71 lines
1.3 KiB
Go
71 lines
1.3 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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type NRStrean struct {
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*types.Float64Series
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nrCount int
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kLines []types.KLine
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strictMode bool
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NrKLine types.KLine
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}
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func NR(source KLineSubscription, nrCount int, strictMode bool) *NRStrean {
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s := &NRStrean{
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nrCount: nrCount,
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Float64Series: types.NewFloat64Series(),
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}
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source.AddSubscriber(func(k types.KLine) {
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s.calculateAndPush(k)
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})
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return s
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}
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func (s *NRStrean) calculateAndPush(k types.KLine) {
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s.kLines = append(s.kLines, k)
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if len(s.kLines) < s.nrCount {
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return
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}
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nr := s.kLines[len(s.kLines)-1]
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preNr := s.kLines[len(s.kLines)-2]
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isNR := true
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if preNr.High < nr.High || preNr.Low > nr.Low {
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isNR = false
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return
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}
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for i := len(s.kLines) - s.nrCount; i < len(s.kLines); i++ {
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// 这种是所有的kline都要高于nr
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//if s.CalKLines[i].High > nr.High || s.CalKLines[i].Low < nr.Low {
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// isNR = false
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// break
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//}
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if s.strictMode {
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if s.kLines[i].High-s.kLines[i].Low < nr.High-nr.Low {
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isNR = false
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break
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}
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} else {
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if (s.kLines[i].High-s.kLines[i].Low)/s.kLines[i].Low < (nr.High-nr.Low)/nr.Low {
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isNR = false
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break
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}
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}
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}
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if isNR {
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s.NrKLine = nr
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s.PushAndEmit(nr.High.Float64())
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}
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return
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}
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