53 lines
862 B
Go
53 lines
862 B
Go
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package indicator
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type RSI struct {
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winLen int
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avgU *SMMA
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avgD *SMMA
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u float64
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d float64
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lastClose *float64
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rs float64
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result float64
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}
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func NewRSI(winLen int) *RSI {
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r := new(RSI)
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r.winLen = winLen
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r.avgU = NewSMMA(r.winLen)
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r.avgD = NewSMMA(r.winLen)
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return r
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}
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func (r *RSI) Update(price float64) {
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if r.lastClose == nil {
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r.lastClose = &price
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return
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}
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if price > *r.lastClose {
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r.u = price - *r.lastClose
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r.d = 0
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} else {
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r.u = 0
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r.d = *r.lastClose - price
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}
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r.avgU.Update(r.u)
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r.avgD.Update(r.d)
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uResult := r.avgU.Result()
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dResult := r.avgD.Result()
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r.rs = uResult / dResult
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r.result = 100 - (100 / (1 + r.rs))
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if dResult == 0 {
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if uResult != 0 {
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r.result = 100
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} else {
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r.result = 0
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}
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}
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r.lastClose = &price
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}
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func (r *RSI) Result() float64 {
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return r.result
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}
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