dataCalculator.js•3.23 kB
// 技术指标数据计算器
/**
* 计算技术指标所需的最小历史数据天数
* @param indicators 技术指标数组
* @returns 所需的最小历史天数
*/
export function calculateRequiredDays(indicators) {
let maxDays = 0;
for (const indicator of indicators) {
const match = indicator.match(/^([a-zA-Z]+\d*)(\(([^)]+)\))?$/);
if (!match)
continue;
const name = match[1].toLowerCase();
const paramsStr = match[3];
let params = [];
if (paramsStr) {
params = paramsStr.split(',').map(p => parseFloat(p.trim())).filter(n => !isNaN(n));
}
let requiredDays = 0;
switch (name) {
case 'macd':
if (params.length < 3)
continue; // 跳过参数不完整的指标
const slowPeriod = params[1];
const signalPeriod = params[2];
requiredDays = slowPeriod + signalPeriod + 10; // 额外10天保证计算准确性
break;
case 'rsi':
if (params.length < 1)
continue;
const rsiPeriod = params[0];
requiredDays = rsiPeriod + 10;
break;
case 'kdj':
if (params.length < 1)
continue;
const kdjPeriod = params[0];
requiredDays = kdjPeriod + 10;
break;
case 'boll':
if (params.length < 1)
continue;
const bollPeriod = params[0];
requiredDays = bollPeriod + 10;
break;
case 'ma':
if (params.length < 1)
continue;
const maPeriod = params[0];
requiredDays = maPeriod + 5;
break;
}
maxDays = Math.max(maxDays, requiredDays);
}
return maxDays;
}
/**
* 计算扩展的开始日期
* @param originalStartDate 用户指定的开始日期 YYYYMMDD
* @param requiredDays 需要的历史天数
* @returns 扩展后的开始日期 YYYYMMDD
*/
export function calculateExtendedStartDate(originalStartDate, requiredDays) {
const date = new Date(parseInt(originalStartDate.substring(0, 4)), parseInt(originalStartDate.substring(4, 6)) - 1, parseInt(originalStartDate.substring(6, 8)));
// 考虑到周末和节假日，实际需要更多的日历天数
const calendarDays = Math.ceil(requiredDays * 1.5); // 1.5倍系数考虑非交易日
date.setDate(date.getDate() - calendarDays);
const year = date.getFullYear();
const month = String(date.getMonth() + 1).padStart(2, '0');
const day = String(date.getDate()).padStart(2, '0');
return `${year}${month}${day}`;
}
/**
* 过滤数据到用户请求的时间范围
* @param data 完整数据数组
* @param startDate 用户请求的开始日期
* @param endDate 用户请求的结束日期
* @returns 过滤后的数据
*/
export function filterDataToUserRange(data, startDate, endDate) {
return data.filter(item => {
const tradeDate = item.trade_date;
return tradeDate >= startDate && tradeDate <= endDate;
});
}