mirror of
https://git.hmsn.ink/coin/chart.git
synced 2026-03-19 15:55:03 +09:00
인터벌 오류 수정
This commit is contained in:
255
src/App.vue
255
src/App.vue
@@ -24,15 +24,20 @@ const { width, height } = useWindowSize()
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let socket;
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const lazyLock = ref(false)
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const positionData = ref('')
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const positionHtml = ref('')
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const rsiHtml = ref('')
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const macdHtml = ref('')
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const bbHtml = ref('')
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const emaHtml = ref('')
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const scrollContainer1 = ref()
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const scrollContainer2 = ref()
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const signal1 = ref([])
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const signal2 = ref([])
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const contract = ref('ETH_USDT')
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const contract = ref(window.sessionStorage.getItem('contract') || 'ETH_USDT')
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/* Interval : "10s", "1m", "5m", "15m", "30m", "1h", "4h", "8h", "1d", "7d"*/
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const time = ref('5m')
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const time = ref(window.sessionStorage.getItem('time')|| '10s')
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const chartOptions = ref({
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layout: {
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textColor: 'black',
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@@ -89,7 +94,6 @@ const line_color = [
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const emaLineOptions = ref({
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lineWidth: 2,
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color: '#AD81FF',
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title: 'EMA',
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});
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const candleOptions = ref({
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@@ -103,46 +107,39 @@ const candleOptions = ref({
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const macdLineOptions = ref({
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lineWidth: 2,
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color: '#FFBAB5',
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title: 'MACD',
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});
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const macdSignalOptions = ref({
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lineWidth: 2,
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color: '#AD81FF',
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title: 'SIGNAL',
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});
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const macdHistogramOptions = ref({
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lineWidth: 2,
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color: '#27FFE6',
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title: 'HISTOGRAM',
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});
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const upperBbOptions = ref({
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color: '#006AFF', // 주황색 계열
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lineStyle: 0, // 점선 스타일 (선택)
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lineWidth: 2,
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title: 'UpperBB',
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})
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const middleBbOptions = ref({
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color: '#006AFF', // 주황색 계열
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lineStyle: 1, // 점선 스타일 (선택)
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lineWidth: 0,
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title: 'MiddleBB(SMA)',
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})
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const lowerBbOptions = ref({
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color: '#006AFF', // 주황색 계열
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lineStyle: 0, // 점선 스타일 (선택)
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lineWidth: 2,
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title: 'LowerBB',
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})
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const rsiLineOptions = ref({
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lineWidth: 2,
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color: '#AD81FF',
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title: 'RSI',
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});
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const chartType = ref('candlestick');
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@@ -154,7 +151,7 @@ onMounted(() => {
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})
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const init = (cont, ti) => {
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socket = new WebSocket("wss://fx-ws.gateio.ws/v4/ws/usdt");
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// socket = new WebSocket("wss://fx-ws.gateio.ws/v4/ws/usdt");
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const dt = new Date()
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getCandleList(cont, ti, Math.round(dt.getTime()/1000)).then(data => {
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ema.value = calculateEMA(data, 20)
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@@ -165,7 +162,7 @@ const init = (cont, ti) => {
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// console.table(entrySignals(data))
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candleTick.value = data
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})
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candleSocket(cont, ti)
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socket = candleSocket(cont, ti)
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}
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const distroy = () => {
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@@ -187,73 +184,98 @@ const lazyLoad = async (ti) => {
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}
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let loopIdx = 0
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const candleSocket = (cont, ti) => {
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socket.addEventListener('open', (event) => {
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// socket.send(JSON.stringify({"type":"subscribe", "channel": cont, "time": ti}))
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socket.send(JSON.stringify({"time" : curToUnix(), "channel" : "futures.candlesticks","event": "subscribe", "payload" : [ti, cont]}))
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socket.send(JSON.stringify({"time" : curToUnix(), "channel" : "futures.trades","event": "subscribe", "payload" : [cont]}))
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})
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return useWebSocket('wss://fx-ws.gateio.ws/v4/ws/usdt', {
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onConnected: async ws => {
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ws.send(JSON.stringify({"time" : curToUnix(), "channel" : "futures.candlesticks","event": "subscribe", "payload" : [ti, cont]}))
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ws.send(JSON.stringify({"time" : curToUnix(), "channel" : "futures.tickers","event": "subscribe", "payload" : [cont]}))
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},
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onDisconnected: (ws, event) => {
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},
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onMessage: (ws, message) => {
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const msg = JSON.parse(message.data)
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const ticks = candleTick.value
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if(msg.channel === 'futures.candlesticks') {
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if(msg.event === 'update') {
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const item = msg.result[0]
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// console.log(ticks[ticks.length - 1].t, item.t, new Date().getTime() /1000)
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socket.addEventListener('message', (message) => {
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const msg = JSON.parse(message.data)
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if(msg.channel === 'futures.candlesticks') {
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if(msg.event === 'update') {
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const item = msg.result[0]
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const ticks = candleTick.value
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if(item.t === ticks[ticks.length - 1].t) {
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ticks[ticks.length - 1] = item
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candleTick.value = [...ticks]
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} else {
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ticks.push(item)
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candleTick.value = [...ticks]
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}
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}
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} else {
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if(msg.event === 'update') {
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const item = msg.result[0]
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// console.log(item)
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const ticks = candleTick.value
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try {
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let diff = 0
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if(time.value === '10s') diff = 10
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else if(time.value === '1m') diff = 60
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else if(time.value === '5m') diff = (60 * 5)
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else if(time.value === '15m') diff = (60 * 15)
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else if(time.value === '30m') diff = (60 * 30)
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else if(time.value === '1h') diff = (60 * 60)
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else if(time.value === '4h') diff = (60 * 60 * 4)
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else if(time.value === '8h') diff = (60 * 60 * 8)
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else if(time.value === '1d') diff = (60 * 60 * 24)
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else if(time.value === '7d') diff = (60 * 60 * 24 * 7)
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if(item.create_time >= ticks[ticks.length - 1].t && item.create_time <= (ticks[ticks.length - 1].t + diff)) {
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ticks[ticks.length - 1].c = item.price
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if(ticks[ticks.length - 1].h < item.price) ticks[ticks.length - 1].h = item.price
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if(ticks[ticks.length - 1].l > item.price) ticks[ticks.length - 1].l = item.price
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if(item.t === ticks[ticks.length - 1].t) {
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ticks[ticks.length - 1] = item
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candleTick.value = [...ticks]
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ema.value = calculateEMA(ticks, 20)
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macd.value = calculateMACD(ticks)
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bb.value = calculateBollingerBands(ticks)
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rsi.value = calculateRSI(ticks)
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// console.table(entrySignals(ticks))
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const dd = entrySignals(ticks)
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if(dd.length) signal2.value = [...signal2.value, entrySignals(ticks)]
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const tt = swingSignal(ticks)
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console.log(tt)
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if(tt[0] !== 'HOLD') signal1.value = [...signal1.value, swingSignal(ticks)]
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}
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} catch(error) {}
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loopIdx++;
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if(loopIdx > 1000) {
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console.clear();
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loopIdx = 0;
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// else {
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// ticks.push(item)
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// candleTick.value = [...ticks]
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// }
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}
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// console.log('trade', socketLock)
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}
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}
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lazyLock.value = false
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if(msg.channel === 'futures.tickers') {
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if(msg.event === 'update') {
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const item = msg.result[0]
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try {
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let diff = 0
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if(time.value === '10s') diff = 10
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else if(time.value === '1m') diff = 60
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else if(time.value === '5m') diff = (60 * 5)
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else if(time.value === '15m') diff = (60 * 15)
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else if(time.value === '30m') diff = (60 * 30)
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else if(time.value === '1h') diff = (60 * 60)
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else if(time.value === '4h') diff = (60 * 60 * 4)
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else if(time.value === '8h') diff = (60 * 60 * 8)
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else if(time.value === '1d') diff = (60 * 60 * 24)
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else if(time.value === '7d') diff = (60 * 60 * 24 * 7)
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if(msg.time > ticks[ticks.length - 1].t && msg.time < (ticks[ticks.length - 1].t + diff)) {
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ticks[ticks.length - 1].c = item.last
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if(ticks[ticks.length - 1].h < item.last) ticks[ticks.length - 1].h = item.last
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if(ticks[ticks.length - 1].l > item.last) ticks[ticks.length - 1].l = item.last
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candleTick.value = [...ticks]
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ema.value = calculateEMA(ticks, 20)
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emaHtml.value = `<span style="color:blue;padding-right: 5px;">EMA</span>${Math.round(ema.value[ema.value.length - 1].value * 100)/ 100}`
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macd.value = calculateMACD(ticks)
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macdHtml.value = `<span style="color:blue;">RSI</span>
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<span style="color:red;padding-left:5px;padding-right: 5px;">H</span>${Math.round(macd.value.h[macd.value.h.length - 1].value * 100)/ 100}
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<span style="color:red;padding-left:5px;padding-right: 5px;">M</span>${Math.round(macd.value.m[macd.value.m.length - 1].value * 100)/ 100}
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<span style="color:red;padding-left:5px;padding-right: 5px;">S</span>${Math.round(macd.value.s[macd.value.s.length - 1].value * 100)/ 100}`
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bb.value = calculateBollingerBands(ticks)
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bbHtml.value = `<span style="color:blue;">BB</span>
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<span style="color:red;padding-left:5px;padding-right: 5px;">U</span>${Math.round(bb.value.u[bb.value.u.length - 1].value * 100)/ 100}
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<span style="color:red;padding-left:5px;padding-right: 5px;">M</span>${Math.round(bb.value.m[bb.value.m.length - 1].value * 100)/ 100}
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<span style="color:red;padding-left:5px;padding-right: 5px;">L</span>${Math.round(bb.value.l[bb.value.l.length - 1].value * 100)/ 100}`
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rsi.value = calculateRSI(ticks)
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rsiHtml.value = `<span style="color:blue;padding-right: 5px;">BB</span>${Math.round(rsi.value[rsi.value.length - 1].value * 100)/ 100}`
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// console.table(entrySignals(ticks))
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const dd = entrySignals(ticks)
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if(dd.length) signal2.value = [...signal2.value, entrySignals(ticks)]
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const tt = swingSignal(ticks)
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// console.log(tt)
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if(tt[0] !== 'HOLD') signal1.value = [...signal1.value, swingSignal(ticks)]
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} else if(msg.time >= (ticks[ticks.length - 1].t + diff)) {
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const newTick = JSON.parse(JSON.stringify(ticks[ticks.length - 1]))
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newTick.t = newTick.t + diff
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newTick.c = item.last
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newTick.o = item.last
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newTick.l = item.last
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newTick.h = item.last
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ticks.push(newTick)
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candleTick.value = [...ticks]
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}
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} catch(error) {}
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// loopIdx++;
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// if(loopIdx > 1000) {
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// console.clear();
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// loopIdx = 0;
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// }
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// console.log('trade', socketLock)
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}
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}
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lazyLock.value = false
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},
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onError: (ws, msg) => {},
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})
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}
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@@ -304,7 +326,7 @@ const colorsTypeMap = {
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};
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const mouseMove = (data) => {
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positionData.value = `
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positionHtml.value = `
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<span style="color:red; padding-right:3px;">O</span>${data == null ? 0 : data.open}
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<span style="color:red; padding-left:5px; padding-right:3px;">C</span>${data == null ? 0 : data.close}
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<span style="color:red; padding-left:5px; padding-right:3px;">L</span>${data == null ? 0 : data.low}
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@@ -315,11 +337,13 @@ const mouseMove = (data) => {
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watch(contract, newVal => {
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distroy()
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window.sessionStorage.setItem('contract', newVal)
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init(newVal, time.value)
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})
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watch(time, newVal => {
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distroy()
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window.sessionStorage.setItem('time', newVal)
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init(contract.value, newVal)
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})
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@@ -341,7 +365,7 @@ watch(signal2, newVal => {
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<v-container fluid>
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<div v-if="candleTick !== undefined">
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<v-row>
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<v-col cols="9" class="border-thin">
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<v-col md="9" xs="12" class="border-thin">
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<div class="d-flex justify-content-center">
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<v-menu>
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<template v-slot:activator="{ props }">
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@@ -403,19 +427,23 @@ watch(signal2, newVal => {
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@mouseMove="mouseMove"
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ref="lwChart"
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/>
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<div class="ohlc-info" v-html="positionData"></div>
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<div class="ohlc-info" v-html="positionHtml"></div>
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<div class="bb-info" v-html="bbHtml"></div>
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<div class="ema-info" v-html="emaHtml"></div>
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<div class="macd-info" v-html="macdHtml"></div>
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<div class="rsi-info" v-html="rsiHtml"></div>
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</v-col>
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<v-col cols="3" class="border-thin pa-0">
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<div ref="scrollContainer1" style="min-height:50%; max-height: 500px; overflow:auto;" class="border-thin">
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<p v-for="i in signal1" class="font-weight-thin">
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{{i}} {{new Date()}}
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</p>
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</div>
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<div ref="scrollContainer2" style="min-height:50%; max-height: 500px; overflow:auto;" class="border-thin">
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<p v-for="i in signal2" class="font-weight-thin">
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{{i}} {{new Date()}}
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</p>
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</div>
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<v-col md="3" xs="12" class="border-thin pa-0">
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<v-col md="12" xs="12" ref="scrollContainer1" style="min-height:50%; max-height: 500px; overflow:auto;" class="border-thin">
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<p v-for="i in signal1" class="font-weight-thin">
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{{i}} {{new Date()}}
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</p>
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</v-col>
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<v-col md="12" xs="12" ref="scrollContainer2" style="min-height:50%; max-height: 500px; overflow:auto;" class="border-thin">
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<p v-for="i in signal2" class="font-weight-thin">
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{{i}} {{new Date()}}
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</p>
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</v-col>
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</v-col>
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</v-row>
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</div>
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@@ -432,7 +460,56 @@ watch(signal2, newVal => {
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left: 10px;
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font-size: 12px;
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color: #333;
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background: rgba(255, 255, 255, 0.8);
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background: transparent;
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padding: 5px;
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border-radius: 4px;
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z-index: 1000;
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}
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.bb-info {
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position: absolute;
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top: 60px;
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left: 10px;
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font-size: 12px;
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color: #333;
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||||
background: transparent;
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||||
padding: 5px;
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||||
border-radius: 4px;
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||||
z-index: 1000;
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}
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|
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.ema-info {
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position: absolute;
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top: 75px;
|
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left: 10px;
|
||||
font-size: 12px;
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||||
color: #333;
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||||
background: transparent;
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||||
padding: 5px;
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border-radius: 4px;
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||||
z-index: 1000;
|
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}
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.macd-info {
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position: absolute;
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top: 68%;
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left: 10px;
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||||
font-size: 12px;
|
||||
color: #333;
|
||||
background: transparent;
|
||||
padding: 5px;
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||||
border-radius: 4px;
|
||||
z-index: 1000;
|
||||
}
|
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|
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.rsi-info {
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position: absolute;
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top: 84%;
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left: 10px;
|
||||
font-size: 12px;
|
||||
color: #333;
|
||||
background: transparent;
|
||||
padding: 5px;
|
||||
border-radius: 4px;
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||||
z-index: 1000;
|
||||
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@@ -101,6 +101,9 @@ const macd = (data: any) => {
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const swingSignal = (data: any) => {
|
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// 1) 기존 지표
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const macdLine = macd(data).macdLine;
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const macdLinePrev = macdLine[macdLine.length - 2];
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const macdLineNext = macdLine[macdLine.length - 1];
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const macdHist = macd(data).hist;
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const rsi14 = rsi(data, 14);
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const bbands = bb(data, 20, 2);
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@@ -113,7 +116,7 @@ const swingSignal = (data: any) => {
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const currentATR63 = atr63[atr63.length - 1] || 1;
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||||
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// 변동성 급등 조건
|
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const volatilityBreak = currentATR14 > currentATR63 * 1.2;
|
||||
const volatilityBreak = currentATR14 > currentATR63 * 1.1;
|
||||
|
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// 3) 기존 offset 계산
|
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const offsetMacd = data.length - macdHist.length;
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@@ -128,6 +131,14 @@ const swingSignal = (data: any) => {
|
||||
const bbl = bbands.lower[latest - offsetBb];
|
||||
const bbu = bbands.upper[latest - offsetBb];
|
||||
|
||||
|
||||
const prevLatest = data.length - 2;
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||||
|
||||
const prevRsiVal = rsi14[prevLatest - offsetRsi];
|
||||
const prevBbl = bbands.lower[prevLatest - offsetBb];
|
||||
const prevBbu = bbands.upper[prevLatest - offsetBb];
|
||||
const prevClose = Number(data[prevLatest].c);
|
||||
|
||||
// 시나리오1
|
||||
// if (volatilityBreak &&
|
||||
// prev < 0 && hist >= 0 &&
|
||||
@@ -151,15 +162,30 @@ const swingSignal = (data: any) => {
|
||||
// return ['SHORT',volatilityBreak, prev, hist, rsiVal, close, bbl]
|
||||
|
||||
// 시나리오3
|
||||
if (prev < hist &&
|
||||
rsiVal <= 35 && close <= bbl)
|
||||
return ['LONG', prev, hist, rsiVal, close, bbl]
|
||||
// if (prev < hist &&
|
||||
// rsiVal <= 35 && close <= bbl)
|
||||
// return ['LONG', prev, hist, rsiVal, close, bbl]
|
||||
//
|
||||
// if (prev > hist &&
|
||||
// rsiVal >= 65 && close >= bbu)
|
||||
// return ['SHORT', prev, hist, rsiVal, close, bbl]
|
||||
|
||||
if (prev > hist &&
|
||||
rsiVal >= 65 && close >= bbu)
|
||||
return ['SHORT', prev, hist, rsiVal, close, bbl]
|
||||
// 시나리오4
|
||||
console.log(`LONG : rsi ${prevRsiVal <= 35} macd : ${macdLineNext}, bb : ${close <= prevBbl} hist: ${prev < hist}\n
|
||||
rsi ${prevRsiVal} macd : ${macdLinePrev} ${macdLineNext}, bb : ${close} ${prevBbl}
|
||||
`)
|
||||
if (prevRsiVal <= 35 && macdLineNext < -3 && close <= prevBbl && prev < hist) {
|
||||
return ['LONG', prevRsiVal, macdLinePrev, macdLineNext, close, prevBbl];
|
||||
}
|
||||
|
||||
return ['HOLD', prev, hist, rsiVal, close, bbl];
|
||||
console.log(`SHORT : rsi ${prevRsiVal>=65} macd : ${macdLineNext}, bb : ${close >= prevBbu} hist: ${prev > hist}\n
|
||||
rsi ${prevRsiVal} macd : ${macdLinePrev} ${macdLineNext}, bb : ${close} ${prevBbu}
|
||||
|
||||
`)
|
||||
if (prevRsiVal >= 65 && macdLinePrev > 3 && close >= prevBbu && prev > hist)
|
||||
return ['SHORT', prevRsiVal, macdLinePrev, macdLineNext, close, prevBbu];
|
||||
|
||||
return ['HOLD', currentATR14 , currentATR63 * 1.2,volatilityBreak, macdLinePrev, macdLineNext, close, bbl];
|
||||
};
|
||||
|
||||
export {swingSignal}
|
||||
1
types/imports.d.ts
vendored
1
types/imports.d.ts
vendored
@@ -282,6 +282,7 @@ declare global {
|
||||
const useVibrate: typeof import('@vueuse/core')['useVibrate']
|
||||
const useVirtualList: typeof import('@vueuse/core')['useVirtualList']
|
||||
const useWakeLock: typeof import('@vueuse/core')['useWakeLock']
|
||||
const useWebChat: typeof import('../src/utils/ws')['useWebChat']
|
||||
const useWebNotification: typeof import('@vueuse/core')['useWebNotification']
|
||||
const useWebSocket: typeof import('@vueuse/core')['useWebSocket']
|
||||
const useWebWorker: typeof import('@vueuse/core')['useWebWorker']
|
||||
|
||||
Reference in New Issue
Block a user