From aae7fd310ebed16e94992b0c7def97eb66e63b05 Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Fri, 2 Jun 2023 18:56:28 +0800
Subject: [PATCH] indicator: add ATRP indicator

---
 pkg/indicator/v2_atrp.go  | 19 +++++++++++++++++++
 pkg/indicator/v2_price.go |  2 ++
 2 files changed, 21 insertions(+)
 create mode 100644 pkg/indicator/v2_atrp.go

diff --git a/pkg/indicator/v2_atrp.go b/pkg/indicator/v2_atrp.go
new file mode 100644
index 000000000..6261c1cb3
--- /dev/null
+++ b/pkg/indicator/v2_atrp.go
@@ -0,0 +1,19 @@
+package indicator
+
+type ATRPStream struct {
+	Float64Series
+}
+
+func ATRP2(source KLineSubscription, window int) *ATRPStream {
+	s := &ATRPStream{}
+	tr := TR2(source)
+	atr := RMA2(tr, window, true)
+	atr.OnUpdate(func(x float64) {
+		// x is the last rma
+		k := source.Last(0)
+		cloze := k.Close.Float64()
+		atrp := x / cloze
+		s.PushAndEmit(atrp)
+	})
+	return s
+}
diff --git a/pkg/indicator/v2_price.go b/pkg/indicator/v2_price.go
index e80736715..d95976dda 100644
--- a/pkg/indicator/v2_price.go
+++ b/pkg/indicator/v2_price.go
@@ -6,6 +6,8 @@ import (
 
 type KLineSubscription interface {
 	AddSubscriber(f func(k types.KLine))
+	Length() int
+	Last(i int) *types.KLine
 }
 
 type PriceStream struct {