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add 1d kline

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This commit is contained in:
c9s 2020-06-09 13:45:47 +08:00
parent 3fe812264f
commit b191462096
1 changed files with 72 additions and 23 deletions
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95
bbgo/kline.go
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@ -29,6 +29,24 @@ type KLine struct {
Closed bool `json:"x"` Closed bool `json:"x"`
} }
func (k KLine) Mid() float64 {
return k.GetHigh() - k.GetLow() / 2
}
// green candle with open and close near high price
func (k KLine) BounceUp() bool {
mid := k.Mid()
trend := k.GetTrend()
return trend > 0 && k.GetOpen() > mid && k.GetClose() > mid
}
// red candle with open and close near low price
func (k KLine) BounceDown() bool {
mid := k.Mid()
trend := k.GetTrend()
return trend > 0 && k.GetOpen() < mid && k.GetClose() < mid
}
func (k KLine) GetTrend() int { func (k KLine) GetTrend() int {
o := k.GetOpen() o := k.GetOpen()
c := k.GetClose() c := k.GetClose()
@ -75,22 +93,22 @@ func (k KLine) String() string {
type KLineWindow []KLine type KLineWindow []KLine
func (w KLineWindow) Len() int { func (k KLineWindow) Len() int {
return len(w) return len(k)
} }
func (w KLineWindow) GetOpen() float64 { func (k KLineWindow) GetOpen() float64 {
return w[0].GetOpen() return k[0].GetOpen()
} }
func (w KLineWindow) GetClose() float64 { func (k KLineWindow) GetClose() float64 {
end := len(w) - 1 end := len(k) - 1
return w[end].GetClose() return k[end].GetClose()
} }
func (w KLineWindow) GetHigh() float64 { func (k KLineWindow) GetHigh() float64 {
high := w.GetOpen() high := k.GetOpen()
for _, line := range w { for _, line := range k {
val := line.GetHigh() val := line.GetHigh()
if val > high { if val > high {
high = val high = val
@ -99,9 +117,9 @@ func (w KLineWindow) GetHigh() float64 {
return high return high
} }
func (w KLineWindow) GetLow() float64 { func (k KLineWindow) GetLow() float64 {
low := w.GetOpen() low := k.GetOpen()
for _, line := range w { for _, line := range k {
val := line.GetHigh() val := line.GetHigh()
if val < low { if val < low {
low = val low = val
@ -110,28 +128,59 @@ func (w KLineWindow) GetLow() float64 {
return low return low
} }
func (w KLineWindow) GetChange() float64 { func (k KLineWindow) GetChange() float64 {
return w.GetClose() - w.GetOpen() return k.GetClose() - k.GetOpen()
} }
func (w KLineWindow) GetMaxChange() float64 { func (k KLineWindow) GetMaxChange() float64 {
return w.GetHigh() - w.GetLow() return k.GetHigh() - k.GetLow()
} }
func (w *KLineWindow) Add(line KLine) { func (k KLineWindow) GetTrend() int {
*w = append(*w, line) o := k.GetOpen()
c := k.GetClose()
if c > o {
return 1
} else if c < o {
return -1
}
return 0
} }
func (w *KLineWindow) Truncate(size int) { func (k KLineWindow) Mid() float64 {
if len(*w) <= size { return k.GetHigh() - k.GetLow() / 2
}
// green candle with open and close near high price
func (k KLineWindow) BounceUp() bool {
mid := k.Mid()
trend := k.GetTrend()
return trend > 0 && k.GetOpen() > mid && k.GetClose() > mid
}
// red candle with open and close near low price
func (k KLineWindow) BounceDown() bool {
mid := k.Mid()
trend := k.GetTrend()
return trend > 0 && k.GetOpen() < mid && k.GetClose() < mid
}
func (k *KLineWindow) Add(line KLine) {
*k = append(*k, line)
}
func (k *KLineWindow) Truncate(size int) {
if len(*k) <= size {
return return
} }
end := len(*w) - 1 end := len(*k) - 1
start := end - size start := end - size
if start < 0 { if start < 0 {
start = 0 start = 0
} }
*w = (*w)[end-5 : end] *k = (*k)[end-5 : end]
} }