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import { LineData, SeriesDataItemTypeMap, Time } from 'lightweight-charts';
import { SerieData } from '@core/Series/BaseSeries';
import { LineCandle } from '../../types';
import { IndicatorDataFormatter } from './index';
export function emaIndicator(
{ mainSeriesData, selfData, candle }: IndicatorDataFormatter<'Line'>,
maLength: number,
): SeriesDataItemTypeMap<Time>['Line'][] {
const mainSeriesDataConverted = mainSeriesData.map((c) => ({
time: c.customValues.time,
value: c.customValues.close,
}));
if (!candle) {
return calculateEMASeriesData(mainSeriesDataConverted, maLength);
}
if (!selfData) {
return [{ time: candle.time as Time, value: 0 }];
}
return [calculatePreciseEMASeriesData(mainSeriesDataConverted, selfData, candle, maLength)];
}
export function calculatePreciseEMASeriesData(
candleData: LineCandle[],
currentIndicatorData: LineCandle[],
candle: SerieData,
maLength: number,
): SeriesDataItemTypeMap<Time>['Line'] {
const candleIndexToCalculate = candleData.findIndex((c) => c.time === candle.time);
if (candleIndexToCalculate === -1) {
console.error('[Indicators]: нет подходящей свечи в массиве');
return {
time: candle.time as Time,
value: 0,
};
}
const prevCandleIndex = currentIndicatorData.length - 2;
const prevCandle = currentIndicatorData[prevCandleIndex];
const smoothing = 2;
const k = smoothing / (maLength + 1);
const prevEma = prevCandle?.value ?? 0;
const ema = k * candleData[candleIndexToCalculate].value + prevEma * (1 - k);
return {
time: candle.time as Time,
value: ema,
};
}
export function calculateEMASeriesData(
candleData: LineCandle[],
maLength: number,
): SeriesDataItemTypeMap<Time>['Line'][] {
// todo: change signature to {time & value}
const maData: LineData<Time>[] = [];
const smoothing = 2;
const k = smoothing / (maLength + 1);
for (let i = 0; i < candleData.length; i++) {
if (i < maLength - 1) {
// Provide whitespace data points until the MA can be calculated
maData.push({ time: candleData[i].time as Time, value: 0 });
} else if (i === maLength - 1) {
let sum = 0;
for (let j = 0; j < maLength; j++) {
sum += candleData[i - j].value;
}
const maValue = sum / maLength;
maData.push({
time: candleData[i].time as Time,
value: maValue,
});
} else {
const prevEma = maData[maData.length - 1]?.value ?? 0;
const ema = k * candleData[i].value + prevEma * (1 - k);
maData.push({
time: candleData[i].time as Time,
value: ema,
});
}
}
return maData;
}
import { SeriesDataItemTypeMap, Time } from 'lightweight-charts';
import { IndicatorDataFormatter } from '@core/Indicators/index';
import { SerieData } from '@core/Series/BaseSeries';
import { LineCandle } from '@src/types';
export function smaIndicator(
{ mainSeriesData, candle }: IndicatorDataFormatter<'Line'>,
maLength: number,
): SeriesDataItemTypeMap<Time>['Line'][] {
// todo: сделать зависимость форматтера от типа главной серии, или подтягивать данные из dataSource в виде Candle[]
const mainSeriesDataConverted = mainSeriesData.map((c) => ({
time: c.customValues.time,
value: c.customValues.close,
}));
if (!candle) {
return calculateMASeriesData(mainSeriesDataConverted, maLength);
}
return [calculatePreciseMASeriesData(mainSeriesDataConverted, candle, maLength)];
}
export function calculatePreciseMASeriesData(
candleData: LineCandle[],
candle: SerieData,
maLength: number,
): SeriesDataItemTypeMap<Time>['Line'] {
const candleIndexToCalculate = candleData.findIndex((c) => c.time === candle.time);
if (candleIndexToCalculate === -1) {
console.error('[Indicators]: нет подходящей свечи в массиве');
return {
time: candle.time as Time,
value: 0,
};
}
let sum = 0;
for (let i = candleIndexToCalculate; i > candleIndexToCalculate - maLength; i--) {
if (i < 0) break;
sum += candleData[i].value;
}
return {
time: candle.time as Time,
value: sum / maLength,
};
}
export function calculateMASeriesData(
candleData: LineCandle[],
maLength: number,
): SeriesDataItemTypeMap<Time>['Line'][] {
const maData: SeriesDataItemTypeMap<Time>['Line'][] = [];
for (let i = 0; i < candleData.length; i++) {
if (i < maLength) {
// Provide whitespace data points until the MA can be calculated
maData.push({ time: candleData[i].time as Time });
} else {
// Calculate the moving average, slow but simple way
let sum = 0;
for (let j = 0; j < maLength; j++) {
sum += candleData[i - j].value;
}
const maValue = sum / maLength;
maData.push({
time: candleData[i].time as Time,
value: maValue,
});
}
}
return maData;
}