32 lines
504 B
Go
32 lines
504 B
Go
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package indicator
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type EMA struct {
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MABase
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alpha float64
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bFirst bool
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}
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func NewEMA(winLen int) *EMA {
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e := new(EMA)
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e.winLen = winLen
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e.alpha = 2 / float64((e.winLen + 1))
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e.bFirst = true
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return e
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}
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func (e *EMA) Update(price float64) {
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if e.bFirst {
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e.result = price
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e.bFirst = false
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}
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e.cal(price)
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}
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// cal
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// EMA = alpha * x + (1 - alpha) * EMA[1]
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// alpha = 2 / (y + 1)
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func (e *EMA) cal(price float64) {
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oldResult := e.result
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e.result = e.alpha*price + (1-e.alpha)*oldResult
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}
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