53 lines
822 B
Go
53 lines
822 B
Go
package indicator
|
|
|
|
import (
|
|
"math"
|
|
)
|
|
|
|
type Boll struct {
|
|
*SMA
|
|
k int
|
|
mid float64
|
|
top float64
|
|
bottom float64
|
|
}
|
|
|
|
func NewBoll(winLen, k int) *Boll {
|
|
b := new(Boll)
|
|
b.SMA = NewSMA(winLen)
|
|
b.k = k
|
|
return b
|
|
}
|
|
|
|
func (b *Boll) Result() float64 {
|
|
return b.mid
|
|
}
|
|
|
|
func (b *Boll) Update(price float64) {
|
|
b.SMA.Update(price)
|
|
b.Cal()
|
|
}
|
|
|
|
func (b *Boll) Cal() {
|
|
b.mid = b.SMA.result
|
|
var sd float64
|
|
for j := 0; j < b.winLen; j++ {
|
|
sd += math.Pow(b.prices[j]-b.mid, 2)
|
|
}
|
|
sd = math.Sqrt(sd/float64(b.winLen)) * float64(b.k)
|
|
b.top = b.mid + sd
|
|
b.bottom = b.mid - sd
|
|
}
|
|
|
|
func (b *Boll) Top() float64 {
|
|
return b.top
|
|
}
|
|
|
|
func (b *Boll) Bottom() float64 {
|
|
return b.bottom
|
|
}
|
|
|
|
func (b *Boll) Indicator() map[string]float64 {
|
|
return map[string]float64{"result": b.Result(), "top": b.Top(), "bottom": b.Bottom()}
|
|
}
|