package indicator import ( "time" "git.qtrade.icu/lychiyu/bbgo/pkg/datatype/floats" "git.qtrade.icu/lychiyu/bbgo/pkg/types" ) //go:generate callbackgen -type PivotLow type PivotLow struct { types.SeriesBase types.IntervalWindow Lows floats.Slice Values floats.Slice EndTime time.Time updateCallbacks []func(value float64) } func (inc *PivotLow) Length() int { return inc.Values.Length() } func (inc *PivotLow) Last(i int) float64 { return inc.Values.Last(i) } func (inc *PivotLow) Update(value float64) { if len(inc.Lows) == 0 { inc.SeriesBase.Series = inc } inc.Lows.Push(value) if len(inc.Lows) < inc.Window { return } if inc.RightWindow == nil { inc.RightWindow = &inc.Window } low, ok := calculatePivotLow(inc.Lows, inc.Window, *inc.RightWindow) if !ok { return } if low > 0.0 { inc.Values.Push(low) } } func (inc *PivotLow) PushK(k types.KLine) { if k.EndTime.Before(inc.EndTime) { return } inc.Update(k.Low.Float64()) inc.EndTime = k.EndTime.Time() inc.EmitUpdate(inc.Last(0)) } func calculatePivotHigh(highs floats.Slice, left, right int) (float64, bool) { return floats.FindPivot(highs, left, right, func(a, pivot float64) bool { return a < pivot }) } func calculatePivotLow(lows floats.Slice, left, right int) (float64, bool) { return floats.FindPivot(lows, left, right, func(a, pivot float64) bool { return a > pivot }) }