update
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KienVT9
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15 changed files with 458 additions and 162 deletions
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@ -1,11 +1,33 @@
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import { EMA, MACD } from "technicalindicators";
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import { Candle } from "../dao/candles";
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import { analyzeCandleSequence } from "../helpers/candles";
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import { analyzeCandleSequence, isHighVolatilityCandle, isPinBar } from "../helpers/candles";
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import { Analysis } from "../dao/analysis";
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import { KlineIntervalV3 } from "bybit-api";
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import { Order } from "../dao/order";
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import { supabase } from "./supabaseService";
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import { Wave } from "../dao/wave";
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export interface EventHandler {
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onBuy: (candle: Order, reason: string) => void;
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onSell: (candle: Order, reason: string) => void;
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onEvent: (data: any, eventType: string) => void;
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}
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export class IndicatorService {
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constructor() {}
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analyze(candles: Candle[]): { ema34: number; ema200: number; macd: any } {
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analyze(candles: Candle[], wave: Wave): Analysis {
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if (!wave) {
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wave = {
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symbol: "",
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interval: "",
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trend: "Bullish",
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numberTouchEma: 0,
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numberMacdCrossUp: 0,
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numberMacdCrossDown: 0,
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lowOrHighPrice: 0,
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};
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}
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let close = candles.map((c) => c.close);
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const ema34 = EMA.calculate({
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period: 34,
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@ -27,28 +49,213 @@ export class IndicatorService {
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reversedInput: true,
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});
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const candle = candles[0];
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const analysis: Analysis = {
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symbol: wave.symbol,
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interval: wave.interval,
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emaDirection: "",
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macdDirection: "",
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isMacdCrossUp: false,
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isMacdCrossDown: false,
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isEmaCrossUp: false,
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isEmaCrossDown: false,
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isPinBar: false,
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isHighVolatility: false,
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isBuy: false,
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isSell: false,
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isTouch200: false,
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isReverse200: false,
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lowHight: wave.lowOrHighPrice,
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numberTouch200: wave.numberTouchEma,
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numberMacdCrossUp: wave.numberMacdCrossUp,
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numberMacdCrossDown: wave.numberMacdCrossDown,
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isMacdUpper: false,
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isMacdLower: false,
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};
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if (ema34[0] > ema200[0]) {
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if (wave.trend === "Bearish") {
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analysis.numberTouch200 = 0;
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}
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analysis.emaDirection = "Bullish";
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} else {
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if (wave.trend === "Bullish") {
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analysis.numberTouch200 = 0;
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}
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analysis.emaDirection = "Bearish";
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}
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if (macd[0].MACD! > macd[0].signal!) {
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if (wave.trend === "Bearish") {
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analysis.numberMacdCrossUp = 0;
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analysis.numberMacdCrossDown = 0;
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}
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analysis.macdDirection = "Bullish";
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} else {
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if (wave.trend === "Bullish") {
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analysis.numberMacdCrossDown = 0;
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analysis.numberMacdCrossUp = 0;
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}
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analysis.macdDirection = "Bearish";
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}
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if (analysis.emaDirection === "Bullish") {
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if (analysis.lowHight < candle.high) {
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analysis.lowHight = candle.high;
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}
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} else {
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if (analysis.lowHight > candle.low) {
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analysis.lowHight = candle.low;
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}
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}
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if (macd[0].MACD! > 0) {
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analysis.isMacdUpper = true;
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} else {
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analysis.isMacdLower = true;
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}
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if (macd[0].MACD! > macd[0].signal! && macd[1].MACD! < macd[1].signal!) {
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analysis.isMacdCrossUp = true;
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analysis.numberMacdCrossUp++;
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} else if (macd[0].MACD! < macd[0].signal! && macd[1].MACD! > macd[1].signal!) {
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analysis.isMacdCrossDown = true;
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analysis.numberMacdCrossDown++;
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}
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if (ema34[0] > ema200[0] && ema34[1] < ema200[1]) {
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analysis.isEmaCrossUp = true;
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} else if (ema34[0] < ema200[0] && ema34[1] > ema200[1]) {
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analysis.isEmaCrossDown = true;
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}
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if (isPinBar(candle).isPinBar) {
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analysis.isPinBar = true;
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}
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if (isHighVolatilityCandle(candles.slice(0, 50).reverse())) {
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analysis.isHighVolatility = true;
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}
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if (
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candle.low < ema200[0] &&
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candle.high > ema200[0] &&
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candle.close > ema200[0]
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candle.close > ema200[0] &&
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candle.open > ema200[0] &&
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analysis.emaDirection === "Bullish"
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) {
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console.log("Buy");
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analysis.numberTouch200++;
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analysis.isTouch200 = true;
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}
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if (
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candle.high > ema200[0] &&
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candle.low < ema200[0] &&
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candle.close < ema200[0]
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candle.close < ema200[0] &&
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candle.open < ema200[0] &&
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analysis.emaDirection === "Bearish"
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) {
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console.log("Sell");
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analysis.numberTouch200++;
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analysis.isTouch200 = true;
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}
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const candleAnalysis = analyzeCandleSequence([
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candles[2],
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candles[1],
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candles[0],
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]);
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if (candle.open < ema200[0] && candle.close > ema200[0] && analysis.emaDirection === "Bullish") {
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const candlesCheck = [candles[3], candles[2], candles[1], candles[0]];
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const ema200Check = [ema200[3], ema200[2], ema200[1], ema200[0]];
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const candleCheck = candlesCheck.find(
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(c, i) => c.close < ema200Check[i] && c.open > ema200Check[i]
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);
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if (candleCheck) {
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analysis.numberTouch200++;
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analysis.isReverse200 = true;
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}
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}
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return { ema34: ema34[0], ema200: ema200[0], macd: macd[0] };
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if (candle.open > ema200[0] && candle.close < ema200[0] && analysis.emaDirection === "Bearish") {
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const candlesCheck = [candles[3], candles[2], candles[1], candles[0]];
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const ema200Check = [ema200[3], ema200[2], ema200[1], ema200[0]];
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const candleCheck = candlesCheck.find(
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(c, i) => c.close > ema200Check[i] && c.open < ema200Check[i]
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);
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if (candleCheck) {
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analysis.numberTouch200++;
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analysis.isReverse200 = true;
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}
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}
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console.log(analysis);
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return analysis;
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}
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makeOrder(analysis: Analysis, candles: Candle[], side: "buy" | "sell"): Order {
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const last10Candles = candles.slice(0, 12);
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const lowestPrice = last10Candles.reduce((min, c) => Math.min(min, c.low), Number.MAX_SAFE_INTEGER);
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const highestPrice = last10Candles.reduce((max, c) => Math.max(max, c.high), Number.MIN_SAFE_INTEGER);
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const order: Order = {
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symbol: analysis.symbol,
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side,
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entry: candles[0].close,
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stopLoss: side === "buy" ? lowestPrice : highestPrice,
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volume: 1,
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};
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return order;
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}
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handleEvent(analysis: Analysis, candles: Candle[], eventHandler: EventHandler) {
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if (analysis.isTouch200 && analysis.emaDirection === "Bullish") {
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const order = this.makeOrder(analysis, candles, "buy");
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eventHandler.onBuy(order, "Follow trend EMA Touch 200");
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}
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if (analysis.isTouch200 && analysis.emaDirection === "Bearish") {
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const order = this.makeOrder(analysis, candles, "sell");
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eventHandler.onSell(order, "Follow trend EMA Touch 200");
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}
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if (analysis.isMacdCrossUp && analysis.isMacdUpper) {
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const order = this.makeOrder(analysis, candles, "buy");
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eventHandler.onBuy(order, "Follow trend MACD Cross Up");
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}
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if (analysis.isMacdCrossDown && analysis.isMacdLower) {
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const order = this.makeOrder(analysis, candles, "sell");
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eventHandler.onSell(order, "Follow trend MACD Cross Down");
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}
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if (analysis.isMacdCrossUp && analysis.isMacdLower && analysis.numberMacdCrossUp >= 2) {
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const order = this.makeOrder(analysis, candles, "buy");
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eventHandler.onBuy(order, "Counter trend rủi ro cao MACD Cross Up");
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}
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if (analysis.isMacdCrossDown && analysis.isMacdUpper && analysis.numberMacdCrossDown >= 2) {
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const order = this.makeOrder(analysis, candles, "sell");
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eventHandler.onSell(order, "Counter trend rủi ro cao MACD Cross Down");
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}
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}
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/**
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* Lấy bản ghi wave theo symbol và interval
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*/
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async getWave(symbol: string, interval: string) {
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const { data, error } = await supabase
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.from('waves')
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.select('*')
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.eq('symbol', symbol)
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.eq('interval', interval)
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.single();
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if (error) return null;
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return data;
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}
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/**
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* Update hoặc Insert wave theo symbol và interval
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*/
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async upsertWave(wave: Wave) {
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const { data, error } = await supabase
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.from('waves')
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.upsert([
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wave
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], { onConflict: 'symbol,interval' });
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if (error) {
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console.error(error);
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}
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return data;
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}
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}
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