indicator: add ATRP indicator

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
+}

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 {