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fix duplicate rma value

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This commit is contained in:
narumi 2023-10-24 16:37:44 +08:00
parent 4c1654652e
commit 22a7232e8b
1 changed files with 4 additions and 7 deletions
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11
pkg/indicator/v2/rma.go
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@ -34,23 +34,20 @@ func RMA2(source types.Float64Source, window int, adjust bool) *RMAStream {
func (s *RMAStream) Calculate(x float64) float64 { func (s *RMAStream) Calculate(x float64) float64 {
lambda := 1 / float64(s.window) lambda := 1 / float64(s.window)
tmp := 0.0
if s.counter == 0 { if s.counter == 0 {
s.sum = 1 s.sum = 1
tmp = x s.previous = x
} else { } else {
if s.Adjust { if s.Adjust {
s.sum = s.sum*(1-lambda) + 1 s.sum = s.sum*(1-lambda) + 1
tmp = s.previous + (x-s.previous)/s.sum s.previous = s.previous + (x-s.previous)/s.sum
} else { } else {
tmp = s.previous*(1-lambda) + x*lambda s.previous = s.previous*(1-lambda) + x*lambda
} }
} }
s.counter++ s.counter++
s.Slice.Push(tmp) return s.previous
s.previous = tmp
return tmp
} }
func (s *RMAStream) Truncate() { func (s *RMAStream) Truncate() {