all: add parameter index to the Last method

pkg/bbgo/exit_lower_shadow_take_profit.go

@@ -48,7 +48,7 @@ func (s *LowerShadowTakeProfit) Bind(session *ExchangeSession, orderExecutor *Ge
 		}
 
 		// skip close price higher than the ewma
-		if closePrice.Float64() > ewma.Last() {
+		if closePrice.Float64() > ewma.Last(0) {
 			return
 		}
 

pkg/bbgo/stop_ema.go

@@ -21,7 +21,7 @@ func (s *StopEMA) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExec
 }
 
 func (s *StopEMA) Allowed(closePrice fixedpoint.Value) bool {
-	ema := fixedpoint.NewFromFloat(s.stopEWMA.Last())
+	ema := fixedpoint.NewFromFloat(s.stopEWMA.Last(0))
 	if ema.IsZero() {
 		logrus.Infof("stopEMA protection: value is zero, skip")
 		return false

pkg/bbgo/trend_ema.go

@@ -29,12 +29,12 @@ func (s *TrendEMA) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExe
 		}
 
 		s.last = s.ewma.Values[s.ewma.Length()-2]
-		s.current = s.ewma.Last()
+		s.current = s.ewma.Last(0)
 	})
 
 	session.MarketDataStream.OnKLineClosed(types.KLineWith(symbol, s.Interval, func(kline types.KLine) {
 		s.last = s.current
-		s.current = s.ewma.Last()
+		s.current = s.ewma.Last(0)
 	}))
 }
 

pkg/datatype/floats/slice.go

@@ -183,12 +183,12 @@ func (s Slice) Addr() *Slice {
 }
 
 // Last, Index, Length implements the types.Series interface
-func (s Slice) Last() float64 {
+func (s Slice) Last(i int) float64 {
 	length := len(s)
-	if length > 0 {
+	if i < 0 || length-1-i < 0 {
-		return s[length-1]
+		return 0.0
 	}
-	return 0.0
+	return s[length-1-i]
 }
 
 // Index fetches the element from the end of the slice

pkg/indicator/ad.go

@@ -35,15 +35,16 @@ func (inc *AD) Update(high, low, cloze, volume float64) {
 		moneyFlowVolume = ((2*cloze - high - low) / (high - low)) * volume
 	}
 
-	ad := inc.Last() + moneyFlowVolume
+	ad := inc.Last(0) + moneyFlowVolume
 	inc.Values.Push(ad)
 }
 
-func (inc *AD) Last() float64 {
+func (inc *AD) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	length := len(inc.Values)
-		return 0.0
+	if length == 0 || length-i-1 < 0 {
+		return 0
 	}
-	return inc.Values[len(inc.Values)-1]
+	return inc.Values[length-i-1]
 }
 
 func (inc *AD) Index(i int) float64 {
@@ -68,7 +69,7 @@ func (inc *AD) CalculateAndUpdate(kLines []types.KLine) {
 		inc.Update(k.High.Float64(), k.Low.Float64(), k.Close.Float64(), k.Volume.Float64())
 	}
 
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 	inc.EndTime = kLines[len(kLines)-1].EndTime.Time()
 }
 

pkg/indicator/alma.go

@@ -20,6 +20,7 @@ import (
 //
 // @param offset: Gaussian applied to the combo line. 1->ema, 0->sma
 // @param sigma: the standard deviation applied to the combo line. This makes the combo line sharper
+//
 //go:generate callbackgen -type ALMA
 type ALMA struct {
 	types.SeriesBase
@@ -64,11 +65,11 @@ func (inc *ALMA) Update(value float64) {
 	}
 }
 
-func (inc *ALMA) Last() float64 {
+func (inc *ALMA) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	if i >= len(inc.Values) {
 		return 0
 	}
-	return inc.Values[len(inc.Values)-1]
+	return inc.Values[len(inc.Values)-i-1]
 }
 
 func (inc *ALMA) Index(i int) float64 {
@@ -88,12 +89,12 @@ func (inc *ALMA) CalculateAndUpdate(allKLines []types.KLine) {
 	if inc.input == nil {
 		for _, k := range allKLines {
 			inc.Update(k.Close.Float64())
-			inc.EmitUpdate(inc.Last())
+			inc.EmitUpdate(inc.Last(0))
 		}
 		return
 	}
 	inc.Update(allKLines[len(allKLines)-1].Close.Float64())
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }
 
 func (inc *ALMA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {

pkg/indicator/alma_test.go

@@ -53,7 +53,7 @@ func Test_ALMA(t *testing.T) {
 				Sigma:          6,
 			}
 			alma.CalculateAndUpdate(tt.kLines)
-			assert.InDelta(t, tt.want, alma.Last(), Delta)
+			assert.InDelta(t, tt.want, alma.Last(0), Delta)
 			assert.InDelta(t, tt.next, alma.Index(1), Delta)
 			assert.Equal(t, tt.all, alma.Length())
 		})

pkg/indicator/atr.go

@@ -74,18 +74,18 @@ func (inc *ATR) Update(high, low, cloze float64) {
 
 	// apply rolling moving average
 	inc.RMA.Update(trueRange)
-	atr := inc.RMA.Last()
+	atr := inc.RMA.Last(0)
 	inc.PercentageVolatility.Push(atr / cloze)
 	if len(inc.PercentageVolatility) > MaxNumOfATR {
 		inc.PercentageVolatility = inc.PercentageVolatility[MaxNumOfATRTruncateSize-1:]
 	}
 }
 
-func (inc *ATR) Last() float64 {
+func (inc *ATR) Last(i int) float64 {
 	if inc.RMA == nil {
 		return 0
 	}
-	return inc.RMA.Last()
+	return inc.RMA.Last(i)
 }
 
 func (inc *ATR) Index(i int) float64 {
@@ -110,5 +110,5 @@ func (inc *ATR) PushK(k types.KLine) {
 
 	inc.Update(k.High.Float64(), k.Low.Float64(), k.Close.Float64())
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }

pkg/indicator/atr_test.go

@@ -65,7 +65,7 @@ func Test_calculateATR(t *testing.T) {
 				atr.PushK(k)
 			}
 
-			got := atr.Last()
+			got := atr.Last(0)
 			diff := math.Trunc((got-tt.want)*100) / 100
 			if diff != 0 {
 				t.Errorf("calculateATR() = %v, want %v", got, tt.want)

pkg/indicator/atrp.go

@@ -21,7 +21,7 @@ import (
 //
 // Calculation:
 //
-//     ATRP = (Average True Range / Close) * 100
+//	ATRP = (Average True Range / Close) * 100
 //
 //go:generate callbackgen -type ATRP
 type ATRP struct {
@@ -69,15 +69,15 @@ func (inc *ATRP) Update(high, low, cloze float64) {
 
 	// apply rolling moving average
 	inc.RMA.Update(trueRange)
-	atr := inc.RMA.Last()
+	atr := inc.RMA.Last(0)
 	inc.PercentageVolatility.Push(atr / cloze)
 }
 
-func (inc *ATRP) Last() float64 {
+func (inc *ATRP) Last(i int) float64 {
 	if inc.RMA == nil {
 		return 0
 	}
-	return inc.RMA.Last()
+	return inc.RMA.Last(i)
 }
 
 func (inc *ATRP) Index(i int) float64 {
@@ -109,7 +109,7 @@ func (inc *ATRP) CalculateAndUpdate(kLines []types.KLine) {
 		inc.PushK(k)
 	}
 
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 	inc.EndTime = kLines[len(kLines)-1].EndTime.Time()
 }
 

pkg/indicator/boll.go

@@ -84,8 +84,8 @@ func (inc *BOLL) Update(value float64) {
 	inc.SMA.Update(value)
 	inc.StdDev.Update(value)
 
-	var sma = inc.SMA.Last()
+	var sma = inc.SMA.Last(0)
-	var stdDev = inc.StdDev.Last()
+	var stdDev = inc.StdDev.Last(0)
 	var band = inc.K * stdDev
 
 	var upBand = sma + band
@@ -105,7 +105,7 @@ func (inc *BOLL) PushK(k types.KLine) {
 	}
 	inc.Update(k.Close.Float64())
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.SMA.Last(), inc.UpBand.Last(), inc.DownBand.Last())
+	inc.EmitUpdate(inc.SMA.Last(0), inc.UpBand.Last(0), inc.DownBand.Last(0))
 }
 
 func (inc *BOLL) LoadK(allKLines []types.KLine) {
@@ -113,7 +113,7 @@ func (inc *BOLL) LoadK(allKLines []types.KLine) {
 		inc.PushK(k)
 	}
 
-	inc.EmitUpdate(inc.SMA.Last(), inc.UpBand.Last(), inc.DownBand.Last())
+	inc.EmitUpdate(inc.SMA.Last(0), inc.UpBand.Last(0), inc.DownBand.Last(0))
 }
 
 func (inc *BOLL) CalculateAndUpdate(allKLines []types.KLine) {

pkg/indicator/boll_test.go

@@ -61,8 +61,8 @@ func TestBOLL(t *testing.T) {
 		t.Run(tt.name, func(t *testing.T) {
 			boll := BOLL{IntervalWindow: types.IntervalWindow{Window: tt.window}, K: tt.k}
 			boll.CalculateAndUpdate(tt.kLines)
-			assert.InDelta(t, tt.up, boll.UpBand.Last(), Delta)
+			assert.InDelta(t, tt.up, boll.UpBand.Last(0), Delta)
-			assert.InDelta(t, tt.down, boll.DownBand.Last(), Delta)
+			assert.InDelta(t, tt.down, boll.DownBand.Last(0), Delta)
 		})
 	}
 

pkg/indicator/cci.go

@@ -43,7 +43,7 @@ func (inc *CCI) Update(value float64) {
 	}
 
 	inc.Input.Push(value)
-	tp := inc.TypicalPrice.Last() - inc.Input.Index(inc.Window) + value
+	tp := inc.TypicalPrice.Last(0) - inc.Input.Index(inc.Window) + value
 	inc.TypicalPrice.Push(tp)
 	if len(inc.Input) < inc.Window {
 		return
@@ -55,7 +55,7 @@ func (inc *CCI) Update(value float64) {
 	}
 	md := 0.
 	for i := 0; i < inc.Window; i++ {
-		diff := inc.Input.Index(i) - ma
+		diff := inc.Input.Last(i) - ma
 		md += diff * diff
 	}
 	md = math.Sqrt(md / float64(inc.Window))
@@ -68,18 +68,12 @@ func (inc *CCI) Update(value float64) {
 	}
 }
 
-func (inc *CCI) Last() float64 {
+func (inc *CCI) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0
-	}
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *CCI) Index(i int) float64 {
-	if i >= len(inc.Values) {
+	return inc.Last(i)
-		return 0
-	}
-	return inc.Values[len(inc.Values)-1-i]
 }
 
 func (inc *CCI) Length() int {
@@ -96,12 +90,12 @@ func (inc *CCI) CalculateAndUpdate(allKLines []types.KLine) {
 	if inc.TypicalPrice.Length() == 0 {
 		for _, k := range allKLines {
 			inc.PushK(k)
-			inc.EmitUpdate(inc.Last())
+			inc.EmitUpdate(inc.Last(0))
 		}
 	} else {
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 

pkg/indicator/cci_test.go

@@ -29,7 +29,7 @@ func Test_CCI(t *testing.T) {
 			cci.Update(value)
 		}
 
-		last := cci.Last()
+		last := cci.Last(0)
 		assert.InDelta(t, 93.250481, last, Delta)
 		assert.InDelta(t, 81.813449, cci.Index(1), Delta)
 		assert.Equal(t, 50-16+1, cci.Length())

pkg/indicator/cma.go

@@ -7,12 +7,13 @@ import (
 
 // Refer: Cumulative Moving Average, Cumulative Average
 // Refer: https://en.wikipedia.org/wiki/Moving_average
+//
 //go:generate callbackgen -type CA
 type CA struct {
 	types.SeriesBase
-	Interval types.Interval
+	Interval        types.Interval
-	Values   floats.Slice
+	Values          floats.Slice
-	length   float64
+	length          float64
 	UpdateCallbacks []func(value float64)
 }
 
@@ -20,7 +21,7 @@ func (inc *CA) Update(x float64) {
 	if len(inc.Values) == 0 {
 		inc.SeriesBase.Series = inc
 	}
-	newVal := (inc.Values.Last()*inc.length + x) / (inc.length + 1.)
+	newVal := (inc.Values.Last(0)*inc.length + x) / (inc.length + 1.)
 	inc.length += 1
 	inc.Values.Push(newVal)
 	if len(inc.Values) > MaxNumOfEWMA {
@@ -29,18 +30,12 @@ func (inc *CA) Update(x float64) {
 	}
 }
 
-func (inc *CA) Last() float64 {
+func (inc *CA) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0
-	}
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *CA) Index(i int) float64 {
-	if i >= len(inc.Values) {
+	return inc.Last(i)
-		return 0
-	}
-	return inc.Values[len(inc.Values)-1-i]
 }
 
 func (inc *CA) Length() int {
@@ -56,7 +51,7 @@ func (inc *CA) PushK(k types.KLine) {
 func (inc *CA) CalculateAndUpdate(allKLines []types.KLine) {
 	for _, k := range allKLines {
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 

pkg/indicator/dema.go

@@ -51,22 +51,19 @@ func (inc *DEMA) Update(value float64) {
 	}
 
 	inc.a1.Update(value)
-	inc.a2.Update(inc.a1.Last())
+	inc.a2.Update(inc.a1.Last(0))
-	inc.Values.Push(2*inc.a1.Last() - inc.a2.Last())
+	inc.Values.Push(2*inc.a1.Last(0) - inc.a2.Last(0))
 	if len(inc.Values) > MaxNumOfEWMA {
 		inc.Values = inc.Values[MaxNumOfEWMATruncateSize-1:]
 	}
 }
 
-func (inc *DEMA) Last() float64 {
+func (inc *DEMA) Last(i int) float64 {
-	return inc.Values.Last()
+	return inc.Values.Last(i)
 }
 
 func (inc *DEMA) Index(i int) float64 {
-	if len(inc.Values)-i-1 >= 0 {
+	return inc.Last(i)
-		return inc.Values[len(inc.Values)-1-i]
-	}
-	return 0
 }
 
 func (inc *DEMA) Length() int {
@@ -83,13 +80,13 @@ func (inc *DEMA) CalculateAndUpdate(allKLines []types.KLine) {
 	if inc.a1 == nil {
 		for _, k := range allKLines {
 			inc.PushK(k)
-			inc.EmitUpdate(inc.Last())
+			inc.EmitUpdate(inc.Last(0))
 		}
 	} else {
 		// last k
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 

pkg/indicator/dema_test.go

@@ -46,7 +46,7 @@ func Test_DEMA(t *testing.T) {
 		t.Run(tt.name, func(t *testing.T) {
 			dema := DEMA{IntervalWindow: types.IntervalWindow{Window: 16}}
 			dema.CalculateAndUpdate(tt.kLines)
-			last := dema.Last()
+			last := dema.Last(0)
 			assert.InDelta(t, tt.want, last, Delta)
 			assert.InDelta(t, tt.next, dema.Index(1), Delta)
 			assert.Equal(t, tt.all, dema.Length())

pkg/indicator/dmi.go

@@ -72,9 +72,9 @@ func (inc *DMI) Update(high, low, cloze float64) {
 	if inc.atr.Length() < inc.Window {
 		return
 	}
-	k := 100. / inc.atr.Last()
+	k := 100. / inc.atr.Last(0)
-	dmp := inc.DMP.Last()
+	dmp := inc.DMP.Last(0)
-	dmn := inc.DMN.Last()
+	dmn := inc.DMN.Last(0)
 	inc.DIPlus.Update(k * dmp)
 	inc.DIMinus.Update(k * dmn)
 	dx := 100. * math.Abs(dmp-dmn) / (dmp + dmn)
@@ -108,11 +108,11 @@ func (inc *DMI) CalculateAndUpdate(allKLines []types.KLine) {
 	if inc.ADX == nil {
 		for _, k := range allKLines {
 			inc.PushK(k)
-			inc.EmitUpdate(inc.DIPlus.Last(), inc.DIMinus.Last(), inc.ADX.Last())
+			inc.EmitUpdate(inc.DIPlus.Last(0), inc.DIMinus.Last(0), inc.ADX.Last(0))
 		}
 	} else {
 		inc.PushK(last)
-		inc.EmitUpdate(inc.DIPlus.Last(), inc.DIMinus.Last(), inc.ADX.Last())
+		inc.EmitUpdate(inc.DIPlus.Last(0), inc.DIMinus.Last(0), inc.ADX.Last(0))
 	}
 }
 

pkg/indicator/dmi_test.go

@@ -78,9 +78,9 @@ func Test_DMI(t *testing.T) {
 				ADXSmoothing:   14,
 			}
 			dmi.CalculateAndUpdate(tt.klines)
-			assert.InDelta(t, dmi.GetDIPlus().Last(), tt.want.dip, Delta)
+			assert.InDelta(t, dmi.GetDIPlus().Last(0), tt.want.dip, Delta)
-			assert.InDelta(t, dmi.GetDIMinus().Last(), tt.want.dim, Delta)
+			assert.InDelta(t, dmi.GetDIMinus().Last(0), tt.want.dim, Delta)
-			assert.InDelta(t, dmi.GetADX().Last(), tt.want.adx, Delta)
+			assert.InDelta(t, dmi.GetADX().Last(0), tt.want.adx, Delta)
 		})
 	}
 

pkg/indicator/drift.go

@@ -51,7 +51,7 @@ func (inc *Drift) Update(value float64) {
 	inc.chng.Update(chng)
 	if inc.chng.Length() >= inc.Window {
 		stdev := types.Stdev(inc.chng, inc.Window)
-		drift := inc.MA.Last() - stdev*stdev*0.5
+		drift := inc.MA.Last(0) - stdev*stdev*0.5
 		inc.Values.Push(drift)
 	}
 }
@@ -74,7 +74,7 @@ func (inc *Drift) ZeroPoint() float64 {
 	} else {
 		return N2
 	}*/
-	return inc.LastValue * math.Exp(window*(0.5*stdev*stdev)+chng-inc.MA.Last()*window)
+	return inc.LastValue * math.Exp(window*(0.5*stdev*stdev)+chng-inc.MA.Last(0)*window)
 }
 
 func (inc *Drift) Clone() (out *Drift) {
@@ -96,17 +96,11 @@ func (inc *Drift) TestUpdate(value float64) *Drift {
 }
 
 func (inc *Drift) Index(i int) float64 {
-	if inc.Values == nil {
+	return inc.Last(i)
-		return 0
-	}
-	return inc.Values.Index(i)
 }
 
-func (inc *Drift) Last() float64 {
+func (inc *Drift) Last(i int) float64 {
-	if inc.Values.Length() == 0 {
+	return inc.Values.Last(i)
-		return 0
-	}
-	return inc.Values.Last()
 }
 
 func (inc *Drift) Length() int {
@@ -126,12 +120,12 @@ func (inc *Drift) CalculateAndUpdate(allKLines []types.KLine) {
 	if inc.chng == nil {
 		for _, k := range allKLines {
 			inc.PushK(k)
-			inc.EmitUpdate(inc.Last())
+			inc.EmitUpdate(inc.Last(0))
 		}
 	} else {
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 

pkg/indicator/emv.go

@@ -55,11 +55,12 @@ func (inc *EMV) Index(i int) float64 {
 	return inc.Values.Index(i)
 }
 
-func (inc *EMV) Last() float64 {
+func (inc *EMV) Last(i int) float64 {
 	if inc.Values == nil {
 		return 0
 	}
-	return inc.Values.Last()
+
+	return inc.Values.Last(i)
 }
 
 func (inc *EMV) Length() int {

pkg/indicator/emv_test.go

@@ -16,7 +16,7 @@ func Test_EMV(t *testing.T) {
 	}
 	emv.Update(63.74, 62.63, 32178836)
 	emv.Update(64.51, 63.85, 36461672)
-	assert.InDelta(t, 1.8, emv.Values.rawValues.Last(), Delta)
+	assert.InDelta(t, 1.8, emv.Values.rawValues.Last(0), Delta)
 	emv.Update(64.57, 63.81, 51372680)
 	emv.Update(64.31, 62.62, 42476356)
 	emv.Update(63.43, 62.73, 29504176)
@@ -30,5 +30,5 @@ func Test_EMV(t *testing.T) {
 	emv.Update(65.25, 64.48, 37015388)
 	emv.Update(64.69, 63.65, 40672116)
 	emv.Update(64.26, 63.68, 35627200)
-	assert.InDelta(t, -0.03, emv.Last(), Delta)
+	assert.InDelta(t, -0.03, emv.Last(0), Delta)
 }

pkg/indicator/ewma.go

@@ -50,24 +50,20 @@ func (inc *EWMA) Update(value float64) {
 		inc.Values = inc.Values[MaxNumOfEWMATruncateSize-1:]
 	}
 
-	ema := (1-multiplier)*inc.Last() + multiplier*value
+	ema := (1-multiplier)*inc.Last(0) + multiplier*value
 	inc.Values.Push(ema)
 }
 
-func (inc *EWMA) Last() float64 {
+func (inc *EWMA) Last(i int) float64 {
 	if len(inc.Values) == 0 {
 		return 0
 	}
 
-	return inc.Values[len(inc.Values)-1]
+	return inc.Values.Last(i)
 }
 
 func (inc *EWMA) Index(i int) float64 {
-	if i >= len(inc.Values) {
+	return inc.Last(i)
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1-i]
 }
 
 func (inc *EWMA) Length() int {
@@ -81,7 +77,7 @@ func (inc *EWMA) PushK(k types.KLine) {
 
 	inc.Update(k.Close.Float64())
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }
 
 func CalculateKLinesEMA(allKLines []types.KLine, priceF KLineValueMapper, window int) float64 {

pkg/indicator/fisher.go

@@ -16,6 +16,7 @@ import (
 // The Fisher Transform is calculated by taking the natural logarithm of the ratio of the security's current price to its moving average,
 // and then double-smoothing the result. This resulting line is called the Fisher Transform line, and can be plotted on the price chart
 // along with the security's price.
+//
 //go:generate callbackgen -type FisherTransform
 type FisherTransform struct {
 	types.SeriesBase
@@ -60,18 +61,15 @@ func (inc *FisherTransform) Update(value float64) {
 	}
 }
 
-func (inc *FisherTransform) Last() float64 {
+func (inc *FisherTransform) Last(i int) float64 {
 	if inc.Values == nil {
 		return 0.0
 	}
-	return inc.Values.Last()
+	return inc.Values.Last(i)
 }
 
 func (inc *FisherTransform) Index(i int) float64 {
-	if inc.Values == nil {
+	return inc.Last(i)
-		return 0.0
-	}
-	return inc.Values.Index(i)
 }
 
 func (inc *FisherTransform) Length() int {

pkg/indicator/float64updater.go

@@ -23,16 +23,12 @@ func NewFloat64Series(v ...float64) Float64Series {
 	return s
 }
 
-func (f *Float64Series) Last() float64 {
+func (f *Float64Series) Last(i int) float64 {
-	return f.slice.Last()
+	return f.slice.Last(i)
 }
 
 func (f *Float64Series) Index(i int) float64 {
-	length := len(f.slice)
+	return f.slice.Last(i)
-	if length == 0 || length-i-1 < 0 {
-		return 0
-	}
-	return f.slice[length-i-1]
 }
 
 func (f *Float64Series) Length() int {

pkg/indicator/ghfilter.go

@@ -1,9 +1,10 @@
 package indicator
 
 import (
+	"math"
+
 	"github.com/c9s/bbgo/pkg/datatype/floats"
 	"github.com/c9s/bbgo/pkg/types"
-	"math"
 )
 
 // Refer: https://jamesgoulding.com/Research_II/Ehlers/Ehlers%20(Optimal%20Tracking%20Filters).doc
@@ -39,16 +40,13 @@ func (inc *GHFilter) update(value, uncertainty float64) {
 	lambda := inc.a / inc.b
 	lambda2 := lambda * lambda
 	alpha := (-lambda2 + math.Sqrt(lambda2*lambda2+16*lambda2)) / 8
-	filtered := alpha*value + (1-alpha)*inc.Values.Last()
+	filtered := alpha*value + (1-alpha)*inc.Values.Last(0)
 	inc.Values.Push(filtered)
 	inc.lastMeasurement = value
 }
 
 func (inc *GHFilter) Index(i int) float64 {
-	if inc.Values == nil {
+	return inc.Last(i)
-		return 0.0
-	}
-	return inc.Values.Index(i)
 }
 
 func (inc *GHFilter) Length() int {
@@ -58,11 +56,11 @@ func (inc *GHFilter) Length() int {
 	return inc.Values.Length()
 }
 
-func (inc *GHFilter) Last() float64 {
+func (inc *GHFilter) Last(i int) float64 {
 	if inc.Values == nil {
 		return 0.0
 	}
-	return inc.Values.Last()
+	return inc.Values.Last(i)
 }
 
 // interfaces implementation check

pkg/indicator/ghfilter_test.go

@@ -6058,7 +6058,7 @@ func Test_GHFilter(t *testing.T) {
 			for _, k := range klines {
 				filter.PushK(k)
 			}
-			got := filter.Last()
+			got := filter.Last(0)
 			got = math.Trunc(got*100.0) / 100.0
 			if got != tt.want {
 				t.Errorf("GHFilter.Last() = %v, want %v", got, tt.want)
@@ -6125,10 +6125,10 @@ func Test_GHFilterEstimationAccurate(t *testing.T) {
 			for i, k := range klines {
 				// square error between last estimated state and current actual state
 				if i > 0 {
-					filterDiff2Sum += klineSquareError(filter.Last(), k)
+					filterDiff2Sum += klineSquareError(filter.Last(0), k)
-					ewmaDiff2Sum += klineSquareError(ewma.Last(), k)
+					ewmaDiff2Sum += klineSquareError(ewma.Last(0), k)
-					filterCloseDiff2Sum += closeSquareError(filter.Last(), k)
+					filterCloseDiff2Sum += closeSquareError(filter.Last(0), k)
-					ewmaCloseDiff2Sum += closeSquareError(ewma.Last(), k)
+					ewmaCloseDiff2Sum += closeSquareError(ewma.Last(0), k)
 				}
 
 				// update estimations

pkg/indicator/gma.go

@@ -22,18 +22,15 @@ type GMA struct {
 	UpdateCallbacks []func(value float64)
 }
 
-func (inc *GMA) Last() float64 {
+func (inc *GMA) Last(i int) float64 {
 	if inc.SMA == nil {
 		return 0.0
 	}
-	return math.Exp(inc.SMA.Last())
+	return math.Exp(inc.SMA.Last(i))
 }
 
 func (inc *GMA) Index(i int) float64 {
-	if inc.SMA == nil {
+	return inc.Last(i)
-		return 0.0
-	}
-	return math.Exp(inc.SMA.Index(i))
 }
 
 func (inc *GMA) Length() int {

pkg/indicator/gma_test.go

@@ -51,10 +51,10 @@ func Test_GMA(t *testing.T) {
 			for _, k := range tt.kLines {
 				gma.PushK(k)
 			}
-			assert.InDelta(t, tt.want, gma.Last(), Delta)
+			assert.InDelta(t, tt.want, gma.Last(0), Delta)
 			assert.InDelta(t, tt.next, gma.Index(1), Delta)
 			gma.Update(tt.update)
-			assert.InDelta(t, tt.updateResult, gma.Last(), Delta)
+			assert.InDelta(t, tt.updateResult, gma.Last(0), Delta)
 			assert.Equal(t, tt.all, gma.Length())
 		})
 	}

pkg/indicator/hull.go

@@ -14,6 +14,7 @@ import (
 // the weighted moving average of the input data using a weighting factor of W, where W is the square root of the length of the moving average.
 // The result is then double-smoothed by taking the weighted moving average of this result using a weighting factor of W/2. This final average
 // forms the HMA line, which can be used to make predictions about future price movements.
+//
 //go:generate callbackgen -type HULL
 type HULL struct {
 	types.SeriesBase
@@ -36,14 +37,14 @@ func (inc *HULL) Update(value float64) {
 	}
 	inc.ma1.Update(value)
 	inc.ma2.Update(value)
-	inc.result.Update(2*inc.ma1.Last() - inc.ma2.Last())
+	inc.result.Update(2*inc.ma1.Last(0) - inc.ma2.Last(0))
 }
 
-func (inc *HULL) Last() float64 {
+func (inc *HULL) Last(i int) float64 {
 	if inc.result == nil {
 		return 0
 	}
-	return inc.result.Last()
+	return inc.result.Index(i)
 }
 
 func (inc *HULL) Index(i int) float64 {
@@ -66,5 +67,5 @@ func (inc *HULL) PushK(k types.KLine) {
 	}
 
 	inc.Update(k.Close.Float64())
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }

pkg/indicator/hull_test.go

@@ -51,7 +51,7 @@ func Test_HULL(t *testing.T) {
 				hull.PushK(k)
 			}
 
-			last := hull.Last()
+			last := hull.Last(0)
 			assert.InDelta(t, tt.want, last, Delta)
 			assert.InDelta(t, tt.next, hull.Index(1), Delta)
 			assert.Equal(t, tt.all, hull.Length())

pkg/indicator/interface.go

@@ -25,7 +25,7 @@ type KLinePusher interface {
 // Simple is the simple indicator that only returns one float64 value
 type Simple interface {
 	KLinePusher
-	Last() float64
+	Last(int) float64
 	OnUpdate(f func(value float64))
 }
 

pkg/indicator/kalmanfilter.go

@@ -1,9 +1,10 @@
 package indicator
 
 import (
+	"math"
+
 	"github.com/c9s/bbgo/pkg/datatype/floats"
 	"github.com/c9s/bbgo/pkg/types"
-	"math"
 )
 
 // Refer: https://www.kalmanfilter.net/kalman1d.html
@@ -25,7 +26,7 @@ type KalmanFilter struct {
 func (inc *KalmanFilter) Update(value float64) {
 	var measureMove = value
 	if inc.measurements != nil {
-		measureMove = value - inc.measurements.Last()
+		measureMove = value - inc.measurements.Last(0)
 	}
 	inc.update(value, math.Abs(measureMove))
 }
@@ -46,7 +47,7 @@ func (inc *KalmanFilter) update(value, amp float64) {
 	q := math.Sqrt(types.Mean(inc.amp2)) * float64(1+inc.AdditionalSmoothWindow)
 
 	// update
-	lastPredict := inc.Values.Last()
+	lastPredict := inc.Values.Last(0)
 	curState := value + (value - lastPredict)
 	estimated := lastPredict + inc.k*(curState-lastPredict)
 
@@ -57,24 +58,15 @@ func (inc *KalmanFilter) update(value, amp float64) {
 }
 
 func (inc *KalmanFilter) Index(i int) float64 {
-	if inc.Values == nil {
+	return inc.Last(i)
-		return 0.0
-	}
-	return inc.Values.Index(i)
 }
 
 func (inc *KalmanFilter) Length() int {
-	if inc.Values == nil {
-		return 0
-	}
 	return inc.Values.Length()
 }
 
-func (inc *KalmanFilter) Last() float64 {
+func (inc *KalmanFilter) Last(i int) float64 {
-	if inc.Values == nil {
+	return inc.Values.Last(i)
-		return 0.0
-	}
-	return inc.Values.Last()
 }
 
 // interfaces implementation check

pkg/indicator/kalmanfilter_test.go

@@ -6065,7 +6065,7 @@ func Test_KalmanFilter(t *testing.T) {
 			for _, k := range klines {
 				filter.PushK(k)
 			}
-			got := filter.Last()
+			got := filter.Last(0)
 			got = math.Trunc(got*100.0) / 100.0
 			if got != tt.want {
 				t.Errorf("KalmanFilter.Last() = %v, want %v", got, tt.want)
@@ -6160,10 +6160,10 @@ func Test_KalmanFilterEstimationAccurate(t *testing.T) {
 			for _, k := range klines {
 				// square error between last estimated state and current actual state
 				if ewma.Length() > 0 {
-					filterDiff2Sum += klineSquareError(filter.Last(), k)
+					filterDiff2Sum += klineSquareError(filter.Last(0), k)
-					ewmaDiff2Sum += klineSquareError(ewma.Last(), k)
+					ewmaDiff2Sum += klineSquareError(ewma.Last(0), k)
-					filterCloseDiff2Sum += closeSquareError(filter.Last(), k)
+					filterCloseDiff2Sum += closeSquareError(filter.Last(0), k)
-					ewmaCloseDiff2Sum += closeSquareError(ewma.Last(), k)
+					ewmaCloseDiff2Sum += closeSquareError(ewma.Last(0), k)
 					numEstimations++
 				}
 

pkg/indicator/klingeroscillator.go

@@ -12,6 +12,7 @@ import (
 // The Klinger Oscillator is calculated by taking the difference between a 34-period and 55-period moving average.
 // Usually the indicator is using together with a 9-period or 13-period of moving average as the signal line.
 // This indicator is often used to identify potential turning points in the market, as well as to confirm the strength of a trend.
+//
 //go:generate callbackgen -type KlingerOscillator
 type KlingerOscillator struct {
 	types.SeriesBase
@@ -30,17 +31,11 @@ func (inc *KlingerOscillator) Length() int {
 	return inc.Fast.Length()
 }
 
-func (inc *KlingerOscillator) Last() float64 {
+func (inc *KlingerOscillator) Last(i int) float64 {
 	if inc.Fast == nil || inc.Slow == nil {
 		return 0
 	}
-	return inc.Fast.Last() - inc.Slow.Last()
+	return inc.Fast.Last(i) - inc.Slow.Last(i)
-}
-func (inc *KlingerOscillator) Index(i int) float64 {
-	if inc.Fast == nil || inc.Slow == nil {
-		return 0
-	}
-	return inc.Fast.Index(i) - inc.Slow.Index(i)
 }
 
 func (inc *KlingerOscillator) Update(high, low, cloze, volume float64) {

pkg/indicator/line.go

@@ -38,12 +38,12 @@ func (l *Line) Bind(updater KLineWindowUpdater) {
 	updater.OnKLineWindowUpdate(l.handleKLineWindowUpdate)
 }
 
-func (l *Line) Last() float64 {
+func (l *Line) Last(i int) float64 {
-	return (l.end-l.start)/float64(l.startIndex-l.endIndex)*float64(l.endIndex) + l.end
+	return (l.end-l.start)/float64(l.startIndex-l.endIndex)*float64(l.endIndex-i) + l.end
 }
 
 func (l *Line) Index(i int) float64 {
-	return (l.end-l.start)/float64(l.startIndex-l.endIndex)*float64(l.endIndex-i) + l.end
+	return l.Last(i)
 }
 
 func (l *Line) Length() int {

pkg/indicator/linreg.go

@@ -1,9 +1,10 @@
 package indicator
 
 import (
-	"github.com/sirupsen/logrus"
 	"time"
 
+	"github.com/sirupsen/logrus"
+
 	"github.com/c9s/bbgo/pkg/datatype/floats"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -11,6 +12,7 @@ import (
 var logLinReg = logrus.WithField("indicator", "LinReg")
 
 // LinReg is Linear Regression baseline
+//
 //go:generate callbackgen -type LinReg
 type LinReg struct {
 	types.SeriesBase
@@ -28,11 +30,8 @@ type LinReg struct {
 }
 
 // Last slope of linear regression baseline
-func (lr *LinReg) Last() float64 {
+func (lr *LinReg) Last(i int) float64 {
-	if lr.Values.Length() == 0 {
+	return lr.Values.Last(i)
-		return 0.0
-	}
-	return lr.Values.Last()
 }
 
 // LastRatio of slope to price
@@ -40,16 +39,12 @@ func (lr *LinReg) LastRatio() float64 {
 	if lr.ValueRatios.Length() == 0 {
 		return 0.0
 	}
-	return lr.ValueRatios.Last()
+	return lr.ValueRatios.Last(0)
 }
 
 // Index returns the slope of specified index
 func (lr *LinReg) Index(i int) float64 {
-	if i >= lr.Values.Length() {
+	return lr.Values.Last(i)
-		return 0.0
-	}
-
-	return lr.Values.Index(i)
 }
 
 // IndexRatio returns the slope ratio
@@ -58,7 +53,7 @@ func (lr *LinReg) IndexRatio(i int) float64 {
 		return 0.0
 	}
 
-	return lr.ValueRatios.Index(i)
+	return lr.ValueRatios.Last(i)
 }
 
 // Length of the slope values
@@ -99,9 +94,9 @@ func (lr *LinReg) Update(kline types.KLine) {
 	endPrice := average - slope*sumX/length + slope
 	startPrice := endPrice + slope*(length-1)
 	lr.Values.Push((endPrice - startPrice) / (length - 1))
-	lr.ValueRatios.Push(lr.Values.Last() / kline.GetClose().Float64())
+	lr.ValueRatios.Push(lr.Values.Last(0) / kline.GetClose().Float64())
 
-	logLinReg.Debugf("linear regression baseline slope: %f", lr.Last())
+	logLinReg.Debugf("linear regression baseline slope: %f", lr.Last(0))
 }
 
 func (lr *LinReg) BindK(target KLineClosedEmitter, symbol string, interval types.Interval) {

pkg/indicator/low.go

@@ -33,5 +33,5 @@ func (inc *Low) PushK(k types.KLine) {
 
 	inc.Update(k.Low.Float64())
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }

pkg/indicator/macd.go

@@ -59,14 +59,14 @@ func (inc *MACDLegacy) Update(x float64) {
 	inc.slowEWMA.Update(x)
 
 	// update MACD value, it's also the signal line
-	fast := inc.fastEWMA.Last()
+	fast := inc.fastEWMA.Last(0)
-	slow := inc.slowEWMA.Last()
+	slow := inc.slowEWMA.Last(0)
 	macd := fast - slow
 	inc.Values.Push(macd)
 
 	// update signal line
 	inc.signalLine.Update(macd)
-	signal := inc.signalLine.Last()
+	signal := inc.signalLine.Last(0)
 
 	// update histogram
 	histogram := macd - signal
@@ -75,7 +75,7 @@ func (inc *MACDLegacy) Update(x float64) {
 	inc.EmitUpdate(macd, signal, histogram)
 }
 
-func (inc *MACDLegacy) Last() float64 {
+func (inc *MACDLegacy) Last(int) float64 {
 	if len(inc.Values) == 0 {
 		return 0.0
 	}
@@ -106,21 +106,12 @@ type MACDValues struct {
 	*MACDLegacy
 }
 
-func (inc *MACDValues) Last() float64 {
+func (inc *MACDValues) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0.0
-	}
-
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *MACDValues) Index(i int) float64 {
-	length := len(inc.Values)
+	return inc.Values.Last(i)
-	if length == 0 || length-1-i < 0 {
-		return 0.0
-	}
-
-	return inc.Values[length-1+i]
 }
 
 func (inc *MACDValues) Length() int {

pkg/indicator/macd_test.go

@@ -45,7 +45,7 @@ func Test_calculateMACD(t *testing.T) {
 				macd.PushK(k)
 			}
 
-			got := macd.Last()
+			got := macd.Last(0)
 			diff := math.Trunc((got-tt.want)*100) / 100
 			if diff != 0 {
 				t.Errorf("calculateMACD() = %v, want %v", got, tt.want)

pkg/indicator/obv.go

@@ -40,24 +40,18 @@ func (inc *OBV) Update(price, volume float64) {
 	}
 
 	if volume < inc.PrePrice {
-		inc.Values.Push(inc.Last() - volume)
+		inc.Values.Push(inc.Last(0) - volume)
 	} else {
-		inc.Values.Push(inc.Last() + volume)
+		inc.Values.Push(inc.Last(0) + volume)
 	}
 }
 
-func (inc *OBV) Last() float64 {
+func (inc *OBV) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0.0
-	}
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *OBV) Index(i int) float64 {
-	if len(inc.Values)-i <= 0 {
+	return inc.Last(i)
-		return 0.0
-	}
-	return inc.Values[len(inc.Values)-i-1]
 }
 
 var _ types.SeriesExtend = &OBV{}
@@ -75,7 +69,7 @@ func (inc *OBV) CalculateAndUpdate(kLines []types.KLine) {
 		inc.PushK(k)
 	}
 
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 	inc.EndTime = kLines[len(kLines)-1].EndTime.Time()
 }
 

pkg/indicator/pivot.go

@@ -10,7 +10,6 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-
 //go:generate callbackgen -type Pivot
 type Pivot struct {
 	types.IntervalWindow
@@ -105,12 +104,12 @@ func calculatePivot(klines []types.KLine, window int, valLow KLineValueMapper, v
 	}
 
 	pl := 0.
-	if lows.Min() == lows.Index(int(window/2.)-1) {
+	if lows.Min() == lows.Last(int(window/2.)-1) {
 		pl = lows.Min()
 	}
 
 	ph := 0.
-	if highs.Max() == highs.Index(int(window/2.)-1) {
+	if highs.Max() == highs.Last(int(window/2.)-1) {
 		ph = highs.Max()
 	}
 

pkg/indicator/pivothigh.go

@@ -24,12 +24,12 @@ func (inc *PivotHigh) Length() int {
 	return inc.Values.Length()
 }
 
-func (inc *PivotHigh) Last() float64 {
+func (inc *PivotHigh) Last(int) float64 {
 	if len(inc.Values) == 0 {
 		return 0.0
 	}
 
-	return inc.Values.Last()
+	return inc.Values.Last(0)
 }
 
 func (inc *PivotHigh) Update(value float64) {
@@ -60,5 +60,5 @@ func (inc *PivotHigh) PushK(k types.KLine) {
 
 	inc.Update(k.High.Float64())
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }

pkg/indicator/pivotlow.go

@@ -24,12 +24,12 @@ func (inc *PivotLow) Length() int {
 	return inc.Values.Length()
 }
 
-func (inc *PivotLow) Last() float64 {
+func (inc *PivotLow) Last(int) float64 {
 	if len(inc.Values) == 0 {
 		return 0.0
 	}
 
-	return inc.Values.Last()
+	return inc.Values.Last(0)
 }
 
 func (inc *PivotLow) Update(value float64) {
@@ -60,7 +60,7 @@ func (inc *PivotLow) PushK(k types.KLine) {
 
 	inc.Update(k.Low.Float64())
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }
 
 func calculatePivotHigh(highs floats.Slice, left, right int) (float64, bool) {

pkg/indicator/psar.go

@@ -34,11 +34,11 @@ type PSAR struct {
 	UpdateCallbacks []func(value float64)
 }
 
-func (inc *PSAR) Last() float64 {
+func (inc *PSAR) Last(int) float64 {
 	if len(inc.Values) == 0 {
 		return 0
 	}
-	return inc.Values.Last()
+	return inc.Values.Last(0)
 }
 
 func (inc *PSAR) Length() int {
@@ -46,8 +46,8 @@ func (inc *PSAR) Length() int {
 }
 
 func (inc *PSAR) falling() bool {
-	up := inc.High.Last() - inc.High.Index(1)
+	up := inc.High.Last(0) - inc.High.Index(1)
-	dn := inc.Low.Index(1) - inc.Low.Last()
+	dn := inc.Low.Index(1) - inc.Low.Last(0)
 	return (dn > up) && (dn > 0)
 }
 
@@ -66,7 +66,7 @@ func (inc *PSAR) Update(high, low float64) {
 	inc.High.Update(high)
 	inc.Low.Update(low)
 	if !isFirst {
-		ppsar := inc.Values.Last()
+		ppsar := inc.Values.Last(0)
 		if inc.Falling { // falling formula
 			psar := ppsar - inc.AF*(ppsar-inc.EP)
 			h := inc.High.Shift(1).Highest(2)

pkg/indicator/psar_test.go

@@ -36,5 +36,5 @@ func Test_PSAR(t *testing.T) {
 	}
 	assert.Equal(t, psar.Length(), 29)
 	assert.Equal(t, psar.AF, 0.04)
-	assert.Equal(t, psar.Last(), 0.16)
+	assert.Equal(t, psar.Last(0), 0.16)
 }

pkg/indicator/rma.go

@@ -78,16 +78,12 @@ func (inc *RMA) Update(x float64) {
 	}
 }
 
-func (inc *RMA) Last() float64 {
+func (inc *RMA) Last(i int) float64 {
-	return inc.Values.Last()
+	return inc.Values.Last(i)
 }
 
 func (inc *RMA) Index(i int) float64 {
-	length := len(inc.Values)
+	return inc.Last(i)
-	if length == 0 || length-i-1 < 0 {
-		return 0
-	}
-	return inc.Values[length-i-1]
 }
 
 func (inc *RMA) Length() int {
@@ -116,7 +112,7 @@ func (inc *RMA) CalculateAndUpdate(kLines []types.KLine) {
 		inc.PushK(last)
 	}
 
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }
 
 func (inc *RMA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {

pkg/indicator/rsi.go

@@ -65,19 +65,12 @@ func (inc *RSI) Update(price float64) {
 	inc.PreviousAvgLoss = avgLoss
 }
 
-func (inc *RSI) Last() float64 {
+func (inc *RSI) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0.0
-	}
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *RSI) Index(i int) float64 {
-	length := len(inc.Values)
+	return inc.Last(i)
-	if length <= 0 || length-i-1 < 0 {
-		return 0.0
-	}
-	return inc.Values[length-i-1]
 }
 
 func (inc *RSI) Length() int {
@@ -99,7 +92,7 @@ func (inc *RSI) CalculateAndUpdate(kLines []types.KLine) {
 		inc.PushK(k)
 	}
 
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 	inc.EndTime = kLines[len(kLines)-1].EndTime.Time()
 }
 

pkg/indicator/sma.go

@@ -22,19 +22,12 @@ type SMA struct {
 	UpdateCallbacks []func(value float64)
 }
 
-func (inc *SMA) Last() float64 {
+func (inc *SMA) Last(i int) float64 {
-	if inc.Values.Length() == 0 {
+	return inc.Values.Last(i)
-		return 0.0
-	}
-	return inc.Values.Last()
 }
 
 func (inc *SMA) Index(i int) float64 {
-	if i >= inc.Values.Length() {
+	return inc.Last(i)
-		return 0.0
-	}
-
-	return inc.Values.Index(i)
 }
 
 func (inc *SMA) Length() int {
@@ -81,7 +74,7 @@ func (inc *SMA) PushK(k types.KLine) {
 
 	inc.Update(k.Close.Float64())
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.Values.Last())
+	inc.EmitUpdate(inc.Values.Last(0))
 }
 
 func (inc *SMA) LoadK(allKLines []types.KLine) {

pkg/indicator/sma_test.go

@@ -58,10 +58,10 @@ func Test_SMA(t *testing.T) {
 				sma.PushK(k)
 			}
 
-			assert.InDelta(t, tt.want, sma.Last(), Delta)
+			assert.InDelta(t, tt.want, sma.Last(0), Delta)
 			assert.InDelta(t, tt.next, sma.Index(1), Delta)
 			sma.Update(tt.update)
-			assert.InDelta(t, tt.updateResult, sma.Last(), Delta)
+			assert.InDelta(t, tt.updateResult, sma.Last(0), Delta)
 			assert.Equal(t, tt.all, sma.Length())
 		})
 	}

pkg/indicator/ssf.go

@@ -50,9 +50,9 @@ func (inc *SSF) Update(value float64) {
 		}
 
 		result := inc.c1*value +
-			inc.c2*inc.Values.Index(0) +
+			inc.c2*inc.Values.Last(0) +
-			inc.c3*inc.Values.Index(1) +
+			inc.c3*inc.Values.Last(1) +
-			inc.c4*inc.Values.Index(2)
+			inc.c4*inc.Values.Last(2)
 		inc.Values.Push(result)
 	} else { // poles == 2
 		if inc.Values == nil {
@@ -65,17 +65,18 @@ func (inc *SSF) Update(value float64) {
 			inc.Values = floats.Slice{}
 		}
 		result := inc.c1*value +
-			inc.c2*inc.Values.Index(0) +
+			inc.c2*inc.Values.Last(0) +
-			inc.c3*inc.Values.Index(1)
+			inc.c3*inc.Values.Last(1)
 		inc.Values.Push(result)
 	}
 }
 
+func (inc *SSF) Last(i int) float64 {
+	return inc.Values.Last(i)
+}
+
 func (inc *SSF) Index(i int) float64 {
-	if inc.Values == nil {
+	return inc.Last(i)
-		return 0.0
-	}
-	return inc.Values.Index(i)
 }
 
 func (inc *SSF) Length() int {
@@ -85,13 +86,6 @@ func (inc *SSF) Length() int {
 	return inc.Values.Length()
 }
 
-func (inc *SSF) Last() float64 {
-	if inc.Values == nil {
-		return 0.0
-	}
-	return inc.Values.Last()
-}
-
 var _ types.SeriesExtend = &SSF{}
 
 func (inc *SSF) PushK(k types.KLine) {
@@ -102,12 +96,12 @@ func (inc *SSF) CalculateAndUpdate(allKLines []types.KLine) {
 	if inc.Values != nil {
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 		return
 	}
 	for _, k := range allKLines {
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 

pkg/indicator/ssf_test.go

@@ -63,7 +63,7 @@ func Test_SSF(t *testing.T) {
 				Poles:          tt.poles,
 			}
 			ssf.CalculateAndUpdate(tt.kLines)
-			assert.InDelta(t, tt.want, ssf.Last(), Delta)
+			assert.InDelta(t, tt.want, ssf.Last(0), Delta)
 			assert.InDelta(t, tt.next, ssf.Index(1), Delta)
 			assert.Equal(t, tt.all, ssf.Length())
 		})

pkg/indicator/stddev.go

@@ -21,19 +21,12 @@ type StdDev struct {
 	updateCallbacks []func(value float64)
 }
 
-func (inc *StdDev) Last() float64 {
+func (inc *StdDev) Last(i int) float64 {
-	if inc.Values.Length() == 0 {
+	return inc.Values.Last(i)
-		return 0.0
-	}
-	return inc.Values.Last()
 }
 
 func (inc *StdDev) Index(i int) float64 {
-	if i >= inc.Values.Length() {
+	return inc.Last(i)
-		return 0.0
-	}
-
-	return inc.Values.Index(i)
 }
 
 func (inc *StdDev) Length() int {
@@ -76,7 +69,7 @@ func (inc *StdDev) CalculateAndUpdate(allKLines []types.KLine) {
 		inc.PushK(last)
 	}
 
-	inc.EmitUpdate(inc.Values.Last())
+	inc.EmitUpdate(inc.Values.Last(0))
 }
 
 func (inc *StdDev) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {

pkg/indicator/supertrend.go

@@ -50,16 +50,12 @@ type Supertrend struct {
 	UpdateCallbacks []func(value float64)
 }
 
-func (inc *Supertrend) Last() float64 {
+func (inc *Supertrend) Last(i int) float64 {
-	return inc.trendPrices.Last()
+	return inc.trendPrices.Last(i)
 }
 
 func (inc *Supertrend) Index(i int) float64 {
-	length := inc.Length()
+	return inc.Last(i)
-	if length == 0 || length-i-1 < 0 {
-		return 0
-	}
-	return inc.trendPrices[length-i-1]
 }
 
 func (inc *Supertrend) Length() int {
@@ -94,13 +90,13 @@ func (inc *Supertrend) Update(highPrice, lowPrice, closePrice float64) {
 	src := (highPrice + lowPrice) / 2
 
 	// Update uptrend
-	inc.uptrendPrice = src - inc.AverageTrueRange.Last()*inc.ATRMultiplier
+	inc.uptrendPrice = src - inc.AverageTrueRange.Last(0)*inc.ATRMultiplier
 	if inc.previousClosePrice > inc.previousUptrendPrice {
 		inc.uptrendPrice = math.Max(inc.uptrendPrice, inc.previousUptrendPrice)
 	}
 
 	// Update downtrend
-	inc.downtrendPrice = src + inc.AverageTrueRange.Last()*inc.ATRMultiplier
+	inc.downtrendPrice = src + inc.AverageTrueRange.Last(0)*inc.ATRMultiplier
 	if inc.previousClosePrice < inc.previousDowntrendPrice {
 		inc.downtrendPrice = math.Min(inc.downtrendPrice, inc.previousDowntrendPrice)
 	}
@@ -115,7 +111,7 @@ func (inc *Supertrend) Update(highPrice, lowPrice, closePrice float64) {
 	}
 
 	// Update signal
-	if inc.AverageTrueRange.Last() <= 0 {
+	if inc.AverageTrueRange.Last(0) <= 0 {
 		inc.tradeSignal = types.DirectionNone
 	} else if inc.trend == types.DirectionUp && inc.previousTrend == types.DirectionDown {
 		inc.tradeSignal = types.DirectionUp
@@ -138,7 +134,7 @@ func (inc *Supertrend) Update(highPrice, lowPrice, closePrice float64) {
 
 	logst.Debugf("Update supertrend result: closePrice: %v, uptrendPrice: %v, downtrendPrice: %v, trend: %v,"+
 		" tradeSignal: %v, AverageTrueRange.Last(): %v", inc.closePrice, inc.uptrendPrice, inc.downtrendPrice,
-		inc.trend, inc.tradeSignal, inc.AverageTrueRange.Last())
+		inc.trend, inc.tradeSignal, inc.AverageTrueRange.Last(0))
 }
 
 func (inc *Supertrend) GetSignal() types.Direction {
@@ -152,12 +148,12 @@ func (inc *Supertrend) Direction() types.Direction {
 
 // LastSupertrendSupport return the current supertrend support
 func (inc *Supertrend) LastSupertrendSupport() float64 {
-	return inc.supportLine.Last()
+	return inc.supportLine.Last(0)
 }
 
 // LastSupertrendResistance return the current supertrend resistance
 func (inc *Supertrend) LastSupertrendResistance() float64 {
-	return inc.resistanceLine.Last()
+	return inc.resistanceLine.Last(0)
 }
 
 var _ types.SeriesExtend = &Supertrend{}
@@ -169,7 +165,7 @@ func (inc *Supertrend) PushK(k types.KLine) {
 
 	inc.Update(k.GetHigh().Float64(), k.GetLow().Float64(), k.GetClose().Float64())
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 
 }
 
@@ -192,7 +188,7 @@ func (inc *Supertrend) CalculateAndUpdate(kLines []types.KLine) {
 		inc.PushK(k)
 	}
 
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 	inc.EndTime = kLines[len(kLines)-1].EndTime.Time()
 }
 

pkg/indicator/supertrendPivot.go

@@ -50,16 +50,12 @@ type PivotSupertrend struct {
 	UpdateCallbacks []func(value float64)
 }
 
-func (inc *PivotSupertrend) Last() float64 {
+func (inc *PivotSupertrend) Last(i int) float64 {
-	return inc.trendPrices.Last()
+	return inc.trendPrices.Last(i)
 }
 
 func (inc *PivotSupertrend) Index(i int) float64 {
-	length := inc.Length()
+	return inc.Last(i)
-	if length == 0 || length-i-1 < 0 {
-		return 0
-	}
-	return inc.trendPrices[length-i-1]
 }
 
 func (inc *PivotSupertrend) Length() int {
@@ -80,8 +76,8 @@ func (inc *PivotSupertrend) Update(highPrice, lowPrice, closePrice float64) {
 		inc.trend = types.DirectionUp
 	}
 
-	inc.previousPivotLow = inc.PivotLow.Last()
+	inc.previousPivotLow = inc.PivotLow.Last(0)
-	inc.previousPivotHigh = inc.PivotHigh.Last()
+	inc.previousPivotHigh = inc.PivotHigh.Last(0)
 
 	// Update High / Low pivots
 	inc.PivotLow.Update(lowPrice)
@@ -101,9 +97,9 @@ func (inc *PivotSupertrend) Update(highPrice, lowPrice, closePrice float64) {
 	// Initialize lastPp as soon as pivots are made
 	if inc.lastPp == 0 || math.IsNaN(inc.lastPp) {
 		if inc.PivotHigh.Length() > 0 {
-			inc.lastPp = inc.PivotHigh.Last()
+			inc.lastPp = inc.PivotHigh.Last(0)
 		} else if inc.PivotLow.Length() > 0 {
-			inc.lastPp = inc.PivotLow.Last()
+			inc.lastPp = inc.PivotLow.Last(0)
 		} else {
 			inc.lastPp = math.NaN()
 			return
@@ -111,28 +107,28 @@ func (inc *PivotSupertrend) Update(highPrice, lowPrice, closePrice float64) {
 	}
 
 	// Set lastPp to the latest pivotPoint (only changed when new pivot is found)
-	if inc.PivotHigh.Last() != inc.previousPivotHigh {
+	if inc.PivotHigh.Last(0) != inc.previousPivotHigh {
-		inc.lastPp = inc.PivotHigh.Last()
+		inc.lastPp = inc.PivotHigh.Last(0)
-	} else if inc.PivotLow.Last() != inc.previousPivotLow {
+	} else if inc.PivotLow.Last(0) != inc.previousPivotLow {
-		inc.lastPp = inc.PivotLow.Last()
+		inc.lastPp = inc.PivotLow.Last(0)
 	}
 
 	// calculate the Center line using pivot points
 	if inc.src == 0 || math.IsNaN(inc.src) {
 		inc.src = inc.lastPp
 	} else {
-		//weighted calculation
+		// weighted calculation
 		inc.src = (inc.src*2 + inc.lastPp) / 3
 	}
 
 	// Update uptrend
-	inc.uptrendPrice = inc.src - inc.AverageTrueRange.Last()*inc.ATRMultiplier
+	inc.uptrendPrice = inc.src - inc.AverageTrueRange.Last(0)*inc.ATRMultiplier
 	if inc.previousClosePrice > inc.previousUptrendPrice {
 		inc.uptrendPrice = math.Max(inc.uptrendPrice, inc.previousUptrendPrice)
 	}
 
 	// Update downtrend
-	inc.downtrendPrice = inc.src + inc.AverageTrueRange.Last()*inc.ATRMultiplier
+	inc.downtrendPrice = inc.src + inc.AverageTrueRange.Last(0)*inc.ATRMultiplier
 	if inc.previousClosePrice < inc.previousDowntrendPrice {
 		inc.downtrendPrice = math.Min(inc.downtrendPrice, inc.previousDowntrendPrice)
 	}
@@ -147,7 +143,7 @@ func (inc *PivotSupertrend) Update(highPrice, lowPrice, closePrice float64) {
 	}
 
 	// Update signal
-	if inc.AverageTrueRange.Last() <= 0 {
+	if inc.AverageTrueRange.Last(0) <= 0 {
 		inc.tradeSignal = types.DirectionNone
 	} else if inc.trend == types.DirectionUp && inc.previousTrend == types.DirectionDown {
 		inc.tradeSignal = types.DirectionUp
@@ -170,7 +166,7 @@ func (inc *PivotSupertrend) Update(highPrice, lowPrice, closePrice float64) {
 
 	logpst.Debugf("Update pivot point supertrend result: closePrice: %v, uptrendPrice: %v, downtrendPrice: %v, trend: %v,"+
 		" tradeSignal: %v, AverageTrueRange.Last(): %v", inc.closePrice, inc.uptrendPrice, inc.downtrendPrice,
-		inc.trend, inc.tradeSignal, inc.AverageTrueRange.Last())
+		inc.trend, inc.tradeSignal, inc.AverageTrueRange.Last(0))
 }
 
 // GetSignal returns signal (Down, None or Up)
@@ -185,12 +181,12 @@ func (inc *PivotSupertrend) Direction() types.Direction {
 
 // LastSupertrendSupport return the current supertrend support value
 func (inc *PivotSupertrend) LastSupertrendSupport() float64 {
-	return inc.supportLine.Last()
+	return inc.supportLine.Last(0)
 }
 
 // LastSupertrendResistance return the current supertrend resistance value
 func (inc *PivotSupertrend) LastSupertrendResistance() float64 {
-	return inc.resistanceLine.Last()
+	return inc.resistanceLine.Last(0)
 }
 
 var _ types.SeriesExtend = &PivotSupertrend{}
@@ -202,7 +198,7 @@ func (inc *PivotSupertrend) PushK(k types.KLine) {
 
 	inc.Update(k.GetHigh().Float64(), k.GetLow().Float64(), k.GetClose().Float64())
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }
 
 func (inc *PivotSupertrend) BindK(target KLineClosedEmitter, symbol string, interval types.Interval) {

pkg/indicator/tema.go

@@ -36,26 +36,20 @@ func (inc *TEMA) Update(value float64) {
 		inc.A3 = &EWMA{IntervalWindow: inc.IntervalWindow}
 	}
 	inc.A1.Update(value)
-	a1 := inc.A1.Last()
+	a1 := inc.A1.Last(0)
 	inc.A2.Update(a1)
-	a2 := inc.A2.Last()
+	a2 := inc.A2.Last(0)
 	inc.A3.Update(a2)
-	a3 := inc.A3.Last()
+	a3 := inc.A3.Last(0)
 	inc.Values.Push(3*a1 - 3*a2 + a3)
 }
 
-func (inc *TEMA) Last() float64 {
+func (inc *TEMA) Last(i int) float64 {
-	if len(inc.Values) > 0 {
+	return inc.Values.Last(i)
-		return inc.Values[len(inc.Values)-1]
-	}
-	return 0.0
 }
 
 func (inc *TEMA) Index(i int) float64 {
-	if i >= len(inc.Values) {
+	return inc.Last(i)
-		return 0
-	}
-	return inc.Values[len(inc.Values)-i-1]
 }
 
 func (inc *TEMA) Length() int {
@@ -72,12 +66,12 @@ func (inc *TEMA) CalculateAndUpdate(allKLines []types.KLine) {
 	if inc.A1 == nil {
 		for _, k := range allKLines {
 			inc.PushK(k)
-			inc.EmitUpdate(inc.Last())
+			inc.EmitUpdate(inc.Last(0))
 		}
 	} else {
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 

pkg/indicator/tema_test.go

@@ -47,7 +47,7 @@ func Test_TEMA(t *testing.T) {
 		t.Run(tt.name, func(t *testing.T) {
 			tema := TEMA{IntervalWindow: types.IntervalWindow{Window: 16}}
 			tema.CalculateAndUpdate(tt.kLines)
-			last := tema.Last()
+			last := tema.Last(0)
 			assert.InDelta(t, tt.want, last, Delta)
 			assert.InDelta(t, tt.next, tema.Index(1), Delta)
 			assert.Equal(t, tt.all, tema.Length())

pkg/indicator/till.go

@@ -57,28 +57,18 @@ func (inc *TILL) Update(value float64) {
 	}
 
 	inc.e1.Update(value)
-	inc.e2.Update(inc.e1.Last())
+	inc.e2.Update(inc.e1.Last(0))
-	inc.e3.Update(inc.e2.Last())
+	inc.e3.Update(inc.e2.Last(0))
-	inc.e4.Update(inc.e3.Last())
+	inc.e4.Update(inc.e3.Last(0))
-	inc.e5.Update(inc.e4.Last())
+	inc.e5.Update(inc.e4.Last(0))
-	inc.e6.Update(inc.e5.Last())
+	inc.e6.Update(inc.e5.Last(0))
 }
 
-func (inc *TILL) Last() float64 {
+func (inc *TILL) Last(i int) float64 {
-	if inc.e1 == nil || inc.e1.Length() == 0 {
-		return 0
-	}
-	e3 := inc.e3.Last()
-	e4 := inc.e4.Last()
-	e5 := inc.e5.Last()
-	e6 := inc.e6.Last()
-	return inc.c1*e6 + inc.c2*e5 + inc.c3*e4 + inc.c4*e3
-}
-
-func (inc *TILL) Index(i int) float64 {
 	if inc.e1 == nil || inc.e1.Length() <= i {
 		return 0
 	}
+
 	e3 := inc.e3.Index(i)
 	e4 := inc.e4.Index(i)
 	e5 := inc.e5.Index(i)
@@ -86,6 +76,10 @@ func (inc *TILL) Index(i int) float64 {
 	return inc.c1*e6 + inc.c2*e5 + inc.c3*e4 + inc.c4*e3
 }
 
+func (inc *TILL) Index(i int) float64 {
+	return inc.Last(i)
+}
+
 func (inc *TILL) Length() int {
 	if inc.e1 == nil {
 		return 0
@@ -101,7 +95,7 @@ func (inc *TILL) PushK(k types.KLine) {
 	}
 
 	inc.Update(k.Close.Float64())
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }
 
 func (inc *TILL) LoadK(allKLines []types.KLine) {

pkg/indicator/till_test.go

@@ -57,7 +57,7 @@ func Test_TILL(t *testing.T) {
 		t.Run(tt.name, func(t *testing.T) {
 			till := TILL{IntervalWindow: types.IntervalWindow{Window: 16}}
 			till.CalculateAndUpdate(tt.kLines)
-			last := till.Last()
+			last := till.Last(0)
 			assert.InDelta(t, tt.want, last, Delta)
 			assert.InDelta(t, tt.next, till.Index(1), Delta)
 			assert.Equal(t, tt.all, till.Length())

pkg/indicator/tma.go

@@ -6,6 +6,7 @@ import (
 
 // Refer: Triangular Moving Average
 // Refer URL: https://ja.wikipedia.org/wiki/移動平均
+//
 //go:generate callbackgen -type TMA
 type TMA struct {
 	types.SeriesBase
@@ -24,21 +25,15 @@ func (inc *TMA) Update(value float64) {
 	}
 
 	inc.s1.Update(value)
-	inc.s2.Update(inc.s1.Last())
+	inc.s2.Update(inc.s1.Last(0))
 }
 
-func (inc *TMA) Last() float64 {
+func (inc *TMA) Last(i int) float64 {
-	if inc.s2 == nil {
+	return inc.s2.Last(i)
-		return 0
-	}
-	return inc.s2.Last()
 }
 
 func (inc *TMA) Index(i int) float64 {
-	if inc.s2 == nil {
+	return inc.Last(i)
-		return 0
-	}
-	return inc.s2.Index(i)
 }
 
 func (inc *TMA) Length() int {
@@ -58,12 +53,12 @@ func (inc *TMA) CalculateAndUpdate(allKLines []types.KLine) {
 	if inc.s1 == nil {
 		for _, k := range allKLines {
 			inc.PushK(k)
-			inc.EmitUpdate(inc.Last())
+			inc.EmitUpdate(inc.Last(0))
 		}
 	} else {
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 

pkg/indicator/tsi.go

@@ -9,6 +9,7 @@ import (
 
 // Refer: True Strength Index
 // Refer URL: https://www.investopedia.com/terms/t/tsi.asp
+//
 //go:generate callbackgen -type TSI
 type TSI struct {
 	types.SeriesBase
@@ -66,10 +67,10 @@ func (inc *TSI) Update(value float64) {
 	apc := math.Abs(pc)
 	inc.Apcs.Update(apc)
 
-	inc.Pcds.Update(inc.Pcs.Last())
+	inc.Pcds.Update(inc.Pcs.Last(0))
-	inc.Apcds.Update(inc.Apcs.Last())
+	inc.Apcds.Update(inc.Apcs.Last(0))
 
-	tsi := (inc.Pcds.Last() / inc.Apcds.Last()) * 100.
+	tsi := (inc.Pcds.Last(0) / inc.Apcds.Last(0)) * 100.
 	inc.Values.Push(tsi)
 	if inc.Values.Length() > MaxNumOfEWMA {
 		inc.Values = inc.Values[MaxNumOfEWMATruncateSize-1:]
@@ -80,12 +81,12 @@ func (inc *TSI) Length() int {
 	return inc.Values.Length()
 }
 
-func (inc *TSI) Last() float64 {
+func (inc *TSI) Last(i int) float64 {
-	return inc.Values.Last()
+	return inc.Values.Last(i)
 }
 
 func (inc *TSI) Index(i int) float64 {
-	return inc.Values.Index(i)
+	return inc.Last(i)
 }
 
 func (inc *TSI) PushK(k types.KLine) {

pkg/indicator/tsi_test.go

@@ -32,5 +32,5 @@ func Test_TSI(t *testing.T) {
 	}
 	assert.Equal(t, tsi.Length(), 29)
 	Delta := 1.5e-2
-	assert.InDelta(t, tsi.Last(), 22.89, Delta)
+	assert.InDelta(t, tsi.Last(0), 22.89, Delta)
 }

pkg/indicator/utBotAlert.go

@@ -70,20 +70,20 @@ func (inc *UtBotAlert) Update(highPrice, lowPrice, closePrice float64) {
 	// Update ATR
 	inc.AverageTrueRange.Update(highPrice, lowPrice, closePrice)
 
-	nLoss := inc.AverageTrueRange.Last() * inc.KeyValue
+	nLoss := inc.AverageTrueRange.Last(0) * inc.KeyValue
 
 	// xATRTrailingStop
 	if inc.xATRTrailingStop.Length() == 0 {
 		// For first run
 		inc.xATRTrailingStop.Update(0)
 
-	} else if closePrice > inc.xATRTrailingStop.Index(1) && inc.previousClosePrice > inc.xATRTrailingStop.Index(1) {
+	} else if closePrice > inc.xATRTrailingStop.Last(1) && inc.previousClosePrice > inc.xATRTrailingStop.Last(1) {
-		inc.xATRTrailingStop.Update(math.Max(inc.xATRTrailingStop.Index(1), closePrice-nLoss))
+		inc.xATRTrailingStop.Update(math.Max(inc.xATRTrailingStop.Last(1), closePrice-nLoss))
 
-	} else if closePrice < inc.xATRTrailingStop.Index(1) && inc.previousClosePrice < inc.xATRTrailingStop.Index(1) {
+	} else if closePrice < inc.xATRTrailingStop.Last(1) && inc.previousClosePrice < inc.xATRTrailingStop.Last(1) {
-		inc.xATRTrailingStop.Update(math.Min(inc.xATRTrailingStop.Index(1), closePrice+nLoss))
+		inc.xATRTrailingStop.Update(math.Min(inc.xATRTrailingStop.Last(1), closePrice+nLoss))
 
-	} else if closePrice > inc.xATRTrailingStop.Index(1) {
+	} else if closePrice > inc.xATRTrailingStop.Last(1) {
 		inc.xATRTrailingStop.Update(closePrice - nLoss)
 
 	} else {
@@ -91,19 +91,19 @@ func (inc *UtBotAlert) Update(highPrice, lowPrice, closePrice float64) {
 	}
 
 	// pos
-	if inc.previousClosePrice < inc.xATRTrailingStop.Index(1) && closePrice > inc.xATRTrailingStop.Index(1) {
+	if inc.previousClosePrice < inc.xATRTrailingStop.Last(1) && closePrice > inc.xATRTrailingStop.Last(1) {
 		inc.pos = types.DirectionUp
-	} else if inc.previousClosePrice > inc.xATRTrailingStop.Index(1) && closePrice < inc.xATRTrailingStop.Index(1) {
+	} else if inc.previousClosePrice > inc.xATRTrailingStop.Last(1) && closePrice < inc.xATRTrailingStop.Last(1) {
 		inc.pos = types.DirectionDown
 	} else {
 		inc.pos = inc.previousPos
 	}
 
-	above := closePrice > inc.xATRTrailingStop.Last() && inc.previousClosePrice < inc.xATRTrailingStop.Index(1)
+	above := closePrice > inc.xATRTrailingStop.Last(0) && inc.previousClosePrice < inc.xATRTrailingStop.Last(1)
-	below := closePrice < inc.xATRTrailingStop.Last() && inc.previousClosePrice > inc.xATRTrailingStop.Index(1)
+	below := closePrice < inc.xATRTrailingStop.Last(0) && inc.previousClosePrice > inc.xATRTrailingStop.Last(1)
 
-	buy := closePrice > inc.xATRTrailingStop.Last() && above  // buy
+	buy := closePrice > inc.xATRTrailingStop.Last(0) && above  // buy
-	sell := closePrice < inc.xATRTrailingStop.Last() && below // sell
+	sell := closePrice < inc.xATRTrailingStop.Last(0) && below // sell
 
 	inc.buyValue.Push(buy)
 	inc.sellValue.Push(sell)

pkg/indicator/v2_atr_test.go

@@ -71,7 +71,7 @@ func Test_ATR2(t *testing.T) {
 				stream.EmitKLineClosed(k)
 			}
 
-			got := atr.Last()
+			got := atr.Last(0)
 			diff := math.Trunc((got-tt.want)*100) / 100
 			if diff != 0 {
 				t.Errorf("ATR2() = %v, want %v", got, tt.want)

pkg/indicator/v2_ewma.go

@@ -30,7 +30,7 @@ func (s *EWMAStream) calculateAndPush(v float64) {
 }
 
 func (s *EWMAStream) calculate(v float64) float64 {
-	last := s.slice.Last()
+	last := s.slice.Last(0)
 	m := s.multiplier
 	return (1.0-m)*last + m*v
 }

pkg/indicator/v2_rsi.go

@@ -32,8 +32,8 @@ func (s *RSIStream) calculate(_ float64) float64 {
 	var sourceLen = s.source.Length()
 	var limit = min(s.window, sourceLen)
 	for i := 0; i < limit; i++ {
-		value := s.source.Index(i)
+		value := s.source.Last(i)
-		prev := s.source.Index(i + 1)
+		prev := s.source.Last(i + 1)
 		change := value - prev
 		if change >= 0 {
 			gainSum += change

pkg/indicator/v2_tr_test.go

@@ -72,7 +72,7 @@ func Test_TR_and_RMA(t *testing.T) {
 				stream.EmitKLineClosed(k)
 			}
 
-			got := rma.Last()
+			got := rma.Last(0)
 			diff := math.Trunc((got-tt.want)*100) / 100
 			if diff != 0 {
 				t.Errorf("RMA(TR()) = %v, want %v", got, tt.want)

pkg/indicator/vidya.go

@@ -58,18 +58,18 @@ func (inc *VIDYA) Update(value float64) {
 	change := types.Change(&inc.input)
 	CMO := math.Abs(types.Sum(change, inc.Window) / types.Sum(types.Abs(change), inc.Window))
 	alpha := 2. / float64(inc.Window+1)
-	inc.Values.Push(value*alpha*CMO + inc.Values.Last()*(1.-alpha*CMO))
+	inc.Values.Push(value*alpha*CMO + inc.Values.Last(0)*(1.-alpha*CMO))
 	if inc.Values.Length() > MaxNumOfEWMA {
 		inc.Values = inc.Values[MaxNumOfEWMATruncateSize-1:]
 	}
 }
 
-func (inc *VIDYA) Last() float64 {
+func (inc *VIDYA) Last(i int) float64 {
-	return inc.Values.Last()
+	return inc.Values.Last(i)
 }
 
 func (inc *VIDYA) Index(i int) float64 {
-	return inc.Values.Index(i)
+	return inc.Last(i)
 }
 
 func (inc *VIDYA) Length() int {
@@ -86,12 +86,12 @@ func (inc *VIDYA) CalculateAndUpdate(allKLines []types.KLine) {
 	if inc.input.Length() == 0 {
 		for _, k := range allKLines {
 			inc.PushK(k)
-			inc.EmitUpdate(inc.Last())
+			inc.EmitUpdate(inc.Last(0))
 		}
 	} else {
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 

pkg/indicator/vidya_test.go

@@ -10,10 +10,10 @@ import (
 func Test_VIDYA(t *testing.T) {
 	vidya := &VIDYA{IntervalWindow: types.IntervalWindow{Window: 16}}
 	vidya.Update(1)
-	assert.Equal(t, vidya.Last(), 1.)
+	assert.Equal(t, vidya.Last(0), 1.)
 	vidya.Update(2)
 	newV := 2./17.*2. + 1.*(1.-2./17.)
-	assert.Equal(t, vidya.Last(), newV)
+	assert.Equal(t, vidya.Last(0), newV)
 	vidya.Update(1)
-	assert.Equal(t, vidya.Last(), vidya.Index(1))
+	assert.Equal(t, vidya.Last(0), vidya.Index(1))
 }

pkg/indicator/volatility.go

@@ -26,18 +26,12 @@ type Volatility struct {
 	UpdateCallbacks []func(value float64)
 }
 
-func (inc *Volatility) Last() float64 {
+func (inc *Volatility) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0.0
-	}
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *Volatility) Index(i int) float64 {
-	if len(inc.Values)-i <= 0 {
+	return inc.Last(i)
-		return 0.0
-	}
-	return inc.Values[len(inc.Values)-i-1]
 }
 
 func (inc *Volatility) Length() int {

pkg/indicator/vwap.go

@@ -56,20 +56,12 @@ func (inc *VWAP) Update(price, volume float64) {
 	inc.Values.Push(vwap)
 }
 
-func (inc *VWAP) Last() float64 {
+func (inc *VWAP) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0.0
-	}
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *VWAP) Index(i int) float64 {
-	length := len(inc.Values)
+	return inc.Last(i)
-	if length == 0 || length-i-1 < 0 {
-		return 0
-	}
-
-	return inc.Values[length-i-1]
 }
 
 func (inc *VWAP) Length() int {
@@ -91,7 +83,7 @@ func (inc *VWAP) CalculateAndUpdate(allKLines []types.KLine) {
 		inc.PushK(k)
 	}
 
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 	inc.EndTime = allKLines[len(allKLines)-1].EndTime.Time()
 }
 
@@ -112,5 +104,5 @@ func calculateVWAP(klines []types.KLine, priceF KLineValueMapper, window int) fl
 	for _, k := range klines {
 		vwap.Update(priceF(k), k.Volume.Float64())
 	}
-	return vwap.Last()
+	return vwap.Last(0)
 }

pkg/indicator/vwma.go

@@ -14,7 +14,7 @@ import (
 //	VWMA = SMA(pv, window) / SMA(volumes, window)
 //
 // Volume Weighted Moving Average
-//- https://www.motivewave.com/studies/volume_weighted_moving_average.htm
+// - https://www.motivewave.com/studies/volume_weighted_moving_average.htm
 //
 // The Volume Weighted Moving Average (VWMA) is a technical analysis indicator that is used to smooth price data and reduce the lag
 // associated with traditional moving averages. It is calculated by taking the weighted moving average of the input data, with the
@@ -36,19 +36,12 @@ type VWMA struct {
 	updateCallbacks []func(value float64)
 }
 
-func (inc *VWMA) Last() float64 {
+func (inc *VWMA) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0.0
-	}
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *VWMA) Index(i int) float64 {
-	length := len(inc.Values)
+	return inc.Last(i)
-	if length == 0 || length-i-1 < 0 {
-		return 0
-	}
-	return inc.Values[length-i-1]
 }
 
 func (inc *VWMA) Length() int {
@@ -70,8 +63,8 @@ func (inc *VWMA) Update(price, volume float64) {
 	inc.PriceVolumeSMA.Update(price * volume)
 	inc.VolumeSMA.Update(volume)
 
-	pv := inc.PriceVolumeSMA.Last()
+	pv := inc.PriceVolumeSMA.Last(0)
-	v := inc.VolumeSMA.Last()
+	v := inc.VolumeSMA.Last(0)
 	vwma := pv / v
 	inc.Values.Push(vwma)
 }
@@ -104,7 +97,7 @@ func (inc *VWMA) CalculateAndUpdate(allKLines []types.KLine) {
 	}
 
 	inc.EndTime = last.EndTime.Time()
-	inc.EmitUpdate(inc.Values.Last())
+	inc.EmitUpdate(inc.Values.Last(0))
 }
 
 func (inc *VWMA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {

pkg/indicator/wdrift.go

@@ -10,6 +10,7 @@ import (
 // Refer: https://tradingview.com/script/aDymGrFx-Drift-Study-Inspired-by-Monte-Carlo-Simulations-with-BM-KL/
 // Brownian Motion's drift factor
 // could be used in Monte Carlo Simulations
+//
 //go:generate callbackgen -type WeightedDrift
 type WeightedDrift struct {
 	types.SeriesBase
@@ -54,7 +55,7 @@ func (inc *WeightedDrift) Update(value float64, weight float64) {
 	}
 	if inc.chng.Length() >= inc.Window {
 		stdev := types.Stdev(inc.chng, inc.Window)
-		drift := inc.MA.Last() - stdev*stdev*0.5
+		drift := inc.MA.Last(0) - stdev*stdev*0.5
 		inc.Values.Push(drift)
 	}
 }
@@ -77,7 +78,7 @@ func (inc *WeightedDrift) ZeroPoint() float64 {
 	} else {
 		return N2
 	}*/
-	return inc.LastValue * math.Exp(window*(0.5*stdev*stdev)+chng-inc.MA.Last()*window)
+	return inc.LastValue * math.Exp(window*(0.5*stdev*stdev)+chng-inc.MA.Last(0)*window)
 }
 
 func (inc *WeightedDrift) Clone() (out *WeightedDrift) {
@@ -100,17 +101,11 @@ func (inc *WeightedDrift) TestUpdate(value float64, weight float64) *WeightedDri
 }
 
 func (inc *WeightedDrift) Index(i int) float64 {
-	if inc.Values == nil {
+	return inc.Last(i)
-		return 0
-	}
-	return inc.Values.Index(i)
 }
 
-func (inc *WeightedDrift) Last() float64 {
+func (inc *WeightedDrift) Last(i int) float64 {
-	if inc.Values.Length() == 0 {
+	return inc.Values.Last(i)
-		return 0
-	}
-	return inc.Values.Last()
 }
 
 func (inc *WeightedDrift) Length() int {
@@ -130,12 +125,12 @@ func (inc *WeightedDrift) CalculateAndUpdate(allKLines []types.KLine) {
 	if inc.chng == nil {
 		for _, k := range allKLines {
 			inc.PushK(k)
-			inc.EmitUpdate(inc.Last())
+			inc.EmitUpdate(inc.Last(0))
 		}
 	} else {
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 

pkg/indicator/wwma.go

@@ -33,25 +33,17 @@ func (inc *WWMA) Update(value float64) {
 		inc.Values = inc.Values[MaxNumOfWWMATruncateSize-1:]
 	}
 
-	last := inc.Last()
+	last := inc.Last(0)
 	wma := last + (value-last)/float64(inc.Window)
 	inc.Values.Push(wma)
 }
 
-func (inc *WWMA) Last() float64 {
+func (inc *WWMA) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *WWMA) Index(i int) float64 {
-	if i >= len(inc.Values) {
+	return inc.Last(i)
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1-i]
 }
 
 func (inc *WWMA) Length() int {
@@ -76,7 +68,7 @@ func (inc *WWMA) CalculateAndUpdate(allKLines []types.KLine) {
 		if doable {
 			inc.PushK(k)
 			inc.LastOpenTime = k.StartTime.Time()
-			inc.EmitUpdate(inc.Last())
+			inc.EmitUpdate(inc.Last(0))
 		}
 	}
 }

pkg/indicator/zlema.go

@@ -27,17 +27,14 @@ type ZLEMA struct {
 }
 
 func (inc *ZLEMA) Index(i int) float64 {
-	if inc.zlema == nil {
+	return inc.Last(i)
-		return 0
-	}
-	return inc.zlema.Index(i)
 }
 
-func (inc *ZLEMA) Last() float64 {
+func (inc *ZLEMA) Last(i int) float64 {
 	if inc.zlema == nil {
 		return 0
 	}
-	return inc.zlema.Last()
+	return inc.zlema.Last(i)
 }
 
 func (inc *ZLEMA) Length() int {
@@ -74,12 +71,12 @@ func (inc *ZLEMA) CalculateAndUpdate(allKLines []types.KLine) {
 	if inc.zlema == nil {
 		for _, k := range allKLines {
 			inc.PushK(k)
-			inc.EmitUpdate(inc.Last())
+			inc.EmitUpdate(inc.Last(0))
 		}
 	} else {
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 

pkg/indicator/zlema_test.go

@@ -46,7 +46,7 @@ func Test_ZLEMA(t *testing.T) {
 		t.Run(tt.name, func(t *testing.T) {
 			zlema := ZLEMA{IntervalWindow: types.IntervalWindow{Window: 16}}
 			zlema.CalculateAndUpdate(tt.kLines)
-			last := zlema.Last()
+			last := zlema.Last(0)
 			assert.InDelta(t, tt.want, last, Delta)
 			assert.InDelta(t, tt.next, zlema.Index(1), Delta)
 			assert.Equal(t, tt.all, zlema.Length())

pkg/risk/dynamicrisk/dynamic_exposure.go

@@ -59,9 +59,9 @@ func (d *DynamicExposureBollBand) initialize(symbol string, session *bbgo.Exchan
 
 // getMaxExposure returns the max exposure
 func (d *DynamicExposureBollBand) getMaxExposure(price float64, trend types.Direction) (fixedpoint.Value, error) {
-	downBand := d.dynamicExposureBollBand.DownBand.Last()
+	downBand := d.dynamicExposureBollBand.DownBand.Last(0)
-	upBand := d.dynamicExposureBollBand.UpBand.Last()
+	upBand := d.dynamicExposureBollBand.UpBand.Last(0)
-	sma := d.dynamicExposureBollBand.SMA.Last()
+	sma := d.dynamicExposureBollBand.SMA.Last(0)
 	log.Infof("dynamicExposureBollBand bollinger band: up %f sma %f down %f", upBand, sma, downBand)
 
 	bandPercentage := 0.0

pkg/risk/dynamicrisk/dynamic_spread.go

@@ -114,7 +114,7 @@ func (ds *DynamicAmpSpread) update(kline types.KLine) {
 
 func (ds *DynamicAmpSpread) getAskSpread() (askSpread float64, err error) {
 	if ds.AskSpreadScale != nil && ds.dynamicAskSpread.Length() >= ds.Window {
-		askSpread, err = ds.AskSpreadScale.Scale(ds.dynamicAskSpread.Last())
+		askSpread, err = ds.AskSpreadScale.Scale(ds.dynamicAskSpread.Last(0))
 		if err != nil {
 			log.WithError(err).Errorf("can not calculate dynamicAskSpread")
 			return 0, err
@@ -128,7 +128,7 @@ func (ds *DynamicAmpSpread) getAskSpread() (askSpread float64, err error) {
 
 func (ds *DynamicAmpSpread) getBidSpread() (bidSpread float64, err error) {
 	if ds.BidSpreadScale != nil && ds.dynamicBidSpread.Length() >= ds.Window {
-		bidSpread, err = ds.BidSpreadScale.Scale(ds.dynamicBidSpread.Last())
+		bidSpread, err = ds.BidSpreadScale.Scale(ds.dynamicBidSpread.Last(0))
 		if err != nil {
 			log.WithError(err).Errorf("can not calculate dynamicBidSpread")
 			return 0, err
@@ -224,12 +224,12 @@ func (ds *DynamicSpreadBollWidthRatio) getWeightedBBWidthRatio(positiveSigmoid b
 	//   - To ask spread, the higher neutral band get greater ratio
 	//   - To bid spread, the lower neutral band get greater ratio
 
-	defaultMid := ds.defaultBoll.SMA.Last()
+	defaultMid := ds.defaultBoll.SMA.Last(0)
-	defaultUpper := ds.defaultBoll.UpBand.Last()
+	defaultUpper := ds.defaultBoll.UpBand.Last(0)
-	defaultLower := ds.defaultBoll.DownBand.Last()
+	defaultLower := ds.defaultBoll.DownBand.Last(0)
 	defaultWidth := defaultUpper - defaultLower
-	neutralUpper := ds.neutralBoll.UpBand.Last()
+	neutralUpper := ds.neutralBoll.UpBand.Last(0)
-	neutralLower := ds.neutralBoll.DownBand.Last()
+	neutralLower := ds.neutralBoll.DownBand.Last(0)
 	factor := defaultWidth / ds.Sensitivity
 	var weightedUpper, weightedLower, weightedDivUpper, weightedDivLower float64
 	if positiveSigmoid {

pkg/strategy/audacitymaker/orderflow.go

@@ -92,7 +92,7 @@ func (s *PerTrade) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
 			// min-max scaling
 			ofsMax := orderFlowSize.Tail(100).Max()
 			ofsMin := orderFlowSize.Tail(100).Min()
-			ofsMinMax := (orderFlowSize.Last() - ofsMin) / (ofsMax - ofsMin)
+			ofsMinMax := (orderFlowSize.Last(0) - ofsMin) / (ofsMax - ofsMin)
 			// preserves temporal dependency via polar encoded angles
 			orderFlowSizeMinMax.Push(ofsMinMax)
 		}
@@ -102,7 +102,7 @@ func (s *PerTrade) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
 			// min-max scaling
 			ofnMax := orderFlowNumber.Tail(100).Max()
 			ofnMin := orderFlowNumber.Tail(100).Min()
-			ofnMinMax := (orderFlowNumber.Last() - ofnMin) / (ofnMax - ofnMin)
+			ofnMinMax := (orderFlowNumber.Last(0) - ofnMin) / (ofnMax - ofnMin)
 			// preserves temporal dependency via polar encoded angles
 			orderFlowNumberMinMax.Push(ofnMinMax)
 		}
@@ -167,9 +167,9 @@ func (s *PerTrade) placeTrade(ctx context.Context, side types.SideType, quantity
 
 func outlier(fs floats.Slice, multiplier float64) int {
 	stddev := stat.StdDev(fs, nil)
-	if fs.Last() > fs.Mean()+multiplier*stddev {
+	if fs.Last(0) > fs.Mean()+multiplier*stddev {
 		return 1
-	} else if fs.Last() < fs.Mean()-multiplier*stddev {
+	} else if fs.Last(0) < fs.Mean()-multiplier*stddev {
 		return -1
 	}
 	return 0

pkg/strategy/bollgrid/strategy.go

@@ -135,7 +135,7 @@ func (s *Strategy) generateGridBuyOrders(session *bbgo.ExchangeSession) ([]types
 	ema99 := s.StandardIndicatorSet.EWMA(types.IntervalWindow{Interval: s.Interval, Window: 99})
 	ema25 := s.StandardIndicatorSet.EWMA(types.IntervalWindow{Interval: s.Interval, Window: 25})
 	ema7 := s.StandardIndicatorSet.EWMA(types.IntervalWindow{Interval: s.Interval, Window: 7})
-	if ema7.Last() > ema25.Last()*1.001 && ema25.Last() > ema99.Last()*1.0005 {
+	if ema7.Last(0) > ema25.Last(0)*1.001 && ema25.Last(0) > ema99.Last(0)*1.0005 {
 		log.Infof("all ema lines trend up, skip buy")
 		return nil, nil
 	}
@@ -202,7 +202,7 @@ func (s *Strategy) generateGridSellOrders(session *bbgo.ExchangeSession) ([]type
 	ema99 := s.StandardIndicatorSet.EWMA(types.IntervalWindow{Interval: s.Interval, Window: 99})
 	ema25 := s.StandardIndicatorSet.EWMA(types.IntervalWindow{Interval: s.Interval, Window: 25})
 	ema7 := s.StandardIndicatorSet.EWMA(types.IntervalWindow{Interval: s.Interval, Window: 7})
-	if ema7.Last() < ema25.Last()*(1-0.004) && ema25.Last() < ema99.Last()*(1-0.0005) {
+	if ema7.Last(0) < ema25.Last(0)*(1-0.004) && ema25.Last(0) < ema99.Last(0)*(1-0.0005) {
 		log.Infof("all ema lines trend down, skip sell")
 		return nil, nil
 	}

pkg/strategy/bollmaker/dynamic_spread.go

@@ -126,7 +126,7 @@ func (ds *DynamicSpreadAmpSettings) update(kline types.KLine) {
 
 func (ds *DynamicSpreadAmpSettings) getAskSpread() (askSpread float64, err error) {
 	if ds.AskSpreadScale != nil && ds.dynamicAskSpread.Length() >= ds.Window {
-		askSpread, err = ds.AskSpreadScale.Scale(ds.dynamicAskSpread.Last())
+		askSpread, err = ds.AskSpreadScale.Scale(ds.dynamicAskSpread.Last(0))
 		if err != nil {
 			log.WithError(err).Errorf("can not calculate dynamicAskSpread")
 			return 0, err
@@ -140,7 +140,7 @@ func (ds *DynamicSpreadAmpSettings) getAskSpread() (askSpread float64, err error
 
 func (ds *DynamicSpreadAmpSettings) getBidSpread() (bidSpread float64, err error) {
 	if ds.BidSpreadScale != nil && ds.dynamicBidSpread.Length() >= ds.Window {
-		bidSpread, err = ds.BidSpreadScale.Scale(ds.dynamicBidSpread.Last())
+		bidSpread, err = ds.BidSpreadScale.Scale(ds.dynamicBidSpread.Last(0))
 		if err != nil {
 			log.WithError(err).Errorf("can not calculate dynamicBidSpread")
 			return 0, err
@@ -224,12 +224,12 @@ func (ds *DynamicSpreadBollWidthRatioSettings) getWeightedBBWidthRatio(positiveS
 	//   - To ask spread, the higher neutral band get greater ratio
 	//   - To bid spread, the lower neutral band get greater ratio
 
-	defaultMid := ds.defaultBoll.SMA.Last()
+	defaultMid := ds.defaultBoll.SMA.Last(0)
-	defaultUpper := ds.defaultBoll.UpBand.Last()
+	defaultUpper := ds.defaultBoll.UpBand.Last(0)
-	defaultLower := ds.defaultBoll.DownBand.Last()
+	defaultLower := ds.defaultBoll.DownBand.Last(0)
 	defaultWidth := defaultUpper - defaultLower
-	neutralUpper := ds.neutralBoll.UpBand.Last()
+	neutralUpper := ds.neutralBoll.UpBand.Last(0)
-	neutralLower := ds.neutralBoll.DownBand.Last()
+	neutralLower := ds.neutralBoll.DownBand.Last(0)
 	factor := defaultWidth / ds.Sensitivity
 	var weightedUpper, weightedLower, weightedDivUpper, weightedDivLower float64
 	if positiveSigmoid {

pkg/strategy/bollmaker/strategy.go

@@ -278,9 +278,9 @@ func (s *Strategy) placeOrders(ctx context.Context, midPrice fixedpoint.Value, k
 	baseBalance, hasBaseBalance := balances[s.Market.BaseCurrency]
 	quoteBalance, hasQuoteBalance := balances[s.Market.QuoteCurrency]
 
-	downBand := s.defaultBoll.DownBand.Last()
+	downBand := s.defaultBoll.DownBand.Last(0)
-	upBand := s.defaultBoll.UpBand.Last()
+	upBand := s.defaultBoll.UpBand.Last(0)
-	sma := s.defaultBoll.SMA.Last()
+	sma := s.defaultBoll.SMA.Last(0)
 	log.Infof("%s bollinger band: up %f sma %f down %f", s.Symbol, upBand, sma, downBand)
 
 	bandPercentage := calculateBandPercentage(upBand, downBand, sma, midPrice.Float64())
@@ -351,7 +351,7 @@ func (s *Strategy) placeOrders(ctx context.Context, midPrice fixedpoint.Value, k
 	// WHEN: price breaks the upper band (price > window 2) == strongUpTrend
 	// THEN: we apply strongUpTrend skew
 	if s.TradeInBand {
-		if !inBetween(midPrice.Float64(), s.neutralBoll.DownBand.Last(), s.neutralBoll.UpBand.Last()) {
+		if !inBetween(midPrice.Float64(), s.neutralBoll.DownBand.Last(0), s.neutralBoll.UpBand.Last(0)) {
 			log.Infof("tradeInBand is set, skip placing orders when the price is outside of the band")
 			return
 		}
@@ -410,7 +410,7 @@ func (s *Strategy) placeOrders(ctx context.Context, midPrice fixedpoint.Value, k
 		canSell = false
 	}
 
-	if s.BuyBelowNeutralSMA && midPrice.Float64() > s.neutralBoll.SMA.Last() {
+	if s.BuyBelowNeutralSMA && midPrice.Float64() > s.neutralBoll.SMA.Last(0) {
 		canBuy = false
 	}
 

pkg/strategy/bollmaker/trend.go

@@ -12,7 +12,7 @@ const (
 )
 
 func detectPriceTrend(inc *indicator.BOLL, price float64) PriceTrend {
-	if inBetween(price, inc.DownBand.Last(), inc.UpBand.Last()) {
+	if inBetween(price, inc.DownBand.Last(0), inc.UpBand.Last(0)) {
 		return NeutralTrend
 	}
 

pkg/strategy/drift/driftma.go

@@ -17,19 +17,19 @@ func (s *DriftMA) Update(value, weight float64) {
 	if s.ma1.Length() == 0 {
 		return
 	}
-	s.drift.Update(s.ma1.Last(), weight)
+	s.drift.Update(s.ma1.Last(0), weight)
 	if s.drift.Length() == 0 {
 		return
 	}
-	s.ma2.Update(s.drift.Last())
+	s.ma2.Update(s.drift.Last(0))
 }
 
-func (s *DriftMA) Last() float64 {
+func (s *DriftMA) Last(int) float64 {
-	return s.ma2.Last()
+	return s.ma2.Last(0)
 }
 
 func (s *DriftMA) Index(i int) float64 {
-	return s.ma2.Index(i)
+	return s.ma2.Last(i)
 }
 
 func (s *DriftMA) Length() int {

pkg/strategy/drift/stoploss.go

@@ -9,7 +9,7 @@ func (s *Strategy) CheckStopLoss() bool {
 		}
 	}
 	if s.UseAtr {
-		atr := s.atr.Last()
+		atr := s.atr.Last(0)
 		if s.sellPrice > 0 && s.sellPrice+atr <= s.highestPrice ||
 			s.buyPrice > 0 && s.buyPrice-atr >= s.lowestPrice {
 			return true

pkg/strategy/drift/strategy.go

@@ -261,8 +261,8 @@ func (s *Strategy) initIndicators(store *bbgo.SerialMarketDataStore) error {
 		high := kline.High.Float64()
 		low := kline.Low.Float64()
 		s.ma.Update(source)
-		s.stdevHigh.Update(high - s.ma.Last())
+		s.stdevHigh.Update(high - s.ma.Last(0))
-		s.stdevLow.Update(s.ma.Last() - low)
+		s.stdevLow.Update(s.ma.Last(0) - low)
 		s.drift.Update(source, kline.Volume.Abs().Float64())
 		s.trendLine.Update(source)
 		s.atr.PushK(kline)
@@ -485,7 +485,7 @@ func (s *Strategy) klineHandlerMin(ctx context.Context, kline types.KLine, count
 		return
 	}
 	// for doing the trailing stoploss during backtesting
-	atr := s.atr.Last()
+	atr := s.atr.Last(0)
 	price := s.getLastPrice()
 	pricef := price.Float64()
 
@@ -538,7 +538,7 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine, counter
 
 	s.drift.Update(sourcef, kline.Volume.Abs().Float64())
 	s.atr.PushK(kline)
-	atr := s.atr.Last()
+	atr := s.atr.Last(0)
 
 	price := kline.Close // s.getLastPrice()
 	pricef := price.Float64()
@@ -563,7 +563,7 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine, counter
 		return
 	}
 
-	log.Infof("highdiff: %3.2f open: %8v, close: %8v, high: %8v, low: %8v, time: %v %v", s.stdevHigh.Last(), kline.Open, kline.Close, kline.High, kline.Low, kline.StartTime, kline.EndTime)
+	log.Infof("highdiff: %3.2f open: %8v, close: %8v, high: %8v, low: %8v, time: %v %v", s.stdevHigh.Last(0), kline.Open, kline.Close, kline.High, kline.Low, kline.StartTime, kline.EndTime)
 
 	s.positionLock.Lock()
 	if s.lowestPrice > 0 && lowf < s.lowestPrice {
@@ -596,7 +596,7 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine, counter
 	shortCondition := drift[1] >= 0 && drift[0] <= 0 || (drift[1] >= drift[0] && drift[1] <= 0) || ddrift[1] >= 0 && ddrift[0] <= 0 || (ddrift[1] >= ddrift[0] && ddrift[1] <= 0)
 	longCondition := drift[1] <= 0 && drift[0] >= 0 || (drift[1] <= drift[0] && drift[1] >= 0) || ddrift[1] <= 0 && ddrift[0] >= 0 || (ddrift[1] <= ddrift[0] && ddrift[1] >= 0)
 	if shortCondition && longCondition {
-		if s.priceLines.Index(1) > s.priceLines.Last() {
+		if s.priceLines.Index(1) > s.priceLines.Last(0) {
 			longCondition = false
 		} else {
 			shortCondition = false
@@ -625,7 +625,7 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine, counter
 	}
 
 	if longCondition {
-		source = source.Sub(fixedpoint.NewFromFloat(s.stdevLow.Last() * s.HighLowVarianceMultiplier))
+		source = source.Sub(fixedpoint.NewFromFloat(s.stdevLow.Last(0) * s.HighLowVarianceMultiplier))
 		if source.Compare(price) > 0 {
 			source = price
 		}
@@ -654,7 +654,7 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine, counter
 			return
 		}
 
-		log.Infof("source in long %v %v %f", source, price, s.stdevLow.Last())
+		log.Infof("source in long %v %v %f", source, price, s.stdevLow.Last(0))
 
 		o, err := s.SubmitOrder(ctx, *submitOrder)
 		if err != nil {
@@ -675,12 +675,12 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine, counter
 		return
 	}
 	if shortCondition {
-		source = source.Add(fixedpoint.NewFromFloat(s.stdevHigh.Last() * s.HighLowVarianceMultiplier))
+		source = source.Add(fixedpoint.NewFromFloat(s.stdevHigh.Last(0) * s.HighLowVarianceMultiplier))
 		if source.Compare(price) < 0 {
 			source = price
 		}
 
-		log.Infof("source in short: %v %v %f", source, price, s.stdevLow.Last())
+		log.Infof("source in short: %v %v %f", source, price, s.stdevLow.Last(0))
 
 		opt := s.OpenPositionOptions
 		opt.Short = true

pkg/strategy/elliottwave/ewo.go

@@ -11,8 +11,8 @@ func (s *ElliottWave) Index(i int) float64 {
 	return s.maQuick.Index(i)/s.maSlow.Index(i) - 1.0
 }
 
-func (s *ElliottWave) Last() float64 {
+func (s *ElliottWave) Last(int) float64 {
-	return s.maQuick.Last()/s.maSlow.Last() - 1.0
+	return s.maQuick.Last(0)/s.maSlow.Last(0) - 1.0
 }
 
 func (s *ElliottWave) Length() int {

pkg/strategy/elliottwave/strategy.go

@@ -199,12 +199,12 @@ func (s *Strategy) smartCancel(ctx context.Context, pricef float64) int {
 			if s.counter-s.orderPendingCounter[order.OrderID] >= s.PendingMinInterval {
 				toCancel = true
 			} else if order.Side == types.SideTypeBuy {
-				if order.Price.Float64()+s.atr.Last()*2 <= pricef {
+				if order.Price.Float64()+s.atr.Last(0)*2 <= pricef {
 					toCancel = true
 				}
 			} else if order.Side == types.SideTypeSell {
 				// 75% of the probability
-				if order.Price.Float64()-s.atr.Last()*2 >= pricef {
+				if order.Price.Float64()-s.atr.Last(0)*2 >= pricef {
 					toCancel = true
 				}
 			} else {
@@ -425,7 +425,7 @@ func (s *Strategy) klineHandlerMin(ctx context.Context, kline types.KLine) {
 	stoploss := s.Stoploss.Float64()
 	price := s.getLastPrice()
 	pricef := price.Float64()
-	atr := s.atr.Last()
+	atr := s.atr.Last(0)
 
 	numPending := s.smartCancel(ctx, pricef)
 	if numPending > 0 {
@@ -476,7 +476,7 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine) {
 
 	s.smartCancel(ctx, pricef)
 
-	atr := s.atr.Last()
+	atr := s.atr.Last(0)
 	ewo := types.Array(s.ewo, 4)
 	if len(ewo) < 4 {
 		return

pkg/strategy/emastop/strategy.go

@@ -93,7 +93,7 @@ func (s *Strategy) clear(ctx context.Context, orderExecutor bbgo.OrderExecutor)
 
 func (s *Strategy) place(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession, indicator types.Float64Indicator, closePrice fixedpoint.Value) {
 	closePriceF := closePrice.Float64()
-	movingAveragePriceF := indicator.Last()
+	movingAveragePriceF := indicator.Last(0)
 
 	// skip it if it's near zero because it's not loaded yet
 	if movingAveragePriceF < 0.0001 {

pkg/strategy/ewoDgtrd/heikinashi.go

@@ -27,11 +27,11 @@ func NewHeikinAshi(size int) *HeikinAshi {
 
 func (s *HeikinAshi) Print() string {
 	return fmt.Sprintf("Heikin c: %.3f, o: %.3f, h: %.3f, l: %.3f, v: %.3f",
-		s.Close.Last(),
+		s.Close.Last(0),
-		s.Open.Last(),
+		s.Open.Last(0),
-		s.High.Last(),
+		s.High.Last(0),
-		s.Low.Last(),
+		s.Low.Last(0),
-		s.Volume.Last())
+		s.Volume.Last(0))
 }
 
 func (inc *HeikinAshi) Update(kline types.KLine) {
@@ -40,7 +40,7 @@ func (inc *HeikinAshi) Update(kline types.KLine) {
 	high := kline.High.Float64()
 	low := kline.Low.Float64()
 	newClose := (open + high + low + cloze) / 4.
-	newOpen := (inc.Open.Last() + inc.Close.Last()) / 2.
+	newOpen := (inc.Open.Last(0) + inc.Close.Last(0)) / 2.
 	inc.Close.Update(newClose)
 	inc.Open.Update(newOpen)
 	inc.High.Update(math.Max(math.Max(high, newOpen), newClose))

pkg/strategy/ewoDgtrd/strategy.go

@@ -139,7 +139,7 @@ func NewCCISTOCH(i types.Interval, filterHigh, filterLow float64) *CCISTOCH {
 
 func (inc *CCISTOCH) Update(cloze float64) {
 	inc.cci.Update(cloze)
-	inc.stoch.Update(inc.cci.Last(), inc.cci.Last(), inc.cci.Last())
+	inc.stoch.Update(inc.cci.Last(0), inc.cci.Last(0), inc.cci.Last(0))
 	inc.ma.Update(inc.stoch.LastD())
 }
 
@@ -180,19 +180,19 @@ type VWEMA struct {
 	V  types.UpdatableSeries
 }
 
-func (inc *VWEMA) Last() float64 {
+func (inc *VWEMA) Last(int) float64 {
-	return inc.PV.Last() / inc.V.Last()
+	return inc.PV.Last(0) / inc.V.Last(0)
 }
 
 func (inc *VWEMA) Index(i int) float64 {
 	if i >= inc.PV.Length() {
 		return 0
 	}
-	vi := inc.V.Index(i)
+	vi := inc.V.Last(i)
 	if vi == 0 {
 		return 0
 	}
-	return inc.PV.Index(i) / vi
+	return inc.PV.Last(i) / vi
 }
 
 func (inc *VWEMA) Length() int {
@@ -262,11 +262,11 @@ func (s *Strategy) SetupIndicators(store *bbgo.MarketDataStore) {
 		if s.heikinAshi.Close.Length() == 0 {
 			for _, kline := range window {
 				s.heikinAshi.Update(kline)
-				s.ccis.Update(getSource(window).Last())
+				s.ccis.Update(getSource(window).Last(0))
 			}
 		} else {
 			s.heikinAshi.Update(window[len(window)-1])
-			s.ccis.Update(getSource(window).Last())
+			s.ccis.Update(getSource(window).Last(0))
 		}
 	})
 	if s.UseEma {
@@ -283,7 +283,7 @@ func (s *Strategy) SetupIndicators(store *bbgo.MarketDataStore) {
 					ema34.Update(cloze)
 				}
 			} else {
-				cloze := getSource(window).Last()
+				cloze := getSource(window).Last(0)
 				ema5.Update(cloze)
 				ema34.Update(cloze)
 			}
@@ -306,7 +306,7 @@ func (s *Strategy) SetupIndicators(store *bbgo.MarketDataStore) {
 					sma34.Update(cloze)
 				}
 			} else {
-				cloze := getSource(window).Last()
+				cloze := getSource(window).Last(0)
 				sma5.Update(cloze)
 				sma34.Update(cloze)
 			}
@@ -330,14 +330,14 @@ func (s *Strategy) SetupIndicators(store *bbgo.MarketDataStore) {
 			vols := getVol(window)
 			if evwma5.PV.Length() == 0 {
 				for i := clozes.Length() - 1; i >= 0; i-- {
-					price := clozes.Index(i)
+					price := clozes.Last(i)
-					vol := vols.Index(i)
+					vol := vols.Last(i)
 					evwma5.UpdateVal(price, vol)
 					evwma34.UpdateVal(price, vol)
 				}
 			} else {
-				price := clozes.Last()
+				price := clozes.Last(0)
-				vol := vols.Last()
+				vol := vols.Last(0)
 				evwma5.UpdateVal(price, vol)
 				evwma34.UpdateVal(price, vol)
 			}
@@ -363,7 +363,7 @@ func (s *Strategy) SetupIndicators(store *bbgo.MarketDataStore) {
 					sig.Update(ewoValue)
 				}
 			} else {
-				sig.Update(s.ewo.Last())
+				sig.Update(s.ewo.Last(0))
 			}
 		})
 		s.ewoSignal = sig
@@ -381,7 +381,7 @@ func (s *Strategy) SetupIndicators(store *bbgo.MarketDataStore) {
 					sig.Update(ewoValue)
 				}
 			} else {
-				sig.Update(s.ewo.Last())
+				sig.Update(s.ewo.Last(0))
 			}
 		})
 		s.ewoSignal = sig
@@ -398,13 +398,13 @@ func (s *Strategy) SetupIndicators(store *bbgo.MarketDataStore) {
 				// lazy init
 				ewoVals := s.ewo.Reverse()
 				for i, ewoValue := range ewoVals {
-					vol := window.Volume().Index(i)
+					vol := window.Volume().Last(i)
 					sig.PV.Update(ewoValue * vol)
 					sig.V.Update(vol)
 				}
 			} else {
-				vol := window.Volume().Last()
+				vol := window.Volume().Last(0)
-				sig.PV.Update(s.ewo.Last() * vol)
+				sig.PV.Update(s.ewo.Last(0) * vol)
 				sig.V.Update(vol)
 			}
 		})
@@ -663,11 +663,13 @@ func (s *Strategy) GetLastPrice() fixedpoint.Value {
 // - TP by (lastprice < peak price - atr) || (lastprice > bottom price + atr)
 // - SL by s.StopLoss (Abs(price_diff / price) > s.StopLoss)
 // - entry condition on ewo(Elliott wave oscillator) Crosses ewoSignal(ma on ewo, signalWindow)
-//   * buy signal on (crossover on previous K bar and no crossunder on latest K bar)
+//   - buy signal on (crossover on previous K bar and no crossunder on latest K bar)
-//   * sell signal on (crossunder on previous K bar and no crossunder on latest K bar)
+//   - sell signal on (crossunder on previous K bar and no crossunder on latest K bar)
+//
 // - and filtered by the following rules:
-//   * buy: buy signal ON, kline Close > Open, Close > ma5, Close > ma34, CCI Stochastic Buy signal
+//   - buy: buy signal ON, kline Close > Open, Close > ma5, Close > ma34, CCI Stochastic Buy signal
-//   * sell: sell signal ON, kline Close < Open, Close < ma5, Close < ma34, CCI Stochastic Sell signal
+//   - sell: sell signal ON, kline Close < Open, Close < ma5, Close < ma34, CCI Stochastic Sell signal
+//
 // - or entry when ma34 +- atr * 3 gets touched
 // - entry price: latestPrice +- atr / 2 (short,long), close at market price
 // Cancel non-fully filled orders on new signal (either in same direction or not)
@@ -784,8 +786,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	s.SetupIndicators(store)
 
 	// local peak of ewo
-	shortSig := s.ewo.Last() < s.ewo.Index(1) && s.ewo.Index(1) > s.ewo.Index(2)
+	shortSig := s.ewo.Last(0) < s.ewo.Last(1) && s.ewo.Last(1) > s.ewo.Last(2)
-	longSig := s.ewo.Last() > s.ewo.Index(1) && s.ewo.Index(1) < s.ewo.Index(2)
+	longSig := s.ewo.Last(0) > s.ewo.Last(1) && s.ewo.Last(1) < s.ewo.Last(2)
 
 	sellOrderTPSL := func(price fixedpoint.Value) {
 		lastPrice := s.GetLastPrice()
@@ -798,8 +800,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		}
 		balances := session.GetAccount().Balances()
 		quoteBalance := balances[s.Market.QuoteCurrency].Available
-		atr := fixedpoint.NewFromFloat(s.atr.Last())
+		atr := fixedpoint.NewFromFloat(s.atr.Last(0))
-		atrx2 := fixedpoint.NewFromFloat(s.atr.Last() * 2)
+		atrx2 := fixedpoint.NewFromFloat(s.atr.Last(0) * 2)
 		buyall := false
 		if s.bottomPrice.IsZero() || s.bottomPrice.Compare(price) > 0 {
 			s.bottomPrice = price
@@ -809,7 +811,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		spBack := s.sellPrice
 		reason := -1
 		if quoteBalance.Div(lastPrice).Compare(s.Market.MinQuantity) >= 0 && quoteBalance.Compare(s.Market.MinNotional) >= 0 {
-			base := fixedpoint.NewFromFloat(s.ma34.Last())
+			base := fixedpoint.NewFromFloat(s.ma34.Last(0))
 			// TP
 			if lastPrice.Compare(s.sellPrice) < 0 && (longSig ||
 				(!atrx2.IsZero() && base.Sub(atrx2).Compare(lastPrice) >= 0)) {
@@ -903,8 +905,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		}
 		balances := session.GetAccount().Balances()
 		baseBalance := balances[s.Market.BaseCurrency].Available
-		atr := fixedpoint.NewFromFloat(s.atr.Last())
+		atr := fixedpoint.NewFromFloat(s.atr.Last(0))
-		atrx2 := fixedpoint.NewFromFloat(s.atr.Last() * 2)
+		atrx2 := fixedpoint.NewFromFloat(s.atr.Last(0) * 2)
 		sellall := false
 		if s.peakPrice.IsZero() || s.peakPrice.Compare(price) < 0 {
 			s.peakPrice = price
@@ -915,7 +917,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		reason := -1
 		if baseBalance.Compare(s.Market.MinQuantity) >= 0 && baseBalance.Mul(lastPrice).Compare(s.Market.MinNotional) >= 0 {
 			// TP
-			base := fixedpoint.NewFromFloat(s.ma34.Last())
+			base := fixedpoint.NewFromFloat(s.ma34.Last(0))
 			if lastPrice.Compare(s.buyPrice) > 0 && (shortSig ||
 				(!atrx2.IsZero() && base.Add(atrx2).Compare(lastPrice) <= 0)) {
 				sellall = true
@@ -1089,10 +1091,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		balances := session.GetAccount().Balances()
 		baseBalance := balances[s.Market.BaseCurrency].Total()
 		quoteBalance := balances[s.Market.QuoteCurrency].Total()
-		atr := fixedpoint.NewFromFloat(s.atr.Last())
+		atr := fixedpoint.NewFromFloat(s.atr.Last(0))
 		if !s.Environment.IsBackTesting() {
 			log.Infof("Get last price: %v, ewo %f, ewoSig %f, ccis: %f, atr %v, kline: %v, balance[base]: %v balance[quote]: %v",
-				lastPrice, s.ewo.Last(), s.ewoSignal.Last(), s.ccis.ma.Last(), atr, kline, baseBalance, quoteBalance)
+				lastPrice, s.ewo.Last(0), s.ewoSignal.Last(0), s.ccis.ma.Last(0), atr, kline, baseBalance, quoteBalance)
 		}
 
 		if kline.Interval != s.Interval {
@@ -1104,21 +1106,21 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		priceChangeRate := (priceHighest - priceLowest) / priceHighest / 14
 		ewoHighest := types.Highest(s.ewoHistogram, 233)
 
-		s.ewoChangeRate = math.Abs(s.ewoHistogram.Last() / ewoHighest * priceChangeRate)
+		s.ewoChangeRate = math.Abs(s.ewoHistogram.Last(0) / ewoHighest * priceChangeRate)
 
 		longSignal := types.CrossOver(s.ewo, s.ewoSignal)
 		shortSignal := types.CrossUnder(s.ewo, s.ewoSignal)
 
-		base := s.ma34.Last()
+		base := s.ma34.Last(0)
-		sellLine := base + s.atr.Last()*3
+		sellLine := base + s.atr.Last(0)*3
-		buyLine := base - s.atr.Last()*3
+		buyLine := base - s.atr.Last(0)*3
 		clozes := getClose(window)
 		opens := getOpen(window)
 
 		// get trend flags
-		bull := clozes.Last() > opens.Last()
+		bull := clozes.Last(0) > opens.Last(0)
-		breakThrough := clozes.Last() > s.ma5.Last() && clozes.Last() > s.ma34.Last()
+		breakThrough := clozes.Last(0) > s.ma5.Last(0) && clozes.Last(0) > s.ma34.Last(0)
-		breakDown := clozes.Last() < s.ma5.Last() && clozes.Last() < s.ma34.Last()
+		breakDown := clozes.Last(0) < s.ma5.Last(0) && clozes.Last(0) < s.ma34.Last(0)
 
 		// kline breakthrough ma5, ma34 trend up, and cci Stochastic bull
 		IsBull := bull && breakThrough && s.ccis.BuySignal() && s.ewoChangeRate < s.EwoChangeFilterHigh && s.ewoChangeRate > s.EwoChangeFilterLow
@@ -1141,7 +1143,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 
 				// backup, since the s.sellPrice will be cleared when doing ClosePosition
 				sellPrice := s.sellPrice
-				log.Errorf("ewoChangeRate %v, emv %v", s.ewoChangeRate, s.emv.Last())
+				log.Errorf("ewoChangeRate %v, emv %v", s.ewoChangeRate, s.emv.Last(0))
 
 				// calculate report
 				if closeOrder, _ := s.PlaceBuyOrder(ctx, price); closeOrder != nil {
@@ -1175,7 +1177,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 
 				// backup, since the s.buyPrice will be cleared when doing ClosePosition
 				buyPrice := s.buyPrice
-				log.Errorf("ewoChangeRate: %v, emv %v", s.ewoChangeRate, s.emv.Last())
+				log.Errorf("ewoChangeRate: %v, emv %v", s.ewoChangeRate, s.emv.Last(0))
 
 				// calculate report
 				if closeOrder, _ := s.PlaceSellOrder(ctx, price); closeOrder != nil {

pkg/strategy/factorzoo/factors/momentum.go

@@ -34,14 +34,14 @@ func (inc *MOM) Index(i int) float64 {
 	if inc.Values == nil {
 		return 0
 	}
-	return inc.Values.Index(i)
+	return inc.Values.Last(i)
 }
 
-func (inc *MOM) Last() float64 {
+func (inc *MOM) Last(int) float64 {
 	if inc.Values.Length() == 0 {
 		return 0
 	}
-	return inc.Values.Last()
+	return inc.Values.Last(0)
 }
 
 func (inc *MOM) Length() int {
@@ -51,7 +51,7 @@ func (inc *MOM) Length() int {
 	return inc.Values.Length()
 }
 
-//var _ types.SeriesExtend = &MOM{}
+// var _ types.SeriesExtend = &MOM{}
 
 func (inc *MOM) Update(open, close float64) {
 	if inc.SeriesBase.Series == nil {
@@ -62,7 +62,7 @@ func (inc *MOM) Update(open, close float64) {
 	inc.opens.Update(open)
 	inc.closes.Update(close)
 	if inc.opens.Length() >= inc.Window && inc.closes.Length() >= inc.Window {
-		gap := inc.opens.Last()/inc.closes.Index(1) - 1
+		gap := inc.opens.Last(0)/inc.closes.Index(1) - 1
 		inc.Values.Push(gap)
 	}
 }
@@ -72,11 +72,11 @@ func (inc *MOM) CalculateAndUpdate(allKLines []types.KLine) {
 		for _, k := range allKLines {
 			inc.PushK(k)
 		}
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	} else {
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 
@@ -99,7 +99,7 @@ func (inc *MOM) PushK(k types.KLine) {
 
 	inc.Update(k.Open.Float64(), k.Close.Float64())
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }
 
 func calculateMomentum(klines []types.KLine, window int, valA KLineValueMapper, valB KLineValueMapper) (float64, error) {

pkg/strategy/factorzoo/factors/price_mean_reversion.go

@@ -35,12 +35,12 @@ func (inc *PMR) Update(price float64) {
 	}
 	inc.SMA.Update(price)
 	if inc.SMA.Length() >= inc.Window {
-		reversion := inc.SMA.Last() / price
+		reversion := inc.SMA.Last(0) / price
 		inc.Values.Push(reversion)
 	}
 }
 
-func (inc *PMR) Last() float64 {
+func (inc *PMR) Last(int) float64 {
 	if len(inc.Values) == 0 {
 		return 0
 	}
@@ -65,11 +65,11 @@ func (inc *PMR) CalculateAndUpdate(allKLines []types.KLine) {
 		for _, k := range allKLines {
 			inc.PushK(k)
 		}
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	} else {
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 
@@ -92,7 +92,7 @@ func (inc *PMR) PushK(k types.KLine) {
 
 	inc.Update(indicator.KLineClosePriceMapper(k))
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }
 
 func CalculateKLinesPMR(allKLines []types.KLine, window int) float64 {

pkg/strategy/factorzoo/factors/price_volume_divergence.go

@@ -47,7 +47,7 @@ func (inc *PVD) Update(price float64, volume float64) {
 	}
 }
 
-func (inc *PVD) Last() float64 {
+func (inc *PVD) Last(int) float64 {
 	if len(inc.Values) == 0 {
 		return 0
 	}
@@ -72,11 +72,11 @@ func (inc *PVD) CalculateAndUpdate(allKLines []types.KLine) {
 		for _, k := range allKLines {
 			inc.PushK(k)
 		}
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	} else {
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 
@@ -99,7 +99,7 @@ func (inc *PVD) PushK(k types.KLine) {
 
 	inc.Update(indicator.KLineClosePriceMapper(k), indicator.KLineVolumeMapper(k))
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }
 
 func CalculateKLinesPVD(allKLines []types.KLine, window int) float64 {

pkg/strategy/factorzoo/factors/return_rate.go

@@ -30,12 +30,12 @@ func (inc *RR) Update(price float64) {
 		inc.prices = types.NewQueue(inc.Window)
 	}
 	inc.prices.Update(price)
-	irr := inc.prices.Last()/inc.prices.Index(1) - 1
+	irr := inc.prices.Last(0)/inc.prices.Index(1) - 1
 	inc.Values.Push(irr)
 
 }
 
-func (inc *RR) Last() float64 {
+func (inc *RR) Last(int) float64 {
 	if len(inc.Values) == 0 {
 		return 0
 	}
@@ -60,11 +60,11 @@ func (inc *RR) CalculateAndUpdate(allKLines []types.KLine) {
 		for _, k := range allKLines {
 			inc.PushK(k)
 		}
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	} else {
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 
@@ -91,14 +91,14 @@ func (inc *RR) PushK(k types.KLine) {
 
 	inc.Update(indicator.KLineClosePriceMapper(k))
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }
 
 func (inc *RR) LoadK(allKLines []types.KLine) {
 	for _, k := range allKLines {
 		inc.PushK(k)
 	}
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }
 
 //func calculateReturn(klines []types.KLine, window int, val KLineValueMapper) (float64, error) {

pkg/strategy/factorzoo/factors/volume_momentum.go

@@ -33,14 +33,14 @@ func (inc *VMOM) Index(i int) float64 {
 	if inc.Values == nil {
 		return 0
 	}
-	return inc.Values.Index(i)
+	return inc.Values.Last(i)
 }
 
-func (inc *VMOM) Last() float64 {
+func (inc *VMOM) Last(int) float64 {
 	if inc.Values.Length() == 0 {
 		return 0
 	}
-	return inc.Values.Last()
+	return inc.Values.Last(0)
 }
 
 func (inc *VMOM) Length() int {
@@ -59,7 +59,7 @@ func (inc *VMOM) Update(volume float64) {
 	}
 	inc.volumes.Update(volume)
 	if inc.volumes.Length() >= inc.Window {
-		v := inc.volumes.Last() / inc.volumes.Mean()
+		v := inc.volumes.Last(0) / inc.volumes.Mean()
 		inc.Values.Push(v)
 	}
 }
@@ -69,11 +69,11 @@ func (inc *VMOM) CalculateAndUpdate(allKLines []types.KLine) {
 		for _, k := range allKLines {
 			inc.PushK(k)
 		}
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	} else {
 		k := allKLines[len(allKLines)-1]
 		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
+		inc.EmitUpdate(inc.Last(0))
 	}
 }
 
@@ -96,7 +96,7 @@ func (inc *VMOM) PushK(k types.KLine) {
 
 	inc.Update(k.Volume.Float64())
 	inc.EndTime = k.EndTime.Time()
-	inc.EmitUpdate(inc.Last())
+	inc.EmitUpdate(inc.Last(0))
 }
 
 func calculateVolumeMomentum(klines []types.KLine, window int, valV KLineValueMapper, valP KLineValueMapper) (float64, error) {
@@ -110,7 +110,7 @@ func calculateVolumeMomentum(klines []types.KLine, window int, valV KLineValueMa
 		vma += valV(p)
 	}
 	vma /= float64(window)
-	momentum := valV(klines[length-1]) / vma //* (valP(klines[length-1-2]) / valP(klines[length-1]))
+	momentum := valV(klines[length-1]) / vma // * (valP(klines[length-1-2]) / valP(klines[length-1]))
 
 	return momentum, nil
 }

pkg/strategy/factorzoo/linear_regression.go

@@ -104,11 +104,11 @@ func (s *Linear) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.General
 
 		// use the last value from indicators, or the SeriesExtends' predict function. (e.g., look back: 5)
 		input := []float64{
-			s.divergence.Last(),
+			s.divergence.Last(0),
-			s.reversion.Last(),
+			s.reversion.Last(0),
-			s.drift.Last(),
+			s.drift.Last(0),
-			s.momentum.Last(),
+			s.momentum.Last(0),
-			s.volume.Last(),
+			s.volume.Last(0),
 		}
 		pred := model.Predict(input)
 		predLst.Update(pred)

pkg/strategy/fixedmaker/strategy.go

@@ -213,7 +213,7 @@ func (s *Strategy) generateSubmitOrders(ctx context.Context) ([]types.SubmitOrde
 	log.Infof("mid price: %+v", midPrice)
 
 	if s.ATRMultiplier.Float64() > 0 {
-		atr := fixedpoint.NewFromFloat(s.atr.Last())
+		atr := fixedpoint.NewFromFloat(s.atr.Last(0))
 		log.Infof("atr: %s", atr.String())
 		s.HalfSpreadRatio = s.ATRMultiplier.Mul(atr).Div(midPrice)
 		log.Infof("half spread ratio: %s", s.HalfSpreadRatio.String())

pkg/strategy/flashcrash/strategy.go

@@ -75,7 +75,7 @@ func (s *Strategy) updateBidOrders(orderExecutor bbgo.OrderExecutor, session *bb
 		return
 	}
 
-	var startPrice = fixedpoint.NewFromFloat(s.ewma.Last()).Mul(s.Percentage)
+	var startPrice = fixedpoint.NewFromFloat(s.ewma.Last(0)).Mul(s.Percentage)
 
 	var submitOrders []types.SubmitOrder
 	for i := 0; i < s.GridNum; i++ {

pkg/strategy/fmaker/A18.go

@@ -21,7 +21,7 @@ type A18 struct {
 	UpdateCallbacks []func(val float64)
 }
 
-func (inc *A18) Last() float64 {
+func (inc *A18) Last(int) float64 {
 	if len(inc.Values) == 0 {
 		return 0.0
 	}
@@ -84,8 +84,8 @@ func calculateA18(klines []types.KLine, valClose KLineValueMapper) (float64, err
 		closes.Push(valClose(k))
 	}
 
-	delay5 := closes.Index(4)
+	delay5 := closes.Last(4)
-	curr := closes.Index(0)
+	curr := closes.Last(0)
 	alpha := curr / delay5
 
 	return alpha, nil