bbgo/pkg/indicator/line.go

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package indicator
import (
"time"
"git.qtrade.icu/lychiyu/bbgo/pkg/types"
)
// Line indicator is a utility that helps to simulate either the
// 1. trend
// 2. support
// 3. resistance
// of the market data, defined with series interface
type Line struct {
types.SeriesBase
types.IntervalWindow
start float64
end float64
startIndex int
endIndex int
currentTime time.Time
Interval types.Interval
}
func (l *Line) handleKLineWindowUpdate(interval types.Interval, allKLines types.KLineWindow) {
if interval != l.Interval {
return
}
newTime := allKLines.Last().EndTime.Time()
delta := int(newTime.Sub(l.currentTime).Minutes()) / l.Interval.Minutes()
l.startIndex += delta
l.endIndex += delta
l.currentTime = newTime
}
func (l *Line) Bind(updater KLineWindowUpdater) {
updater.OnKLineWindowUpdate(l.handleKLineWindowUpdate)
}
func (l *Line) Last(i int) float64 {
return (l.end-l.start)/float64(l.startIndex-l.endIndex)*float64(l.endIndex-i) + l.end
}
func (l *Line) Index(i int) float64 {
return l.Last(i)
}
func (l *Line) Length() int {
if l.startIndex > l.endIndex {
return l.startIndex - l.endIndex
} else {
return l.endIndex - l.startIndex
}
}
func (l *Line) SetXY1(index int, value float64) {
l.startIndex = index
l.start = value
}
func (l *Line) SetXY2(index int, value float64) {
l.endIndex = index
l.end = value
}
func NewLine(startIndex int, startValue float64, endIndex int, endValue float64, interval types.Interval) *Line {
line := &Line{
start: startValue,
end: endValue,
startIndex: startIndex,
endIndex: endIndex,
currentTime: time.Time{},
Interval: interval,
}
line.SeriesBase.Series = line
return line
}
var _ types.SeriesExtend = &Line{}