indicator: add stddev v2

This commit is contained in:
c9s 2023-06-01 15:19:12 +08:00
parent 3d4b88fa7d
commit b141ae3ece
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@ -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
}