122 lines
5.4 KiB
Plaintext
122 lines
5.4 KiB
Plaintext
//@version=6
|
|
indicator("Close FFT Spectrum Pane", overlay=false, 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)
|
|
int freqIndexInput = input.int(1, "观察的频率序号 (0=直流)", minval=0, maxval=256)
|
|
bool normalizeSpectrum = input.bool(true, "幅值归一化（除以窗口长度）")
|
|
int smoothLen = input.int(1, "幅值平滑长度 (1 = 不平滑)", minval=1, maxval=20)
|
|
bool showTable = input.bool(true, "显示主频表格")
|
|
int topCount = input.int(5, "主频数量", minval=1, maxval=12)
|
|
|
|
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
|
|
|
|
getTopIndexes(float[] mags, int count) =>
|
|
int available = array.size(mags)
|
|
int limit = count < available ? count : available
|
|
int[] results = array.new_int()
|
|
if limit == 0
|
|
results
|
|
float[] scratch = array.copy(mags)
|
|
for rank = 0 to limit - 1
|
|
float bestVal = na
|
|
int bestIdx = -1
|
|
for i = 0 to array.size(scratch) - 1
|
|
float candidate = array.get(scratch, i)
|
|
if na(candidate)
|
|
continue
|
|
if na(bestVal) or candidate > bestVal
|
|
bestVal := candidate
|
|
bestIdx := i
|
|
if bestIdx == -1
|
|
break
|
|
array.push(results, bestIdx)
|
|
array.set(scratch, bestIdx, na)
|
|
results
|
|
|
|
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)
|
|
|
|
int clampedFreqIdx = freqCount > 0 ? math.min(freqIndexInput, freqCount - 1) : 0
|
|
float paneMagnitude = ready and freqCount > 0 ? array.get(spectrum, clampedFreqIdx) : na
|
|
float panePlotted = smoothLen > 1 ? ta.sma(paneMagnitude, smoothLen) : paneMagnitude
|
|
plot(panePlotted, title="频率幅值", color=color.blue, linewidth=2)
|
|
|
|
var table spectrumTable = na
|
|
var int lastTableRows = na
|
|
if showTable
|
|
if na(spectrumTable) or na(lastTableRows) or lastTableRows != topCount + 1
|
|
if not na(spectrumTable)
|
|
table.delete(spectrumTable)
|
|
spectrumTable := table.new(position.top_right, 3, topCount + 1, bgcolor=color.new(color.black, 80), frame_color=color.new(color.gray, 60))
|
|
lastTableRows := topCount + 1
|
|
else if not na(spectrumTable)
|
|
table.delete(spectrumTable)
|
|
spectrumTable := na
|
|
lastTableRows := na
|
|
|
|
if showTable and not na(spectrumTable)
|
|
color headerColor = color.new(color.white, 0)
|
|
color valueColor = color.new(color.aqua, 0)
|
|
color periodColor = color.new(color.silver, 0)
|
|
table.cell(spectrumTable, 0, 0, "频率k", text_color=headerColor, text_halign=text.align_center)
|
|
table.cell(spectrumTable, 1, 0, "幅值", text_color=headerColor, text_halign=text.align_center)
|
|
table.cell(spectrumTable, 2, 0, "周期(Bar)", text_color=headerColor, text_halign=text.align_center)
|
|
if ready and freqCount > 0
|
|
int[] leaders = getTopIndexes(spectrum, topCount)
|
|
int leaderCount = array.size(leaders)
|
|
for row = 0 to topCount - 1
|
|
int tableRow = row + 1
|
|
if row < leaderCount
|
|
int freqIdx = array.get(leaders, row)
|
|
float amp = array.get(spectrum, freqIdx)
|
|
float period = freqIdx == 0 ? na : float(windowLen) / float(freqIdx)
|
|
float rounded = na(period) ? na : math.round(period * 100.0) / 100.0
|
|
string freqText = str.tostring(freqIdx)
|
|
string ampText = str.tostring(amp, format.mintick)
|
|
string periodText = na(rounded) ? "∞" : str.tostring(rounded, format.mintick)
|
|
table.cell(spectrumTable, 0, tableRow, freqText, text_color=headerColor)
|
|
table.cell(spectrumTable, 1, tableRow, ampText, text_color=valueColor)
|
|
table.cell(spectrumTable, 2, tableRow, periodText, text_color=periodColor)
|
|
else
|
|
table.cell(spectrumTable, 0, tableRow, "-", text_color=headerColor)
|
|
table.cell(spectrumTable, 1, tableRow, "-", text_color=valueColor)
|
|
table.cell(spectrumTable, 2, tableRow, "-", text_color=periodColor)
|
|
else
|
|
for row = 1 to topCount
|
|
table.cell(spectrumTable, 0, row, "-", text_color=headerColor)
|
|
table.cell(spectrumTable, 1, row, "-", text_color=valueColor)
|
|
table.cell(spectrumTable, 2, row, "-", text_color=periodColor)
|
|
|