SoftTraderFrontend/components/candlestick-chart/indicatorUtils.ts

import type { Candle, ChartIndicator, IndicatorType } from './chartTypes';

export interface IndicatorData {
  index: number;
  values: number[];
}

/**
 * Calculate Simple Moving Average
 */
export function calculateSMA(candles: Candle[], period: number): IndicatorData[] {
  const result: IndicatorData[] = [];
  
  if (!candles || !Array.isArray(candles) || candles.length === 0 || candles.length < period || period < 1) return result;
  
  for (let i = period - 1; i < candles.length; i++) {
    let sum = 0;
    for (let j = 0; j < period; j++) {
      sum += candles[i - j].close;
    }
    result.push({ index: i, values: [sum / period] });
  }
  
  return result;
}

/**
 * Calculate Exponential Moving Average
 */
export function calculateEMA(candles: Candle[], period: number): IndicatorData[] {
  const result: IndicatorData[] = [];
  
  if (!candles || !Array.isArray(candles) || candles.length === 0 || candles.length < period || period < 1) return result;
  
  const multiplier = 2 / (period + 1);
  
  // Start with SMA for first value
  let sum = 0;
  for (let i = 0; i < period; i++) {
    if (!candles[i]) return result;
    sum += candles[i].close;
  }
  let ema = sum / period;
  result.push({ index: period - 1, values: [ema] });
  
  // Calculate EMA for remaining candles
  for (let i = period; i < candles.length; i++) {
    ema = (candles[i].close - ema) * multiplier + ema;
    result.push({ index: i, values: [ema] });
  }
  
  return result;
}

/**
 * Calculate Bollinger Bands
 * Returns [middle, upper, lower] bands
 */
export function calculateBollingerBands(
  candles: Candle[],
  period: number,
  stdDev: number
): IndicatorData[] {
  const result: IndicatorData[] = [];
  
  if (!candles || !Array.isArray(candles) || candles.length === 0 || candles.length < period || period < 1) return result;
  
  for (let i = period - 1; i < candles.length; i++) {
    // Calculate SMA (middle band)
    let sum = 0;
    for (let j = 0; j < period; j++) {
      sum += candles[i - j].close;
    }
    const middle = sum / period;
    
    // Calculate standard deviation
    let sumSquares = 0;
    for (let j = 0; j < period; j++) {
      const diff = candles[i - j].close - middle;
      sumSquares += diff * diff;
    }
    const std = Math.sqrt(sumSquares / period);
    
    const upper = middle + stdDev * std;
    const lower = middle - stdDev * std;
    
    result.push({ index: i, values: [middle, upper, lower] });
  }
  
  return result;
}

/**
 * Calculate RSI (Relative Strength Index)
 */
export function calculateRSI(candles: Candle[], period: number): IndicatorData[] {
  const result: IndicatorData[] = [];
  
  if (!candles || !Array.isArray(candles) || candles.length === 0 || candles.length < period + 1 || period < 1) return result;
  
  // Calculate initial average gains and losses
  let avgGain = 0;
  let avgLoss = 0;
  
  for (let i = 1; i <= period; i++) {
    const change = candles[i].close - candles[i - 1].close;
    if (change > 0) {
      avgGain += change;
    } else {
      avgLoss += Math.abs(change);
    }
  }
  
  avgGain /= period;
  avgLoss /= period;
  
  // First RSI value
  let rs = avgLoss === 0 ? 100 : avgGain / avgLoss;
  let rsi = 100 - 100 / (1 + rs);
  result.push({ index: period, values: [rsi] });
  
  // Calculate remaining RSI values using smoothed averages
  for (let i = period + 1; i < candles.length; i++) {
    const change = candles[i].close - candles[i - 1].close;
    const gain = change > 0 ? change : 0;
    const loss = change < 0 ? Math.abs(change) : 0;
    
    avgGain = (avgGain * (period - 1) + gain) / period;
    avgLoss = (avgLoss * (period - 1) + loss) / period;
    
    rs = avgLoss === 0 ? 100 : avgGain / avgLoss;
    rsi = 100 - 100 / (1 + rs);
    result.push({ index: i, values: [rsi] });
  }
  
  return result;
}

/**
 * Calculate MACD (Moving Average Convergence Divergence)
 * Returns [macdLine, signalLine, histogram]
 */
export function calculateMACD(
  candles: Candle[],
  fastPeriod: number,
  slowPeriod: number,
  signalPeriod: number
): IndicatorData[] {
  const result: IndicatorData[] = [];
  
  if (!candles || !Array.isArray(candles) || candles.length === 0 || candles.length < slowPeriod || slowPeriod < 1) return result;
  
  // Calculate fast and slow EMAs
  const fastEMA = calculateEMA(candles, fastPeriod);
  const slowEMA = calculateEMA(candles, slowPeriod);
  
  if (slowEMA.length === 0) return result;
  
  // Calculate MACD line (fast EMA - slow EMA)
  const macdValues: { index: number; value: number }[] = [];
  
  for (const slow of slowEMA) {
    const fast = fastEMA.find(f => f.index === slow.index);
    if (fast) {
      macdValues.push({
        index: slow.index,
        value: fast.values[0] - slow.values[0],
      });
    }
  }
  
  if (macdValues.length < signalPeriod) return result;
  
  // Calculate signal line (EMA of MACD)
  const signalMultiplier = 2 / (signalPeriod + 1);
  let signalSum = 0;
  for (let i = 0; i < signalPeriod; i++) {
    signalSum += macdValues[i].value;
  }
  let signal = signalSum / signalPeriod;
  
  const macd = macdValues[signalPeriod - 1].value;
  result.push({
    index: macdValues[signalPeriod - 1].index,
    values: [macd, signal, macd - signal],
  });
  
  for (let i = signalPeriod; i < macdValues.length; i++) {
    const macdVal = macdValues[i].value;
    signal = (macdVal - signal) * signalMultiplier + signal;
    result.push({
      index: macdValues[i].index,
      values: [macdVal, signal, macdVal - signal],
    });
  }
  
  return result;
}

/**
 * Get indicator data based on type
 */
export function getIndicatorData(
  indicator: ChartIndicator,
  candles: Candle[]
): IndicatorData[] {
  switch (indicator.type) {
    case 'sma':
      return calculateSMA(candles, indicator.params.period || 20);
    case 'ema':
      return calculateEMA(candles, indicator.params.period || 12);
    case 'boll':
      return calculateBollingerBands(
        candles,
        indicator.params.period || 20,
        indicator.params.stdDev || 2
      );
    case 'rsi':
      return calculateRSI(candles, indicator.params.period || 14);
    case 'macd':
      return calculateMACD(
        candles,
        indicator.params.fastPeriod || 12,
        indicator.params.slowPeriod || 26,
        indicator.params.signalPeriod || 9
      );
    default:
      return [];
  }
}

/**
 * Get display name for indicator type
 */
export function getIndicatorDisplayName(type: IndicatorType): string {
  switch (type) {
    case 'sma':
      return 'SMA';
    case 'ema':
      return 'EMA';
    case 'boll':
      return 'Bollinger Bands';
    case 'rsi':
      return 'RSI';
    case 'macd':
      return 'MACD';
    case 'volume':
      return 'Volume Profile';
    default:
      return type.toUpperCase();
  }
}

/**
 * Get indicator parameter label
 */
export function getIndicatorParamLabel(indicator: ChartIndicator): string {
  switch (indicator.type) {
    case 'sma':
    case 'ema':
      return `(${indicator.params.period})`;
    case 'boll':
      return `(${indicator.params.period}, ${indicator.params.stdDev})`;
    case 'rsi':
      return `(${indicator.params.period})`;
    case 'macd':
      return `(${indicator.params.fastPeriod}, ${indicator.params.slowPeriod}, ${indicator.params.signalPeriod})`;
    default:
      return '';
  }
}