import { bearish, bullish } from 'technicalindicators';
import { Candle } from '../types.js';
import { MarketQuery } from '../finance/MarketQuery.js';
interface PatternResult {
date: Date;
patternType: 'bullish' | 'bearish';
priceLevel: number;
strength: number; // 0-100 的强度值
}
/**
* 检测K线形态
* @param candles K线数据
* @param patternCheckingWindow 形态检测窗口大小
* @returns 看涨和看跌形态的结果
*/
export const detectBullOrBear = (
candles: Candle[],
patternCheckingWindow: number = 5
): {
bullishPatterns: PatternResult[];
bearishPatterns: PatternResult[];
} => {
const bullishPatterns: PatternResult[] = [];
const bearishPatterns: PatternResult[] = [];
for (let i = patternCheckingWindow; i < candles.length; i++) {
const currentWindowSize = Math.min(
patternCheckingWindow,
candles.length - i
);
// i+1 为了包含当前K线
const windowCandles = candles.slice(i - currentWindowSize, i + 1);
const patternData = {
open: windowCandles.map(candle => candle.open),
high: windowCandles.map(candle => candle.high),
low: windowCandles.map(candle => candle.low),
close: windowCandles.map(candle => candle.close),
timestamp: windowCandles.map(candle => candle.timestamp),
};
// 获取最新K线的信息
const currentCandle = windowCandles[windowCandles.length - 1];
const currentDate = currentCandle.timestamp;
const currentClose = currentCandle.close;
// 检查看涨形态
const hasBullishPattern = bullish(patternData) as boolean;
if (hasBullishPattern) {
// 计算形态强度
const patternStrength = calculatePatternStrength(
windowCandles,
'bullish'
);
bullishPatterns.push({
date: currentDate,
patternType: 'bullish',
priceLevel: currentClose,
strength: patternStrength,
});
}
// 检查看跌形态
const hasBearishPattern = bearish(patternData) as boolean;
if (hasBearishPattern) {
// 计算形态强度
const patternStrength = calculatePatternStrength(
windowCandles,
'bearish'
);
bearishPatterns.push({
date: currentDate,
patternType: 'bearish',
priceLevel: currentClose,
strength: patternStrength,
});
}
}
return {
bullishPatterns,
bearishPatterns,
};
};
/**
* 计算K线形态的强度
* @param candles K线数组
* @param patternType 形态类型
* @returns 强度值 (0-100)
*/
function calculatePatternStrength(
candles: Candle[],
patternType: 'bullish' | 'bearish'
): number {
const lastCandle = candles[candles.length - 1];
const lastBody = Math.abs(lastCandle.close - lastCandle.open);
const lastRange = lastCandle.high - lastCandle.low;
// 基础强度
let strength = 50;
// 考虑实体大小相对于波动范围 (实体越大，信号越强)
const bodyToRangeRatio = lastBody / lastRange;
if (bodyToRangeRatio > 0.7) {
strength += 20;
} else if (bodyToRangeRatio > 0.5) {
strength += 10;
}
// 考虑成交量因素 (成交量越大，信号越强)
const volumes = candles.map(c => c.volume);
const avgVolume =
volumes.slice(0, volumes.length - 1).reduce((a, b) => a + b, 0) /
(volumes.length - 1);
const lastVolume = lastCandle.volume;
if (lastVolume > avgVolume * 2) {
strength += 30;
} else if (lastVolume > avgVolume * 1.5) {
strength += 20;
} else if (lastVolume > avgVolume) {
strength += 10;
}
// 看涨形态:价格收于上方，看跌形态:价格收于下方
if (patternType === 'bullish' && lastCandle.close > lastCandle.open) {
strength += 10;
} else if (patternType === 'bearish' && lastCandle.close < lastCandle.open) {
strength += 10;
}
// 确保强度在 0-100 范围内
return Math.min(100, Math.max(0, strength));
}
/**
* 检查最近几天是否出现看涨或看跌形态
* @param candles K线数据
* @param daysBefore 检查多少天以内
* @param minStrength 最小强度要求 (0-100)
* @returns 过滤后的结果
*/
export const checkBullOrBearRecently = (
candles: Candle[],
daysBefore: number = 5,
minStrength: number = 60
) => {
if (candles.length === 0) {
return {
bullishDatesWithinLast5Days: [],
bearishDatesWithinLast5Days: [],
bullishPatternsDetails: [],
bearishPatternsDetails: [],
};
}
const { bullishPatterns, bearishPatterns } = detectBullOrBear(candles);
// 计算日期范围
const today = new Date();
const cutoffDate = new Date();
cutoffDate.setDate(today.getDate() - daysBefore);
// 筛选出符合条件的模式
const recentBullishPatterns = bullishPatterns.filter(
pattern =>
pattern.date >= cutoffDate &&
pattern.date <= today &&
pattern.strength >= minStrength
);
const recentBearishPatterns = bearishPatterns.filter(
pattern =>
pattern.date >= cutoffDate &&
pattern.date <= today &&
pattern.strength >= minStrength
);
// 为了与原有接口兼容
return {
bullishDatesWithinLast5Days: recentBullishPatterns.map(p => p.date),
bearishDatesWithinLast5Days: recentBearishPatterns.map(p => p.date),
// 添加详细信息供策略分析使用
bullishPatternsDetails: recentBullishPatterns,
bearishPatternsDetails: recentBearishPatterns,
};
};
/**
* 多时间周期确认
* @param symbol 股票代码
* @param startDate 开始日期
* @param endDate 结束日期
* @returns 多周期确认结果
*/
export const multiTimeframeConfirmation = async (
symbol: string,
startDate: Date,
endDate: Date
) => {
const marketQuery = new MarketQuery();
// 获取不同时间周期的数据
const dailyCandles = await marketQuery.getHistoricalData(
symbol,
startDate,
endDate,
'1d'
);
const hourlyCandles = await marketQuery.getHistoricalData(
symbol,
startDate,
endDate,
'1h'
);
// 检测形态
const dailyResult = checkBullOrBearRecently(dailyCandles, 5, 60);
const hourlyResult = checkBullOrBearRecently(hourlyCandles, 2, 60);
// 检查两个时间周期是否有相同方向的信号
const hasBullishConfirmation =
dailyResult.bullishDatesWithinLast5Days.length > 0 &&
hourlyResult.bullishDatesWithinLast5Days.length > 0;
const hasBearishConfirmation =
dailyResult.bearishDatesWithinLast5Days.length > 0 &&
hourlyResult.bearishDatesWithinLast5Days.length > 0;
return {
hasBullishConfirmation,
hasBearishConfirmation,
dailyBullishSignals: dailyResult.bullishDatesWithinLast5Days,
dailyBearishSignals: dailyResult.bearishDatesWithinLast5Days,
hourlyBullishSignals: hourlyResult.bullishDatesWithinLast5Days,
hourlyBearishSignals: hourlyResult.bearishDatesWithinLast5Days,
dailyResult,
hourlyResult,
};
};
