indicator: use pointer for float64series

pkg/indicator/float64series.go

@@ -11,8 +11,8 @@ type Float64Series struct {
 	slice floats.Slice
 }
 
-func NewFloat64Series(v ...float64) Float64Series {
-	s := Float64Series{}
+func NewFloat64Series(v ...float64) *Float64Series {
+	s := &Float64Series{}
 	s.slice = v
 	s.SeriesBase.Series = s.slice
 	return s

pkg/indicator/v2_atrp.go

@@ -1,11 +1,13 @@
 package indicator
 
 type ATRPStream struct {
-	Float64Series
+	*Float64Series
 }
 
 func ATRP2(source KLineSubscription, window int) *ATRPStream {
-	s := &ATRPStream{}
+	s := &ATRPStream{
+		Float64Series: NewFloat64Series(),
+	}
 	tr := TR2(source)
 	atr := RMA2(tr, window, true)
 	atr.OnUpdate(func(x float64) {

pkg/indicator/v2_cma.go

@@ -1,7 +1,7 @@
 package indicator
 
 type CMAStream struct {
-	Float64Series
+	*Float64Series
 }
 
 func CMA2(source Float64Source) *CMAStream {

pkg/indicator/v2_cross.go

@@ -13,7 +13,7 @@ const (
 
 // CrossStream subscribes 2 upstreams, and calculate the cross signal
 type CrossStream struct {
-	Float64Series
+	*Float64Series
 
 	a, b floats.Slice
 }

pkg/indicator/v2_ewma.go

@@ -1,7 +1,7 @@
 package indicator
 
 type EWMAStream struct {
-	Float64Series
+	*Float64Series
 
 	window     int
 	multiplier float64

pkg/indicator/v2_macd_test.go

@@ -41,7 +41,7 @@ func Test_MACD2(t *testing.T) {
 
 	for _, tt := range tests {
 		t.Run(tt.name, func(t *testing.T) {
-			prices := &PriceStream{}
+			prices := ClosePrices(nil)
 			macd := MACD2(prices, 12, 26, 9)
 			for _, k := range tt.kLines {
 				prices.EmitUpdate(k.Close.Float64())

pkg/indicator/v2_multiply.go

@@ -3,7 +3,7 @@ package indicator
 import "github.com/c9s/bbgo/pkg/datatype/floats"
 
 type MultiplyStream struct {
-	Float64Series
+	*Float64Series
 	a, b floats.Slice
 }
 

pkg/indicator/v2_pivothigh.go

@@ -5,7 +5,7 @@ import (
 )
 
 type PivotHighStream struct {
-	Float64Series
+	*Float64Series
 	rawValues           floats.Slice
 	window, rightWindow int
 }

pkg/indicator/v2_pivotlow.go

@@ -5,7 +5,7 @@ import (
 )
 
 type PivotLowStream struct {
-	Float64Series
+	*Float64Series
 	rawValues           floats.Slice
 	window, rightWindow int
 }

pkg/indicator/v2_price.go

@@ -11,22 +11,23 @@ type KLineSubscription interface {
 }
 
 type PriceStream struct {
-	Float64Series
+	*Float64Series
 
 	mapper KLineValueMapper
 }
 
 func Price(source KLineSubscription, mapper KLineValueMapper) *PriceStream {
 	s := &PriceStream{
-		mapper: mapper,
+		Float64Series: NewFloat64Series(),
+		mapper:        mapper,
 	}
 
-	s.SeriesBase.Series = s.slice
-
-	source.AddSubscriber(func(k types.KLine) {
-		v := s.mapper(k)
-		s.PushAndEmit(v)
-	})
+	if source != nil {
+		source.AddSubscriber(func(k types.KLine) {
+			v := s.mapper(k)
+			s.PushAndEmit(v)
+		})
+	}
 	return s
 }
 

pkg/indicator/v2_rma.go

@@ -2,7 +2,7 @@ package indicator
 
 type RMAStream struct {
 	// embedded structs
-	Float64Series
+	*Float64Series
 
 	// config fields
 	Adjust bool

pkg/indicator/v2_rsi.go

@@ -2,7 +2,7 @@ package indicator
 
 type RSIStream struct {
 	// embedded structs
-	Float64Series
+	*Float64Series
 
 	// config fields
 	window int

pkg/indicator/v2_rsi_test.go

@@ -67,7 +67,7 @@ func Test_RSI2(t *testing.T) {
 	for _, tt := range tests {
 		t.Run(tt.name, func(t *testing.T) {
 			// RSI2()
-			prices := &PriceStream{}
+			prices := ClosePrices(nil)
 			rsi := RSI2(prices, tt.window)
 
 			t.Logf("data length: %d", len(tt.values))

pkg/indicator/v2_sma.go

@@ -3,7 +3,7 @@ package indicator
 import "github.com/c9s/bbgo/pkg/types"
 
 type SMAStream struct {
-	Float64Series
+	*Float64Series
 	window    int
 	rawValues *types.Queue
 }

pkg/indicator/v2_stddev.go

@@ -3,7 +3,7 @@ package indicator
 import "github.com/c9s/bbgo/pkg/types"
 
 type StdDevStream struct {
-	Float64Series
+	*Float64Series
 
 	rawValues *types.Queue
 

pkg/indicator/v2_subtract.go

@@ -6,7 +6,7 @@ import (
 
 // SubtractStream subscribes 2 upstream data, and then subtract these 2 values
 type SubtractStream struct {
-	Float64Series
+	*Float64Series
 
 	a, b floats.Slice
 	i    int

pkg/indicator/v2_tr.go

@@ -9,7 +9,7 @@ import (
 // This TRStream calculates the ATR first
 type TRStream struct {
 	// embedded struct
-	Float64Series
+	*Float64Series
 
 	// private states
 	previousClose float64