bbgo_origin/pkg/indicator/sma.go

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package indicator
import (
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"fmt"
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"time"
"github.com/c9s/bbgo/pkg/types"
)
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const MaxNumOfSMA = 5_000
const MaxNumOfSMATruncateSize = 100
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//go:generate callbackgen -type SMA
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type SMA struct {
types.SeriesBase
types.IntervalWindow
Values types.Float64Slice
rawValues *types.Queue
EndTime time.Time
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UpdateCallbacks []func(value float64)
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}
func (inc *SMA) Last() float64 {
if inc.Values.Length() == 0 {
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return 0.0
}
return inc.Values.Last()
}
func (inc *SMA) Index(i int) float64 {
if i >= inc.Values.Length() {
return 0.0
}
return inc.Values.Index(i)
}
func (inc *SMA) Length() int {
return inc.Values.Length()
}
func (inc *SMA) Clone() types.UpdatableSeriesExtend {
out := &SMA{
Values: inc.Values[:],
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rawValues: inc.rawValues.Clone(),
EndTime: inc.EndTime,
}
out.SeriesBase.Series = out
return out
}
var _ types.SeriesExtend = &SMA{}
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func (inc *SMA) Update(value float64) {
if inc.rawValues == nil {
inc.rawValues = types.NewQueue(inc.Window)
inc.SeriesBase.Series = inc
}
inc.rawValues.Update(value)
if inc.rawValues.Length() < inc.Window {
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return
}
inc.Values.Push(types.Mean(inc.rawValues))
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}
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func (inc *SMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval) {
target.OnKLineClosed(types.KLineWith(symbol, interval, inc.PushK))
}
func (inc *SMA) PushK(k types.KLine) {
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if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) {
return
}
inc.Update(k.Close.Float64())
inc.EndTime = k.EndTime.Time()
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inc.EmitUpdate(inc.Values.Last())
}
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func (inc *SMA) LoadK(allKLines []types.KLine) {
for _, k := range allKLines {
inc.PushK(k)
}
}
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func calculateSMA(kLines []types.KLine, window int, priceF KLinePriceMapper) (float64, error) {
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length := len(kLines)
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if length == 0 || length < window {
return 0.0, fmt.Errorf("insufficient elements for calculating SMA with window = %d", window)
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}
if length != window {
return 0.0, fmt.Errorf("too much klines passed in, requires only %d klines", window)
}
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sum := 0.0
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for _, k := range kLines {
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sum += priceF(k)
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}
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avg := sum / float64(window)
return avg, nil
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}