From bbf01275cc9dce63ae4fef588b89fc750630d7b9 Mon Sep 17 00:00:00 2001 From: c9s Date: Thu, 14 Jul 2022 11:34:53 +0800 Subject: [PATCH] indicator/sma: clean CalculateAndUpdate and make cache field private --- pkg/indicator/emv_test.go | 2 +- pkg/indicator/sma.go | 42 +++++++++++++++++++-------------------- 2 files changed, 21 insertions(+), 23 deletions(-) diff --git a/pkg/indicator/emv_test.go b/pkg/indicator/emv_test.go index fd9054f5f..03b57a760 100644 --- a/pkg/indicator/emv_test.go +++ b/pkg/indicator/emv_test.go @@ -16,7 +16,7 @@ func Test_EMV(t *testing.T) { } emv.Update(63.74, 62.63, 32178836) emv.Update(64.51, 63.85, 36461672) - assert.InDelta(t, 1.8, emv.Values.Cache.Last(), Delta) + assert.InDelta(t, 1.8, emv.Values.rawValues.Last(), Delta) emv.Update(64.57, 63.81, 51372680) emv.Update(64.31, 62.62, 42476356) emv.Update(63.43, 62.73, 29504176) diff --git a/pkg/indicator/sma.go b/pkg/indicator/sma.go index 2f762a4d9..070a1238b 100644 --- a/pkg/indicator/sma.go +++ b/pkg/indicator/sma.go @@ -14,9 +14,9 @@ const MaxNumOfSMATruncateSize = 100 type SMA struct { types.SeriesBase types.IntervalWindow - Values types.Float64Slice - Cache *types.Queue - EndTime time.Time + Values types.Float64Slice + rawValues *types.Queue + EndTime time.Time UpdateCallbacks []func(value float64) } @@ -43,40 +43,38 @@ func (inc *SMA) Length() int { var _ types.SeriesExtend = &SMA{} func (inc *SMA) Update(value float64) { - if inc.Cache == nil { - inc.Cache = types.NewQueue(inc.Window) + if inc.rawValues == nil { + inc.rawValues = types.NewQueue(inc.Window) inc.SeriesBase.Series = inc } - inc.Cache.Update(value) - if inc.Cache.Length() < inc.Window { + + inc.rawValues.Update(value) + if inc.rawValues.Length() < inc.Window { return } - inc.Values.Push(types.Mean(inc.Cache)) - if inc.Values.Length() > MaxNumOfSMA { - inc.Values = inc.Values[MaxNumOfSMATruncateSize-1:] - } + + inc.Values.Push(types.Mean(inc.rawValues)) } func (inc *SMA) PushK(k types.KLine) { inc.Update(k.Close.Float64()) + inc.EndTime = k.EndTime.Time() } -func (inc *SMA) CalculateAndUpdate(kLines []types.KLine) { - var index = len(kLines) - 1 - var kline = kLines[index] - if inc.EndTime != zeroTime && kline.EndTime.Before(inc.EndTime) { - return - } +func (inc *SMA) CalculateAndUpdate(allKLines []types.KLine) { + var last = allKLines[len(allKLines)-1] + + if inc.rawValues == nil { + for _, k := range allKLines { + if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) { + continue + } - if inc.Cache == nil { - for _, k := range kLines { inc.PushK(k) - inc.EndTime = k.EndTime.Time() inc.EmitUpdate(inc.Values.Last()) } } else { - inc.PushK(kline) - inc.EndTime = kline.EndTime.Time() + inc.PushK(last) inc.EmitUpdate(inc.Values.Last()) } }