From 8fcc3ee368ef728238c3861e44b9250236edce38 Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Wed, 31 Aug 2022 01:43:40 +0800
Subject: [PATCH] indicator: update pivot low and pivot high indicator

---
 pkg/bbgo/standard_indicator_set.go            |  5 ++
 pkg/indicator/pivothigh.go                    | 65 +++++++++++++++++++
 pkg/indicator/pivothigh_callbacks.go          | 15 +++++
 pkg/indicator/{pivot_low.go => pivotlow.go}   |  0
 .../{pivot_low_test.go => pivotlow_test.go}   |  0
 5 files changed, 85 insertions(+)
 create mode 100644 pkg/indicator/pivothigh.go
 create mode 100644 pkg/indicator/pivothigh_callbacks.go
 rename pkg/indicator/{pivot_low.go => pivotlow.go} (100%)
 rename pkg/indicator/{pivot_low_test.go => pivotlow_test.go} (100%)

diff --git a/pkg/bbgo/standard_indicator_set.go b/pkg/bbgo/standard_indicator_set.go
index 09ef5d082..6de98dbd1 100644
--- a/pkg/bbgo/standard_indicator_set.go
+++ b/pkg/bbgo/standard_indicator_set.go
@@ -81,6 +81,11 @@ func (s *StandardIndicatorSet) VWMA(iw types.IntervalWindow) *indicator.VWMA {
 }
 
 
+func (s *StandardIndicatorSet) PivotHigh(iw types.IntervalWindow) *indicator.PivotHigh {
+	inc := s.allocateSimpleIndicator(&indicator.PivotHigh{IntervalWindow: iw}, iw)
+	return inc.(*indicator.PivotHigh)
+}
+
 func (s *StandardIndicatorSet) PivotLow(iw types.IntervalWindow) *indicator.PivotLow {
 	inc := s.allocateSimpleIndicator(&indicator.PivotLow{IntervalWindow: iw}, iw)
 	return inc.(*indicator.PivotLow)
diff --git a/pkg/indicator/pivothigh.go b/pkg/indicator/pivothigh.go
new file mode 100644
index 000000000..d92bc1df7
--- /dev/null
+++ b/pkg/indicator/pivothigh.go
@@ -0,0 +1,65 @@
+package indicator
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/datatype/floats"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+//go:generate callbackgen -type PivotHigh
+type PivotHigh struct {
+	types.SeriesBase
+
+	types.IntervalWindow
+
+	Lows    floats.Slice
+	Values  floats.Slice
+	EndTime time.Time
+
+	updateCallbacks []func(value float64)
+}
+
+func (inc *PivotHigh) Length() int {
+	return inc.Values.Length()
+}
+
+func (inc *PivotHigh) Last() float64 {
+	if len(inc.Values) == 0 {
+		return 0.0
+	}
+
+	return inc.Values.Last()
+}
+
+func (inc *PivotHigh) Update(value float64) {
+	if len(inc.Lows) == 0 {
+		inc.SeriesBase.Series = inc
+	}
+
+	inc.Lows.Push(value)
+
+	if len(inc.Lows) < inc.Window {
+		return
+	}
+
+	low, ok := calculatePivotHigh(inc.Lows, inc.Window, inc.RightWindow)
+	if !ok {
+		return
+	}
+
+	if low > 0.0 {
+		inc.Values.Push(low)
+	}
+}
+
+func (inc *PivotHigh) PushK(k types.KLine) {
+	if k.EndTime.Before(inc.EndTime) {
+		return
+	}
+
+	inc.Update(k.Low.Float64())
+	inc.EndTime = k.EndTime.Time()
+	inc.EmitUpdate(inc.Last())
+}
+
diff --git a/pkg/indicator/pivothigh_callbacks.go b/pkg/indicator/pivothigh_callbacks.go
new file mode 100644
index 000000000..64891ada0
--- /dev/null
+++ b/pkg/indicator/pivothigh_callbacks.go
@@ -0,0 +1,15 @@
+// Code generated by "callbackgen -type PivotHigh"; DO NOT EDIT.
+
+package indicator
+
+import ()
+
+func (inc *PivotHigh) OnUpdate(cb func(value float64)) {
+	inc.updateCallbacks = append(inc.updateCallbacks, cb)
+}
+
+func (inc *PivotHigh) EmitUpdate(value float64) {
+	for _, cb := range inc.updateCallbacks {
+		cb(value)
+	}
+}
diff --git a/pkg/indicator/pivot_low.go b/pkg/indicator/pivotlow.go
similarity index 100%
rename from pkg/indicator/pivot_low.go
rename to pkg/indicator/pivotlow.go
diff --git a/pkg/indicator/pivot_low_test.go b/pkg/indicator/pivotlow_test.go
similarity index 100%
rename from pkg/indicator/pivot_low_test.go
rename to pkg/indicator/pivotlow_test.go