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47 lines
1.0 KiB
Go
47 lines
1.0 KiB
Go
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package elliottwave
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import (
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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type HeikinAshi struct {
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Values []types.KLine
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size int
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}
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func NewHeikinAshi(size int) *HeikinAshi {
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return &HeikinAshi{
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Values: make([]types.KLine, size),
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size: size,
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}
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}
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func (inc *HeikinAshi) Last() *types.KLine {
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if len(inc.Values) == 0 {
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return &types.KLine{}
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}
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return &inc.Values[len(inc.Values)-1]
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}
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func (inc *HeikinAshi) Update(kline types.KLine) {
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open := kline.Open
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cloze := kline.Close
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high := kline.High
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low := kline.Low
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lastOpen := inc.Last().Open
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lastClose := inc.Last().Close
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newClose := open.Add(high).Add(low).Add(cloze).Div(Four)
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newOpen := lastOpen.Add(lastClose).Div(Two)
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kline.Close = newClose
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kline.Open = newOpen
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kline.High = fixedpoint.Max(fixedpoint.Max(high, newOpen), newClose)
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kline.Low = fixedpoint.Max(fixedpoint.Min(low, newOpen), newClose)
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inc.Values = append(inc.Values, kline)
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if len(inc.Values) > inc.size {
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inc.Values = inc.Values[len(inc.Values)-inc.size:]
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}
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}
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