Add ad indicator

This commit is contained in:
なるみ 2021-05-10 18:12:10 +08:00
parent 95d58e9385
commit 7cc5485bff
2 changed files with 81 additions and 0 deletions

66
pkg/indicator/ad.go Normal file
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package indicator
import (
"time"
"github.com/c9s/bbgo/pkg/types"
)
/*
ad implements accumulation/distribution indicator
Accumulation/Distribution Indicator (A/D)
- https://www.investopedia.com/terms/a/accumulationdistribution.asp
*/
//go:generate callbackgen -type AD
type AD struct {
types.IntervalWindow
Values Float64Slice
PrePrice float64
EndTime time.Time
UpdateCallbacks []func(value float64)
}
func (inc *AD) update(kLine types.KLine) {
close := kLine.Close
high := kLine.High
low := kLine.Low
volume := kLine.Volume
moneyFlowVolume := ((2*close - high - low) / (high - low)) * volume
ad := inc.Last() + moneyFlowVolume
inc.Values.Push(ad)
}
func (inc *AD) Last() float64 {
if len(inc.Values) == 0 {
return 0.0
}
return inc.Values[len(inc.Values)-1]
}
func (inc *AD) calculateAndUpdate(kLines []types.KLine) {
for i, k := range kLines {
if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) {
continue
}
inc.update(k)
inc.EmitUpdate(inc.Last())
inc.EndTime = kLines[i].EndTime
}
}
func (inc *AD) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
if inc.Interval != interval {
return
}
inc.calculateAndUpdate(window)
}
func (inc *AD) Bind(updater KLineWindowUpdater) {
updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
}

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// Code generated by "callbackgen -type AD"; DO NOT EDIT.
package indicator
import ()
func (inc *AD) OnUpdate(cb func(value float64)) {
inc.UpdateCallbacks = append(inc.UpdateCallbacks, cb)
}
func (inc *AD) EmitUpdate(value float64) {
for _, cb := range inc.UpdateCallbacks {
cb(value)
}
}