bbgo_origin/pkg/indicator/stddev.go

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package indicator
import (
"time"
"github.com/c9s/bbgo/pkg/datatype/floats"
"github.com/c9s/bbgo/pkg/types"
)
//go:generate callbackgen -type StdDev
type StdDev struct {
types.SeriesBase
types.IntervalWindow
Values floats.Slice
rawValues *types.Queue
EndTime time.Time
updateCallbacks []func(value float64)
}
func (inc *StdDev) Last() float64 {
if inc.Values.Length() == 0 {
return 0.0
}
return inc.Values.Last()
}
func (inc *StdDev) Index(i int) float64 {
if i >= inc.Values.Length() {
return 0.0
}
return inc.Values.Index(i)
}
func (inc *StdDev) Length() int {
return inc.Values.Length()
}
var _ types.SeriesExtend = &StdDev{}
func (inc *StdDev) Update(value float64) {
if inc.rawValues == nil {
inc.rawValues = types.NewQueue(inc.Window)
inc.SeriesBase.Series = inc
}
inc.rawValues.Update(value)
var std = inc.rawValues.Stdev()
inc.Values.Push(std)
}
func (inc *StdDev) PushK(k types.KLine) {
inc.Update(k.Close.Float64())
inc.EndTime = k.EndTime.Time()
}
func (inc *StdDev) CalculateAndUpdate(allKLines []types.KLine) {
var last = allKLines[len(allKLines)-1]
if inc.rawValues == nil {
for _, k := range allKLines {
if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) {
continue
}
inc.PushK(k)
}
} else {
inc.PushK(last)
}
inc.EmitUpdate(inc.Values.Last())
}
func (inc *StdDev) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
if inc.Interval != interval {
return
}
inc.CalculateAndUpdate(window)
}
func (inc *StdDev) Bind(updater KLineWindowUpdater) {
updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
}