indicator: add pivothigh v2 indicator

pkg/indicator/v2_pivothigh.go

@@ -0,0 +1,27 @@
+package indicator
+
+import (
+	"github.com/c9s/bbgo/pkg/datatype/floats"
+)
+
+type PivotHighStream struct {
+	Float64Series
+	rawValues           floats.Slice
+	window, rightWindow int
+}
+
+func PivotHigh2(source Float64Source, window, rightWindow int) *PivotHighStream {
+	s := &PivotHighStream{
+		Float64Series: NewFloat64Series(),
+		window:        window,
+		rightWindow:   rightWindow,
+	}
+
+	s.Subscribe(source, func(x float64) {
+		s.rawValues.Push(x)
+		if low, ok := calculatePivotHigh(s.rawValues, s.window, s.rightWindow); ok {
+			s.PushAndEmit(low)
+		}
+	})
+	return s
+}

pkg/indicator/v2_pivotlow.go

@@ -6,9 +6,7 @@ import (
 
 type PivotLowStream struct {
 	Float64Series
-
-	rawValues floats.Slice
-
+	rawValues           floats.Slice
 	window, rightWindow int
 }