one/kit/tick-kit.js

const NumKit = require("./num-kit");

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]
      }

      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