kdj.js•1.48 kB
// KDJ 技术指标计算模块
/**
* 计算KDJ指标
* @param highs 最高价数组
* @param lows 最低价数组
* @param closes 收盘价数组
* @param period RSV周期，默认9
* @param k K值平滑参数，默认3
* @param d D值平滑参数，默认3
*/
export function calculateKDJ(highs, lows, closes, period = 9, k = 3, d = 3) {
const rsv = [];
const kValues = [];
const dValues = [];
const jValues = [];
for (let i = 0; i < closes.length; i++) {
if (i < period - 1) {
rsv.push(NaN);
kValues.push(NaN);
dValues.push(NaN);
jValues.push(NaN);
}
else {
const periodHigh = Math.max(...highs.slice(i - period + 1, i + 1));
const periodLow = Math.min(...lows.slice(i - period + 1, i + 1));
const currentRsv = ((closes[i] - periodLow) / (periodHigh - periodLow)) * 100;
rsv.push(currentRsv);
if (i === period - 1) {
kValues.push(currentRsv);
dValues.push(currentRsv);
}
else {
const newK = (kValues[i - 1] * (k - 1) + currentRsv) / k;
const newD = (dValues[i - 1] * (d - 1) + newK) / d;
kValues.push(newK);
dValues.push(newD);
}
const j = 3 * kValues[i] - 2 * dValues[i];
jValues.push(j);
}
}
return { k: kValues, d: dValues, j: jValues };
}