package indicator import ( "time" "git.qtrade.icu/lychiyu/bbgo/pkg/datatype/floats" "git.qtrade.icu/lychiyu/bbgo/pkg/types" ) const MaxNumOfStdev = 600 const MaxNumOfStdevTruncateSize = 300 //go:generate callbackgen -type StdDev type StdDev struct { types.SeriesBase types.IntervalWindow Values floats.Slice rawValues *types.Queue EndTime time.Time updateCallbacks []func(value float64) } func (inc *StdDev) Last(i int) float64 { return inc.Values.Last(i) } func (inc *StdDev) Index(i int) float64 { return inc.Last(i) } func (inc *StdDev) Length() int { return inc.Values.Length() } var _ types.SeriesExtend = &StdDev{} func (inc *StdDev) Update(value float64) { if inc.rawValues == nil { inc.rawValues = types.NewQueue(inc.Window) inc.SeriesBase.Series = inc } inc.rawValues.Update(value) var std = inc.rawValues.Stdev() inc.Values.Push(std) if len(inc.Values) > MaxNumOfStdev { inc.Values = inc.Values[MaxNumOfStdevTruncateSize-1:] } } func (inc *StdDev) PushK(k types.KLine) { inc.Update(k.Close.Float64()) inc.EndTime = k.EndTime.Time() }