/**
* パターン事後分析 (aftermath)
*
* パターン完成後のブレイクアウト確認・理論目標価格・リターン計算を行う。
*/
import type { CandleData, PatternEntry } from './types.js';
import { avg as avgRaw, median as medianRaw } from '../../lib/math.js';
// ---------------------------------------------------------------------------
// ネックライン補間
// ---------------------------------------------------------------------------
// eslint-disable-next-line @typescript-eslint/no-explicit-any
export function necklineValue(p: any, idx: number): number | null {
const nl = Array.isArray(p?.neckline) && p.neckline.length === 2 ? p.neckline : null;
if (!nl) return null;
const [a, b] = nl;
if (Number.isFinite(a?.x) && Number.isFinite(b?.x) && Number.isFinite(a?.y) && Number.isFinite(b?.y)) {
const x1 = Number(a.x), y1 = Number(a.y), x2 = Number(b.x), y2 = Number(b.y);
if (x2 !== x1) {
const t = (idx - x1) / (x2 - x1);
return y1 + (y2 - y1) * Math.max(0, Math.min(1, t));
}
return y1;
}
return Number.isFinite(a?.y) ? Number(a.y) : (Number.isFinite(b?.y) ? Number(b.y) : null);
}
// ---------------------------------------------------------------------------
// 事後分析
// ---------------------------------------------------------------------------
const BULLISH_TYPES = ['double_bottom', 'inverse_head_and_shoulders', 'triangle_ascending', 'triangle_symmetrical', 'pennant', 'flag'];
const BEARISH_TYPES = ['double_top', 'head_and_shoulders', 'triangle_descending'];
// eslint-disable-next-line @typescript-eslint/no-explicit-any
export function analyzeAftermath(p: any, candles: CandleData[], isoToIndex: Map<string, number>): any | null {
try {
const endIso = p?.range?.end;
const endIdx = isoToIndex.has(String(endIso)) ? (isoToIndex.get(String(endIso)) as number) : -1;
if (endIdx < 0) return null;
const baseClose = Number(candles[endIdx]?.close ?? NaN);
if (!Number.isFinite(baseClose)) return null;
const nlAtEnd = necklineValue(p, endIdx);
const bullish = BULLISH_TYPES.includes(String(p?.type));
const bearish = BEARISH_TYPES.includes(String(p?.type));
if (!Number.isFinite(nlAtEnd as number)) return null;
let breakoutConfirmed = false;
let breakoutDate: string | undefined;
let daysToTarget: number | null = null;
const breakoutBuffer = 0.015;
for (let i = endIdx + 1; i < Math.min(candles.length, endIdx + 30); i++) {
const nl = necklineValue(p, i) ?? (nlAtEnd as number);
const c = Number(candles[i]?.close ?? NaN);
if (!Number.isFinite(c) || !Number.isFinite(nl)) continue;
if ((bullish && c > nl * (1 + breakoutBuffer)) || (bearish && c < nl * (1 - breakoutBuffer))) {
breakoutConfirmed = true;
breakoutDate = candles[i]?.isoTime;
break;
}
}
const horizon = [3, 7, 14];
// eslint-disable-next-line @typescript-eslint/no-explicit-any
const priceMove: any = {};
for (const h of horizon) {
const to = Math.min(candles.length - 1, endIdx + h);
if (to <= endIdx) continue;
let hi = -Infinity, lo = Infinity;
for (let i = endIdx + 1; i <= to; i++) {
hi = Math.max(hi, Number(candles[i]?.high ?? -Infinity));
lo = Math.min(lo, Number(candles[i]?.low ?? Infinity));
}
const closeTo = Number(candles[to]?.close ?? NaN);
if (!Number.isFinite(closeTo)) continue;
const ret = ((closeTo - baseClose) / baseClose) * 100;
priceMove[`days${h}`] = { return: Number(ret.toFixed(2)), high: Number(hi.toFixed(0)), low: Number(lo.toFixed(0)) };
}
// theoretical target
let theoreticalTarget = NaN;
const nl = nlAtEnd as number;
// eslint-disable-next-line @typescript-eslint/no-explicit-any
const pivotPrices = Array.isArray(p?.pivots) ? p.pivots.map((x: any) => Number(x?.price)).filter((x: number) => Number.isFinite(x)) : [];
if (bullish && pivotPrices.length) {
const patternLow = Math.min(...pivotPrices);
theoreticalTarget = nl + (nl - patternLow);
} else if (bearish && pivotPrices.length) {
const patternHigh = Math.max(...pivotPrices);
theoreticalTarget = nl - (patternHigh - nl);
}
let targetReached = false;
if (Number.isFinite(theoreticalTarget)) {
for (let i = endIdx + 1; i <= Math.min(candles.length - 1, endIdx + 14); i++) {
const hiVal = Number(candles[i]?.high ?? NaN);
const loVal = Number(candles[i]?.low ?? NaN);
if (bullish && Number.isFinite(hiVal) && hiVal >= theoreticalTarget) { targetReached = true; daysToTarget = i - endIdx; break; }
if (bearish && Number.isFinite(loVal) && loVal <= theoreticalTarget) { targetReached = true; daysToTarget = i - endIdx; break; }
}
}
// outcome message
function outcomeMessage(): string {
if (!breakoutConfirmed) return 'ネックライン未突破（パターン不発）';
if (targetReached) return '成功（理論目標価格到達）';
const r3 = priceMove?.days3?.return;
const r7 = priceMove?.days7?.return;
const r14 = priceMove?.days14?.return;
const arr = [r3, r7, r14].filter((v: unknown) => typeof v === 'number') as number[];
if (!arr.length) return '評価不可（事後データ不足）';
const best = arr.reduce((m, v) => Math.abs(v) > Math.abs(m) ? v : m, 0);
const isBullish = BULLISH_TYPES.includes(String(p?.type));
const expected = isBullish ? 1 : -1;
const actual = best > 0 ? 1 : -1;
if (expected === actual && Math.abs(best) > 3) return `部分成功（ブレイクアウト後${best > 0 ? '+' : ''}${best.toFixed(1)}%、目標未達）`;
if (expected !== actual && Math.abs(best) > 3) return `失敗（ブレイクアウト後、期待と逆方向に${best > 0 ? '+' : ''}${best.toFixed(1)}%）`;
return `失敗（ブレイクアウト後、値動き僅少: ${best > 0 ? '+' : ''}${best.toFixed(1)}%）`;
}
const outcome = outcomeMessage();
return {
breakoutDate,
breakoutConfirmed,
priceMove,
targetReached,
theoreticalTarget: Number.isFinite(theoreticalTarget) ? Math.round(theoreticalTarget) : null,
outcome,
daysToTarget,
};
} catch { return null; }
}
// ---------------------------------------------------------------------------
// 統計ビルド
// ---------------------------------------------------------------------------
export function buildStatistics(
patterns: PatternEntry[],
candles: CandleData[],
): { statistics: Record<string, unknown>; isoToIndex: Map<string, number> } {
const isoToIndex = new Map<string, number>();
for (let i = 0; i < candles.length; i++) {
const t = candles[i]?.isoTime;
if (t) isoToIndex.set(String(t), i);
}
const stats: Record<string, { detected: number; withAftermath: number; success: number; r7: number[]; r14: number[] }> = {};
for (const p of patterns) {
const a = analyzeAftermath(p, candles, isoToIndex);
if (a) p.aftermath = a;
const t = String(p.type);
if (!stats[t]) stats[t] = { detected: 0, withAftermath: 0, success: 0, r7: [], r14: [] };
stats[t].detected += 1;
if (a) {
stats[t].withAftermath += 1;
if (a.outcome === 'success') stats[t].success += 1;
const r7 = a?.priceMove?.days7?.return;
if (typeof r7 === 'number') stats[t].r7.push(r7);
const r14 = a?.priceMove?.days14?.return;
if (typeof r14 === 'number') stats[t].r14.push(r14);
}
}
const avg = (arr: number[]) => { const v = avgRaw(arr); return v != null ? Number(v.toFixed(2)) : null; };
const med = (arr: number[]) => { const v = medianRaw(arr); return v != null ? Number(v.toFixed(2)) : null; };
const statistics: Record<string, unknown> = {};
for (const [k, v] of Object.entries(stats)) {
statistics[k] = {
detected: v.detected,
withAftermath: v.withAftermath,
successRate: v.withAftermath ? Number((v.success / v.withAftermath).toFixed(2)) : null,
avgReturn7d: avg(v.r7),
avgReturn14d: avg(v.r14),
medianReturn7d: med(v.r7),
};
}
return { statistics, isoToIndex };
}
