move MovingAverageIndicator

pkg/bbgo/indicator.go

@@ -1,56 +1,2 @@
 package bbgo
 
-import (
-	"math"
-	"time"
-
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-type MovingAverageIndicator struct {
-	store  *MarketDataStore
-	Period int
-}
-
-func NewMovingAverageIndicator(period int) *MovingAverageIndicator {
-	return &MovingAverageIndicator{
-		Period: period,
-	}
-}
-
-func (i *MovingAverageIndicator) handleUpdate(kline types.KLine) {
-	klines, ok := i.store.KLineWindows[Interval(kline.Interval)]
-	if !ok {
-		return
-	}
-
-	if len(klines) < i.Period {
-		return
-	}
-
-	// calculate ma
-}
-
-type IndicatorValue struct {
-	Value float64
-	Time  time.Time
-}
-
-func calculateMovingAverage(klines types.KLineWindow, period int) (values []IndicatorValue) {
-	for idx := range klines[period:] {
-		offset := idx + period
-		sum := klines[offset-period : offset].ReduceClose()
-		values = append(values, IndicatorValue{
-			Time:  klines[offset].GetEndTime(),
-			Value: math.Round(sum / float64(period)),
-		})
-	}
-	return values
-}
-
-func (i *MovingAverageIndicator) SubscribeStore(store *MarketDataStore) {
-	i.store = store
-
-	// register kline update callback
-	store.OnUpdate(i.handleUpdate)
-}

pkg/indicator/moving_average.go

@@ -0,0 +1,57 @@
+package indicator
+
+import (
+	"math"
+	"time"
+
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type MovingAverageIndicator struct {
+	store  *bbgo.MarketDataStore
+	Period int
+}
+
+func NewMovingAverageIndicator(period int) *MovingAverageIndicator {
+	return &MovingAverageIndicator{
+		Period: period,
+	}
+}
+
+func (i *MovingAverageIndicator) handleUpdate(kline types.KLine) {
+	klines, ok := i.store.KLineWindows[bbgo.Interval(kline.Interval)]
+	if !ok {
+		return
+	}
+
+	if len(klines) < i.Period {
+		return
+	}
+
+	// calculate ma
+}
+
+type IndicatorValue struct {
+	Value float64
+	Time  time.Time
+}
+
+func calculateMovingAverage(klines types.KLineWindow, period int) (values []IndicatorValue) {
+	for idx := range klines[period:] {
+		offset := idx + period
+		sum := klines[offset-period : offset].ReduceClose()
+		values = append(values, IndicatorValue{
+			Time:  klines[offset].GetEndTime(),
+			Value: math.Round(sum / float64(period)),
+		})
+	}
+	return values
+}
+
+func (i *MovingAverageIndicator) SubscribeStore(store *bbgo.MarketDataStore) {
+	i.store = store
+
+	// register kline update callback
+	store.OnUpdate(i.handleUpdate)
+}