import { EMA } from 'technicalindicators';
import {
BreakSignal,
Candle,
Strategy,
SupportResistanceResult,
} from '../types.js';
import { getStockData } from '../util/util.js';
export class BreakoutDetector
implements Strategy<Promise<SupportResistanceResult>>
{
private readonly config: {
leftBars: number;
rightBars: number;
volumeThreshold: number;
toggleBreaks: boolean;
};
constructor() {
this.config = {
leftBars: 10,
rightBars: 10,
volumeThreshold: 20,
toggleBreaks: true,
};
}
// 使用 fixnan 逻辑的 findPivotPoints 函数
findPivotPoints(
data: Candle[],
leftBars: number,
rightBars: number
): {
highPivots: (number | null)[];
lowPivots: (number | null)[];
} {
const highPivots: (number | null)[] = Array(data.length).fill(null);
const lowPivots: (number | null)[] = Array(data.length).fill(null);
// 首先计算实际的枢轴点
for (let i = leftBars; i < data.length - rightBars; i++) {
// 检查高点
let isHighPivot = true;
for (let j = i - leftBars; j < i; j++) {
if (data[j].high >= data[i].high) {
isHighPivot = false;
break;
}
}
if (isHighPivot) {
for (let j = i + 1; j <= i + rightBars; j++) {
if (data[j].high >= data[i].high) {
isHighPivot = false;
break;
}
}
}
if (isHighPivot) {
highPivots[i] = data[i].high;
}
// 检查低点
let isLowPivot = true;
for (let j = i - leftBars; j < i; j++) {
if (data[j].low <= data[i].low) {
isLowPivot = false;
break;
}
}
if (isLowPivot) {
for (let j = i + 1; j <= i + rightBars; j++) {
if (data[j].low <= data[i].low) {
isLowPivot = false;
break;
}
}
}
if (isLowPivot) {
lowPivots[i] = data[i].low;
}
}
// 然后实现类似 fixnan 的逻辑，填充值
let lastValidHigh = null;
let lastValidLow = null;
for (let i = 0; i < data.length; i++) {
if (highPivots[i] !== null) {
lastValidHigh = highPivots[i];
} else if (lastValidHigh !== null) {
highPivots[i] = lastValidHigh;
}
if (lowPivots[i] !== null) {
lastValidLow = lowPivots[i];
} else if (lastValidLow !== null) {
lowPivots[i] = lastValidLow;
}
}
return { highPivots, lowPivots };
}
// 主函数来检测支撑和阻力
detectSupportResistance(
symbol: string,
data: Candle[],
config: {
leftBars: number;
rightBars: number;
volumeThreshold: number;
toggleBreaks: boolean;
}
): SupportResistanceResult {
if (data.length < config.leftBars + config.rightBars + 1) {
console.warn('数据不足以计算支撑阻力位');
return {
symbol,
supportLevels: [],
resistanceLevels: [],
dynamicSupport: null,
dynamicResistance: null,
breakSignals: [],
};
}
const { leftBars, rightBars, volumeThreshold, toggleBreaks } = config;
// 1. 使用修复后的函数计算枢轴点
const { highPivots, lowPivots } = this.findPivotPoints(
data,
leftBars,
rightBars
);
// 2. 计算成交量震荡指标
const volumes = data.map(candle => candle.volume);
const shortEMA = EMA.calculate({ period: 5, values: volumes });
const longEMA = EMA.calculate({ period: 10, values: volumes });
// 计算需要填充的长度
const shortPadding = volumes.length - shortEMA.length;
const longPadding = volumes.length - longEMA.length;
// 用最后一个有效值填充
const paddedShortEMA = [
...shortEMA,
...Array(shortPadding).fill(shortEMA[shortEMA.length - 1]),
];
const paddedLongEMA = [
...longEMA,
...Array(longPadding).fill(longEMA[longEMA.length - 1]),
];
const volumeOsc = volumes.map((_, i) => {
const long = paddedLongEMA[i];
const short = paddedShortEMA[i];
return long > 0 ? (100 * (short - long)) / long : 0;
});
// 3. 查找突破信号
const breakSignals: BreakSignal[] = [];
if (toggleBreaks) {
// 从第二个蜡烛开始检查突破
for (let i = 1; i < data.length; i++) {
const current = data[i];
const prev = data[i - 1];
const currHighPivot = highPivots[i - 1];
const currLowPivot = lowPivots[i - 1];
if (currHighPivot !== null && currLowPivot !== null) {
// 检查支撑突破
if (
prev.close >= currLowPivot &&
current.close < currLowPivot &&
volumeOsc[i] > volumeThreshold
) {
// 检查是否为熊形针线形态
const isBearWick =
current.open - current.close < current.high - current.open;
breakSignals.push({
time: current.timestamp,
type: isBearWick ? 'bear_wick' : 'support_break',
price: parseFloat(current.close.toFixed(2)),
strength: parseFloat(Math.min(100, volumeOsc[i]).toFixed(2)),
breakPriceLevel: parseFloat(currLowPivot.toFixed(2)),
});
}
// 检查阻力突破
if (
prev.close <= currHighPivot &&
current.close > currHighPivot &&
volumeOsc[i] > volumeThreshold
) {
// 检查是否为牛形针线形态
const isBullWick =
current.open - current.low > current.close - current.open;
breakSignals.push({
time: current.timestamp,
type: isBullWick ? 'bull_wick' : 'resistance_break',
price: parseFloat(current.close.toFixed(2)),
strength: parseFloat(Math.min(100, volumeOsc[i]).toFixed(2)),
breakPriceLevel: parseFloat(currHighPivot.toFixed(2)),
});
}
}
}
}
// 4. 过滤出唯一的支撑和阻力水平
const highSet = new Set<number>();
const lowSet = new Set<number>();
highPivots.forEach(p => {
if (p !== null) highSet.add(p);
});
lowPivots.forEach(p => {
if (p !== null) lowSet.add(p);
});
const resistanceLevels = Array.from(highSet).sort((a, b) => a - b);
const supportLevels = Array.from(lowSet).sort((a, b) => a - b);
// 5. 获取当前价格附近的支撑和阻力
const currentPrice = data[data.length - 1].close;
let dynamicSupport = null;
let dynamicResistance = null;
// 找到低于当前价格的最高支撑位
for (let i = supportLevels.length - 1; i >= 0; i--) {
if (supportLevels[i] < currentPrice) {
dynamicSupport = supportLevels[i];
break;
}
}
// 找到高于当前价格的最低阻力位
for (let i = 0; i < resistanceLevels.length; i++) {
if (resistanceLevels[i] > currentPrice) {
dynamicResistance = resistanceLevels[i];
break;
}
}
return {
symbol,
supportLevels,
resistanceLevels,
dynamicSupport,
dynamicResistance,
breakSignals,
};
}
async run(symbol: string): Promise<SupportResistanceResult> {
const today = new Date();
const startDate = new Date();
startDate.setDate(today.getDate() - 200); // 获取更多数据用于计算
const candles = await getStockData(symbol, startDate, today);
if (candles.length === 0) {
console.error('没有获取到数据，无法分析');
return {
symbol,
supportLevels: [],
resistanceLevels: [],
dynamicSupport: null,
dynamicResistance: null,
breakSignals: [],
};
}
return this.detectSupportResistance(symbol, candles, this.config);
}
}
// const breakoutDetector = new BreakoutDetector();
// const result = await breakoutDetector.run('PONY');
//
// console.log('result:', result);
