btc-trading/src/api/dashboard/static/js/indicators/macd.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, prevValues) {
    const macd = values?.macd;
    const signal = values?.signal;
    const prevMacd = prevValues?.macd;
    const prevSignal = prevValues?.signal;
    
    if (macd === undefined || macd === null || signal === undefined || signal === null || 
        prevMacd === undefined || prevMacd === null || prevSignal === undefined || prevSignal === null) {
        return null;
    }

    // BUY: MACD crosses UP through Signal line
    if (prevMacd <= prevSignal && macd > signal) {
        return {
            type: SIGNAL_TYPES.BUY,
            strength: 80,
            value: macd,
            reasoning: `MACD crossed UP through Signal line`
        };
    } 
    // SELL: MACD crosses DOWN through Signal line
    else if (prevMacd >= prevSignal && macd < signal) {
        return {
            type: SIGNAL_TYPES.SELL,
            strength: 80,
            value: macd,
            reasoning: `MACD crossed DOWN through Signal line`
        };
    }

    return null;
}

// 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 signalPeriod = this.params.signal || 9;
        
        const closes = candles.map(c => c.close);
        
        // 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);
        
        let sum = 0;
        let ema = 0;
        let count = 0;
        
        const signalLine = macdLine.map(m => {
            if (m === null) return null;
            count++;
            if (count < signalPeriod) {
                sum += m;
                return null;
            } else if (count === signalPeriod) {
                sum += m;
                ema = sum / signalPeriod;
                return ema;
            } else {
                ema = (m - ema) * (2 / (signalPeriod + 1)) + ema;
                return ema;
            }
        });
        
        return macdLine.map((m, i) => ({
            macd: m,
            signal: signalLine[i],
            histogram: (m !== null && signalLine[i] !== null) ? m - signalLine[i] : null
        }));
    }
    
    getMetadata() {
        return {
            name: 'MACD',
            description: 'Moving Average Convergence Divergence - trend & momentum',
            inputs: [
                { name: 'fast', label: 'Fast Period', type: 'number', default: 12 },
                { name: 'slow', label: 'Slow Period', type: 'number', default: 26 },
                { name: 'signal', label: 'Signal Period', type: 'number', default: 9 }
            ],
            plots: [
                { id: 'macd', color: '#2196f3', title: 'MACD' },
                { id: 'signal', color: '#ff5722', title: 'Signal' },
                { id: 'histogram', color: '#607d8b', title: 'Histogram', type: 'histogram' }
            ],
            displayMode: 'pane'
        };
    }
}

export { calculateMACDSignal };