import analyzeIndicators from '../../tools/analyze_indicators.js';
import { ok, fail } from '../../lib/result.js';
import { formatSummary } from '../../lib/formatter.js';
import { getErrorMessage } from '../../lib/error.js';
type AnalyzeInput = {
pair: string;
historyDays?: number; // default 90
performanceWindows?: number[]; // default [1,3,5,10]
minHistogramForForming?: number; // default 0.3
};
type CrossPerf = { date: string | null; histogram: number | null; performance: Record<string, number | null> };
export default async function analyzeMacdPattern({
pair,
historyDays = 90,
performanceWindows = [1, 3, 5, 10],
minHistogramForForming = 0.3,
}: AnalyzeInput) {
try {
const limit = Math.max(120, historyDays + 40);
const ind: any = await analyzeIndicators(pair, '1day', limit);
if (!ind?.ok) return fail(ind?.summary || 'indicators failed', (ind?.meta as any)?.errorType || 'internal');
const macd = ind?.data?.indicators?.macd_series?.line || [];
const signal = ind?.data?.indicators?.macd_series?.signal || [];
const hist = ind?.data?.indicators?.macd_series?.hist || [];
const candles: Array<{ isoTime?: string; close?: number }> = Array.isArray(ind?.data?.normalized) ? ind.data.normalized : [];
const n = Math.min(macd.length, signal.length, hist.length, candles.length);
if (n < 20) return fail('insufficient data', 'user');
const nowIdx = n - 1;
const lastClose = candles[nowIdx]?.close ?? null;
// 1) forming detection（優先）
const win = Math.min(5, n - 1);
const hNow = hist[nowIdx] as number | null;
const hPrev = hist[nowIdx - win] as number | null;
let completion: number | null = null;
let estimatedCrossDays: number | null = null;
let status: 'forming_golden' | 'forming_dead' | 'neutral' | 'crossed_recently' = 'neutral';
const histogramTrend: Array<number | null> = [];
for (let i = nowIdx - win + 1; i <= nowIdx; i++) histogramTrend.push(hist[i] == null ? null : Number((hist[i] as number).toFixed(4)));
if (hNow != null && hPrev != null && Math.abs(hPrev) > 0) {
const slopePerBar = (hNow - hPrev) / win; // toward 0 if opposite sign of hPrev
const movingTowardZero = (hPrev > 0 && slopePerBar < 0) || (hPrev < 0 && slopePerBar > 0);
const notCrossedYet = (hPrev < 0 && hNow < 0) || (hPrev > 0 && hNow > 0);
if (movingTowardZero && notCrossedYet && Math.abs(hNow) <= minHistogramForForming * 5) {
completion = Number((1 - Math.min(1, Math.abs(hNow) / Math.abs(hPrev))).toFixed(2));
const speed = Math.abs(slopePerBar);
estimatedCrossDays = speed > 0 ? Number((Math.abs(hNow) / speed).toFixed(1)) : null;
status = hPrev < 0 ? 'forming_golden' : 'forming_dead';
}
}
// 直近クロスは最後に確認（forming優先）。ヒストグラムの符号変化でチェック（直近3本）
let crossedRecently = false;
let lastCrossIdx: number | null = null;
let lastCrossType: 'golden' | 'dead' | null = null;
for (let i = Math.max(1, nowIdx - 3); i <= nowIdx; i++) {
const hp = hist[i - 1];
const hc = hist[i];
if (hp != null && hc != null) {
if (hp <= 0 && hc > 0) { crossedRecently = true; lastCrossIdx = i; lastCrossType = 'golden'; break; }
if (hp >= 0 && hc < 0) { crossedRecently = true; lastCrossIdx = i; lastCrossType = 'dead'; break; }
}
}
if (status !== 'forming_golden' && status !== 'forming_dead' && crossedRecently) status = 'crossed_recently';
// 2) history analysis within historyDays
const msCut = Date.now() - historyDays * 86400000;
const crosses: Array<{ idx: number; type: 'golden' | 'dead'; date: string | null; histogram: number | null; price: number | null }> = [];
for (let i = 1; i < n; i++) {
const prevDiff = (macd[i - 1] ?? null) != null && (signal[i - 1] ?? null) != null ? (macd[i - 1] as number) - (signal[i - 1] as number) : null;
const currDiff = (macd[i] ?? null) != null && (signal[i] ?? null) != null ? (macd[i] as number) - (signal[i] as number) : null;
if (prevDiff == null || currDiff == null) continue;
const isGolden = prevDiff <= 0 && currDiff > 0;
const isDead = prevDiff >= 0 && currDiff < 0;
if (!isGolden && !isDead) continue;
const dateStr = candles[i]?.isoTime || null;
const ts = dateStr ? Date.parse(dateStr) : NaN;
if (!Number.isFinite(ts) || ts < msCut) continue;
crosses.push({ idx: i, type: isGolden ? 'golden' : 'dead', date: dateStr, histogram: hist[i] ?? null, price: candles[i]?.close ?? null });
}
function performanceFor(idx: number, basePrice: number | null): Record<string, number | null> {
const perf: Record<string, number | null> = {};
for (const w of performanceWindows) {
const j = Math.min(n - 1, idx + w);
const priceW = candles[j]?.close ?? null;
perf['day' + String(w)] = basePrice != null && priceW != null ? Number((((priceW - basePrice) / basePrice) * 100).toFixed(2)) : null;
}
return perf;
}
const goldenCrosses: CrossPerf[] = [];
const deadCrosses: CrossPerf[] = [];
for (const c of crosses) {
const perf = performanceFor(c.idx, c.price ?? null);
const item: CrossPerf = { date: c.date, histogram: c.histogram == null ? null : Number((c.histogram as number).toFixed(4)), performance: perf };
if (c.type === 'golden') goldenCrosses.push(item); else deadCrosses.push(item);
}
function statsOf(list: CrossPerf[]) {
const w = performanceWindows.includes(5) ? 5 : performanceWindows[performanceWindows.length - 1];
const pick = (it: CrossPerf) => it.performance['day' + String(w)];
const vals = list.map(pick).filter((v): v is number => v != null);
const avg = vals.length ? Number((vals.reduce((a, b) => a + b, 0) / vals.length).toFixed(2)) : null;
const successRate = list.length ? Number(((list.filter(p => (pick(p) ?? -Infinity) > 0).length / list.length) * 100).toFixed(0)) : 0;
const bestCase = vals.length ? Math.max(...vals) : null;
const worstCase = vals.length ? Math.min(...vals) : null;
return { avgDay5Return: avg, successRate, totalSamples: list.length, bestCase, worstCase };
}
const forming = {
status,
completion,
estimatedCrossDays,
currentMACD: macd[nowIdx] ?? null,
currentSignal: signal[nowIdx] ?? null,
currentHistogram: hNow ?? null,
histogramTrend,
};
const history = { goldenCrosses, deadCrosses };
const statistics = { golden: statsOf(goldenCrosses), dead: statsOf(deadCrosses) } as const;
// Build multi-line content summary with forming details when applicable
const lines: string[] = [];
const pairStr = String(pair).toUpperCase();
lines.push(lastClose != null ? `${pairStr} close=${Number(lastClose).toLocaleString()}円` : pairStr);
if (status === 'forming_golden' || status === 'forming_dead') {
const days = estimatedCrossDays != null ? (estimatedCrossDays <= 1.5 ? '1-2日以内' : `${Math.round(estimatedCrossDays)}日程度`) : '不明';
const compStr = completion != null ? `${Math.round((completion || 0) * 100)}%` : 'n/a';
const crossType = status === 'forming_golden' ? 'ゴールデン' : 'デッド';
const fmt = (v: any, d = 2) => (v == null ? 'n/a' : Number(v).toFixed(d));
const estDate = (() => {
if (estimatedCrossDays == null) return '不明';
try { return new Date(Date.now() + Math.max(0, Math.round(estimatedCrossDays)) * 86400000).toISOString().slice(0, 10); } catch { return '不明'; }
})();
lines.push(`${crossType}クロス形成中: 完成度${compStr}、推定クロス日 ${estDate}（あと${days}）`);
lines.push(`- ヒストグラム: ${fmt(hNow, 2)} (直近5本: [${histogramTrend.map(v => v == null ? 'n/a' : String(v)).join(', ')}])`);
lines.push(`- MACD: ${fmt(macd[nowIdx], 2)} / Signal: ${fmt(signal[nowIdx], 2)}`);
} else if (status === 'crossed_recently') {
const dateStr = (lastCrossIdx != null ? (candles[lastCrossIdx]?.isoTime || '').slice(0, 10) : '') || '不明';
const barsAgo = lastCrossIdx != null ? (nowIdx - lastCrossIdx) : null;
const agoStr = barsAgo != null ? `${barsAgo}日前` : '直近';
const typ = lastCrossType === 'dead' ? 'デッド' : 'ゴールデン';
lines.push(`${typ}クロス発生: ${dateStr}（${agoStr}）`);
} else {
lines.push('現在クロス形成の兆候なし');
}
const gStats = statistics.golden;
if (gStats.totalSamples > 0) {
const avgStr = gStats.avgDay5Return != null ? `${gStats.avgDay5Return >= 0 ? '+' : ''}${gStats.avgDay5Return}%` : 'n/a';
const upCount = goldenCrosses.filter(c => (c.performance.day5 ?? -Infinity) > 0).length;
const rangeStr = (gStats.worstCase != null && gStats.bestCase != null)
? `${gStats.worstCase >= 0 ? '+' : ''}${gStats.worstCase}% 〜 ${gStats.bestCase >= 0 ? '+' : ''}${gStats.bestCase}%`
: 'n/a';
lines.push(`過去${historyDays}日: ゴールデンクロス${goldenCrosses.length}回`);
const upPct = goldenCrosses.length ? Math.round((upCount / goldenCrosses.length) * 100) : 0;
lines.push(`- クロス後5日間: 平均${avgStr}、上昇した割合 ${upCount}/${goldenCrosses.length}回（${upPct}%）`);
lines.push(`- 範囲: ${rangeStr}`);
}
const dStats = statistics.dead;
if (dStats.totalSamples > 0) {
const avgStr = dStats.avgDay5Return != null ? `${dStats.avgDay5Return >= 0 ? '+' : ''}${dStats.avgDay5Return}%` : 'n/a';
const downCount = deadCrosses.filter(c => (c.performance.day5 ?? Infinity) < 0).length;
const rangeStr = (dStats.worstCase != null && dStats.bestCase != null)
? `${dStats.worstCase >= 0 ? '+' : ''}${dStats.worstCase}% 〜 ${dStats.bestCase >= 0 ? '+' : ''}${dStats.bestCase}%`
: 'n/a';
lines.push(`デッドクロス${deadCrosses.length}回`);
const downPct = deadCrosses.length ? Math.round((downCount / deadCrosses.length) * 100) : 0;
lines.push(`- クロス後5日間: 平均${avgStr}、下落した割合 ${downCount}/${deadCrosses.length}回（${downPct}%）`);
lines.push(`- 範囲: ${rangeStr}`);
}
const summary = lines.join('\n');
return ok(summary, { forming, history, statistics }, { pair, historyDays, performanceWindows, minHistogramForForming });
} catch (e: unknown) {
return fail(getErrorMessage(e) || 'internal error', 'internal');
}
}
