인터벌 오류 수정

This commit is contained in:
2025-08-26 10:02:17 +09:00
parent 40b81064a9
commit f361a5e9fa
3 changed files with 201 additions and 97 deletions

View File

@@ -24,15 +24,20 @@ const { width, height } = useWindowSize()
let socket; let socket;
const lazyLock = ref(false) const lazyLock = ref(false)
const positionData = ref('') const positionHtml = ref('')
const rsiHtml = ref('')
const macdHtml = ref('')
const bbHtml = ref('')
const emaHtml = ref('')
const scrollContainer1 = ref() const scrollContainer1 = ref()
const scrollContainer2 = ref() const scrollContainer2 = ref()
const signal1 = ref([]) const signal1 = ref([])
const signal2 = ref([]) const signal2 = ref([])
const contract = ref('ETH_USDT') const contract = ref(window.sessionStorage.getItem('contract') || 'ETH_USDT')
/* Interval : "10s", "1m", "5m", "15m", "30m", "1h", "4h", "8h", "1d", "7d"*/ /* Interval : "10s", "1m", "5m", "15m", "30m", "1h", "4h", "8h", "1d", "7d"*/
const time = ref('5m') const time = ref(window.sessionStorage.getItem('time')|| '10s')
const chartOptions = ref({ const chartOptions = ref({
layout: { layout: {
textColor: 'black', textColor: 'black',
@@ -89,7 +94,6 @@ const line_color = [
const emaLineOptions = ref({ const emaLineOptions = ref({
lineWidth: 2, lineWidth: 2,
color: '#AD81FF', color: '#AD81FF',
title: 'EMA',
}); });
const candleOptions = ref({ const candleOptions = ref({
@@ -103,46 +107,39 @@ const candleOptions = ref({
const macdLineOptions = ref({ const macdLineOptions = ref({
lineWidth: 2, lineWidth: 2,
color: '#FFBAB5', color: '#FFBAB5',
title: 'MACD',
}); });
const macdSignalOptions = ref({ const macdSignalOptions = ref({
lineWidth: 2, lineWidth: 2,
color: '#AD81FF', color: '#AD81FF',
title: 'SIGNAL',
}); });
const macdHistogramOptions = ref({ const macdHistogramOptions = ref({
lineWidth: 2, lineWidth: 2,
color: '#27FFE6', color: '#27FFE6',
title: 'HISTOGRAM',
}); });
const upperBbOptions = ref({ const upperBbOptions = ref({
color: '#006AFF', // 주황색 계열 color: '#006AFF', // 주황색 계열
lineStyle: 0, // 점선 스타일 (선택) lineStyle: 0, // 점선 스타일 (선택)
lineWidth: 2, lineWidth: 2,
title: 'UpperBB',
}) })
const middleBbOptions = ref({ const middleBbOptions = ref({
color: '#006AFF', // 주황색 계열 color: '#006AFF', // 주황색 계열
lineStyle: 1, // 점선 스타일 (선택) lineStyle: 1, // 점선 스타일 (선택)
lineWidth: 0, lineWidth: 0,
title: 'MiddleBB(SMA)',
}) })
const lowerBbOptions = ref({ const lowerBbOptions = ref({
color: '#006AFF', // 주황색 계열 color: '#006AFF', // 주황색 계열
lineStyle: 0, // 점선 스타일 (선택) lineStyle: 0, // 점선 스타일 (선택)
lineWidth: 2, lineWidth: 2,
title: 'LowerBB',
}) })
const rsiLineOptions = ref({ const rsiLineOptions = ref({
lineWidth: 2, lineWidth: 2,
color: '#AD81FF', color: '#AD81FF',
title: 'RSI',
}); });
const chartType = ref('candlestick'); const chartType = ref('candlestick');
@@ -154,7 +151,7 @@ onMounted(() => {
}) })
const init = (cont, ti) => { const init = (cont, ti) => {
socket = new WebSocket("wss://fx-ws.gateio.ws/v4/ws/usdt"); // socket = new WebSocket("wss://fx-ws.gateio.ws/v4/ws/usdt");
const dt = new Date() const dt = new Date()
getCandleList(cont, ti, Math.round(dt.getTime()/1000)).then(data => { getCandleList(cont, ti, Math.round(dt.getTime()/1000)).then(data => {
ema.value = calculateEMA(data, 20) ema.value = calculateEMA(data, 20)
@@ -165,7 +162,7 @@ const init = (cont, ti) => {
// console.table(entrySignals(data)) // console.table(entrySignals(data))
candleTick.value = data candleTick.value = data
}) })
candleSocket(cont, ti) socket = candleSocket(cont, ti)
} }
const distroy = () => { const distroy = () => {
@@ -187,73 +184,98 @@ const lazyLoad = async (ti) => {
} }
let loopIdx = 0 let loopIdx = 0
const candleSocket = (cont, ti) => { const candleSocket = (cont, ti) => {
socket.addEventListener('open', (event) => { return useWebSocket('wss://fx-ws.gateio.ws/v4/ws/usdt', {
// socket.send(JSON.stringify({"type":"subscribe", "channel": cont, "time": ti})) onConnected: async ws => {
socket.send(JSON.stringify({"time" : curToUnix(), "channel" : "futures.candlesticks","event": "subscribe", "payload" : [ti, cont]})) ws.send(JSON.stringify({"time" : curToUnix(), "channel" : "futures.candlesticks","event": "subscribe", "payload" : [ti, cont]}))
socket.send(JSON.stringify({"time" : curToUnix(), "channel" : "futures.trades","event": "subscribe", "payload" : [cont]})) ws.send(JSON.stringify({"time" : curToUnix(), "channel" : "futures.tickers","event": "subscribe", "payload" : [cont]}))
}) },
onDisconnected: (ws, event) => {
},
onMessage: (ws, message) => {
const msg = JSON.parse(message.data)
const ticks = candleTick.value
if(msg.channel === 'futures.candlesticks') {
if(msg.event === 'update') {
const item = msg.result[0]
// console.log(ticks[ticks.length - 1].t, item.t, new Date().getTime() /1000)
socket.addEventListener('message', (message) => { if(item.t === ticks[ticks.length - 1].t) {
const msg = JSON.parse(message.data) ticks[ticks.length - 1] = item
if(msg.channel === 'futures.candlesticks') {
if(msg.event === 'update') {
const item = msg.result[0]
const ticks = candleTick.value
if(item.t === ticks[ticks.length - 1].t) {
ticks[ticks.length - 1] = item
candleTick.value = [...ticks]
} else {
ticks.push(item)
candleTick.value = [...ticks]
}
}
} else {
if(msg.event === 'update') {
const item = msg.result[0]
// console.log(item)
const ticks = candleTick.value
try {
let diff = 0
if(time.value === '10s') diff = 10
else if(time.value === '1m') diff = 60
else if(time.value === '5m') diff = (60 * 5)
else if(time.value === '15m') diff = (60 * 15)
else if(time.value === '30m') diff = (60 * 30)
else if(time.value === '1h') diff = (60 * 60)
else if(time.value === '4h') diff = (60 * 60 * 4)
else if(time.value === '8h') diff = (60 * 60 * 8)
else if(time.value === '1d') diff = (60 * 60 * 24)
else if(time.value === '7d') diff = (60 * 60 * 24 * 7)
if(item.create_time >= ticks[ticks.length - 1].t && item.create_time <= (ticks[ticks.length - 1].t + diff)) {
ticks[ticks.length - 1].c = item.price
if(ticks[ticks.length - 1].h < item.price) ticks[ticks.length - 1].h = item.price
if(ticks[ticks.length - 1].l > item.price) ticks[ticks.length - 1].l = item.price
candleTick.value = [...ticks] candleTick.value = [...ticks]
ema.value = calculateEMA(ticks, 20)
macd.value = calculateMACD(ticks)
bb.value = calculateBollingerBands(ticks)
rsi.value = calculateRSI(ticks)
// console.table(entrySignals(ticks))
const dd = entrySignals(ticks)
if(dd.length) signal2.value = [...signal2.value, entrySignals(ticks)]
const tt = swingSignal(ticks)
console.log(tt)
if(tt[0] !== 'HOLD') signal1.value = [...signal1.value, swingSignal(ticks)]
} }
} catch(error) {} // else {
// ticks.push(item)
loopIdx++; // candleTick.value = [...ticks]
if(loopIdx > 1000) { // }
console.clear();
loopIdx = 0;
} }
// console.log('trade', socketLock)
} }
} if(msg.channel === 'futures.tickers') {
lazyLock.value = false if(msg.event === 'update') {
const item = msg.result[0]
try {
let diff = 0
if(time.value === '10s') diff = 10
else if(time.value === '1m') diff = 60
else if(time.value === '5m') diff = (60 * 5)
else if(time.value === '15m') diff = (60 * 15)
else if(time.value === '30m') diff = (60 * 30)
else if(time.value === '1h') diff = (60 * 60)
else if(time.value === '4h') diff = (60 * 60 * 4)
else if(time.value === '8h') diff = (60 * 60 * 8)
else if(time.value === '1d') diff = (60 * 60 * 24)
else if(time.value === '7d') diff = (60 * 60 * 24 * 7)
if(msg.time > ticks[ticks.length - 1].t && msg.time < (ticks[ticks.length - 1].t + diff)) {
ticks[ticks.length - 1].c = item.last
if(ticks[ticks.length - 1].h < item.last) ticks[ticks.length - 1].h = item.last
if(ticks[ticks.length - 1].l > item.last) ticks[ticks.length - 1].l = item.last
candleTick.value = [...ticks]
ema.value = calculateEMA(ticks, 20)
emaHtml.value = `<span style="color:blue;padding-right: 5px;">EMA</span>${Math.round(ema.value[ema.value.length - 1].value * 100)/ 100}`
macd.value = calculateMACD(ticks)
macdHtml.value = `<span style="color:blue;">RSI</span>
<span style="color:red;padding-left:5px;padding-right: 5px;">H</span>${Math.round(macd.value.h[macd.value.h.length - 1].value * 100)/ 100}
<span style="color:red;padding-left:5px;padding-right: 5px;">M</span>${Math.round(macd.value.m[macd.value.m.length - 1].value * 100)/ 100}
<span style="color:red;padding-left:5px;padding-right: 5px;">S</span>${Math.round(macd.value.s[macd.value.s.length - 1].value * 100)/ 100}`
bb.value = calculateBollingerBands(ticks)
bbHtml.value = `<span style="color:blue;">BB</span>
<span style="color:red;padding-left:5px;padding-right: 5px;">U</span>${Math.round(bb.value.u[bb.value.u.length - 1].value * 100)/ 100}
<span style="color:red;padding-left:5px;padding-right: 5px;">M</span>${Math.round(bb.value.m[bb.value.m.length - 1].value * 100)/ 100}
<span style="color:red;padding-left:5px;padding-right: 5px;">L</span>${Math.round(bb.value.l[bb.value.l.length - 1].value * 100)/ 100}`
rsi.value = calculateRSI(ticks)
rsiHtml.value = `<span style="color:blue;padding-right: 5px;">BB</span>${Math.round(rsi.value[rsi.value.length - 1].value * 100)/ 100}`
// console.table(entrySignals(ticks))
const dd = entrySignals(ticks)
if(dd.length) signal2.value = [...signal2.value, entrySignals(ticks)]
const tt = swingSignal(ticks)
// console.log(tt)
if(tt[0] !== 'HOLD') signal1.value = [...signal1.value, swingSignal(ticks)]
} else if(msg.time >= (ticks[ticks.length - 1].t + diff)) {
const newTick = JSON.parse(JSON.stringify(ticks[ticks.length - 1]))
newTick.t = newTick.t + diff
newTick.c = item.last
newTick.o = item.last
newTick.l = item.last
newTick.h = item.last
ticks.push(newTick)
candleTick.value = [...ticks]
}
} catch(error) {}
// loopIdx++;
// if(loopIdx > 1000) {
// console.clear();
// loopIdx = 0;
// }
// console.log('trade', socketLock)
}
}
lazyLock.value = false
},
onError: (ws, msg) => {},
}) })
} }
@@ -304,7 +326,7 @@ const colorsTypeMap = {
}; };
const mouseMove = (data) => { const mouseMove = (data) => {
positionData.value = ` positionHtml.value = `
<span style="color:red; padding-right:3px;">O</span>${data == null ? 0 : data.open} <span style="color:red; padding-right:3px;">O</span>${data == null ? 0 : data.open}
<span style="color:red; padding-left:5px; padding-right:3px;">C</span>${data == null ? 0 : data.close} <span style="color:red; padding-left:5px; padding-right:3px;">C</span>${data == null ? 0 : data.close}
<span style="color:red; padding-left:5px; padding-right:3px;">L</span>${data == null ? 0 : data.low} <span style="color:red; padding-left:5px; padding-right:3px;">L</span>${data == null ? 0 : data.low}
@@ -315,11 +337,13 @@ const mouseMove = (data) => {
watch(contract, newVal => { watch(contract, newVal => {
distroy() distroy()
window.sessionStorage.setItem('contract', newVal)
init(newVal, time.value) init(newVal, time.value)
}) })
watch(time, newVal => { watch(time, newVal => {
distroy() distroy()
window.sessionStorage.setItem('time', newVal)
init(contract.value, newVal) init(contract.value, newVal)
}) })
@@ -341,7 +365,7 @@ watch(signal2, newVal => {
<v-container fluid> <v-container fluid>
<div v-if="candleTick !== undefined"> <div v-if="candleTick !== undefined">
<v-row> <v-row>
<v-col cols="9" class="border-thin"> <v-col md="9" xs="12" class="border-thin">
<div class="d-flex justify-content-center"> <div class="d-flex justify-content-center">
<v-menu> <v-menu>
<template v-slot:activator="{ props }"> <template v-slot:activator="{ props }">
@@ -403,19 +427,23 @@ watch(signal2, newVal => {
@mouseMove="mouseMove" @mouseMove="mouseMove"
ref="lwChart" ref="lwChart"
/> />
<div class="ohlc-info" v-html="positionData"></div> <div class="ohlc-info" v-html="positionHtml"></div>
<div class="bb-info" v-html="bbHtml"></div>
<div class="ema-info" v-html="emaHtml"></div>
<div class="macd-info" v-html="macdHtml"></div>
<div class="rsi-info" v-html="rsiHtml"></div>
</v-col> </v-col>
<v-col cols="3" class="border-thin pa-0"> <v-col md="3" xs="12" class="border-thin pa-0">
<div ref="scrollContainer1" style="min-height:50%; max-height: 500px; overflow:auto;" class="border-thin"> <v-col md="12" xs="12" ref="scrollContainer1" style="min-height:50%; max-height: 500px; overflow:auto;" class="border-thin">
<p v-for="i in signal1" class="font-weight-thin"> <p v-for="i in signal1" class="font-weight-thin">
{{i}} {{new Date()}} {{i}} {{new Date()}}
</p> </p>
</div> </v-col>
<div ref="scrollContainer2" style="min-height:50%; max-height: 500px; overflow:auto;" class="border-thin"> <v-col md="12" xs="12" ref="scrollContainer2" style="min-height:50%; max-height: 500px; overflow:auto;" class="border-thin">
<p v-for="i in signal2" class="font-weight-thin"> <p v-for="i in signal2" class="font-weight-thin">
{{i}} {{new Date()}} {{i}} {{new Date()}}
</p> </p>
</div> </v-col>
</v-col> </v-col>
</v-row> </v-row>
</div> </div>
@@ -432,7 +460,56 @@ watch(signal2, newVal => {
left: 10px; left: 10px;
font-size: 12px; font-size: 12px;
color: #333; color: #333;
background: rgba(255, 255, 255, 0.8); background: transparent;
padding: 5px;
border-radius: 4px;
z-index: 1000;
}
.bb-info {
position: absolute;
top: 60px;
left: 10px;
font-size: 12px;
color: #333;
background: transparent;
padding: 5px;
border-radius: 4px;
z-index: 1000;
}
.ema-info {
position: absolute;
top: 75px;
left: 10px;
font-size: 12px;
color: #333;
background: transparent;
padding: 5px;
border-radius: 4px;
z-index: 1000;
}
.macd-info {
position: absolute;
top: 68%;
left: 10px;
font-size: 12px;
color: #333;
background: transparent;
padding: 5px;
border-radius: 4px;
z-index: 1000;
}
.rsi-info {
position: absolute;
top: 84%;
left: 10px;
font-size: 12px;
color: #333;
background: transparent;
padding: 5px; padding: 5px;
border-radius: 4px; border-radius: 4px;
z-index: 1000; z-index: 1000;

View File

@@ -101,6 +101,9 @@ const macd = (data: any) => {
const swingSignal = (data: any) => { const swingSignal = (data: any) => {
// 1) 기존 지표 // 1) 기존 지표
const macdLine = macd(data).macdLine;
const macdLinePrev = macdLine[macdLine.length - 2];
const macdLineNext = macdLine[macdLine.length - 1];
const macdHist = macd(data).hist; const macdHist = macd(data).hist;
const rsi14 = rsi(data, 14); const rsi14 = rsi(data, 14);
const bbands = bb(data, 20, 2); const bbands = bb(data, 20, 2);
@@ -113,7 +116,7 @@ const swingSignal = (data: any) => {
const currentATR63 = atr63[atr63.length - 1] || 1; const currentATR63 = atr63[atr63.length - 1] || 1;
// 변동성 급등 조건 // 변동성 급등 조건
const volatilityBreak = currentATR14 > currentATR63 * 1.2; const volatilityBreak = currentATR14 > currentATR63 * 1.1;
// 3) 기존 offset 계산 // 3) 기존 offset 계산
const offsetMacd = data.length - macdHist.length; const offsetMacd = data.length - macdHist.length;
@@ -128,6 +131,14 @@ const swingSignal = (data: any) => {
const bbl = bbands.lower[latest - offsetBb]; const bbl = bbands.lower[latest - offsetBb];
const bbu = bbands.upper[latest - offsetBb]; const bbu = bbands.upper[latest - offsetBb];
const prevLatest = data.length - 2;
const prevRsiVal = rsi14[prevLatest - offsetRsi];
const prevBbl = bbands.lower[prevLatest - offsetBb];
const prevBbu = bbands.upper[prevLatest - offsetBb];
const prevClose = Number(data[prevLatest].c);
// 시나리오1 // 시나리오1
// if (volatilityBreak && // if (volatilityBreak &&
// prev < 0 && hist >= 0 && // prev < 0 && hist >= 0 &&
@@ -151,15 +162,30 @@ const swingSignal = (data: any) => {
// return ['SHORT',volatilityBreak, prev, hist, rsiVal, close, bbl] // return ['SHORT',volatilityBreak, prev, hist, rsiVal, close, bbl]
// 시나리오3 // 시나리오3
if (prev < hist && // if (prev < hist &&
rsiVal <= 35 && close <= bbl) // rsiVal <= 35 && close <= bbl)
return ['LONG', prev, hist, rsiVal, 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 && // 시나리오4
rsiVal >= 65 && close >= bbu) console.log(`LONG : rsi ${prevRsiVal <= 35} macd : ${macdLineNext}, bb : ${close <= prevBbl} hist: ${prev < hist}\n
return ['SHORT', prev, hist, rsiVal, close, bbl] 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} export {swingSignal}

1
types/imports.d.ts vendored
View File

@@ -282,6 +282,7 @@ declare global {
const useVibrate: typeof import('@vueuse/core')['useVibrate'] const useVibrate: typeof import('@vueuse/core')['useVibrate']
const useVirtualList: typeof import('@vueuse/core')['useVirtualList'] const useVirtualList: typeof import('@vueuse/core')['useVirtualList']
const useWakeLock: typeof import('@vueuse/core')['useWakeLock'] const useWakeLock: typeof import('@vueuse/core')['useWakeLock']
const useWebChat: typeof import('../src/utils/ws')['useWebChat']
const useWebNotification: typeof import('@vueuse/core')['useWebNotification'] const useWebNotification: typeof import('@vueuse/core')['useWebNotification']
const useWebSocket: typeof import('@vueuse/core')['useWebSocket'] const useWebSocket: typeof import('@vueuse/core')['useWebSocket']
const useWebWorker: typeof import('@vueuse/core')['useWebWorker'] const useWebWorker: typeof import('@vueuse/core')['useWebWorker']