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indicator: move doc

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c9s 2023-05-25 22:18:54 +08:00
parent bcf77141ca
commit a994235300
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GPG Key ID: 7385E7E464CB0A54
2 changed files with 18 additions and 16 deletions
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16
pkg/indicator/macd.go
View File

@ -27,22 +27,6 @@ type MACDConfig struct {
LongPeriod int `json:"long"`
}
/*
klines := kLines(marketDataStream)
closePrices := closePrices(klines)
macd := MACD(klines, {Fast: 12, Slow: 10})
equals to:
klines := KLines(marketDataStream)
closePrices := ClosePrice(klines)
fastEMA := EMA(closePrices, 7)
slowEMA := EMA(closePrices, 25)
macd := Subtract(fastEMA, slowEMA)
signal := EMA(macd, 16)
histogram := Subtract(macd, signal)
*/
//go:generate callbackgen -type MACD
type MACD struct {
MACDConfig

18
pkg/indicator/macd2.go
View File

@ -5,6 +5,24 @@ import (
"github.com/c9s/bbgo/pkg/types"
)
/*
NEW INDICATOR DESIGN:
klines := kLines(marketDataStream)
closePrices := closePrices(klines)
macd := MACD(klines, {Fast: 12, Slow: 10})
equals to:
klines := KLines(marketDataStream)
closePrices := ClosePrice(klines)
fastEMA := EMA(closePrices, 7)
slowEMA := EMA(closePrices, 25)
macd := Subtract(fastEMA, slowEMA)
signal := EMA(macd, 16)
histogram := Subtract(macd, signal)
*/
//go:generate callbackgen -type KLineStream
type KLineStream struct {
updateCallbacks []func(k types.KLine)