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indicator: rename consts for max ma values

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This commit is contained in:
c9s 2021-06-28 14:32:28 +08:00
parent 4ccbb82237
commit 01bdef502b
2 changed files with 8 additions and 8 deletions
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8
pkg/indicator/ewma.go
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@ -9,8 +9,8 @@ import (
"github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types"
) )
const MaxEWMAValues = 1_000 const MaxNumOfEWMA = 1_000
const EWMAValueTruncateSize = 500 const MaxNumOfEWMATruncateSize = 500
//go:generate callbackgen -type EWMA //go:generate callbackgen -type EWMA
type EWMA struct { type EWMA struct {
@ -27,8 +27,8 @@ func (inc *EWMA) Update(value float64) {
if len(inc.Values) == 0 { if len(inc.Values) == 0 {
inc.Values.Push(value) inc.Values.Push(value)
return return
} else if len(inc.Values) > MaxEWMAValues { } else if len(inc.Values) > MaxNumOfEWMA {
inc.Values = inc.Values[EWMAValueTruncateSize:] inc.Values = inc.Values[MaxNumOfEWMATruncateSize:]
} }
ema := (1-multiplier)*inc.Last() + multiplier*value ema := (1-multiplier)*inc.Last() + multiplier*value

8
pkg/indicator/sma.go
View File

@ -9,8 +9,8 @@ import (
"github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types"
) )
const MaxSMAValues = 1_000 const MaxNumOfSMA = 1_000
const SMAValueTruncateSize = 500 const MaxNumOfSMATruncateSize = 500
var zeroTime time.Time var zeroTime time.Time
@ -48,8 +48,8 @@ func (inc *SMA) calculateAndUpdate(kLines []types.KLine) {
} }
inc.Values.Push(sma) inc.Values.Push(sma)
if len(inc.Values) > MaxSMAValues { if len(inc.Values) > MaxNumOfSMA {
inc.Values = inc.Values[SMAValueTruncateSize:] inc.Values = inc.Values[MaxNumOfSMATruncateSize:]
} }
inc.EndTime = kLines[index].EndTime inc.EndTime = kLines[index].EndTime