boll.ts•1.33 kB
// BOLL 布林带技术指标计算模块
/**
* 计算简单移动平均线 (SMA) - 内部使用
*/
function calculateSMA(prices: number[], period: number): number[] {
const sma: number[] = [];
for (let i = 0; i < prices.length; i++) {
if (i < period - 1) {
sma.push(NaN);
} else {
const sum = prices.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
sma.push(sum / period);
}
}
return sma;
}
/**
* 计算布林带指标
* @param prices 价格数组
* @param period 计算周期，默认20
* @param stdDev 标准差倍数，默认2
*/
export function calculateBOLL(prices: number[], period = 20, stdDev = 2) {
const sma = calculateSMA(prices, period);
const upper: number[] = [];
const lower: number[] = [];
for (let i = 0; i < prices.length; i++) {
if (i < period - 1) {
upper.push(NaN);
lower.push(NaN);
} else {
const periodPrices = prices.slice(i - period + 1, i + 1);
const mean = sma[i];
const variance = periodPrices.reduce((sum, price) => sum + Math.pow(price - mean, 2), 0) / period;
const standardDeviation = Math.sqrt(variance);
upper.push(mean + (standardDeviation * stdDev));
lower.push(mean - (standardDeviation * stdDev));
}
}
return {
middle: sma,
upper,
lower
};
}