Merge pull request #1189 from c9s/feature/v2-indicator-stddev

pkg/indicator/tma.go

@@ -48,28 +48,3 @@ var _ types.SeriesExtend = &TMA{}
 func (inc *TMA) PushK(k types.KLine) {
 	inc.Update(k.Close.Float64())
 }
-
-func (inc *TMA) CalculateAndUpdate(allKLines []types.KLine) {
-	if inc.s1 == nil {
-		for _, k := range allKLines {
-			inc.PushK(k)
-			inc.EmitUpdate(inc.Last(0))
-		}
-	} else {
-		k := allKLines[len(allKLines)-1]
-		inc.PushK(k)
-		inc.EmitUpdate(inc.Last(0))
-	}
-}
-
-func (inc *TMA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
-	if inc.Interval != interval {
-		return
-	}
-
-	inc.CalculateAndUpdate(window)
-}
-
-func (inc *TMA) Bind(updater KLineWindowUpdater) {
-	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
-}

pkg/indicator/v2_stddev.go

@@ -0,0 +1,28 @@
+package indicator
+
+import "github.com/c9s/bbgo/pkg/types"
+
+type StdDevStream struct {
+	Float64Series
+
+	rawValues *types.Queue
+
+	window     int
+	multiplier float64
+}
+
+func StdDev2(source Float64Source, window int) *StdDevStream {
+	s := &StdDevStream{
+		Float64Series: NewFloat64Series(),
+		rawValues:     types.NewQueue(window),
+		window:        window,
+	}
+	s.Bind(source, s)
+	return s
+}
+
+func (s *StdDevStream) Calculate(x float64) float64 {
+	s.rawValues.Update(x)
+	var std = s.rawValues.Stdev()
+	return std
+}