indicator: update pivot low and pivot high indicator

This commit is contained in:
c9s 2022-08-31 01:43:40 +08:00
parent 9d97eedc0e
commit 8fcc3ee368
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GPG Key ID: 7385E7E464CB0A54
5 changed files with 85 additions and 0 deletions

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@ -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)

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@ -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())
}

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@ -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)
}
}