bbgo_origin/pkg/indicator/rma.go

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2022-04-18 03:27:50 +00:00
package indicator
import (
"time"
"github.com/c9s/bbgo/pkg/types"
)
//go:generate callbackgen -type RMA
type RMA struct {
types.IntervalWindow
Values types.Float64Slice
Sources types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(value float64)
}
func (inc *RMA) Update(x float64) {
inc.Sources.Push(x)
if len(inc.Sources) < inc.Window {
inc.Values.Push(0)
return
}
if len(inc.Sources) == inc.Window {
inc.Values.Push(inc.Sources.Mean())
return
}
lambda := 1 / float64(inc.Window)
rma := (1-lambda)*inc.Values.Last() + lambda*x
inc.Values.Push(rma)
}
func (inc *RMA) Last() float64 {
return inc.Values.Last()
}
func (inc *RMA) 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 *RMA) Length() int {
return len(inc.Values)
}
var _ types.Series = &RMA{}
func (inc *RMA) calculateAndUpdate(kLines []types.KLine) {
for _, k := range kLines {
if inc.EndTime != zeroTime && !k.EndTime.After(inc.EndTime) {
continue
}
inc.Update(k.Close.Float64())
}
inc.EmitUpdate(inc.Last())
inc.EndTime = kLines[len(kLines)-1].EndTime.Time()
}
func (inc *RMA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
if inc.Interval != interval {
return
}
inc.calculateAndUpdate(window)
}
func (inc *RMA) Bind(updater KLineWindowUpdater) {
updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
}