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// 計算MA值
function calculateMA(allKlinesData, intervalsData) {
const results = {};
intervalsData.forEach((data, i) => {
const timeInterval = data.time_interval;
if (data.param_1 == null) {
return;
}
const params = [data.param_1, data.param_2, data.param_3, data.param_4];
const maxParam = Math.max(...params.filter((param) => param !== null));
Eif (!results[timeInterval]) {
results[timeInterval] = [];
}
allKlinesData[timeInterval].forEach((klineData) => {
const symbol = Object.keys(klineData)[0];
const closePrices = klineData[symbol]["closePrices"];
if (closePrices.length < maxParam) {
return;
}
const maData = {};
params.forEach((param) => {
if (param !== null) {
const dataSlice = closePrices.slice(0, param);
const ma =
dataSlice.reduce((acc, val) => acc + val, 0) / dataSlice.length;
maData[`MA_${param}`] = ma;
}
});
results[timeInterval].push({ symbol, maData });
});
});
return results;
}
// 根據MA值進行篩選
function compareMAValues(maData, intervalsData) {
const results = {};
for (let i = 0; i < 4; i++) {
const interval = intervalsData[i];
const timeInterval = interval["time_interval"];
const param1 = interval["param_1"];
const param2 = interval["param_2"];
const param3 = interval["param_3"];
const param4 = interval["param_4"];
const comparisonOperator1 = interval["comparison_operator_1"];
const comparisonOperator2 = interval["comparison_operator_2"];
const logicalOperator = interval["logical_operator"];
const allMaData = maData[timeInterval];
if (param1 == null) {
continue;
}
for (let j = 0; j < allMaData.length; j++) {
const symbolMAData = allMaData[j];
const symbol = symbolMAData["symbol"];
const maData = symbolMAData["maData"];
const ma1 = parseFloat(maData[`MA_${param1}`]);
const ma2 = parseFloat(maData[`MA_${param2}`]);
if (param3 === null || param4 === null) {
const condition = compare(ma1, comparisonOperator1, ma2);
if (Boolean(condition)) {
Eif (!results[timeInterval]) {
results[timeInterval] = [];
}
results[timeInterval].push({ symbol });
}
} else {
const ma3 = parseFloat(maData[`MA_${param3}`]);
const ma4 = parseFloat(maData[`MA_${param4}`]);
const condition1 = compare(ma1, comparisonOperator1, ma2);
const condition2 = compare(ma3, comparisonOperator2, ma4);
let condition;
if (logicalOperator === "and") {
condition = condition1 && condition2;
} else Eif (logicalOperator === "or") {
condition = condition1 || condition2;
}
if (Boolean(condition)) {
if (!results[timeInterval]) {
results[timeInterval] = [];
}
results[timeInterval].push({ symbol });
}
}
}
}
return results;
}
//判斷函式
function compare(ma1, operator, ma2) {
switch (operator) {
case "<":
return ma1 < ma2;
case "<=":
return ma1 <= ma2;
case ">":
return ma1 > ma2;
case ">=":
return ma1 >= ma2;
case "==":
return ma1 == ma2;
case "!=":
return ma1 != ma2;
default:
throw new Error("Invalid comparison operator");
}
}
// 取得標的的交集
function findIntersection(matchingData, intervalsData) {
const symbolArrays = [];
// 只考慮那些 param_1 不為 null 的時間週期
const activeIntervals = intervalsData.filter((item) => item.param_1 !== null);
const count = activeIntervals.length;
// 檢查 matchingData 是否包含 activeIntervals 定義的所有時間週期
const intervals = activeIntervals.map((interval) => interval.time_interval);
const availableIntervals = Object.keys(matchingData);
const isAllIntervalsAvailable = intervals.every((interval) =>
availableIntervals.includes(interval)
);
if (!isAllIntervalsAvailable) {
// 如果有時間週期沒資料，直接返回空陣列（因為一定不會有交集）
return [];
}
for (let i = 0; i < count; i++) {
const interval = intervalsData[i]["time_interval"];
const symbolsForInterval = matchingData[interval].map(
(item) => item["symbol"]
);
symbolArrays.push(symbolsForInterval);
}
// 如果只有一個陣列，則直接返回該陣列
if (symbolArrays.length === 1) {
return symbolArrays[0];
}
// 否則取得所有陣列的交集
const intersection = symbolArrays.reduce((acc, currArray) => {
return acc.filter((symbol) => currArray.includes(symbol));
});
return intersection;
}
export { calculateMA, compareMAValues, findIntersection };
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