64 lines
1.1 KiB
Go
64 lines
1.1 KiB
Go
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package indicatorv2
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import (
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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)
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const MaxNumOfRMA = 1000
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const MaxNumOfRMATruncateSize = 500
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type RMAStream struct {
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// embedded structs
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*types.Float64Series
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// config fields
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Adjust bool
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window int
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counter int
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sum, previous float64
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}
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func RMA2(source types.Float64Source, window int, adjust bool) *RMAStream {
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checkWindow(window)
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s := &RMAStream{
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Float64Series: types.NewFloat64Series(),
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window: window,
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Adjust: adjust,
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}
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s.Bind(source, s)
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return s
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}
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func (s *RMAStream) Calculate(x float64) float64 {
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lambda := 1 / float64(s.window)
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if s.counter == 0 {
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s.sum = 1
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s.previous = x
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} else {
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if s.Adjust {
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s.sum = s.sum*(1-lambda) + 1
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s.previous = s.previous + (x-s.previous)/s.sum
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} else {
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s.previous = s.previous*(1-lambda) + x*lambda
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}
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}
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s.counter++
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return s.previous
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}
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func (s *RMAStream) Truncate() {
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if len(s.Slice) > MaxNumOfRMA {
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s.Slice = s.Slice[MaxNumOfRMATruncateSize-1:]
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}
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}
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func checkWindow(window int) {
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if window == 0 {
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panic("window can not be zero")
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}
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}
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