mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
29 lines
510 B
Go
29 lines
510 B
Go
|
package indicator
|
||
|
|
|
||
|
|
import "github.com/c9s/bbgo/pkg/types"
|
||
|
|
|
||
|
|
type StdDevStream struct {
|
||
|
|
Float64Series
|
||
|
|
|
||
|
|
rawValues *types.Queue
|
||
|
|
|
||
|
|
window int
|
||
|
|
multiplier float64
|
||
|
|
}
|
||
|
|
|
||
|
|
func StdDev2(source Float64Source, window int) *StdDevStream {
|
||
|
|
s := &StdDevStream{
|
||
|
|
Float64Series: NewFloat64Series(),
|
||
|
|
rawValues: types.NewQueue(window),
|
||
|
|
window: window,
|
||
|
|
}
|
||
|
|
s.Bind(source, s)
|
||
|
|
return s
|
||
|
|
}
|
||
|
|
|
||
|
|
func (s *StdDevStream) Calculate(x float64) float64 {
|
||
|
|
s.rawValues.Update(x)
|
||
|
|
var std = s.rawValues.Stdev()
|
||
|
|
return std
|
||
|
|
}
|