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29 lines
517 B
Go
29 lines
517 B
Go
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package indicatorv2
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import (
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"github.com/c9s/bbgo/pkg/indicator"
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"github.com/c9s/bbgo/pkg/types"
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)
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type CMAStream struct {
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*types.Float64Series
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}
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func CMA2(source types.Float64Source) *CMAStream {
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s := &CMAStream{
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Float64Series: types.NewFloat64Series(),
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}
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s.Bind(source, s)
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return s
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}
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func (s *CMAStream) Calculate(x float64) float64 {
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l := float64(s.Slice.Length())
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cma := (s.Slice.Last(0)*l + x) / (l + 1.)
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return cma
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}
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func (s *CMAStream) Truncate() {
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s.Slice.Truncate(indicator.MaxNumOfEWMA)
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}
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