indicator: move out subtract stream

pkg/indicator/macd2.go

@@ -72,43 +72,3 @@ func (s *EWMAStream) calculate(v float64) float64 {
 	m := s.multiplier
 	return (1.0-m)*last + m*v
 }
-
-type SubtractStream struct {
-	Float64Updater
-	types.SeriesBase
-
-	a, b, c floats.Slice
-	i       int
-}
-
-func Subtract(a, b Float64Source) *SubtractStream {
-	s := &SubtractStream{}
-	s.SeriesBase.Series = s.c
-
-	a.OnUpdate(func(v float64) {
-		s.a.Push(v)
-		s.calculate()
-	})
-	b.OnUpdate(func(v float64) {
-		s.b.Push(v)
-		s.calculate()
-	})
-	return s
-}
-
-func (s *SubtractStream) calculate() {
-	if s.a.Length() != s.b.Length() {
-		return
-	}
-
-	if s.a.Length() > s.c.Length() {
-		var numNewElems = s.a.Length() - s.c.Length()
-		var tailA = s.a.Tail(numNewElems)
-		var tailB = s.b.Tail(numNewElems)
-		var tailC = tailA.Sub(tailB)
-		for _, f := range tailC {
-			s.c.Push(f)
-			s.EmitUpdate(f)
-		}
-	}
-}

pkg/indicator/subtract.go

@@ -0,0 +1,49 @@
+package indicator
+
+import (
+	"github.com/c9s/bbgo/pkg/datatype/floats"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+// SubtractStream subscribes 2 upstream data, and then subtract these 2 values
+type SubtractStream struct {
+	Float64Updater
+	types.SeriesBase
+
+	a, b, c floats.Slice
+	i       int
+}
+
+// Subtract creates the SubtractStream object
+// subtract := Subtract(longEWMA, shortEWMA)
+func Subtract(a, b Float64Source) *SubtractStream {
+	s := &SubtractStream{}
+	s.SeriesBase.Series = s.c
+
+	a.OnUpdate(func(v float64) {
+		s.a.Push(v)
+		s.calculate()
+	})
+	b.OnUpdate(func(v float64) {
+		s.b.Push(v)
+		s.calculate()
+	})
+	return s
+}
+
+func (s *SubtractStream) calculate() {
+	if s.a.Length() != s.b.Length() {
+		return
+	}
+
+	if s.a.Length() > s.c.Length() {
+		var numNewElems = s.a.Length() - s.c.Length()
+		var tailA = s.a.Tail(numNewElems)
+		var tailB = s.b.Tail(numNewElems)
+		var tailC = tailA.Sub(tailB)
+		for _, f := range tailC {
+			s.c.Push(f)
+			s.EmitUpdate(f)
+		}
+	}
+}