From 4ccbb8223747706d70ea401b97e8ed93732758db Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Mon, 28 Jun 2021 14:28:44 +0800
Subject: [PATCH] indicator: truncate values if length exceeded

---
 pkg/indicator/ewma.go | 5 +++++
 pkg/indicator/sma.go  | 8 ++++++++
 2 files changed, 13 insertions(+)

diff --git a/pkg/indicator/ewma.go b/pkg/indicator/ewma.go
index 897f92040..54f6a0c1a 100644
--- a/pkg/indicator/ewma.go
+++ b/pkg/indicator/ewma.go
@@ -9,6 +9,9 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+const MaxEWMAValues = 1_000
+const EWMAValueTruncateSize = 500
+
 //go:generate callbackgen -type EWMA
 type EWMA struct {
 	types.IntervalWindow
@@ -24,6 +27,8 @@ func (inc *EWMA) Update(value float64) {
 	if len(inc.Values) == 0 {
 		inc.Values.Push(value)
 		return
+	} else if len(inc.Values) > MaxEWMAValues {
+		inc.Values = inc.Values[EWMAValueTruncateSize:]
 	}
 
 	ema := (1-multiplier)*inc.Last() + multiplier*value
diff --git a/pkg/indicator/sma.go b/pkg/indicator/sma.go
index aa5a4a557..0533a0d92 100644
--- a/pkg/indicator/sma.go
+++ b/pkg/indicator/sma.go
@@ -9,6 +9,9 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+const MaxSMAValues = 1_000
+const SMAValueTruncateSize = 500
+
 var zeroTime time.Time
 
 //go:generate callbackgen -type SMA
@@ -44,6 +47,11 @@ func (inc *SMA) calculateAndUpdate(kLines []types.KLine) {
 		return
 	}
 	inc.Values.Push(sma)
+
+	if len(inc.Values) > MaxSMAValues {
+		inc.Values = inc.Values[SMAValueTruncateSize:]
+	}
+
 	inc.EndTime = kLines[index].EndTime
 
 	inc.EmitUpdate(sma)