indicator: rewrite Multiply to make it consistent with Subtract

pkg/indicator/float64updater.go

@@ -35,6 +35,10 @@ func (f *Float64Series) Length() int {
 	return len(f.slice)
 }
 
+func (f *Float64Series) Slice() floats.Slice {
+	return f.slice
+}
+
 func (f *Float64Series) PushAndEmit(x float64) {
 	f.slice.Push(x)
 	f.EmitUpdate(x)

pkg/indicator/v2_macd.go

@@ -5,8 +5,8 @@ type MACDStream struct {
 
 	shortWindow, longWindow, signalWindow int
 
-	fastEWMA, slowEWMA, signal *EWMAStream
-	histogram                  *SubtractStream
+	FastEWMA, SlowEWMA, Signal *EWMAStream
+	Histogram                  *SubtractStream
 }
 
 func MACD2(source Float64Source, shortWindow, longWindow, signalWindow int) *MACDStream {
@@ -21,9 +21,9 @@ func MACD2(source Float64Source, shortWindow, longWindow, signalWindow int) *MAC
 		shortWindow:    shortWindow,
 		longWindow:     longWindow,
 		signalWindow:   signalWindow,
-		fastEWMA:       fastEWMA,
-		slowEWMA:       slowEWMA,
-		signal:         signal,
-		histogram:      histogram,
+		FastEWMA:       fastEWMA,
+		SlowEWMA:       slowEWMA,
+		Signal:         signal,
+		Histogram:      histogram,
 	}
 }

pkg/indicator/v2_multiply.go

@@ -1,19 +1,42 @@
 package indicator
 
+import "github.com/c9s/bbgo/pkg/datatype/floats"
+
 type MultiplyStream struct {
 	Float64Series
-	multiplier float64
+	a, b floats.Slice
 }
 
-func Multiply(source Float64Source, multiplier float64) *MultiplyStream {
+func Multiply(a, b Float64Source) *MultiplyStream {
 	s := &MultiplyStream{
 		Float64Series: NewFloat64Series(),
-		multiplier:    multiplier,
 	}
-	s.Bind(source, s)
+
+	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 *MultiplyStream) Calculate(v float64) float64 {
-	return v * s.multiplier
+func (s *MultiplyStream) calculate() {
+	if s.a.Length() != s.b.Length() {
+		return
+	}
+
+	if s.a.Length() > s.slice.Length() {
+		var numNewElems = s.a.Length() - s.slice.Length()
+		var tailA = s.a.Tail(numNewElems)
+		var tailB = s.b.Tail(numNewElems)
+		var tailC = tailA.Mul(tailB)
+		for _, f := range tailC {
+			s.slice.Push(f)
+			s.EmitUpdate(f)
+		}
+	}
 }