40 lines
908 B
Go
40 lines
908 B
Go
|
package indicatorv2
|
||
|
|
|
||
|
|
import (
|
||
|
|
"git.qtrade.icu/lychiyu/bbgo/pkg/datatype/floats"
|
||
|
|
"git.qtrade.icu/lychiyu/bbgo/pkg/types"
|
||
|
|
)
|
||
|
|
|
||
|
|
type PivotHighStream struct {
|
||
|
|
*types.Float64Series
|
||
|
|
rawValues floats.Slice
|
||
|
|
window, rightWindow int
|
||
|
|
}
|
||
|
|
|
||
|
|
func PivotHigh(source types.Float64Source, window int, args ...int) *PivotHighStream {
|
||
|
|
rightWindow := window
|
||
|
|
if len(args) > 0 {
|
||
|
|
rightWindow = args[0]
|
||
|
|
}
|
||
|
|
|
||
|
|
s := &PivotHighStream{
|
||
|
|
Float64Series: types.NewFloat64Series(),
|
||
|
|
window: window,
|
||
|
|
rightWindow: rightWindow,
|
||
|
|
}
|
||
|
|
|
||
|
|
s.Subscribe(source, func(x float64) {
|
||
|
|
s.rawValues.Push(x)
|
||
|
|
if low, ok := s.calculatePivotHigh(s.rawValues, s.window, s.rightWindow); ok {
|
||
|
|
s.PushAndEmit(low)
|
||
|
|
}
|
||
|
|
})
|
||
|
|
return s
|
||
|
|
}
|
||
|
|
|
||
|
|
func (s *PivotHighStream) calculatePivotHigh(highs floats.Slice, left, right int) (float64, bool) {
|
||
|
|
return floats.FindPivot(highs, left, right, func(a, pivot float64) bool {
|
||
|
|
return a < pivot
|
||
|
|
})
|
||
|
|
}
|