import analyzeIndicators from './analyze_indicators.js';
import { ALLOWED_PAIRS, normalizePair } from '../lib/validate.js';
import { ok, fail } from '../lib/result.js';
import { formatSummary } from '../lib/formatter.js';
import { getErrorMessage } from '../lib/error.js';
// removed unused GetMarketSummaryOutputSchema import
export default async function detectMacdCross(
market: 'all' | 'jpy' = 'all',
lookback: number = 3,
pairs?: string[],
view: 'summary' | 'detailed' = 'summary',
screen?: {
minHistogramDelta?: number;
maxBarsAgo?: number;
minReturnPct?: number;
maxReturnPct?: number;
crossType?: 'golden' | 'dead' | 'both';
sortBy?: 'date' | 'histogram' | 'return' | 'barsAgo';
sortOrder?: 'asc' | 'desc';
limit?: number;
withPrice?: boolean;
}
) {
try {
const universe = pairs && pairs.length
? (pairs.map(normalizePair).filter((p): p is any => !!p && ALLOWED_PAIRS.has(p as any)) as string[])
: Array.from(ALLOWED_PAIRS.values()).filter(p => market === 'jpy' ? p.endsWith('_jpy') : true);
const results: Array<{ pair: string; type: 'golden' | 'dead'; macd: number; signal: number; isoTime?: string | null }> = [];
const resultsDetailed: Array<{
pair: string;
type: 'golden' | 'dead';
crossIndex: number;
crossDate: string | null;
barsAgo: number;
macdAtCross: number | null;
signalAtCross: number | null;
histogramPrev: number | null;
histogramCurr: number | null;
histogramDelta: number | null;
prevCross: { type: 'golden' | 'dead'; barsAgo: number; date: string | null } | null;
priceAtCross: number | null;
currentPrice: number | null;
returnSinceCrossPct: number | null;
}> = [];
await Promise.all(universe.map(async (pair) => {
try {
const ind = await analyzeIndicators(pair, '1day', 120);
if (!ind?.ok) return;
const macdSeries = (ind.data?.indicators as { macd_series?: { line: number[]; signal: number[] } })?.macd_series;
const line = macdSeries?.line || [];
const signal = macdSeries?.signal || [];
const candles = (ind.data?.normalized || []) as Array<{ isoTime?: string | null; close?: number | null }>;
const n = line.length;
if (n < 2) return;
const end = n - 1;
const start = Math.max(1, n - lookback);
for (let i = start; i <= end; i++) {
const prevDiff = (line[i - 1] ?? null) != null && (signal[i - 1] ?? null) != null ? (line[i - 1] as number) - (signal[i - 1] as number) : null;
const currDiff = (line[i] ?? null) != null && (signal[i] ?? null) != null ? (line[i] as number) - (signal[i] as number) : null;
if (prevDiff == null || currDiff == null) continue;
if (prevDiff <= 0 && currDiff > 0) {
results.push({ pair: pair as string, type: 'golden', macd: line[i] as number, signal: signal[i] as number, isoTime: candles[i]?.isoTime ?? null });
// detailed info
const currentPrice = (candles.at(-1)?.close ?? null) as number | null;
const priceAtCross = (candles[i]?.close ?? null) as number | null;
const retPct = priceAtCross && currentPrice != null ? Number((((currentPrice - priceAtCross) / priceAtCross) * 100).toFixed(2)) : null;
// previous cross lookup
let prevIdx: number | null = null;
let prevType: 'golden' | 'dead' | null = null;
for (let j = i - 1; j >= 1; j--) {
const pd = (line[j - 1] ?? null) != null && (signal[j - 1] ?? null) != null ? (line[j - 1] as number) - (signal[j - 1] as number) : null;
const cd = (line[j] ?? null) != null && (signal[j] ?? null) != null ? (line[j] as number) - (signal[j] as number) : null;
if (pd == null || cd == null) continue;
if (pd <= 0 && cd > 0) { prevIdx = j; prevType = 'golden'; break; }
if (pd >= 0 && cd < 0) { prevIdx = j; prevType = 'dead'; break; }
}
resultsDetailed.push({
pair: pair as string,
type: 'golden',
crossIndex: i,
crossDate: candles[i]?.isoTime ?? null,
barsAgo: (n - 1) - i,
macdAtCross: (line[i] ?? null) as number | null,
signalAtCross: (signal[i] ?? null) as number | null,
histogramPrev: prevDiff,
histogramCurr: currDiff,
histogramDelta: (currDiff != null && prevDiff != null) ? Number((currDiff - prevDiff).toFixed(4)) : null,
prevCross: prevIdx != null ? { type: prevType as any, barsAgo: i - prevIdx, date: candles[prevIdx]?.isoTime ?? null } : null,
priceAtCross,
currentPrice,
returnSinceCrossPct: retPct,
});
break;
}
if (prevDiff >= 0 && currDiff < 0) {
results.push({ pair: pair as string, type: 'dead', macd: line[i] as number, signal: signal[i] as number, isoTime: candles[i]?.isoTime ?? null });
const currentPrice = (candles.at(-1)?.close ?? null) as number | null;
const priceAtCross = (candles[i]?.close ?? null) as number | null;
const retPct = priceAtCross && currentPrice != null ? Number((((currentPrice - priceAtCross) / priceAtCross) * 100).toFixed(2)) : null;
let prevIdx: number | null = null;
let prevType: 'golden' | 'dead' | null = null;
for (let j = i - 1; j >= 1; j--) {
const pd = (line[j - 1] ?? null) != null && (signal[j - 1] ?? null) != null ? (line[j - 1] as number) - (signal[j - 1] as number) : null;
const cd = (line[j] ?? null) != null && (signal[j] ?? null) != null ? (line[j] as number) - (signal[j] as number) : null;
if (pd == null || cd == null) continue;
if (pd <= 0 && cd > 0) { prevIdx = j; prevType = 'golden'; break; }
if (pd >= 0 && cd < 0) { prevIdx = j; prevType = 'dead'; break; }
}
resultsDetailed.push({
pair: pair as string,
type: 'dead',
crossIndex: i,
crossDate: candles[i]?.isoTime ?? null,
barsAgo: (n - 1) - i,
macdAtCross: (line[i] ?? null) as number | null,
signalAtCross: (signal[i] ?? null) as number | null,
histogramPrev: prevDiff,
histogramCurr: currDiff,
histogramDelta: (currDiff != null && prevDiff != null) ? Number((currDiff - prevDiff).toFixed(4)) : null,
prevCross: prevIdx != null ? { type: prevType as any, barsAgo: i - prevIdx, date: candles[prevIdx]?.isoTime ?? null } : null,
priceAtCross,
currentPrice,
returnSinceCrossPct: retPct,
});
break;
}
}
} catch { }
}));
// screening (applies to summary and detailed when provided)
const opts = screen || {};
const crossType = (opts.crossType || 'both');
const totalFound = resultsDetailed.length;
let filtered = resultsDetailed.slice();
filtered = filtered.filter(r => {
if (crossType !== 'both' && r.type !== crossType) return false;
if (opts.minHistogramDelta != null && r.histogramDelta != null && Math.abs(r.histogramDelta) < opts.minHistogramDelta) return false;
if (opts.maxBarsAgo != null && r.barsAgo != null && r.barsAgo > opts.maxBarsAgo) return false;
if (opts.minReturnPct != null && !(r.returnSinceCrossPct != null && r.returnSinceCrossPct >= opts.minReturnPct)) return false;
if (opts.maxReturnPct != null && !(r.returnSinceCrossPct != null && r.returnSinceCrossPct <= opts.maxReturnPct)) return false;
return true;
});
// sort
const sortBy = opts.sortBy || 'date';
const order = (opts.sortOrder || 'desc') === 'desc' ? -1 : 1;
const safeNum = (v: unknown, def = 0) => (v == null || Number.isNaN(Number(v)) ? def : Number(v));
const projReturn = (v: unknown) => (v == null ? Number.NEGATIVE_INFINITY : Number(v));
filtered.sort((a, b) => {
if (sortBy === 'histogram') {
const aa = Math.abs(safeNum(a.histogramDelta));
const bb = Math.abs(safeNum(b.histogramDelta));
return (bb - aa) * (order === -1 ? 1 : -1);
}
if (sortBy === 'return') {
const ar = projReturn(a.returnSinceCrossPct);
const br = projReturn(b.returnSinceCrossPct);
return ((br - ar) * (order === -1 ? 1 : -1));
}
if (sortBy === 'barsAgo') {
return ((safeNum(a.barsAgo) - safeNum(b.barsAgo)) * (order === -1 ? 1 : -1));
}
// date (newer first when desc): smaller barsAgo first
return (((safeNum(a.barsAgo) - safeNum(b.barsAgo))) * (order === -1 ? 1 : -1));
});
if (opts.limit != null && opts.limit > 0) filtered = filtered.slice(0, opts.limit);
const resultsScreened = filtered.map(r => ({ pair: r.pair, type: r.type, macd: r.macdAtCross as number, signal: r.signalAtCross as number, isoTime: r.crossDate }));
const brief = resultsScreened.slice(0, 6).map(r => `${r.pair}:${r.type}${r.isoTime ? '@' + String(r.isoTime).slice(0, 10) : ''}`).join(', ');
// human-readable screen conditions
const conds: string[] = [];
if (crossType && crossType !== 'both') conds.push(crossType);
if (opts.minHistogramDelta != null) conds.push(`ヒストグラム≥${opts.minHistogramDelta}`);
if (opts.maxBarsAgo != null) conds.push(`bars≤${opts.maxBarsAgo}`);
if (opts.minReturnPct != null) conds.push(`return≥${opts.minReturnPct}%`);
if (opts.maxReturnPct != null) conds.push(`return≤${opts.maxReturnPct}%`);
if (opts.limit != null) conds.push(`top${opts.limit}`);
const condStr = conds.length ? ` (全${totalFound}件中, 条件: ${conds.join(', ')})` : '';
const summary = formatSummary({ pair: 'multi', latest: undefined, extra: `crosses=${resultsScreened.length}${condStr}${brief ? ' [' + brief + ']' : ''}` });
const data: Record<string, unknown> = { results: resultsScreened };
if (view === 'detailed') {
data.resultsDetailed = resultsDetailed;
data.screenedDetailed = filtered;
}
return ok(summary, data, { market, lookback, pairs: universe, view, screen: { ...opts, crossType, sortBy, sortOrder: opts.sortOrder || 'desc' } });
} catch (e: unknown) {
return fail(getErrorMessage(e) || 'internal error', 'internal');
}
}
