macd.js•1.32 kB
// MACD 技术指标计算模块
/**
* 计算指数移动平均线 (EMA) - 内部使用
*/
function calculateEMA(prices, period) {
const ema = [];
const multiplier = 2 / (period + 1);
for (let i = 0; i < prices.length; i++) {
if (i === 0) {
ema.push(prices[i]);
}
else {
ema.push((prices[i] * multiplier) + (ema[i - 1] * (1 - multiplier)));
}
}
return ema;
}
/**
* 计算MACD指标
* @param prices 价格数组
* @param fastPeriod 快线周期，默认12
* @param slowPeriod 慢线周期，默认26
* @param signalPeriod 信号线周期，默认9
*/
export function calculateMACD(prices, fastPeriod = 12, slowPeriod = 26, signalPeriod = 9) {
const emaFast = calculateEMA(prices, fastPeriod);
const emaSlow = calculateEMA(prices, slowPeriod);
const dif = emaFast.map((fast, i) => fast - emaSlow[i]);
const dea = calculateEMA(dif.filter(x => !isNaN(x)), signalPeriod);
// 为了保持数组长度一致，在DEA前面填充NaN
const fullDea = [];
const nanCount = slowPeriod - 1;
for (let i = 0; i < nanCount; i++) {
fullDea.push(NaN);
}
fullDea.push(...dea);
const macd = dif.map((d, i) => (d - fullDea[i]) * 2);
return {
dif,
dea: fullDea,
macd
};
}