bbgo_origin/pkg/indicator/pivothigh.go

66 lines
1010 B
Go
Raw Normal View History

package indicator
import (
"time"
"github.com/c9s/bbgo/pkg/datatype/floats"
"github.com/c9s/bbgo/pkg/types"
)
//go:generate callbackgen -type PivotHigh
type PivotHigh struct {
types.SeriesBase
types.IntervalWindow
Highs floats.Slice
Values floats.Slice
EndTime time.Time
updateCallbacks []func(value float64)
}
func (inc *PivotHigh) Length() int {
return inc.Values.Length()
}
func (inc *PivotHigh) Last() float64 {
if len(inc.Values) == 0 {
return 0.0
}
return inc.Values.Last()
}
func (inc *PivotHigh) Update(value float64) {
if len(inc.Highs) == 0 {
inc.SeriesBase.Series = inc
}
inc.Highs.Push(value)
if len(inc.Highs) < inc.Window {
return
}
low, ok := calculatePivotHigh(inc.Highs, inc.Window, inc.RightWindow)
if !ok {
return
}
if low > 0.0 {
inc.Values.Push(low)
}
}
func (inc *PivotHigh) PushK(k types.KLine) {
if k.EndTime.Before(inc.EndTime) {
return
}
inc.Update(k.Low.Float64())
inc.EndTime = k.EndTime.Time()
inc.EmitUpdate(inc.Last())
}