bbgo_origin/pkg/indicator/ad.go

package indicator

import (
	"time"

	"github.com/c9s/bbgo/pkg/types"
)

/*
ad implements accumulation/distribution indicator

Accumulation/Distribution Indicator (A/D)
- https://www.investopedia.com/terms/a/accumulationdistribution.asp
*/
//go:generate callbackgen -type AD
type AD struct {
	types.IntervalWindow
	Values   types.Float64Slice
	PrePrice float64

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
}

func (inc *AD) Update(kLine types.KLine) {
	cloze := kLine.Close.Float64()
	high := kLine.High.Float64()
	low := kLine.Low.Float64()
	volume := kLine.Volume.Float64()

	var moneyFlowVolume float64
	if high == low {
		moneyFlowVolume = 0
	} else {
		moneyFlowVolume = ((2*cloze - high - low) / (high - low)) * volume
	}

	ad := inc.Last() + moneyFlowVolume
	inc.Values.Push(ad)
}

func (inc *AD) Last() float64 {
	if len(inc.Values) == 0 {
		return 0.0
	}
	return inc.Values[len(inc.Values)-1]
}

func (inc *AD) Index(i int) float64 {
	length := len(inc.Values)
	if length == 0 || length-i-1 < 0 {
		return 0
	}
	return inc.Values[length-i-1]
}

func (inc *AD) Length() int {
	return len(inc.Values)
}

var _ types.Series = &AD{}

func (inc *AD) calculateAndUpdate(kLines []types.KLine) {
	for _, k := range kLines {
		if inc.EndTime != zeroTime && !k.EndTime.After(inc.EndTime) {
			continue
		}
		inc.Update(k)
	}

	inc.EmitUpdate(inc.Last())
	inc.EndTime = kLines[len(kLines)-1].EndTime.Time()
}
func (inc *AD) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
	if inc.Interval != interval {
		return
	}

	inc.calculateAndUpdate(window)
}

func (inc *AD) Bind(updater KLineWindowUpdater) {
	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
}