50 lines
1003 B
Go
50 lines
1003 B
Go
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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// SubtractStream subscribes 2 upstream data, and then subtract these 2 values
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type SubtractStream struct {
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*types.Float64Series
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a, b floats.Slice
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i int
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}
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// Subtract creates the SubtractStream object
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// subtract := Subtract(longEWMA, shortEWMA)
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func Subtract(a, b types.Float64Source) *SubtractStream {
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s := &SubtractStream{
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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 *SubtractStream) 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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if s.a.Length() > s.Slice.Length() {
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var numNewElems = s.a.Length() - s.Slice.Length()
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var tailA = s.a.Tail(numNewElems)
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var tailB = s.b.Tail(numNewElems)
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var tailC = tailA.Sub(tailB)
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for _, f := range tailC {
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s.Slice.Push(f)
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s.EmitUpdate(f)
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}
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}
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}
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