btc-trading/src/api/dashboard/static/js/indicators/hurst.js

// Self-contained Hurst Bands indicator
// Based on J.M. Hurst's cyclic price channel theory
// Using RMA + ATR displacement method

const SIGNAL_TYPES = {
    BUY: 'buy',
    SELL: 'sell'
};

const SIGNAL_COLORS = {
    buy: '#9e9e9e',
    sell: '#9e9e9e'
};

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;
    }
}

// Calculate RMA (Rolling Moving Average - Wilder's method)
// Recreates Pine Script's ta.rma() exactly
function calculateRMA(sourceArray, length) {
    const rma = new Array(sourceArray.length).fill(null);
    let sum = 0;
    const alpha = 1 / length;
    
    // PineScript implicitly rounds float lengths for SMA initialization
    const smaLength = Math.round(length); 
    
    for (let i = 0; i < sourceArray.length; i++) {
        if (i < smaLength - 1) {
            // Accumulate first N-1 bars
            sum += sourceArray[i];
        } else if (i === smaLength - 1) {
            // On the Nth bar, the first RMA value is the SMA
            sum += sourceArray[i];
            rma[i] = sum / smaLength;
        } else {
            // Subsequent bars use the RMA formula
            const prevRMA = rma[i - 1];
            rma[i] = (prevRMA === null || isNaN(prevRMA)) 
                ? alpha * sourceArray[i] 
                : alpha * sourceArray[i] + (1 - alpha) * prevRMA;
        }
    }
    
    return rma;
}

function calculateHurstSignal(indicator, lastCandle, prevCandle, values, prevValues) {
    const close = lastCandle.close;
    const prevClose = prevCandle?.close;
    const upper = values?.upper;
    const lower = values?.lower;
    
    if (!upper || !lower || prevClose === undefined) {
        return null;
    }
    
    if (prevClose > lower && close < lower) {
        return {
            type: 'buy',
            strength: 75,
            value: close,
            reasoning: `Price crossed down below lower Hurst Band (${lower.toFixed(2)}), expect bounce`
        };
    }
    
    if (prevClose > upper && close < upper) {
        return {
            type: 'sell',
            strength: 75,
            value: close,
            reasoning: `Price crossed down below upper Hurst Band (${upper.toFixed(2)}), expect reversal`
        };
    }
    
    return null;
}

export class HurstBandsIndicator extends BaseIndicator {
    constructor(config) {
        super(config);
        this.lastSignalTimestamp = null;
        this.lastSignalType = null;
        
        if (!this.params.markerBuyShape) this.params.markerBuyShape = 'custom';
        if (!this.params.markerSellShape) this.params.markerSellShape = 'custom';
        if (!this.params.markerBuyColor) this.params.markerBuyColor = '#9e9e9e';
        if (!this.params.markerSellColor) this.params.markerSellColor = '#9e9e9e';
        if (!this.params.markerBuyCustom) this.params.markerBuyCustom = '▲';
        if (!this.params.markerSellCustom) this.params.markerSellCustom = '▼';
    }

    calculate(candles) {
        const mcl_t = this.params.period || 30;
        const mcm = this.params.multiplier || 1.8;
        
        const mcl = mcl_t / 2;
        
        // FIX: PineScript rounds implicit floats for history references []. 
        // 15/2 = 7.5. Pine rounds this to 8. Math.floor gives 7.
        const mcl_2 = Math.round(mcl / 2); 
        
        const results = new Array(candles.length).fill(null);
        const closes = candles.map(c => c.close);
        
        const trArray = candles.map((d, i) => {
            const prevClose = i > 0 ? candles[i - 1].close : null;
            const high = d.high;
            const low = d.low;
            
            if (prevClose === null || prevClose === undefined || isNaN(prevClose)) {
                return high - low;
            }
            return Math.max(
                high - low,
                Math.abs(high - prevClose),
                Math.abs(low - prevClose)
            );
        });
        
        const ma_mcl = calculateRMA(closes, mcl);
        const atr = calculateRMA(trArray, mcl);
        
        for (let i = 0; i < candles.length; i++) {
            const src = closes[i];
            const mcm_off = mcm * (atr[i] || 0);
            
            const historicalIndex = i - mcl_2;
            const historical_ma = historicalIndex >= 0 ? ma_mcl[historicalIndex] : null;
            
            const centerLine = (historical_ma === null || historical_ma === undefined || isNaN(historical_ma)) ? src : historical_ma;
            
            results[i] = {
                upper: centerLine + mcm_off,
                lower: centerLine - mcm_off
            };
        }
        
        return results;
    }
    
    getMetadata() {
        return {
            name: 'Hurst Bands',
            description: 'Cyclic price channels based on Hurst theory',
            inputs: [
                { name: 'period', label: 'Hurst Cycle Length (mcl_t)', type: 'number', default: 30, min: 5, max: 200 },
                { name: 'multiplier', label: 'Multiplier (mcm)', type: 'number', default: 1.8, min: 0.5, max: 10, step: 0.1 }
            ],
            plots: [
                { id: 'upper', color: '#808080', title: 'Upper', lineWidth: 1 },
                { id: 'lower', color: '#808080', title: 'Lower', lineWidth: 1 }
            ],
            bands: [
                { topId: 'upper', bottomId: 'lower', color: 'rgba(128, 128, 128, 0.05)' }
            ],
            displayMode: 'overlay'
        };
    }
}

export { calculateHurstSignal };