feat: add indicators (#23)

@libs/index.ts

@@ -9,6 +9,7 @@ export * from "./indicators/KDJ";
 export * from "./indicators/MACD";
 export * from "./indicators/MAX";
 export * from "./indicators/MIN";
+export * from "./indicators/NVI";
 export * from "./indicators/PROD";
 export * from "./indicators/RANGE";
 export * from "./indicators/RANK";
@@ -17,4 +18,6 @@ export * from "./indicators/SAR";
 export * from "./indicators/SMA";
 export * from "./indicators/STD";
 export * from "./indicators/SUM";
+export * from "./indicators/TD";
+export * from "./indicators/WMA";
 export * from "./utils";

@libs/indicators/NVI.ts

@@ -0,0 +1,24 @@
+import { useEMA, useSeriesMap } from "@libs";
+
+export const useNVI = (volume: Series, close: Series, period: number = 72) => {
+  const NVI = useSeriesMap(
+    `NVI`,
+    close,
+    { display: "line", chart: "new" },
+    (i, s) =>
+      i === 0
+        ? 100
+        : s[i - 1] *
+          (volume[i] < volume[i - 1]
+            ? Math.abs(
+                // abs 是对负数价格的特殊处理
+                close[i] / close[i - 1]
+              )
+            : 1)
+  );
+  const MA_NVI = useEMA(NVI, period);
+  useEffect(() => {
+    MA_NVI.name = "MA_NVI";
+  }, []);
+  return { NVI: NVI, MA_NVI: MA_NVI };
+};

@libs/indicators/TD.ts

@@ -0,0 +1,21 @@
+// TD 序列指标
+export const useTD = (source: Series) => {
+  const TD = useSeries("Output", source, {
+    display: "hist",
+    chart: "new",
+  });
+
+  useEffect(() => {
+    const i = source.length - 1;
+    if (i < 0) return;
+    TD[i] = 0;
+    if (source[i] > source[i - 4]) {
+      TD[i] = Math.max(0, TD[i - 1] ?? 0) + 1;
+    }
+    if (source[i] < source[i - 4]) {
+      TD[i] = Math.min(0, TD[i - 1] ?? 0) - 1;
+    }
+  });
+
+  return { TD };
+};

@libs/indicators/WMA.ts

@@ -0,0 +1,22 @@
+import { useSUM, useSeriesMap } from "@libs";
+
+/**
+ * 加权移动平均线 WMA
+ */
+export const useWMA = (source: Series, weight: Series, period: number) => {
+  const prod = useSeriesMap("Prod", source, {}, (i) => source[i] * weight[i]);
+
+  const sumOfProd = useSUM(prod, period);
+  const sumOfWeight = useSUM(weight, period);
+
+  const WMA = useSeriesMap(
+    `WMA(${period})`,
+    source,
+    {
+      display: "line",
+    },
+    (i) => sumOfProd[i] / sumOfWeight[i]
+  );
+
+  return { WMA };
+};