50 lines
1003 B
Go
50 lines
1003 B
Go
|
package indicatorv2
|
||
|
|
|
||
|
|
import (
|
||
|
|
"git.qtrade.icu/lychiyu/bbgo/pkg/datatype/floats"
|
||
|
|
"git.qtrade.icu/lychiyu/bbgo/pkg/types"
|
||
|
|
)
|
||
|
|
|
||
|
|
// SubtractStream subscribes 2 upstream data, and then subtract these 2 values
|
||
|
|
type SubtractStream struct {
|
||
|
|
*types.Float64Series
|
||
|
|
|
||
|
|
a, b floats.Slice
|
||
|
|
i int
|
||
|
|
}
|
||
|
|
|
||
|
|
// Subtract creates the SubtractStream object
|
||
|
|
// subtract := Subtract(longEWMA, shortEWMA)
|
||
|
|
func Subtract(a, b types.Float64Source) *SubtractStream {
|
||
|
|
s := &SubtractStream{
|
||
|
|
Float64Series: types.NewFloat64Series(),
|
||
|
|
}
|
||
|
|
|
||
|
|
a.OnUpdate(func(v float64) {
|
||
|
|
s.a.Push(v)
|
||
|
|
s.calculate()
|
||
|
|
})
|
||
|
|
b.OnUpdate(func(v float64) {
|
||
|
|
s.b.Push(v)
|
||
|
|
s.calculate()
|
||
|
|
})
|
||
|
|
return s
|
||
|
|
}
|
||
|
|
|
||
|
|
func (s *SubtractStream) calculate() {
|
||
|
|
if s.a.Length() != s.b.Length() {
|
||
|
|
return
|
||
|
|
}
|
||
|
|
|
||
|
|
if s.a.Length() > s.Slice.Length() {
|
||
|
|
var numNewElems = s.a.Length() - s.Slice.Length()
|
||
|
|
var tailA = s.a.Tail(numNewElems)
|
||
|
|
var tailB = s.b.Tail(numNewElems)
|
||
|
|
var tailC = tailA.Sub(tailB)
|
||
|
|
for _, f := range tailC {
|
||
|
|
s.Slice.Push(f)
|
||
|
|
s.EmitUpdate(f)
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|