75 lines
1.2 KiB
Go
75 lines
1.2 KiB
Go
package indicator
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// Stoch just test with StochRSI
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type Stoch struct {
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winLen int
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prices []float64
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lowest float64
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highest float64
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age int
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bFirst bool
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result float64
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kSMA *SMA
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dSMA *SMA
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}
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func NewStoch(winLen, periodK, periodD int) *Stoch {
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s := new(Stoch)
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s.winLen = winLen
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s.prices = make([]float64, s.winLen)
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s.bFirst = true
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s.kSMA = NewSMA(periodK)
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s.dSMA = NewSMA(periodD)
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return s
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}
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func (s *Stoch) Update(price float64) {
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if s.bFirst {
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s.lowest = price
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s.highest = price
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s.bFirst = false
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return
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}
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s.prices[s.age] = price
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s.age = (s.age + 1) % s.winLen
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s.highest = highest(s.prices)
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s.lowest = lowest(s.prices)
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if s.highest == s.lowest {
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return
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}
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s.result = (100 * (price - s.lowest)) / (s.highest - s.lowest)
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s.kSMA.Update(s.result)
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s.dSMA.Update(s.kSMA.Result())
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}
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func (s *Stoch) Result() float64 {
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return s.result
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}
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func (s *Stoch) KResult() float64 {
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return s.kSMA.Result()
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}
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func (s *Stoch) DResult() float64 {
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return s.dSMA.Result()
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}
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func lowest(prices []float64) (ret float64) {
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ret = prices[0]
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for _, v := range prices {
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if v < ret {
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ret = v
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}
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}
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return
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}
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func highest(prices []float64) (ret float64) {
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ret = prices[0]
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for _, v := range prices {
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if v > ret {
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ret = v
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}
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}
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return
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}
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