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.
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@ -1,37 +1,123 @@
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import { MA } from './ma.js';
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import { BaseIndicator } from './base.js';
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// Self-contained MACD 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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// EMA calculation inline (needed for MACD)
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function calculateEMAInline(data, period) {
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const multiplier = 2 / (period + 1);
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const ema = [];
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for (let i = 0; i < data.length; i++) {
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if (i < period - 1) {
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ema.push(null);
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} else if (i === period - 1) {
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ema.push(data[i]);
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} else {
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ema.push((data[i] - ema[i - 1]) * multiplier + ema[i - 1]);
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}
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}
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return ema;
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}
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// Signal calculation for MACD
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function calculateMACDSignal(indicator, lastCandle, prevCandle, values) {
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const macd = values?.macd;
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const signal = values?.signal;
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const histogram = values?.histogram;
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if (!macd || macd === null || !signal || signal === null) {
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return null;
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}
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let signalType, strength, reasoning;
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const prevCandleHistogram = prevCandle ? values?.histogram : null;
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if (macd > signal) {
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signalType = SIGNAL_TYPES.BUY;
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strength = Math.min(50 + histogram * 500, 100);
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reasoning = `MACD (${macd.toFixed(2)}) is above Signal (${signal.toFixed(2)})`;
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} else if (macd < signal) {
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signalType = SIGNAL_TYPES.SELL;
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strength = Math.min(50 + Math.abs(histogram) * 500, 100);
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reasoning = `MACD (${macd.toFixed(2)}) is below Signal (${signal.toFixed(2)})`;
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} else {
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return null;
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}
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return { type: signalType, strength, value: macd, reasoning };
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}
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// MACD Indicator class
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export class MACDIndicator 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 fast = this.params.fast || 12;
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const slow = this.params.slow || 26;
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const signal = this.params.signal || 9;
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const signalPeriod = this.params.signal || 9;
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const fastEma = MA.ema(candles, fast, 'close');
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const slowEma = MA.ema(candles, slow, 'close');
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const closes = candles.map(c => c.close);
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const macdLine = fastEma.map((f, i) => (f !== null && slowEma[i] !== null) ? f - slowEma[i] : null);
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// Use inline EMA calculation instead of MA.ema()
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const fastEMA = calculateEMAInline(closes, fast);
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const slowEMA = calculateEMAInline(closes, slow);
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const macdLine = fastEMA.map((f, i) => (f !== null && slowEMA[i] !== null) ? f - slowEMA[i] : null);
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const signalLine = new Array(candles.length).fill(null);
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const multiplier = 2 / (signal + 1);
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let ema = 0;
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let sum = 0;
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let ema = 0;
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let count = 0;
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for (let i = 0; i < macdLine.length; i++) {
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if (macdLine[i] === null) continue;
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const signalLine = macdLine.map(m => {
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if (m === null) return null;
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count++;
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if (count < signal) {
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sum += macdLine[i];
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} else if (count === signal) {
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sum += macdLine[i];
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ema = sum / signal;
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signalLine[i] = ema;
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if (count < signalPeriod) {
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sum += m;
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return null;
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} else if (count === signalPeriod) {
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sum += m;
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ema = sum / signalPeriod;
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return ema;
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} else {
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ema = (macdLine[i] - ema) * multiplier + ema;
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signalLine[i] = ema;
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ema = (m - ema) * (2 / (signalPeriod + 1)) + ema;
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return ema;
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}
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}
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});
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return macdLine.map((m, i) => ({
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macd: m,
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@ -58,3 +144,5 @@ export class MACDIndicator extends BaseIndicator {
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};
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}
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}
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export { calculateMACDSignal };
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