添加新的识别

2025-11-19 10:35:13 +08:00
parent 76da4f4ef4
commit cde6ddb134
4 changed files with 406 additions and 0 deletions
@@ -0,0 +1,46 @@
+//@version=6
+indicator("Close FFT Spectrum", overlay=true, max_lines_count=500, max_labels_count=500, max_boxes_count=500)
+
+int windowLen = input.int(64, "FFT窗口长度", minval=16, maxval=256, step=8)
+bool normalizeSpectrum = input.bool(true, "幅值归一化（除以窗口长度）")
+
+calcSpectrum(float[] samples, bool normalize) =>
+    int size = array.size(samples)
+    float[] mags = array.new_float()
+    if size == 0
+        mags
+    float norm = normalize ? float(size) : 1.0
+    int freqLimit = size / 2
+    if freqLimit < 1
+        freqLimit := 1
+    float twoPi = 2.0 * math.pi
+    for freq = 0 to freqLimit
+        float sumReal = 0.0
+        float sumImag = 0.0
+        for n = 0 to size - 1
+            float sample = array.get(samples, size - 1 - n)
+            float angle = twoPi * float(freq) * float(n) / float(size)
+            sumReal += sample * math.cos(angle)
+            sumImag -= sample * math.sin(angle)
+        float magnitude = math.sqrt(sumReal * sumReal + sumImag * sumImag) / norm
+        array.push(mags, magnitude)
+    mags
+
+var float[] priceBuffer = array.new_float()
+var int lastWindowSetting = na
+if na(lastWindowSetting) or lastWindowSetting != windowLen
+    lastWindowSetting := windowLen
+    array.clear(priceBuffer)
+
+if not na(close)
+    if array.size(priceBuffer) >= windowLen
+        array.shift(priceBuffer)
+    array.push(priceBuffer, close)
+
+bool ready = array.size(priceBuffer) == windowLen
+float[] spectrum = ready ? calcSpectrum(priceBuffer, normalizeSpectrum) : array.new_float()
+int freqCount = array.size(spectrum)
+
+float dcComponent = ready and freqCount > 0 ? array.get(spectrum, 0) : na
+plot(dcComponent, title="直流分量", color=color.orange, linewidth=2)
+