bbgo_origin/pkg/indicator/cma.go

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package indicator
import (
"github.com/c9s/bbgo/pkg/datatype/floats"
"github.com/c9s/bbgo/pkg/types"
)
// Refer: Cumulative Moving Average, Cumulative Average
// Refer: https://en.wikipedia.org/wiki/Moving_average
//go:generate callbackgen -type CA
type CA struct {
types.SeriesBase
Interval types.Interval
Values floats.Slice
length float64
UpdateCallbacks []func(value float64)
}
func (inc *CA) Update(x float64) {
if len(inc.Values) == 0 {
inc.SeriesBase.Series = inc
}
newVal := (inc.Values.Last()*inc.length + x) / (inc.length + 1.)
inc.length += 1
inc.Values.Push(newVal)
if len(inc.Values) > MaxNumOfEWMA {
inc.Values = inc.Values[MaxNumOfEWMATruncateSize-1:]
inc.length = float64(len(inc.Values))
}
}
func (inc *CA) Last() float64 {
if len(inc.Values) == 0 {
return 0
}
return inc.Values[len(inc.Values)-1]
}
func (inc *CA) Index(i int) float64 {
if i >= len(inc.Values) {
return 0
}
return inc.Values[len(inc.Values)-1-i]
}
func (inc *CA) Length() int {
return len(inc.Values)
}
var _ types.SeriesExtend = &CA{}
func (inc *CA) PushK(k types.KLine) {
inc.Update(k.Close.Float64())
}
func (inc *CA) CalculateAndUpdate(allKLines []types.KLine) {
for _, k := range allKLines {
inc.PushK(k)
inc.EmitUpdate(inc.Last())
}
}
func (inc *CA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
if inc.Interval != interval {
return
}
inc.CalculateAndUpdate(window)
}
func (inc *CA) Bind(updater KLineWindowUpdater) {
updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
}