class TickKit {} /** * EMA计算器 * @param lastEma 上一个EMA * @param closePrice 收盘价 * @param units 数据条数 * @returns {number} */ TickKit.EMA = function (lastEma, closePrice, units) { return (lastEma * (units - 1) + closePrice * 2) / (units + 1) } /** * * 计算移动平均线指标, ma的周期为days * * @method MA * @param {Array} ticks 一维数组类型,每个元素为当前Tick的收盘价格 * @param {Integer} day * @return {Array} mas */ TickKit.MA = function (ticks, day) { const mas = [] for (let i = 0; i < ticks.length; i++) { if (i < day - 1) { mas.push(ticks[i]) } else { let valueSum = 0 for (let j = i; j > i - day; j--) { valueSum += ticks[j] if (i === ticks.length - 1) { // console.log(day, ticks[j]) } } if (i === ticks.length - 1) { // console.log(day, valueSum) } mas.push(valueSum / day) } } return mas } /** * * 计算macd指标,快速和慢速移动平均线的周期分别取12和26 * * @method MACD * @param {Array} ticks * 一维数组类型,每个元素为tick的收盘价格 * @param {Integer} N1 * 整数类型,是为快线 * @param {Integer} N2 * 整数类型,是为慢线 * @param {Integer} N3 * 整数类型,是为信号长度 * @return {Object} 返回一个包含diffs deas bars属性的对象,每个属性对应的类型为{Array[Number]} */ TickKit.MACD = function (ticks, N1, N2, N3) { const emaN1 = [] const emaN2 = [] const diffs = [] const deas = [] const bars = [] for (let i = 0; i < ticks.length; i++) { const c = ticks[i] if (i === 0) { emaN1.push(c) emaN2.push(c) deas.push(0) } else { emaN1.push(TickKit.EMA(emaN1[i - 1], c, N1)) emaN2.push(TickKit.EMA(emaN2[i - 1], c, N2)) } // 计算离差值 diffs.push(emaN1[i] - emaN2[i]) if (i !== 0) { deas.push(TickKit.EMA(deas[i - 1], diffs[i], N3)) } // bars.push((diffs[i]-deas[i]) * 2); bars.push(diffs[i] - deas[i]) } return { diffs: diffs, deas: deas, bars: bars } } module.exports = TickKit