chore: add AGENTS.md with build, lint, test commands and style guidelines
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153
js/indicators/macd.js
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153
js/indicators/macd.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, prevValues) {
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const macd = values?.macd;
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const signal = values?.signal;
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const prevMacd = prevValues?.macd;
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const prevSignal = prevValues?.signal;
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if (macd === undefined || macd === null || signal === undefined || signal === null ||
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prevMacd === undefined || prevMacd === null || prevSignal === undefined || prevSignal === null) {
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return null;
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}
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// BUY: MACD crosses UP through Signal line
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if (prevMacd <= prevSignal && macd > signal) {
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return {
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type: SIGNAL_TYPES.BUY,
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strength: 80,
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value: macd,
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reasoning: `MACD crossed UP through Signal line`
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};
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}
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// SELL: MACD crosses DOWN through Signal line
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else if (prevMacd >= prevSignal && macd < signal) {
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return {
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type: SIGNAL_TYPES.SELL,
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strength: 80,
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value: macd,
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reasoning: `MACD crossed DOWN through Signal line`
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};
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}
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return null;
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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 signalPeriod = this.params.signal || 9;
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const closes = candles.map(c => c.close);
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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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let sum = 0;
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let ema = 0;
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let count = 0;
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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 < 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 = (m - ema) * (2 / (signalPeriod + 1)) + ema;
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return ema;
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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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signal: signalLine[i],
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histogram: (m !== null && signalLine[i] !== null) ? m - signalLine[i] : null
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}));
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}
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getMetadata() {
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return {
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name: 'MACD',
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description: 'Moving Average Convergence Divergence - trend & momentum',
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inputs: [
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{ name: 'fast', label: 'Fast Period', type: 'number', default: 12 },
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{ name: 'slow', label: 'Slow Period', type: 'number', default: 26 },
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{ name: 'signal', label: 'Signal Period', type: 'number', default: 9 }
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],
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plots: [
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{ id: 'macd', color: '#2196f3', title: 'MACD' },
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{ id: 'signal', color: '#ff5722', title: 'Signal' },
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{ id: 'histogram', color: '#607d8b', title: 'Histogram', type: 'histogram' }
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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 { calculateMACDSignal };
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