bbgo_origin/pkg/indicator/tema.go

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2022-04-19 10:22:22 +00:00
package indicator
import (
"github.com/c9s/bbgo/pkg/types"
)
// Refer: Triple Exponential Moving Average (TEMA)
// URL: https://investopedia.com/terms/t/triple-exponential-moving-average.asp
//go:generate callbackgen -type TEMA
type TEMA struct {
types.IntervalWindow
Values types.Float64Slice
A1 *EWMA
A2 *EWMA
A3 *EWMA
UpdateCallbacks []func(value float64)
}
func (inc *TEMA) Update(value float64) {
if len(inc.Values) == 0 {
inc.A1 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
inc.A2 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
inc.A3 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
}
inc.A1.Update(value)
a1 := inc.A1.Last()
inc.A2.Update(a1)
a2 := inc.A2.Last()
inc.A3.Update(a2)
a3 := inc.A3.Last()
inc.Values.Push(3*a1 - 3*a2 + a3)
}
func (inc *TEMA) Last() float64 {
if len(inc.Values) > 0 {
return inc.Values[len(inc.Values)-1]
}
return 0.0
}
func (inc *TEMA) Index(i int) float64 {
if i >= len(inc.Values) {
return 0
}
return inc.Values[len(inc.Values)-i-1]
}
func (inc *TEMA) Length() int {
return len(inc.Values)
}
var _ types.Series = &TEMA{}
func (inc *TEMA) calculateAndUpdate(allKLines []types.KLine) {
if inc.A1 == nil {
for _, k := range allKLines {
inc.Update(k.Close.Float64())
inc.EmitUpdate(inc.Last())
}
} else {
inc.Update(allKLines[len(allKLines)-1].Close.Float64())
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inc.EmitUpdate(inc.Last())
}
}
func (inc *TEMA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
if inc.Interval != interval {
return
}
inc.calculateAndUpdate(window)
}
func (inc *TEMA) Bind(updater KLineWindowUpdater) {
updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
}