
|
||||
|
||||
let signalType, strength, reasoning;
|
||||
|
||||
const prevCandleHistogram = prevCandle ? values?.histogram : null;
|
||||
|
||||
if (macd > signal) {
|
||||
signalType = SIGNAL_TYPES.BUY;
|
||||
strength = Math.min(50 + histogram * 500, 100);
|
||||
reasoning = `MACD (${macd.toFixed(2)}) is above Signal (${signal.toFixed(2)})`;
|
||||
} else if (macd < signal) {
|
||||
signalType = SIGNAL_TYPES.SELL;
|
||||
strength = Math.min(50 + Math.abs(histogram) * 500, 100);
|
||||
reasoning = `MACD (${macd.toFixed(2)}) is below Signal (${signal.toFixed(2)})`;
|
||||
} else {
|
||||
return null;
|
||||
}
|
||||
|
||||
return { type: signalType, strength, value: macd, reasoning };
|
||||
}
|
||||
|
||||
// MACD Indicator class
|
||||
export class MACDIndicator extends BaseIndicator {
|
||||
constructor(config) {
|
||||
super(config);
|
||||
this.lastSignalTimestamp = null;
|
||||
this.lastSignalType = null;
|
||||
}
|
||||
|
||||
calculate(candles) {
|
||||
const fast = this.params.fast || 12;
|
||||
const slow = this.params.slow || 26;
|
||||
const signal = this.params.signal || 9;
|
||||
const signalPeriod = this.params.signal || 9;
|
||||
|
||||
const fastEma = MA.ema(candles, fast, 'close');
|
||||
const slowEma = MA.ema(candles, slow, 'close');
|
||||
const closes = candles.map(c => c.close);
|
||||
|
||||
const macdLine = fastEma.map((f, i) => (f !== null && slowEma[i] !== null) ? f - slowEma[i] : null);
|
||||
// Use inline EMA calculation instead of MA.ema()
|
||||
const fastEMA = calculateEMAInline(closes, fast);
|
||||
const slowEMA = calculateEMAInline(closes, slow);
|
||||
|
||||
const macdLine = fastEMA.map((f, i) => (f !== null && slowEMA[i] !== null) ? f - slowEMA[i] : null);
|
||||
|
||||
const signalLine = new Array(candles.length).fill(null);
|
||||
const multiplier = 2 / (signal + 1);
|
||||
let ema = 0;
|
||||
let sum = 0;
|
||||
let ema = 0;
|
||||
let count = 0;
|
||||
|
||||
for (let i = 0; i < macdLine.length; i++) {
|
||||
if (macdLine[i] === null) continue;
|
||||
const signalLine = macdLine.map(m => {
|
||||
if (m === null) return null;
|
||||
count++;
|
||||
if (count < signal) {
|
||||
sum += macdLine[i];
|
||||
} else if (count === signal) {
|
||||
sum += macdLine[i];
|
||||
ema = sum / signal;
|
||||
signalLine[i] = ema;
|
||||
if (count < signalPeriod) {
|
||||
sum += m;
|
||||
return null;
|
||||
} else if (count === signalPeriod) {
|
||||
sum += m;
|
||||
ema = sum / signalPeriod;
|
||||
return ema;
|
||||
} else {
|
||||
ema = (macdLine[i] - ema) * multiplier + ema;
|
||||
signalLine[i] = ema;
|
||||
ema = (m - ema) * (2 / (signalPeriod + 1)) + ema;
|
||||
return ema;
|
||||
}
|
||||
}
|
||||
});
|
||||
|
||||
return macdLine.map((m, i) => ({
|
||||
macd: m,
|
||||
@ -58,3 +144,5 @@ export class MACDIndicator extends BaseIndicator {
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
export { calculateMACDSignal };
|
||||
217
src/api/dashboard/static/js/indicators/moving_average.js
Normal file
217
src/api/dashboard/static/js/indicators/moving_average.js
Normal file
@ -0,0 +1,217 @@
|
||||
// Self-contained Moving Average indicator with SMA/EMA/RMA/WMA/VWMA support
|
||||
// Includes math, metadata, signal calculation, and base class
|
||||
|
||||
// Signal constants (defined in each indicator file)
|
||||
const SIGNAL_TYPES = {
|
||||
BUY: 'buy',
|
||||
SELL: 'sell',
|
||||
HOLD: 'hold'
|
||||
};
|
||||
|
||||
const SIGNAL_COLORS = {
|
||||
buy: '#26a69a',
|
||||
hold: '#787b86',
|
||||
sell: '#ef5350'
|
||||
};
|
||||
|
||||
// Base class (inline replacement for BaseIndicator)
|
||||
class BaseIndicator {
|
||||
constructor(config) {
|
||||
this.id = config.id;
|
||||
this.type = config.type;
|
||||
this.name = config.name;
|
||||
this.params = config.params || {};
|
||||
this.timeframe = config.timeframe || '1m';
|
||||
this.series = [];
|
||||
this.visible = config.visible !== false;
|
||||
this.cachedResults = null;
|
||||
this.cachedMeta = null;
|
||||
this.lastSignalTimestamp = null;
|
||||
this.lastSignalType = null;
|
||||
}
|
||||
}
|
||||
|
||||
// Moving Average math (SMA/EMA/RMA/WMA/VWMA)
|
||||
function calculateSMA(candles, period, source = 'close') {
|
||||
const results = new Array(candles.length).fill(null);
|
||||
let sum = 0;
|
||||
for (let i = 0; i < candles.length; i++) {
|
||||
sum += candles[i][source];
|
||||
if (i >= period) sum -= candles[i - period][source];
|
||||
if (i >= period - 1) results[i] = sum / period;
|
||||
}
|
||||
return results;
|
||||
}
|
||||
|
||||
function calculateEMA(candles, period, source = 'close') {
|
||||
const multiplier = 2 / (period + 1);
|
||||
const results = new Array(candles.length).fill(null);
|
||||
let ema = 0;
|
||||
let sum = 0;
|
||||
for (let i = 0; i < candles.length; i++) {
|
||||
if (i < period) {
|
||||
sum += candles[i][source];
|
||||
if (i === period - 1) {
|
||||
ema = sum / period;
|
||||
results[i] = ema;
|
||||
}
|
||||
} else {
|
||||
ema = (candles[i][source] - ema) * multiplier + ema;
|
||||
results[i] = ema;
|
||||
}
|
||||
}
|
||||
return results;
|
||||
}
|
||||
|
||||
function calculateRMA(candles, period, source = 'close') {
|
||||
const multiplier = 1 / period;
|
||||
const results = new Array(candles.length).fill(null);
|
||||
let rma = 0;
|
||||
let sum = 0;
|
||||
|
||||
for (let i = 0; i < candles.length; i++) {
|
||||
if (i < period) {
|
||||
sum += candles[i][source];
|
||||
if (i === period - 1) {
|
||||
rma = sum / period;
|
||||
results[i] = rma;
|
||||
}
|
||||
} else {
|
||||
rma = (candles[i][source] - rma) * multiplier + rma;
|
||||
results[i] = rma;
|
||||
}
|
||||
}
|
||||
return results;
|
||||
}
|
||||
|
||||
function calculateWMA(candles, period, source = 'close') {
|
||||
const results = new Array(candles.length).fill(null);
|
||||
const weightSum = (period * (period + 1)) / 2;
|
||||
|
||||
for (let i = period - 1; i < candles.length; i++) {
|
||||
let sum = 0;
|
||||
for (let j = 0; j < period; j++) {
|
||||
sum += candles[i - j][source] * (period - j);
|
||||
}
|
||||
results[i] = sum / weightSum;
|
||||
}
|
||||
return results;
|
||||
}
|
||||
|
||||
function calculateVWMA(candles, period, source = 'close') {
|
||||
const results = new Array(candles.length).fill(null);
|
||||
|
||||
for (let i = period - 1; i < candles.length; i++) {
|
||||
let sumPV = 0;
|
||||
let sumV = 0;
|
||||
for (let j = 0; j < period; j++) {
|
||||
sumPV += candles[i - j][source] * candles[i - j].volume;
|
||||
sumV += candles[i - j].volume;
|
||||
}
|
||||
results[i] = sumV !== 0 ? sumPV / sumV : null;
|
||||
}
|
||||
return results;
|
||||
}
|
||||
|
||||
// Signal calculation for Moving Average
|
||||
function calculateMASignal(indicator, lastCandle, prevCandle, values) {
|
||||
const close = lastCandle.close;
|
||||
const ma = values?.ma;
|
||||
|
||||
if (!ma && ma !== 0) {
|
||||
return null;
|
||||
}
|
||||
|
||||
if (close > ma) {
|
||||
return {
|
||||
type: SIGNAL_TYPES.BUY,
|
||||
strength: Math.min(60 + ((close - ma) / ma) * 500, 100),
|
||||
value: close,
|
||||
reasoning: `Price (${close.toFixed(2)}) is above MA (${ma.toFixed(2)})`
|
||||
};
|
||||
} else if (close < ma) {
|
||||
return {
|
||||
type: SIGNAL_TYPES.SELL,
|
||||
strength: Math.min(60 + ((ma - close) / ma) * 500, 100),
|
||||
value: close,
|
||||
reasoning: `Price (${close.toFixed(2)}) is below MA (${ma.toFixed(2)})`
|
||||
};
|
||||
} else {
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
// MA Indicator class
|
||||
export class MAIndicator extends BaseIndicator {
|
||||
constructor(config) {
|
||||
super(config);
|
||||
this.lastSignalTimestamp = null;
|
||||
this.lastSignalType = null;
|
||||
}
|
||||
|
||||
calculate(candles) {
|
||||
const maType = (this.params.maType || 'SMA').toLowerCase();
|
||||
const period = this.params.period || 44;
|
||||
|
||||
let maValues;
|
||||
|
||||
switch (maType) {
|
||||
case 'sma':
|
||||
maValues = calculateSMA(candles, period, this.params.source || 'close');
|
||||
break;
|
||||
case 'ema':
|
||||
maValues = calculateEMA(candles, period, this.params.source || 'close');
|
||||
break;
|
||||
case 'rma':
|
||||
maValues = calculateRMA(candles, period, this.params.source || 'close');
|
||||
break;
|
||||
case 'wma':
|
||||
maValues = calculateWMA(candles, period, this.params.source || 'close');
|
||||
break;
|
||||
case 'vwma':
|
||||
maValues = calculateVWMA(candles, period, this.params.source || 'close');
|
||||
break;
|
||||
default:
|
||||
maValues = calculateSMA(candles, period, this.params.source || 'close');
|
||||
}
|
||||
|
||||
return maValues.map(ma => ({ ma }));
|
||||
}
|
||||
|
||||
getMetadata() {
|
||||
return {
|
||||
name: 'MA',
|
||||
description: 'Moving Average (SMA/EMA/RMA/WMA/VWMA)',
|
||||
inputs: [
|
||||
{
|
||||
name: 'period',
|
||||
label: 'Period',
|
||||
type: 'number',
|
||||
default: 44,
|
||||
min: 1,
|
||||
max: 500
|
||||
},
|
||||
{
|
||||
name: 'maType',
|
||||
label: 'MA Type',
|
||||
type: 'select',
|
||||
options: ['SMA', 'EMA', 'RMA', 'WMA', 'VWMA'],
|
||||
default: 'SMA'
|
||||
}
|
||||
],
|
||||
plots: [
|
||||
{
|
||||
id: 'value',
|
||||
color: '#2962ff',
|
||||
title: 'MA',
|
||||
style: 'solid',
|
||||
width: 1
|
||||
}
|
||||
],
|
||||
displayMode: 'overlay'
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
// Export signal function for external use
|
||||
export { calculateMASignal };
|
||||
@ -1,6 +1,71 @@
|
||||
import { BaseIndicator } from './base.js';
|
||||
// Self-contained RSI indicator
|
||||
// Includes math, metadata, signal calculation, and base class
|
||||
|
||||
// Signal constants (defined in each indicator file)
|
||||
const SIGNAL_TYPES = {
|
||||
BUY: 'buy',
|
||||
SELL: 'sell',
|
||||
HOLD: 'hold'
|
||||
};
|
||||
|
||||
const SIGNAL_COLORS = {
|
||||
buy: '#26a69a',
|
||||
hold: '#787b86',
|
||||
sell: '#ef5350'
|
||||
};
|
||||
|
||||
// Base class (inline replacement for BaseIndicator)
|
||||
class BaseIndicator {
|
||||
constructor(config) {
|
||||
this.id = config.id;
|
||||
this.type = config.type;
|
||||
this.name = config.name;
|
||||
this.params = config.params || {};
|
||||
this.timeframe = config.timeframe || '1m';
|
||||
this.series = [];
|
||||
this.visible = config.visible !== false;
|
||||
this.cachedResults = null;
|
||||
this.cachedMeta = null;
|
||||
this.lastSignalTimestamp = null;
|
||||
this.lastSignalType = null;
|
||||
}
|
||||
}
|
||||
|
||||
// Signal calculation for RSI
|
||||
function calculateRSISignal(indicator, lastCandle, prevCandle, values) {
|
||||
const rsi = values?.rsi;
|
||||
const overbought = indicator.params?.overbought || 70;
|
||||
const oversold = indicator.params?.oversold || 30;
|
||||
|
||||
if (!rsi || rsi === null) {
|
||||
return null;
|
||||
}
|
||||
|
||||
let signalType, strength, reasoning;
|
||||
|
||||
if (rsi < oversold) {
|
||||
signalType = SIGNAL_TYPES.BUY;
|
||||
strength = Math.min(50 + (oversold - rsi) * 2, 100);
|
||||
reasoning = `RSI (${rsi.toFixed(2)}) is oversold (<${oversold})`;
|
||||
} else if (rsi > overbought) {
|
||||
signalType = SIGNAL_TYPES.SELL;
|
||||
strength = Math.min(50 + (rsi - overbought) * 2, 100);
|
||||
reasoning = `RSI (${rsi.toFixed(2)}) is overbought (>${overbought})`;
|
||||
} else {
|
||||
return null;
|
||||
}
|
||||
|
||||
return { type: signalType, strength, value: rsi, reasoning };
|
||||
}
|
||||
|
||||
// RSI Indicator class
|
||||
export class RSIIndicator extends BaseIndicator {
|
||||
constructor(config) {
|
||||
super(config);
|
||||
this.lastSignalTimestamp = null;
|
||||
this.lastSignalType = null;
|
||||
}
|
||||
|
||||
calculate(candles) {
|
||||
const period = this.params.period || 14;
|
||||
const overbought = this.params.overbought || 70;
|
||||
@ -26,7 +91,7 @@ export class RSIIndicator extends BaseIndicator {
|
||||
const avgUp = upSum / period;
|
||||
const avgDown = downSum / period;
|
||||
rsiValues[i] = avgDown === 0 ? 100 : (avgUp === 0 ? 0 : 100 - (100 / (1 + avgUp / avgDown)));
|
||||
upSum = avgUp; // Store for next RMA step
|
||||
upSum = avgUp;
|
||||
downSum = avgDown;
|
||||
} else {
|
||||
upSum = (up - upSum) * rmaAlpha + upSum;
|
||||
@ -38,7 +103,7 @@ export class RSIIndicator extends BaseIndicator {
|
||||
// Combine results
|
||||
return rsiValues.map((rsi, i) => {
|
||||
return {
|
||||
paneBg: 80, // Background lightening trick
|
||||
paneBg: 80,
|
||||
rsi: rsi,
|
||||
overboughtBand: overbought,
|
||||
oversoldBand: oversold
|
||||
@ -56,13 +121,8 @@ export class RSIIndicator extends BaseIndicator {
|
||||
{ name: 'oversold', label: 'Oversold Level', type: 'number', default: 30, min: 5, max: 50 }
|
||||
],
|
||||
plots: [
|
||||
// RSI Line - solid, 1px
|
||||
{ id: 'rsi', color: '#7E57C2', title: '', style: 'solid', width: 1, lastValueVisible: true },
|
||||
|
||||
// Overbought Band - dashed, 1px
|
||||
{ id: 'overboughtBand', color: '#787B86', title: '', style: 'dashed', width: 1, lastValueVisible: false },
|
||||
|
||||
// Oversold Band - dashed, 1px
|
||||
{ id: 'oversoldBand', color: '#787B86', title: '', style: 'dashed', width: 1, lastValueVisible: false }
|
||||
],
|
||||
displayMode: 'pane',
|
||||
@ -71,3 +131,5 @@ export class RSIIndicator extends BaseIndicator {
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
export { calculateRSISignal };
|
||||
@ -1,18 +0,0 @@
|
||||
import { MA } from './ma.js';
|
||||
import { BaseIndicator } from './base.js';
|
||||
|
||||
export class SMAIndicator extends BaseIndicator {
|
||||
calculate(candles) {
|
||||
const period = this.params.period || 44;
|
||||
return MA.sma(candles, period, 'close');
|
||||
}
|
||||
|
||||
getMetadata() {
|
||||
return {
|
||||
name: 'SMA',
|
||||
inputs: [{ name: 'period', label: 'Period', type: 'number', default: 44, min: 1, max: 500 }],
|
||||
plots: [{ id: 'value', color: '#2962ff', title: 'SMA' }],
|
||||
displayMode: 'overlay'
|
||||
};
|
||||
}
|
||||
}
|
||||
@ -1,6 +1,74 @@
|
||||
import { BaseIndicator } from './base.js';
|
||||
// Self-contained Stochastic Oscillator indicator
|
||||
// Includes math, metadata, signal calculation, and base class
|
||||
|
||||
// Signal constants (defined in each indicator file)
|
||||
const SIGNAL_TYPES = {
|
||||
BUY: 'buy',
|
||||
SELL: 'sell',
|
||||
HOLD: 'hold'
|
||||
};
|
||||
|
||||
const SIGNAL_COLORS = {
|
||||
buy: '#26a69a',
|
||||
hold: '#787b86',
|
||||
sell: '#ef5350'
|
||||
};
|
||||
|
||||
// Base class (inline replacement for BaseIndicator)
|
||||
class BaseIndicator {
|
||||
constructor(config) {
|
||||
this.id = config.id;
|
||||
this.type = config.type;
|
||||
this.name = config.name;
|
||||
this.params = config.params || {};
|
||||
this.timeframe = config.timeframe || '1m';
|
||||
this.series = [];
|
||||
this.visible = config.visible !== false;
|
||||
this.cachedResults = null;
|
||||
this.cachedMeta = null;
|
||||
this.lastSignalTimestamp = null;
|
||||
this.lastSignalType = null;
|
||||
}
|
||||
}
|
||||
|
||||
// Signal calculation for Stochastic
|
||||
function calculateStochSignal(indicator, lastCandle, prevCandle, values) {
|
||||
const k = values?.k;
|
||||
const d = values?.d;
|
||||
const overbought = indicator.params?.overbought || 80;
|
||||
const oversold = indicator.params?.oversold || 20;
|
||||
|
||||
if (!k || !d) {
|
||||
return null;
|
||||
}
|
||||
|
||||
if (k < oversold && d < oversold) {
|
||||
return {
|
||||
type: SIGNAL_TYPES.BUY,
|
||||
strength: Math.min(50 + (oversold - k) * 2, 100),
|
||||
value: k,
|
||||
reasoning: `Stochastic %K (${k.toFixed(2)}) and %D (${d.toFixed(2)}) oversold (<${oversold})`
|
||||
};
|
||||
} else if (k > overbought && d > overbought) {
|
||||
return {
|
||||
type: SIGNAL_TYPES.SELL,
|
||||
strength: Math.min(50 + (k - overbought) * 2, 100),
|
||||
value: k,
|
||||
reasoning: `Stochastic %K (${k.toFixed(2)}) and %D (${d.toFixed(2)}) overbought (>${overbought})`
|
||||
};
|
||||
} else {
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
// Stochastic Oscillator Indicator class
|
||||
export class StochasticIndicator extends BaseIndicator {
|
||||
constructor(config) {
|
||||
super(config);
|
||||
this.lastSignalTimestamp = null;
|
||||
this.lastSignalType = null;
|
||||
}
|
||||
|
||||
calculate(candles) {
|
||||
const kPeriod = this.params.kPeriod || 14;
|
||||
const dPeriod = this.params.dPeriod || 3;
|
||||
@ -33,12 +101,28 @@ export class StochasticIndicator extends BaseIndicator {
|
||||
name: 'Stochastic',
|
||||
description: 'Stochastic Oscillator - compares close to high-low range',
|
||||
inputs: [
|
||||
{ name: 'kPeriod', label: 'K Period', type: 'number', default: 14 },
|
||||
{ name: 'dPeriod', label: 'D Period', type: 'number', default: 3 }
|
||||
{
|
||||
name: 'kPeriod',
|
||||
label: '%K Period',
|
||||
type: 'number',
|
||||
default: 14,
|
||||
min: 1,
|
||||
max: 100,
|
||||
description: 'Lookback period for %K calculation'
|
||||
},
|
||||
{
|
||||
name: 'dPeriod',
|
||||
label: '%D Period',
|
||||
type: 'number',
|
||||
default: 3,
|
||||
min: 1,
|
||||
max: 20,
|
||||
description: 'Smoothing period for %D (SMA of %K)'
|
||||
}
|
||||
],
|
||||
plots: [
|
||||
{ id: 'k', color: '#3f51b5', title: '%K' },
|
||||
{ id: 'd', color: '#ff9800', title: '%D' }
|
||||
{ id: 'k', color: '#3f51b5', title: '%K', style: 'solid', width: 1 },
|
||||
{ id: 'd', color: '#ff9800', title: '%D', style: 'solid', width: 1 }
|
||||
],
|
||||
displayMode: 'pane',
|
||||
paneMin: 0,
|
||||
@ -46,3 +130,5 @@ export class StochasticIndicator extends BaseIndicator {
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
export { calculateStochSignal };
|
||||
Reference in New Issue
Block a user