//@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)