indicator: add v2 stochastic oscillator

pkg/indicator/v2_stoch.go

@@ -0,0 +1,61 @@
+package indicator
+
+import (
+	"github.com/c9s/bbgo/pkg/datatype/floats"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+// Stochastic Oscillator
+// - https://www.investopedia.com/terms/s/stochasticoscillator.asp
+//
+// The Stochastic Oscillator is a technical analysis indicator that is used to identify potential overbought or oversold conditions
+// in a security's price. It is calculated by taking the current closing price of the security and comparing it to the high and low prices
+// over a specified period of time. This comparison is then plotted as a line on the price chart, with values above 80 indicating overbought
+// conditions and values below 20 indicating oversold conditions. The Stochastic Oscillator can be used by traders to identify potential
+// entry and exit points for trades, or to confirm other technical analysis signals. It is typically used in conjunction with other indicators
+// to provide a more comprehensive view of the security's price.
+
+//go:generate callbackgen -type StochStream
+type StochStream struct {
+	types.SeriesBase
+
+	K, D floats.Slice
+
+	window  int
+	dPeriod int
+
+	highPrices, lowPrices *PriceStream
+
+	updateCallbacks []func(k, d float64)
+}
+
+// Stochastic Oscillator
+func Stoch2(source KLineSubscription, window, dPeriod int) *StochStream {
+	highPrices := HighPrices(source)
+	lowPrices := LowPrices(source)
+
+	s := &StochStream{
+		window:     window,
+		dPeriod:    dPeriod,
+		highPrices: highPrices,
+		lowPrices:  lowPrices,
+	}
+
+	source.AddSubscriber(func(kLine types.KLine) {
+		lowest := s.lowPrices.slice.Tail(s.window).Min()
+		highest := s.highPrices.slice.Tail(s.window).Max()
+
+		var k float64 = 50.0
+		var d float64 = 0.0
+
+		if highest != lowest {
+			k = 100.0 * (kLine.Close.Float64() - lowest) / (highest - lowest)
+		}
+
+		d = s.K.Tail(s.dPeriod).Mean()
+		s.K.Push(k)
+		s.D.Push(d)
+		s.EmitUpdate(k, d)
+	})
+	return s
+}