84 lines
1.6 KiB
Go
84 lines
1.6 KiB
Go
|
package indicator
|
||
|
|
|
||
|
|
import (
|
||
|
|
"time"
|
||
|
|
|
||
|
|
"git.qtrade.icu/lychiyu/bbgo/pkg/datatype/floats"
|
||
|
|
"git.qtrade.icu/lychiyu/bbgo/pkg/types"
|
||
|
|
)
|
||
|
|
|
||
|
|
const MaxNumOfSMA = 5_000
|
||
|
|
const MaxNumOfSMATruncateSize = 100
|
||
|
|
|
||
|
|
//go:generate callbackgen -type SMA
|
||
|
|
type SMA struct {
|
||
|
|
types.SeriesBase
|
||
|
|
types.IntervalWindow
|
||
|
|
Values floats.Slice
|
||
|
|
rawValues *types.Queue
|
||
|
|
EndTime time.Time
|
||
|
|
|
||
|
|
UpdateCallbacks []func(value float64)
|
||
|
|
}
|
||
|
|
|
||
|
|
func (inc *SMA) Last(i int) float64 {
|
||
|
|
return inc.Values.Last(i)
|
||
|
|
}
|
||
|
|
|
||
|
|
func (inc *SMA) Index(i int) float64 {
|
||
|
|
return inc.Last(i)
|
||
|
|
}
|
||
|
|
|
||
|
|
func (inc *SMA) Length() int {
|
||
|
|
return inc.Values.Length()
|
||
|
|
}
|
||
|
|
|
||
|
|
func (inc *SMA) Clone() types.UpdatableSeriesExtend {
|
||
|
|
out := &SMA{
|
||
|
|
Values: inc.Values[:],
|
||
|
|
rawValues: inc.rawValues.Clone(),
|
||
|
|
EndTime: inc.EndTime,
|
||
|
|
}
|
||
|
|
out.SeriesBase.Series = out
|
||
|
|
return out
|
||
|
|
}
|
||
|
|
|
||
|
|
var _ types.SeriesExtend = &SMA{}
|
||
|
|
|
||
|
|
func (inc *SMA) Update(value float64) {
|
||
|
|
if inc.rawValues == nil {
|
||
|
|
inc.rawValues = types.NewQueue(inc.Window)
|
||
|
|
inc.SeriesBase.Series = inc
|
||
|
|
}
|
||
|
|
|
||
|
|
inc.rawValues.Update(value)
|
||
|
|
if inc.rawValues.Length() < inc.Window {
|
||
|
|
return
|
||
|
|
}
|
||
|
|
|
||
|
|
inc.Values.Push(types.Mean(inc.rawValues))
|
||
|
|
if len(inc.Values) > MaxNumOfSMA {
|
||
|
|
inc.Values = inc.Values[MaxNumOfSMATruncateSize-1:]
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
func (inc *SMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval) {
|
||
|
|
target.OnKLineClosed(types.KLineWith(symbol, interval, inc.PushK))
|
||
|
|
}
|
||
|
|
|
||
|
|
func (inc *SMA) PushK(k types.KLine) {
|
||
|
|
if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) {
|
||
|
|
return
|
||
|
|
}
|
||
|
|
|
||
|
|
inc.Update(k.Close.Float64())
|
||
|
|
inc.EndTime = k.EndTime.Time()
|
||
|
|
inc.EmitUpdate(inc.Values.Last(0))
|
||
|
|
}
|
||
|
|
|
||
|
|
func (inc *SMA) LoadK(allKLines []types.KLine) {
|
||
|
|
for _, k := range allKLines {
|
||
|
|
inc.PushK(k)
|
||
|
|
}
|
||
|
|
}
|