61 lines
1.0 KiB
Go
61 lines
1.0 KiB
Go
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package indicatorv2
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import (
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"git.qtrade.icu/lychiyu/bbgo/pkg/datatype/floats"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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)
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type CrossType float64
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const (
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CrossOver CrossType = 1.0
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CrossUnder CrossType = -1.0
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)
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// CrossStream subscribes 2 upstreams, and calculate the cross signal
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type CrossStream struct {
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*types.Float64Series
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a, b floats.Slice
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}
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// Cross creates the CrossStream object:
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//
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// cross := Cross(fastEWMA, slowEWMA)
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func Cross(a, b types.Float64Source) *CrossStream {
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s := &CrossStream{
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Float64Series: types.NewFloat64Series(),
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}
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a.OnUpdate(func(v float64) {
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s.a.Push(v)
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s.calculate()
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})
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b.OnUpdate(func(v float64) {
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s.b.Push(v)
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s.calculate()
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})
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return s
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}
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func (s *CrossStream) calculate() {
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if s.a.Length() != s.b.Length() {
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return
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}
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current := s.a.Last(0) - s.b.Last(0)
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previous := s.a.Last(1) - s.b.Last(1)
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if previous == 0.0 {
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return
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}
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// cross over or cross under
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if current*previous < 0 {
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if current > 0 {
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s.PushAndEmit(float64(CrossOver))
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} else {
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s.PushAndEmit(float64(CrossUnder))
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}
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}
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}
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