bbgo_origin/pkg/strategy/drift/driftma.go

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package drift
import (
"github.com/c9s/bbgo/pkg/indicator"
"github.com/c9s/bbgo/pkg/types"
)
type DriftMA struct {
types.SeriesBase
drift *indicator.WeightedDrift
ma1 types.UpdatableSeriesExtend
ma2 types.UpdatableSeriesExtend
}
func (s *DriftMA) Update(value, weight float64) {
s.ma1.Update(value)
if s.ma1.Length() == 0 {
return
}
s.drift.Update(s.ma1.Last(), weight)
if s.drift.Length() == 0 {
return
}
s.ma2.Update(s.drift.Last())
}
func (s *DriftMA) Last() float64 {
return s.ma2.Last()
}
func (s *DriftMA) Index(i int) float64 {
return s.ma2.Index(i)
}
func (s *DriftMA) Length() int {
return s.ma2.Length()
}
func (s *DriftMA) ZeroPoint() float64 {
return s.drift.ZeroPoint()
}
func (s *DriftMA) Clone() *DriftMA {
out := DriftMA{
drift: s.drift.Clone(),
ma1: types.Clone(s.ma1),
ma2: types.Clone(s.ma2),
}
out.SeriesBase.Series = &out
return &out
}
func (s *DriftMA) TestUpdate(v, weight float64) *DriftMA {
out := s.Clone()
out.Update(v, weight)
return out
}