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indicator: update pivot low and pivot high indicator
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@ -81,6 +81,11 @@ func (s *StandardIndicatorSet) VWMA(iw types.IntervalWindow) *indicator.VWMA {
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}
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func (s *StandardIndicatorSet) PivotHigh(iw types.IntervalWindow) *indicator.PivotHigh {
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inc := s.allocateSimpleIndicator(&indicator.PivotHigh{IntervalWindow: iw}, iw)
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return inc.(*indicator.PivotHigh)
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}
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func (s *StandardIndicatorSet) PivotLow(iw types.IntervalWindow) *indicator.PivotLow {
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inc := s.allocateSimpleIndicator(&indicator.PivotLow{IntervalWindow: iw}, iw)
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return inc.(*indicator.PivotLow)
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65
pkg/indicator/pivothigh.go
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65
pkg/indicator/pivothigh.go
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@ -0,0 +1,65 @@
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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/datatype/floats"
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"github.com/c9s/bbgo/pkg/types"
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)
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//go:generate callbackgen -type PivotHigh
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type PivotHigh struct {
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types.SeriesBase
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types.IntervalWindow
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Lows floats.Slice
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Values floats.Slice
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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 *PivotHigh) Length() int {
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return inc.Values.Length()
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}
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func (inc *PivotHigh) 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.Last()
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}
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func (inc *PivotHigh) Update(value float64) {
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if len(inc.Lows) == 0 {
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inc.SeriesBase.Series = inc
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}
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inc.Lows.Push(value)
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if len(inc.Lows) < inc.Window {
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return
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}
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low, ok := calculatePivotHigh(inc.Lows, inc.Window, inc.RightWindow)
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if !ok {
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return
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}
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if low > 0.0 {
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inc.Values.Push(low)
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}
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}
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func (inc *PivotHigh) PushK(k types.KLine) {
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if k.EndTime.Before(inc.EndTime) {
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return
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}
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inc.Update(k.Low.Float64())
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inc.EndTime = k.EndTime.Time()
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inc.EmitUpdate(inc.Last())
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}
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15
pkg/indicator/pivothigh_callbacks.go
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15
pkg/indicator/pivothigh_callbacks.go
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@ -0,0 +1,15 @@
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// Code generated by "callbackgen -type PivotHigh"; DO NOT EDIT.
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package indicator
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import ()
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func (inc *PivotHigh) 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 *PivotHigh) 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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