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Add ad indicator
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parent
95d58e9385
commit
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66
pkg/indicator/ad.go
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66
pkg/indicator/ad.go
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package indicator
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import (
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"time"
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"github.com/c9s/bbgo/pkg/types"
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)
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/*
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ad implements accumulation/distribution indicator
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Accumulation/Distribution Indicator (A/D)
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- https://www.investopedia.com/terms/a/accumulationdistribution.asp
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*/
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//go:generate callbackgen -type AD
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type AD struct {
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types.IntervalWindow
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Values Float64Slice
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PrePrice float64
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EndTime time.Time
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UpdateCallbacks []func(value float64)
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}
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func (inc *AD) update(kLine types.KLine) {
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close := kLine.Close
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high := kLine.High
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low := kLine.Low
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volume := kLine.Volume
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moneyFlowVolume := ((2*close - high - low) / (high - low)) * volume
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ad := inc.Last() + moneyFlowVolume
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inc.Values.Push(ad)
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}
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func (inc *AD) Last() float64 {
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if len(inc.Values) == 0 {
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return 0.0
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}
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return inc.Values[len(inc.Values)-1]
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}
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func (inc *AD) calculateAndUpdate(kLines []types.KLine) {
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for i, k := range kLines {
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if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) {
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continue
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}
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inc.update(k)
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inc.EmitUpdate(inc.Last())
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inc.EndTime = kLines[i].EndTime
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}
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}
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func (inc *AD) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
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if inc.Interval != interval {
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return
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}
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inc.calculateAndUpdate(window)
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}
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func (inc *AD) Bind(updater KLineWindowUpdater) {
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updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
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}
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15
pkg/indicator/ad_callbacks.go
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15
pkg/indicator/ad_callbacks.go
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// Code generated by "callbackgen -type AD"; DO NOT EDIT.
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package indicator
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import ()
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func (inc *AD) OnUpdate(cb func(value float64)) {
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inc.UpdateCallbacks = append(inc.UpdateCallbacks, cb)
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}
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func (inc *AD) EmitUpdate(value float64) {
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for _, cb := range inc.UpdateCallbacks {
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cb(value)
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}
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}
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