bbgo_origin/pkg/indicator/stddev.go

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package indicator
import (
"time"
"github.com/c9s/bbgo/pkg/datatype/floats"
"github.com/c9s/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()
}