package indicatorv2 import "git.qtrade.icu/lychiyu/bbgo/pkg/types" const MaxNumOfKLines = 4_000 //go:generate callbackgen -type KLineStream type KLineStream struct { updateCallbacks []func(k types.KLine) kLines []types.KLine } func (s *KLineStream) Length() int { return len(s.kLines) } func (s *KLineStream) Last(i int) *types.KLine { l := len(s.kLines) if i < 0 || l-1-i < 0 { return nil } return &s.kLines[l-1-i] } // AddSubscriber adds the subscriber function and push historical data to the subscriber func (s *KLineStream) AddSubscriber(f func(k types.KLine)) { s.OnUpdate(f) if len(s.kLines) == 0 { return } // push historical klines to the subscriber for _, k := range s.kLines { f(k) } } func (s *KLineStream) BackFill(kLines []types.KLine) { for _, k := range kLines { s.kLines = append(s.kLines, k) s.EmitUpdate(k) } } // KLines creates a KLine stream that pushes the klines to the subscribers func KLines(source types.Stream, symbol string, interval types.Interval) *KLineStream { s := &KLineStream{} source.OnKLineClosed(types.KLineWith(symbol, interval, func(k types.KLine) { s.kLines = append(s.kLines, k) s.EmitUpdate(k) if len(s.kLines) > MaxNumOfKLines { s.kLines = s.kLines[len(s.kLines)-1-MaxNumOfKLines:] } })) return s } type KLineSubscription interface { AddSubscriber(f func(k types.KLine)) Length() int Last(i int) *types.KLine }