Chan/web/static/js/indicators.js

// Namespace setup
window.App = window.App || {};
window.App.Indicators = (function() {
  function computeEMA(arr, period) {
    const k = 2 / (period + 1);
    const out = [];
    let emaPrev = null;
    for (let i = 0; i < arr.length; i++) {
      const price = arr[i];
      if (price == null || !isFinite(price)) { out.push(null); continue; }
      if (emaPrev == null) {
        const start = Math.max(0, i - period + 1);
        const windowArr = arr.slice(start, i + 1).filter(v => v != null && isFinite(v));
        const sma = windowArr.length ? windowArr.reduce((a,b)=>a+b,0)/windowArr.length : price;
        emaPrev = sma;
      }
      const ema = price * k + emaPrev * (1 - k);
      out.push(ema);
      emaPrev = ema;
    }
    return out;
  }

  function calculateMA(data, type, length, source) {
    if (!data || data.length < length) return [];
    const sourceData = data.map(candle => {
      switch(source) {
        case 'open': return candle.open;
        case 'high': return candle.high;
        case 'low': return candle.low;
        case 'close': return candle.close;
        case 'hl2': return (candle.high + candle.low) / 2;
        case 'hlc3': return (candle.high + candle.low + candle.close) / 3;
        case 'ohlc4': return (candle.open + candle.high + candle.low + candle.close) / 4;
        default: return candle.close;
      }
    });
    const result = [];
    for (let i = length - 1; i < sourceData.length; i++) {
      let value;
      switch(type) {
        case 'SMA':
          value = sourceData.slice(i - length + 1, i + 1).reduce((sum, v) => sum + v, 0) / length;
          break;
        case 'EMA':
          const multiplier = 2 / (length + 1);
          if (result.length === 0) {
            value = sourceData.slice(i - length + 1, i + 1).reduce((sum, v) => sum + v, 0) / length;
          } else {
            value = sourceData[i] * multiplier + result[result.length - 1].value * (1 - multiplier);
          }
          break;
        case 'WMA':
          let weightSum = 0;
          let valueSum = 0;
          for (let j = 0; j < length; j++) {
            const weight = j + 1;
            weightSum += weight;
            valueSum += sourceData[i - length + 1 + j] * weight;
          }
          value = valueSum / weightSum;
          break;
        default:
          value = sourceData[i];
      }
      if (value == null || !isFinite(value) || data[i].time == null || !isFinite(Number(data[i].time))) {
        continue;
      }
      result.push({ time: Math.floor(Number(data[i].time)), value: Number(value) });
    }
    return result;
  }

  function calculateBB(data, length, upperMultiplier, lowerMultiplier, source) {
    if (!data || data.length < length) return [];
    const sourceData = data.map(candle => {
      switch(source) {
        case 'open': return candle.open;
        case 'high': return candle.high;
        case 'low': return candle.low;
        case 'close': return candle.close;
        case 'hl2': return (candle.high + candle.low) / 2;
        case 'hlc3': return (candle.high + candle.low + candle.close) / 3;
        case 'ohlc4': return (candle.open + candle.high + candle.low + candle.close) / 4;
        default: return candle.close;
      }
    });
    const result = [];
    for (let i = length - 1; i < sourceData.length; i++) {
      const start = Math.max(0, i - length + 1);
      const slice = sourceData.slice(start, i + 1);
      const avg = slice.reduce((sum, v) => sum + v, 0) / length;
      const std = Math.sqrt(slice.reduce((sum, v) => sum + Math.pow(v - avg, 2), 0) / length);
      result.push({ time: data[i].time, upper: avg + upperMultiplier * std, middle: avg, lower: avg - lowerMultiplier * std });
    }
    return result;
  }

  return { computeEMA, calculateMA, calculateBB };
})();