henry
8429db504a
- New /stocks route with StockViewer component - New /api/indicators endpoint with SMA, EMA, RSI, MACD - New /api/alpaca/account endpoint - AlpacaAccountInfo component on home page - Indicator calculation utilities - Tests for utilities and components - Vite proxy config for /api
45 lines
1.4 KiB
TypeScript
45 lines
1.4 KiB
TypeScript
export function calculateSMA(prices: number[], period: number = 20): number {
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if (prices.length < period) return 0;
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const sum = prices.slice(0, period).reduce((a, b) => a + b, 0);
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return sum / period;
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}
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export function calculateEMA(prices: number[], period: number = 20): number {
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if (prices.length < period) return 0;
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const multiplier = 2 / (period + 1);
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let ema = prices[period - 1];
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for (let i = period; i < prices.length; i++) {
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ema = prices[i] * multiplier + ema * (1 - multiplier);
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}
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return ema;
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}
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export function calculateRSI(prices: number[], period: number = 14): number {
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if (prices.length < period + 1) return 0;
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let gains = 0;
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let losses = 0;
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for (let i = 1; i <= period; i++) {
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const diff = prices[i] - prices[i - 1];
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if (diff > 0) gains += diff;
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else losses -= diff;
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}
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const avgGain = gains / period;
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const avgLoss = losses / period;
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if (avgLoss === 0) return 100;
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const rs = avgGain / avgLoss;
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return 100 - (100 / (1 + rs));
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}
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export function calculateMACD(
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prices: number[],
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fastPeriod: number = 12,
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slowPeriod: number = 26,
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signalPeriod: number = 9
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): number {
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if (prices.length < slowPeriod) return 0;
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const emaFast = calculateEMA(prices, fastPeriod);
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const emaSlow = calculateEMA(prices, slowPeriod);
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const macdLine = emaFast - emaSlow;
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const signal = calculateEMA([macdLine], signalPeriod);
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return macdLine - signal;
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} |