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Rename KD to STOCH

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This commit is contained in:
なるみ 2021-05-22 05:52:10 +08:00
parent b9ced0955d
commit 0377a7321e
4 changed files with 26 additions and 26 deletions
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15
pkg/indicator/kd_callbacks.go
View File

@ -1,15 +0,0 @@
// Code generated by "callbackgen -type KD"; DO NOT EDIT.
package indicator
import ()
func (K *KD) OnUpdate(cb func(k, d float64)) {
K.UpdateCallbacks = append(K.UpdateCallbacks, cb)
}
func (K *KD) EmitUpdate(k, d float64) {
for _, cb := range K.UpdateCallbacks {
cb(k, d)
}
}

18
pkg/indicator/kd.go → pkg/indicator/stoch.go
View File

@ -9,13 +9,13 @@ import (
const DPeriod int = 3
/*
kd implements stochastic oscillator indicator
stoch implements stochastic oscillator indicator
Stochastic Oscillator
- https://www.investopedia.com/terms/s/stochasticoscillator.asp
*/
//go:generate callbackgen -type KD
type KD struct {
//go:generate callbackgen -type STOCH
type STOCH struct {
types.IntervalWindow
K Float64Slice
D Float64Slice
@ -26,7 +26,7 @@ type KD struct {
UpdateCallbacks []func(k float64, d float64)
}
func (inc *KD) update(kLine types.KLine) {
func (inc *STOCH) update(kLine types.KLine) {
inc.KLineWindow.Add(kLine)
inc.KLineWindow.Truncate(inc.Window)
@ -40,21 +40,21 @@ func (inc *KD) update(kLine types.KLine) {
inc.D.Push(d)
}
func (inc *KD) LastK() float64 {
func (inc *STOCH) LastK() float64 {
if len(inc.K) == 0 {
return 0.0
}
return inc.K[len(inc.K)-1]
}
func (inc *KD) LastD() float64 {
func (inc *STOCH) LastD() float64 {
if len(inc.K) == 0 {
return 0.0
}
return inc.D[len(inc.D)-1]
}
func (inc *KD) calculateAndUpdate(kLines []types.KLine) {
func (inc *STOCH) calculateAndUpdate(kLines []types.KLine) {
if len(kLines) < inc.Window || len(kLines) < DPeriod {
return
}
@ -70,7 +70,7 @@ func (inc *KD) calculateAndUpdate(kLines []types.KLine) {
}
}
func (inc *KD) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
func (inc *STOCH) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
if inc.Interval != interval {
return
}
@ -78,6 +78,6 @@ func (inc *KD) handleKLineWindowUpdate(interval types.Interval, window types.KLi
inc.calculateAndUpdate(window)
}
func (inc *KD) Bind(updater KLineWindowUpdater) {
func (inc *STOCH) Bind(updater KLineWindowUpdater) {
updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
}

15
pkg/indicator/stoch_callbacks.go Normal file
View File

@ -0,0 +1,15 @@
// Code generated by "callbackgen -type STOCH"; DO NOT EDIT.
package indicator
import ()
func (inc *STOCH) OnUpdate(cb func(k float64, d float64)) {
inc.UpdateCallbacks = append(inc.UpdateCallbacks, cb)
}
func (inc *STOCH) EmitUpdate(k float64, d float64) {
for _, cb := range inc.UpdateCallbacks {
cb(k, d)
}
}

4
pkg/indicator/kd_test.go → pkg/indicator/stoch_test.go
View File

@ -17,7 +17,7 @@ klines = ...
df = pd.DataFrame(klines, columns=['open', 'high', 'low', 'close', 'volume'])
print(df.ta.stoch(df['high'], df['low'], df['close'], k=14, d=3, smooth_k=1))
*/
func TestKD_update(t *testing.T) {
func TestSTOCH_update(t *testing.T) {
open := []float64{8273.0, 8280.0, 8280.0, 8275.0, 8281.0, 8277.0, 8279.0, 8280.0, 8284.0, 8286.0, 8283.0, 8283.0, 8284.0, 8286.0, 8285.0, 8287.0, 8289.0, 8282.0, 8286.0, 8279.0, 8275.0, 8276.0, 8276.0, 8281.0, 8269.0, 8256.0, 8258.0, 8252.0, 8241.0, 8232.0, 8218.0, 8221.0, 8216.0, 8210.0, 8212.0, 8201.0, 8197.0, 8200.0, 8193.0, 8181.0, 8185.0, 8190.0, 8184.0, 8185.0, 8163.0, 8153.0, 8162.0, 8165.0, 8162.0, 8157.0, 8159.0, 8141.0, 8140.0, 8141.0, 8130.0, 8144.0, 8141.0, 8148.0, 8145.0, 8134.0, 8123.0, 8127.0, 8130.0, 8125.0, 8122.0, 8105.0, 8096.0, 8103.0, 8102.0, 8110.0, 8104.0, 8109.0, 8103.0, 8111.0, 8112.0, 8109.0, 8092.0, 8100.0, 8101.0, 8100.0, 8096.0, 8095.0, 8094.0, 8101.0, 8095.0, 8069.0, 8067.0, 8070.0, 8069.0, 8066.0, 8047.0, 8046.0, 8042.0, 8039.0, 8049.0, 8055.0, 8063.0, 8061.0, 8056.0, 8057.0, 8056.0, 8057.0, 8057.0, 8054.0, 8056.0, 8056.0, 8065.0, 8065.0, 8070.0, 8065.0, 8064.0, 8063.0, 8060.0, 8065.0, 8068.0, 8068.0, 8069.0, 8073.0, 8073.0, 8084.0, 8084.0, 8076.0, 8074.0, 8074.0, 8074.0, 8078.0, 8080.0, 8082.0, 8085.0, 8083.0, 8087.0, 8087.0, 8083.0, 8083.0, 8082.0, 8074.0, 8074.0, 8071.0, 8071.0, 8072.0, 8075.0, 8075.0, 8076.0, 8073.0, 8071.0, 8070.0, 8075.0, 8078.0, 8077.0, 8075.0, 8073.0, 8079.0, 8084.0, 8082.0, 8085.0, 8085.0, 8085.0, 8101.0, 8106.0, 8113.0, 8109.0, 8104.0, 8105.0, 8105.0, 8107.0, 8106.0, 8104.0, 8106.0, 8106.0, 8110.0, 8107.0, 8110.0, 8111.0, 8104.0, 8098.0, 8098.0, 8098.0, 8098.0, 8094.0, 8097.0, 8096.0, 8099.0, 8098.0, 8099.0, 8098.0, 8095.0, 8096.0, 8086.0, 8088.0, 8093.0, 8092.0, 8096.0, 8100.0, 8104.0, 8104.0, 8108.0, 8107.0, 8103.0, 8104.0, 8110.0, 8105.0, 8102.0, 8104.0, 8096.0, 8099.0, 8103.0, 8102.0, 8108.0, 8107.0, 8107.0, 8104.0, 8095.0, 8091.0, 8092.0, 8090.0, 8093.0, 8093.0, 8094.0, 8095.0, 8096.0, 8088.0, 8090.0, 8079.0, 8077.0, 8079.0, 8081.0, 8083.0, 8084.0, 8084.0, 8087.0, 8091.0, 8089.0, 8089.0, 8091.0, 8087.0, 8093.0, 8090.0, 8090.0, 8095.0, 8093.0, 8088.0, 8087.0, 8090.0, 8089.0, 8087.0, 8084.0, 8087.0, 8084.0, 8080.0, 8078.0, 8077.0, 8077.0, 8076.0, 8072.0, 8072.0, 8075.0, 8076.0, 8074.0, 8077.0, 8081.0, 8080.0, 8076.0, 8075.0, 8077.0, 8080.0, 8077.0, 8076.0, 8076.0, 8070.0, 8071.0, 8070.0, 8073.0, 8069.0, 8069.0, 8068.0, 8072.0, 8078.0, 8077.0, 8079.0, 8081.0, 8076.0, 8076.0, 8077.0, 8077.0, 8078.0, 8075.0, 8066.0, 8064.0, 8064.0, 8062.0, 8062.0, 8065.0, 8062.0, 8063.0, 8074.0, 8070.0, 8069.0, 8068.0, 8074.0, 8075.0}
high := []float64{8279.0, 8282.0, 8280.0, 8280.0, 8284.0, 8284.0, 8280.0, 8282.0, 8284.0, 8289.0, 8288.0, 8285.0, 8284.0, 8287.0, 8286.0, 8294.0, 8290.0, 8292.0, 8289.0, 8288.0, 8278.0, 8279.0, 8279.0, 8284.0, 8282.0, 8270.0, 8261.0, 8260.0, 8252.0, 8244.0, 8233.0, 8227.0, 8222.0, 8217.0, 8217.0, 8211.0, 8202.0, 8203.0, 8203.0, 8196.0, 8186.0, 8193.0, 8194.0, 8187.0, 8185.0, 8168.0, 8165.0, 8169.0, 8166.0, 8163.0, 8162.0, 8159.0, 8143.0, 8148.0, 8143.0, 8146.0, 8152.0, 8149.0, 8152.0, 8147.0, 8138.0, 8128.0, 8134.0, 8131.0, 8133.0, 8123.0, 8106.0, 8105.0, 8104.0, 8113.0, 8112.0, 8112.0, 8111.0, 8114.0, 8115.0, 8114.0, 8110.0, 8101.0, 8107.0, 8103.0, 8100.0, 8101.0, 8100.0, 8102.0, 8101.0, 8100.0, 8070.0, 8076.0, 8072.0, 8072.0, 8069.0, 8050.0, 8048.0, 8044.0, 8049.0, 8055.0, 8063.0, 8070.0, 8067.0, 8061.0, 8059.0, 8060.0, 8063.0, 8058.0, 8061.0, 8061.0, 8068.0, 8066.0, 8071.0, 8073.0, 8068.0, 8066.0, 8066.0, 8065.0, 8070.0, 8072.0, 8072.0, 8075.0, 8078.0, 8084.0, 8085.0, 8084.0, 8077.0, 8076.0, 8075.0, 8079.0, 8081.0, 8083.0, 8088.0, 8086.0, 8088.0, 8088.0, 8092.0, 8086.0, 8086.0, 8083.0, 8075.0, 8074.0, 8073.0, 8073.0, 8077.0, 8077.0, 8078.0, 8077.0, 8076.0, 8073.0, 8075.0, 8079.0, 8079.0, 8078.0, 8074.0, 8080.0, 8086.0, 8086.0, 8085.0, 8085.0, 8087.0, 8102.0, 8109.0, 8113.0, 8114.0, 8110.0, 8105.0, 8106.0, 8109.0, 8114.0, 8107.0, 8106.0, 8106.0, 8110.0, 8111.0, 8110.0, 8112.0, 8112.0, 8109.0, 8102.0, 8098.0, 8099.0, 8098.0, 8097.0, 8099.0, 8099.0, 8099.0, 8102.0, 8099.0, 8099.0, 8096.0, 8097.0, 8091.0, 8094.0, 8094.0, 8096.0, 8102.0, 8106.0, 8109.0, 8109.0, 8110.0, 8108.0, 8106.0, 8110.0, 8122.0, 8105.0, 8105.0, 8104.0, 8103.0, 8104.0, 8103.0, 8110.0, 8110.0, 8107.0, 8109.0, 8105.0, 8097.0, 8095.0, 8093.0, 8094.0, 8097.0, 8096.0, 8096.0, 8096.0, 8097.0, 8092.0, 8090.0, 8081.0, 8081.0, 8083.0, 8087.0, 8085.0, 8085.0, 8087.0, 8092.0, 8094.0, 8090.0, 8093.0, 8092.0, 8094.0, 8093.0, 8091.0, 8095.0, 8095.0, 8092.0, 8089.0, 8090.0, 8090.0, 8091.0, 8088.0, 8089.0, 8089.0, 8085.0, 8081.0, 8080.0, 8078.0, 8078.0, 8076.0, 8073.0, 8077.0, 8078.0, 8077.0, 8077.0, 8083.0, 8082.0, 8082.0, 8077.0, 8079.0, 8082.0, 8080.0, 8077.0, 8078.0, 8076.0, 8073.0, 8074.0, 8073.0, 8073.0, 8070.0, 8070.0, 8072.0, 8079.0, 8078.0, 8079.0, 8081.0, 8083.0, 8077.0, 8078.0, 8080.0, 8079.0, 8080.0, 8077.0, 8069.0, 8071.0, 8066.0, 8064.0, 8066.0, 8066.0, 8063.0, 8074.0, 8075.0, 8071.0, 8070.0, 8075.0, 8075.0}
low := []float64{8260.0, 8272.0, 8275.0, 8274.0, 8275.0, 8277.0, 8276.0, 8278.0, 8277.0, 8283.0, 8282.0, 8283.0, 8283.0, 8283.0, 8283.0, 8279.0, 8281.0, 8282.0, 8277.0, 8276.0, 8273.0, 8275.0, 8274.0, 8275.0, 8266.0, 8256.0, 8255.0, 8250.0, 8239.0, 8230.0, 8214.0, 8218.0, 8216.0, 8208.0, 8209.0, 8201.0, 8190.0, 8195.0, 8193.0, 8181.0, 8175.0, 8183.0, 8182.0, 8181.0, 8159.0, 8152.0, 8150.0, 8160.0, 8161.0, 8153.0, 8153.0, 8137.0, 8135.0, 8139.0, 8130.0, 8130.0, 8140.0, 8137.0, 8145.0, 8134.0, 8123.0, 8116.0, 8122.0, 8124.0, 8122.0, 8105.0, 8096.0, 8096.0, 8097.0, 8100.0, 8100.0, 8104.0, 8101.0, 8103.0, 8109.0, 8108.0, 8089.0, 8092.0, 8097.0, 8098.0, 8094.0, 8092.0, 8087.0, 8094.0, 8094.0, 8069.0, 8058.0, 8065.0, 8066.0, 8065.0, 8046.0, 8041.0, 8036.0, 8038.0, 8039.0, 8047.0, 8053.0, 8058.0, 8056.0, 8056.0, 8053.0, 8052.0, 8054.0, 8051.0, 8053.0, 8056.0, 8055.0, 8063.0, 8064.0, 8063.0, 8062.0, 8061.0, 8059.0, 8059.0, 8063.0, 8066.0, 8067.0, 8068.0, 8071.0, 8071.0, 8079.0, 8074.0, 8073.0, 8074.0, 8073.0, 8073.0, 8076.0, 8079.0, 8080.0, 8083.0, 8083.0, 8085.0, 8082.0, 8082.0, 8081.0, 8072.0, 8072.0, 8068.0, 8070.0, 8070.0, 8072.0, 8074.0, 8075.0, 8073.0, 8071.0, 8070.0, 8067.0, 8074.0, 8076.0, 8072.0, 8070.0, 8072.0, 8079.0, 8081.0, 8082.0, 8082.0, 8084.0, 8083.0, 8097.0, 8103.0, 8107.0, 8104.0, 8103.0, 8104.0, 8103.0, 8105.0, 8103.0, 8102.0, 8102.0, 8103.0, 8106.0, 8107.0, 8108.0, 8102.0, 8098.0, 8096.0, 8095.0, 8096.0, 8093.0, 8094.0, 8094.0, 8096.0, 8097.0, 8097.0, 8096.0, 8094.0, 8094.0, 8086.0, 8086.0, 8087.0, 8090.0, 8091.0, 8095.0, 8099.0, 8104.0, 8102.0, 8106.0, 8101.0, 8103.0, 8104.0, 8104.0, 8101.0, 8102.0, 8096.0, 8096.0, 8098.0, 8100.0, 8102.0, 8106.0, 8103.0, 8103.0, 8094.0, 8090.0, 8090.0, 8089.0, 8088.0, 8090.0, 8093.0, 8094.0, 8094.0, 8088.0, 8087.0, 8079.0, 8075.0, 8076.0, 8077.0, 8081.0, 8083.0, 8083.0, 8084.0, 8087.0, 8089.0, 8088.0, 8088.0, 8086.0, 8087.0, 8090.0, 8088.0, 8090.0, 8091.0, 8087.0, 8087.0, 8086.0, 8088.0, 8087.0, 8082.0, 8083.0, 8083.0, 8078.0, 8077.0, 8077.0, 8072.0, 8074.0, 8071.0, 8070.0, 8072.0, 8073.0, 8073.0, 8072.0, 8076.0, 8079.0, 8075.0, 8075.0, 8075.0, 8076.0, 8076.0, 8074.0, 8076.0, 8069.0, 8068.0, 8069.0, 8069.0, 8065.0, 8067.0, 8067.0, 8067.0, 8073.0, 8075.0, 8076.0, 8077.0, 8075.0, 8072.0, 8074.0, 8075.0, 8074.0, 8072.0, 8066.0, 8063.0, 8062.0, 8058.0, 8060.0, 8059.0, 8060.0, 8059.0, 8062.0, 8067.0, 8068.0, 8067.0, 8068.0, 8071.0}
@ -48,7 +48,7 @@ func TestKD_update(t *testing.T) {
for _, tt := range tests {
t.Run(tt.name, func(t *testing.T) {
kd := KD{IntervalWindow: types.IntervalWindow{Window: tt.window}}
kd := STOCH{IntervalWindow: types.IntervalWindow{Window: tt.window}}
kd.calculateAndUpdate(tt.kLines)
got_k := kd.LastK()