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