import size from 'lodash-es/size.js'
import isNumber from 'lodash-es/isNumber.js'
import each from 'lodash-es/each.js'
/**
* 計算各根K線之型態特徵量(Candle Pattern，含實體、影線比例與吞噬強度)
*
* 本指標僅反映當下該根K線自身形狀，無週期累積概念，kp僅含'4hr':1一組
* bodyRatio、upperWickRatio、lowerWickRatio、candleDir分別為實體、上影線、下影線佔全根範圍(High-Low)之比例與收開差方向強度，範圍(High-Low)為0時四值皆回0
* engulfStrength僅於當根與前一根方向相反且前一根有範圍時計算，為方向號誌乘上當根實體與前一根範圍之比值，否則回0
* 因engulfStrength需前一根資料，第一筆對應輸入第2根(index 1)，資料筆數n小於2時回空陣列
*
* Unit Test: {@link https://github.com/yuda-lyu/w-data-trade/blob/master/test/unit-calcCandle.test.mjs Github}
* @function
* @param {Array} arr 輸入K線陣列，各元素需含time、Open、High、Low、Close欄位
* @param {String} key 輸入計算所用數值欄位名稱字串，本指標固定讀取Open/High/Low/Close欄位，key目前未被使用，僅為與其他指標介面一致而保留
* @param {Object} [opt={}] 輸入設定物件，預設{}，本指標目前無可用設定鍵
* @returns {Promise} 回傳Promise，resolve為各期結果陣列，各元素為{period,len,vs}，vs內各元素為{time,bodyRatio,upperWickRatio,lowerWickRatio,candleDir,engulfStrength}
* @example
*
* let arr = [
* { time: '2020-01-01T00:00:00', Open: 10, High: 12, Low: 9, Close: 11 },
* { time: '2020-01-01T04:00:00', Open: 11, High: 13, Low: 10, Close: 12 },
* { time: '2020-01-01T08:00:00', Open: 12, High: 12.5, Low: 9, Close: 9.5 },
* ]
*
* calcCandle(arr, 'Close')
* .then((rs) => {
* console.log(rs[0])
* // => {
* // period: '4hr',
* // len: 1,
* // vs: [
* // { time: '2020-01-01T04:00:00', bodyRatio: 0.3333333333333333, upperWickRatio: 0.3333333333333333, lowerWickRatio: 0.3333333333333333, candleDir: 0.3333333333333333, engulfStrength: 0 },
* // { time: '2020-01-01T08:00:00', bodyRatio: 0.7142857142857143, upperWickRatio: 0.14285714285714285, lowerWickRatio: 0.14285714285714285, candleDir: -0.7142857142857143, engulfStrength: -0.8333333333333334 }
* // ]
* // }
* })
*
*/
let calcCandle = (() => {
//Candle Pattern (K 線型態) - 連續強度版
//
//K 線型態本質是每根 K 線自身的形狀, 無 period 累積概念
//period='4hr' 對應「當下這根 4hr K 線本身」, len=1
//
//keyOut (5 個): 4 個結構特徵 + 1 個雙根關係
// bodyRatio = |Close - Open| / (High - Low) 實體佔比 (0~1)
// upperWickRatio = (High - max(O,C)) / (High - Low) 上影佔比 (0~1)
// lowerWickRatio = (min(O,C) - Low) / (High - Low) 下影佔比 (0~1)
// candleDir = (Close - Open) / (High - Low) 方向 + 強度 (-1~+1)
// engulfStrength = signCurr × body_curr / prev_range (當兩根反向時, 否則 0)
// 正值大 → 強多吞噬, 負值大 → 強空吞噬
// 注: 用 prev_range 而非 prev_body 當分母, 避免 prev 為 doji 時除小爆炸
//
//設計原則: DE 自學「型態」組合 (如 bodyRatio<0.3 + lowerWickRatio>0.5 + candleDir>0 → Hammer-like)
//不硬編型態名稱, 避免 boolean DE 不友善問題
let kp = {
'4hr': 1, // 4 小時 = 1 根 4hr K (僅當下根, 無累積)
}
let caCandle = (arr, len, opt = {}) => {
//len 在此固定為 1, 保留參數對齊 d03 介面慣例
//n
let n = size(arr)
//check, 需至少 2 根 (engulfStrength 需前一根)
if (n < 2) {
return []
}
let kTime = 'time'
let kOpen = 'Open'
let kHigh = 'High'
let kLow = 'Low'
let kClose = 'Close'
//rs
let rs = []
//從 i=1 開始 (engulfStrength 需 i-1)
for (let i = 1; i < n; i++) {
let o = arr[i][kOpen]
let h = arr[i][kHigh]
let l = arr[i][kLow]
let c = arr[i][kClose]
//check
if (!isNumber(o)) {
throw new Error(`invalid o[${o}]`)
}
if (!isNumber(h)) {
throw new Error(`invalid h[${h}]`)
}
if (!isNumber(l)) {
throw new Error(`invalid l[${l}]`)
}
if (!isNumber(c)) {
throw new Error(`invalid c[${c}]`)
}
//K 線結構量
let range = h - l
let body = Math.abs(c - o)
let upperWick = h - Math.max(o, c)
let lowerWick = Math.min(o, c) - l
//結構特徵 (4 個 ratio, range=0 時設 0; 真實 K 線 range 極少為 0)
let bodyRatio = range !== 0 ? body / range : 0
let upperWickRatio = range !== 0 ? upperWick / range : 0
let lowerWickRatio = range !== 0 ? lowerWick / range : 0
//candleDir: (c-o)/range, 含方向 (sign) + 強度 (magnitude), -1~+1
let candleDir = range !== 0 ? (c - o) / range : 0
//engulfStrength: 雙根反向時, signCurr × body/prevRange; 同向時為 0
//用 prevRange (前根 H-L) 而非 prevBody 當分母, 避免 prev 為 doji 時除小爆炸
let pH = arr[i - 1][kHigh]
let pL = arr[i - 1][kLow]
let pO = arr[i - 1][kOpen]
let pC = arr[i - 1][kClose]
let prevRange = pH - pL
let signCurr = Math.sign(c - o)
let signPrev = Math.sign(pC - pO)
let engulfStrength = 0
if (signCurr !== 0 && signPrev !== 0 && signCurr !== signPrev && prevRange > 0) {
//兩根反向 + prev 有範圍, 才視為 engulf 候選
engulfStrength = signCurr * (body / prevRange)
//bullish (curr 陽, prev 陰): +1 × ratio = 正
//bearish (curr 陰, prev 陽): -1 × ratio = 負
}
rs.push({
time: arr[i][kTime],
bodyRatio,
upperWickRatio,
lowerWickRatio,
candleDir,
engulfStrength,
})
}
// console.log('rs', rs)
return rs
}
let caCandles = (arr, opt = {}) => {
//rrs
let rrs = []
each(kp, (len, period) => {
//caCandle
let rs = caCandle(arr, len, opt)
//push
rrs.push({
period,
len,
vs: rs,
})
// console.log('rrs', rrs)
})
return rrs
}
let calcCandle = async(arr, key, opt = {}) => {
// arr = [
// {"time":"2020-01-01T00:00:00","Open":7195,"High":7225.62,"Low":7145.01,"Close":7173.32,...},
// ...
// ]
//caCandles
let rs = caCandles(arr, opt)
return rs
}
return calcCandle
})()
export default calcCandle