all: replace all Index(i) callers

pkg/indicator/ad.go

@@ -40,19 +40,11 @@ func (inc *AD) Update(high, low, cloze, volume float64) {
 }
 
 func (inc *AD) Last(i int) float64 {
-	length := len(inc.Values)
+	return inc.Values.Last(i)
-	if length == 0 || length-i-1 < 0 {
-		return 0
-	}
-	return inc.Values[length-i-1]
 }
 
 func (inc *AD) Index(i int) float64 {
-	length := len(inc.Values)
+	return inc.Last(i)
-	if length == 0 || length-i-1 < 0 {
-		return 0
-	}
-	return inc.Values[length-i-1]
 }
 
 func (inc *AD) Length() int {

pkg/indicator/alma.go

@@ -66,17 +66,11 @@ func (inc *ALMA) Update(value float64) {
 }
 
 func (inc *ALMA) Last(i int) float64 {
-	if i >= len(inc.Values) {
+	return inc.Values.Last(i)
-		return 0
-	}
-	return inc.Values[len(inc.Values)-i-1]
 }
 
 func (inc *ALMA) Index(i int) float64 {
-	if i >= len(inc.Values) {
+	return inc.Last(i)
-		return 0
-	}
-	return inc.Values[len(inc.Values)-i-1]
 }
 
 func (inc *ALMA) Length() int {

pkg/indicator/atr.go

@@ -89,10 +89,7 @@ func (inc *ATR) Last(i int) float64 {
 }
 
 func (inc *ATR) Index(i int) float64 {
-	if inc.RMA == nil {
+	return inc.Last(i)
-		return 0
-	}
-	return inc.RMA.Index(i)
 }
 
 func (inc *ATR) Length() int {

pkg/indicator/atrp.go

@@ -81,10 +81,7 @@ func (inc *ATRP) Last(i int) float64 {
 }
 
 func (inc *ATRP) Index(i int) float64 {
-	if inc.RMA == nil {
+	return inc.Last(i)
-		return 0
-	}
-	return inc.RMA.Index(i)
 }
 
 func (inc *ATRP) Length() int {

pkg/indicator/emv.go

@@ -48,13 +48,6 @@ func (inc *EMV) Update(high, low, vol float64) {
 	inc.Values.Update(result)
 }
 
-func (inc *EMV) Index(i int) float64 {
-	if inc.Values == nil {
-		return 0
-	}
-	return inc.Values.Index(i)
-}
-
 func (inc *EMV) Last(i int) float64 {
 	if inc.Values == nil {
 		return 0
@@ -63,6 +56,10 @@ func (inc *EMV) Last(i int) float64 {
 	return inc.Values.Last(i)
 }
 
+func (inc *EMV) Index(i int) float64 {
+	return inc.Last(i)
+}
+
 func (inc *EMV) Length() int {
 	if inc.Values == nil {
 		return 0

pkg/indicator/ewma.go

@@ -55,10 +55,6 @@ func (inc *EWMA) Update(value float64) {
 }
 
 func (inc *EWMA) Last(i int) float64 {
-	if len(inc.Values) == 0 {
-		return 0
-	}
-
 	return inc.Values.Last(i)
 }
 

pkg/indicator/ghfilter.go

@@ -45,24 +45,18 @@ func (inc *GHFilter) update(value, uncertainty float64) {
 	inc.lastMeasurement = value
 }
 
-func (inc *GHFilter) Index(i int) float64 {
-	return inc.Last(i)
-}
-
 func (inc *GHFilter) Length() int {
-	if inc.Values == nil {
-		return 0
-	}
 	return inc.Values.Length()
 }
 
 func (inc *GHFilter) Last(i int) float64 {
-	if inc.Values == nil {
-		return 0.0
-	}
 	return inc.Values.Last(i)
 }
 
+func (inc *GHFilter) Index(i int) float64 {
+	return inc.Last(i)
+}
+
 // interfaces implementation check
 var _ Simple = &GHFilter{}
 var _ types.SeriesExtend = &GHFilter{}

pkg/indicator/hull.go

@@ -44,14 +44,11 @@ func (inc *HULL) Last(i int) float64 {
 	if inc.result == nil {
 		return 0
 	}
-	return inc.result.Index(i)
+	return inc.result.Last(i)
 }
 
 func (inc *HULL) Index(i int) float64 {
-	if inc.result == nil {
+	return inc.Last(i)
-		return 0
-	}
-	return inc.result.Index(i)
 }
 
 func (inc *HULL) Length() int {

pkg/indicator/pivothigh.go

@@ -24,12 +24,8 @@ func (inc *PivotHigh) Length() int {
 	return inc.Values.Length()
 }
 
-func (inc *PivotHigh) Last(int) float64 {
+func (inc *PivotHigh) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0.0
-	}
-
-	return inc.Values.Last(0)
 }
 
 func (inc *PivotHigh) Update(value float64) {

pkg/indicator/pivotlow.go

@@ -24,12 +24,8 @@ func (inc *PivotLow) Length() int {
 	return inc.Values.Length()
 }
 
-func (inc *PivotLow) Last(int) float64 {
+func (inc *PivotLow) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0.0
-	}
-
-	return inc.Values.Last(0)
 }
 
 func (inc *PivotLow) Update(value float64) {

pkg/indicator/psar.go

@@ -34,11 +34,8 @@ type PSAR struct {
 	UpdateCallbacks []func(value float64)
 }
 
-func (inc *PSAR) Last(int) float64 {
+func (inc *PSAR) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0
-	}
-	return inc.Values.Last(0)
 }
 
 func (inc *PSAR) Length() int {

pkg/strategy/drift/driftma.go

@@ -24,8 +24,8 @@ func (s *DriftMA) Update(value, weight float64) {
 	s.ma2.Update(s.drift.Last(0))
 }
 
-func (s *DriftMA) Last(int) float64 {
+func (s *DriftMA) Last(i int) float64 {
-	return s.ma2.Last(0)
+	return s.ma2.Last(i)
 }
 
 func (s *DriftMA) Index(i int) float64 {

pkg/strategy/elliottwave/ewo.go

@@ -8,11 +8,11 @@ type ElliottWave struct {
 }
 
 func (s *ElliottWave) Index(i int) float64 {
-	return s.maQuick.Index(i)/s.maSlow.Index(i) - 1.0
+	return s.Last(i)
 }
 
-func (s *ElliottWave) Last(int) float64 {
+func (s *ElliottWave) Last(i int) float64 {
-	return s.maQuick.Last(0)/s.maSlow.Last(0) - 1.0
+	return s.maQuick.Index(i)/s.maSlow.Index(i) - 1.0
 }
 
 func (s *ElliottWave) Length() int {

pkg/strategy/ewoDgtrd/strategy.go

@@ -180,11 +180,11 @@ type VWEMA struct {
 	V  types.UpdatableSeries
 }
 
-func (inc *VWEMA) Last(int) float64 {
+func (inc *VWEMA) Index(i int) float64 {
-	return inc.PV.Last(0) / inc.V.Last(0)
+	return inc.Last(i)
 }
 
-func (inc *VWEMA) Index(i int) float64 {
+func (inc *VWEMA) Last(i int) float64 {
 	if i >= inc.PV.Length() {
 		return 0
 	}

pkg/strategy/factorzoo/factors/momentum.go

@@ -31,23 +31,14 @@ type MOM struct {
 }
 
 func (inc *MOM) Index(i int) float64 {
-	if inc.Values == nil {
+	return inc.Last(i)
-		return 0
+}
-	}
+
+func (inc *MOM) Last(i int) float64 {
 	return inc.Values.Last(i)
 }
 
-func (inc *MOM) Last(int) float64 {
-	if inc.Values.Length() == 0 {
-		return 0
-	}
-	return inc.Values.Last(0)
-}
-
 func (inc *MOM) Length() int {
-	if inc.Values == nil {
-		return 0
-	}
 	return inc.Values.Length()
 }
 

pkg/strategy/factorzoo/factors/price_mean_reversion.go

@@ -19,8 +19,8 @@ type PMR struct {
 	types.IntervalWindow
 	types.SeriesBase
 
-	Values floats.Slice
+	Values  floats.Slice
-	SMA    *indicator.SMA
+	SMA     *indicator.SMA
 	EndTime time.Time
 
 	updateCallbacks []func(value float64)
@@ -40,20 +40,12 @@ func (inc *PMR) Update(price float64) {
 	}
 }
 
-func (inc *PMR) Last(int) float64 {
+func (inc *PMR) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *PMR) Index(i int) float64 {
-	if i >= len(inc.Values) {
+	return inc.Last(i)
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1-i]
 }
 
 func (inc *PMR) Length() int {

pkg/strategy/factorzoo/factors/price_volume_divergence.go

@@ -23,8 +23,8 @@ type PVD struct {
 	types.IntervalWindow
 	types.SeriesBase
 
-	Values floats.Slice
+	Values  floats.Slice
-	Prices *types.Queue
+	Prices  *types.Queue
 	Volumes *types.Queue
 	EndTime time.Time
 
@@ -47,20 +47,12 @@ func (inc *PVD) Update(price float64, volume float64) {
 	}
 }
 
-func (inc *PVD) Last(int) float64 {
+func (inc *PVD) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *PVD) Index(i int) float64 {
-	if i >= len(inc.Values) {
+	return inc.Last(i)
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1-i]
 }
 
 func (inc *PVD) Length() int {

pkg/strategy/factorzoo/factors/return_rate.go

@@ -35,20 +35,12 @@ func (inc *RR) Update(price float64) {
 
 }
 
-func (inc *RR) Last(int) float64 {
+func (inc *RR) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *RR) Index(i int) float64 {
-	if i >= len(inc.Values) {
+	return inc.Last(i)
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1-i]
 }
 
 func (inc *RR) Length() int {
@@ -101,7 +93,7 @@ func (inc *RR) LoadK(allKLines []types.KLine) {
 	inc.EmitUpdate(inc.Last(0))
 }
 
-//func calculateReturn(klines []types.KLine, window int, val KLineValueMapper) (float64, error) {
+// func calculateReturn(klines []types.KLine, window int, val KLineValueMapper) (float64, error) {
 //	length := len(klines)
 //	if length == 0 || length < window {
 //		return 0.0, fmt.Errorf("insufficient elements for calculating VOL with window = %d", window)
@@ -110,4 +102,4 @@ func (inc *RR) LoadK(allKLines []types.KLine) {
 //	rate := val(klines[length-1])/val(klines[length-2]) - 1
 //
 //	return rate, nil
-//}
+// }

pkg/strategy/factorzoo/factors/volume_momentum.go

@@ -30,23 +30,14 @@ type VMOM struct {
 }
 
 func (inc *VMOM) Index(i int) float64 {
-	if inc.Values == nil {
+	return inc.Last(i)
-		return 0
+}
-	}
+
+func (inc *VMOM) Last(i int) float64 {
 	return inc.Values.Last(i)
 }
 
-func (inc *VMOM) Last(int) float64 {
-	if inc.Values.Length() == 0 {
-		return 0
-	}
-	return inc.Values.Last(0)
-}
-
 func (inc *VMOM) Length() int {
-	if inc.Values == nil {
-		return 0
-	}
 	return inc.Values.Length()
 }
 

pkg/strategy/harmonic/shark.go

@@ -51,20 +51,12 @@ func (inc *SHARK) Update(high, low, price float64) {
 
 }
 
-func (inc *SHARK) Last(int) float64 {
+func (inc *SHARK) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *SHARK) Index(i int) float64 {
-	if i >= len(inc.Values) {
+	return inc.Last(i)
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1-i]
 }
 
 func (inc *SHARK) Length() int {
@@ -107,7 +99,7 @@ func (inc SHARK) SharkLong(highs, lows floats.Slice, p float64, lookback int) fl
 						if lows.Index(b-1) > lows.Index(b) && lows.Index(b) < lows.Index(b+1) {
 							B := lows.Index(b)
 							if hB > B && B > lB {
-								//log.Infof("got point B:%f", B)
+								// log.Infof("got point B:%f", B)
 								AB := math.Abs(A - B)
 								hC := B + 1.618*AB
 								lC := B + 1.13*AB
@@ -115,24 +107,24 @@ func (inc SHARK) SharkLong(highs, lows floats.Slice, p float64, lookback int) fl
 									if highs.Index(c-1) < highs.Index(c) && highs.Index(c) > highs.Index(c+1) {
 										C := highs.Index(c)
 										if hC > C && C > lC {
-											//log.Infof("got point C:%f", C)
+											// log.Infof("got point C:%f", C)
 											XC := math.Abs(X - C)
 											hD := C - 0.886*XC
 											lD := C - 1.13*XC
-											//for d := 1; d < c; d++ {
+											// for d := 1; d < c; d++ {
-											//if lows.Index(d-1) > lows.Index(d) && lows.Index(d) < lows.Index(d+1) {
+											// if lows.Index(d-1) > lows.Index(d) && lows.Index(d) < lows.Index(d+1) {
-											D := p //lows.Index(d)
+											D := p // lows.Index(d)
 											if hD > D && D > lD {
 												BC := math.Abs(B - C)
 												hD2 := C - 1.618*BC
 												lD2 := C - 2.24*BC
 												if hD2 > D && D > lD2 {
-													//log.Infof("got point D:%f", D)
+													// log.Infof("got point D:%f", D)
 													score++
 												}
 											}
-											//}
+											// }
-											//}
+											// }
 										}
 									}
 								}
@@ -161,7 +153,7 @@ func (inc SHARK) SharkShort(highs, lows floats.Slice, p float64, lookback int) f
 						if highs.Index(b-1) > highs.Index(b) && highs.Index(b) < highs.Index(b+1) {
 							B := highs.Index(b)
 							if hB > B && B > lB {
-								//log.Infof("got point B:%f", B)
+								// log.Infof("got point B:%f", B)
 								AB := math.Abs(A - B)
 								lC := B - 1.618*AB
 								hC := B - 1.13*AB
@@ -169,24 +161,24 @@ func (inc SHARK) SharkShort(highs, lows floats.Slice, p float64, lookback int) f
 									if lows.Index(c-1) < lows.Index(c) && lows.Index(c) > lows.Index(c+1) {
 										C := lows.Index(c)
 										if hC > C && C > lC {
-											//log.Infof("got point C:%f", C)
+											// log.Infof("got point C:%f", C)
 											XC := math.Abs(X - C)
 											lD := C + 0.886*XC
 											hD := C + 1.13*XC
-											//for d := 1; d < c; d++ {
+											// for d := 1; d < c; d++ {
-											//if lows.Index(d-1) > lows.Index(d) && lows.Index(d) < lows.Index(d+1) {
+											// if lows.Index(d-1) > lows.Index(d) && lows.Index(d) < lows.Index(d+1) {
-											D := p //lows.Index(d)
+											D := p // lows.Index(d)
 											if hD > D && D > lD {
 												BC := math.Abs(B - C)
 												lD2 := C + 1.618*BC
 												hD2 := C + 2.24*BC
 												if hD2 > D && D > lD2 {
-													//log.Infof("got point D:%f", D)
+													// log.Infof("got point D:%f", D)
 													score++
 												}
 											}
-											//}
+											// }
-											//}
+											// }
 										}
 									}
 								}

pkg/strategy/irr/neg_return_rate.go

@@ -53,20 +53,12 @@ func (inc *NRR) Update(openPrice, closePrice float64) {
 	inc.ReturnValues.Push(irr)
 }
 
-func (inc *NRR) Last(int) float64 {
+func (inc *NRR) Last(i int) float64 {
-	if len(inc.Values) == 0 {
+	return inc.Values.Last(i)
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1]
 }
 
 func (inc *NRR) Index(i int) float64 {
-	if i >= len(inc.Values) {
+	return inc.Last(i)
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1-i]
 }
 
 func (inc *NRR) Length() int {

pkg/strategy/supertrend/linreg.go

@@ -19,20 +19,13 @@ type LinReg struct {
 }
 
 // Last slope of linear regression baseline
-func (lr *LinReg) Last(int) float64 {
+func (lr *LinReg) Last(i int) float64 {
-	if lr.Values.Length() == 0 {
+	return lr.Values.Last(i)
-		return 0.0
-	}
-	return lr.Values.Last(0)
 }
 
 // Index returns the slope of specified index
 func (lr *LinReg) Index(i int) float64 {
-	if i >= lr.Values.Length() {
+	return lr.Last(i)
-		return 0.0
-	}
-
-	return lr.Values.Index(i)
 }
 
 // Length of the slope values

pkg/types/filter.go

@@ -12,7 +12,7 @@ func (f *FilterResult) Last(j int) float64 {
 		return 0
 	}
 	if len(f.c) > j {
-		return f.a.Index(f.c[j])
+		return f.a.Last(f.c[j])
 	}
 	l := f.a.Length()
 	k := len(f.c)
@@ -21,7 +21,7 @@ func (f *FilterResult) Last(j int) float64 {
 		i = f.c[k-1] + 1
 	}
 	for ; i < l; i++ {
-		tmp := f.a.Index(i)
+		tmp := f.a.Last(i)
 		if f.b(i, tmp) {
 			f.c = append(f.c, i)
 			if j == k {

pkg/types/indicator.go

@@ -26,7 +26,7 @@ func (a *AbsResult) Last(i int) float64 {
 }
 
 func (a *AbsResult) Index(i int) float64 {
-	return math.Abs(a.a.Index(i))
+	return a.Last(i)
 }
 
 func (a *AbsResult) Length() int {
@@ -49,7 +49,7 @@ func LinearRegression(a Series, lookback int) (alpha float64, beta float64) {
 	var weights []float64
 	for i := 0; i < lookback; i++ {
 		x[i] = float64(i)
-		y[i] = a.Index(i)
+		y[i] = a.Last(i)
 	}
 	alpha, beta = stat.LinearRegression(x, y, weights, false)
 	return
@@ -83,8 +83,8 @@ func NextCross(a Series, b Series, lookback int) (int, float64, bool) {
 	var weights []float64
 	for i := 0; i < lookback; i++ {
 		x[i] = float64(i)
-		y1[i] = a.Index(i)
+		y1[i] = a.Last(i)
-		y2[i] = b.Index(i)
+		y2[i] = b.Last(i)
 	}
 	alpha1, beta1 := stat.LinearRegression(x, y1, weights, false)
 	alpha2, beta2 := stat.LinearRegression(x, y2, weights, false)
@@ -113,9 +113,9 @@ func (c *CrossResult) Last() bool {
 		return false
 	}
 	if c.isOver {
-		return c.a.Last(0)-c.b.Last(0) > 0 && c.a.Index(1)-c.b.Index(1) < 0
+		return c.a.Last(0)-c.b.Last(0) > 0 && c.a.Last(1)-c.b.Last(1) < 0
 	} else {
-		return c.a.Last(0)-c.b.Last(0) < 0 && c.a.Index(1)-c.b.Index(1) > 0
+		return c.a.Last(0)-c.b.Last(0) < 0 && c.a.Last(1)-c.b.Last(1) > 0
 	}
 }
 
@@ -124,9 +124,9 @@ func (c *CrossResult) Index(i int) bool {
 		return false
 	}
 	if c.isOver {
-		return c.a.Index(i)-c.b.Index(i) > 0 && c.a.Index(i+1)-c.b.Index(i+1) < 0
+		return c.a.Last(i)-c.b.Last(i) > 0 && c.a.Last(i+1)-c.b.Last(i+1) < 0
 	} else {
-		return c.a.Index(i)-c.b.Index(i) < 0 && c.a.Index(i+1)-c.b.Index(i+1) > 0
+		return c.a.Last(i)-c.b.Last(i) < 0 && c.a.Last(i+1)-c.b.Last(i+1) > 0
 	}
 }
 
@@ -161,7 +161,7 @@ func Highest(a Series, lookback int) float64 {
 	}
 	highest := a.Last(0)
 	for i := 1; i < lookback; i++ {
-		current := a.Index(i)
+		current := a.Last(i)
 		if highest < current {
 			highest = current
 		}
@@ -175,7 +175,7 @@ func Lowest(a Series, lookback int) float64 {
 	}
 	lowest := a.Last(0)
 	for i := 1; i < lookback; i++ {
-		current := a.Index(i)
+		current := a.Last(i)
 		if lowest > current {
 			lowest = current
 		}
@@ -247,7 +247,7 @@ func Sub(a interface{}, b interface{}) SeriesExtend {
 }
 
 func (a *MinusSeriesResult) Last(i int) float64 {
-	return a.a.Index(i) - a.b.Index(i)
+	return a.a.Last(i) - a.b.Last(i)
 }
 
 func (a *MinusSeriesResult) Index(i int) float64 {
@@ -303,7 +303,7 @@ type DivSeriesResult struct {
 }
 
 func (a *DivSeriesResult) Last(i int) float64 {
-	return a.a.Index(i) / a.b.Index(i)
+	return a.a.Last(i) / a.b.Last(i)
 }
 
 func (a *DivSeriesResult) Index(i int) float64 {
@@ -334,7 +334,7 @@ type MulSeriesResult struct {
 }
 
 func (a *MulSeriesResult) Last(i int) float64 {
-	return a.a.Index(i) * a.b.Index(i)
+	return a.a.Last(i) * a.b.Last(i)
 }
 
 func (a *MulSeriesResult) Index(i int) float64 {
@@ -427,19 +427,19 @@ func Dot(a interface{}, b interface{}, limit ...int) float64 {
 	} else if isaf && !isbf {
 		sum := 0.
 		for i := 0; i < l; i++ {
-			sum += aaf * bbs.Index(i)
+			sum += aaf * bbs.Last(i)
 		}
 		return sum
 	} else if !isaf && isbf {
 		sum := 0.
 		for i := 0; i < l; i++ {
-			sum += aas.Index(i) * bbf
+			sum += aas.Last(i) * bbf
 		}
 		return sum
 	} else {
 		sum := 0.
 		for i := 0; i < l; i++ {
-			sum += aas.Index(i) * bbs.Index(i)
+			sum += aas.Last(i) * bbs.Index(i)
 		}
 		return sum
 	}
@@ -458,7 +458,7 @@ func Array(a Series, limit ...int) (result []float64) {
 	}
 	result = make([]float64, l)
 	for i := 0; i < l; i++ {
-		result[i] = a.Index(i)
+		result[i] = a.Last(i)
 	}
 	return
 }
@@ -475,7 +475,7 @@ func Reverse(a Series, limit ...int) (result floats.Slice) {
 	}
 	result = make([]float64, l)
 	for i := 0; i < l; i++ {
-		result[l-i-1] = a.Index(i)
+		result[l-i-1] = a.Last(i)
 	}
 	return
 }
@@ -489,7 +489,7 @@ func (c *ChangeResult) Last(i int) float64 {
 	if i+c.offset >= c.a.Length() {
 		return 0
 	}
-	return c.a.Index(i) - c.a.Index(i+c.offset)
+	return c.a.Last(i) - c.a.Last(i+c.offset)
 }
 
 func (c *ChangeResult) Index(i int) float64 {
@@ -524,7 +524,7 @@ func (c *PercentageChangeResult) Last(i int) float64 {
 	if i+c.offset >= c.a.Length() {
 		return 0
 	}
-	return c.a.Index(i)/c.a.Index(i+c.offset) - 1
+	return c.a.Last(i)/c.a.Last(i+c.offset) - 1
 }
 
 func (c *PercentageChangeResult) Index(i int) float64 {
@@ -565,7 +565,7 @@ func Stdev(a Series, params ...int) float64 {
 	avg := Mean(a, length)
 	s := .0
 	for i := 0; i < length; i++ {
-		diff := a.Index(i) - avg
+		diff := a.Last(i) - avg
 		s += diff * diff
 	}
 	if length-ddof == 0 {
@@ -588,7 +588,7 @@ func Kendall(a, b Series, length int) float64 {
 	concordant, discordant := 0, 0
 	for i := 0; i < length; i++ {
 		for j := i + 1; j < length; j++ {
-			value := (aRanks.Index(i) - aRanks.Index(j)) * (bRanks.Index(i) - bRanks.Index(j))
+			value := (aRanks.Last(i) - aRanks.Last(j)) * (bRanks.Last(i) - bRanks.Last(j))
 			if value > 0 {
 				concordant++
 			} else {
@@ -606,10 +606,10 @@ func Rank(a Series, length int) SeriesExtend {
 	rank := make([]float64, length)
 	mapper := make([]float64, length+1)
 	for i := length - 1; i >= 0; i-- {
-		ii := a.Index(i)
+		ii := a.Last(i)
 		counter := 0.
 		for j := 0; j < length; j++ {
-			if a.Index(j) <= ii {
+			if a.Last(j) <= ii {
 				counter += 1.
 			}
 		}
@@ -633,8 +633,8 @@ func Pearson(a, b Series, length int) float64 {
 	x := make([]float64, length)
 	y := make([]float64, length)
 	for i := 0; i < length; i++ {
-		x[i] = a.Index(i)
+		x[i] = a.Last(i)
-		y[i] = b.Index(i)
+		y[i] = b.Last(i)
 	}
 	return stat.Correlation(x, y, nil)
 }
@@ -690,7 +690,7 @@ func Covariance(a Series, b Series, length int) float64 {
 	meanb := Mean(b, length)
 	sum := 0.0
 	for i := 0; i < length; i++ {
-		sum += (a.Index(i) - meana) * (b.Index(i) - meanb)
+		sum += (a.Last(i) - meana) * (b.Last(i) - meanb)
 	}
 	sum /= float64(length)
 	return sum
@@ -711,7 +711,7 @@ func Skew(a Series, length int) float64 {
 	sum2 := 0.0
 	sum3 := 0.0
 	for i := 0; i < length; i++ {
-		diff := a.Index(i) - mean
+		diff := a.Last(i) - mean
 		sum2 += diff * diff
 		sum3 += diff * diff * diff
 	}
@@ -735,7 +735,7 @@ func (inc *ShiftResult) Last(i int) float64 {
 		return 0
 	}
 
-	return inc.a.Index(inc.offset + i)
+	return inc.a.Last(inc.offset + i)
 }
 
 func (inc *ShiftResult) Index(i int) float64 {
@@ -811,11 +811,11 @@ func Softmax(a Series, window int) SeriesExtend {
 	s := 0.0
 	max := Highest(a, window)
 	for i := 0; i < window; i++ {
-		s += math.Exp(a.Index(i) - max)
+		s += math.Exp(a.Last(i) - max)
 	}
 	out := NewQueue(window)
 	for i := window - 1; i >= 0; i-- {
-		out.Update(math.Exp(a.Index(i)-max) / s)
+		out.Update(math.Exp(a.Last(i)-max) / s)
 	}
 	return out
 }
@@ -825,7 +825,7 @@ func Softmax(a Series, window int) SeriesExtend {
 // - sum(v * ln(v))
 func Entropy(a Series, window int) (e float64) {
 	for i := 0; i < window; i++ {
-		v := a.Index(i)
+		v := a.Last(i)
 		if v != 0 {
 			e -= v * math.Log(v)
 		}
@@ -836,9 +836,9 @@ func Entropy(a Series, window int) (e float64) {
 // CrossEntropy computes the cross-entropy between the two distributions
 func CrossEntropy(a, b Series, window int) (e float64) {
 	for i := 0; i < window; i++ {
-		v := a.Index(i)
+		v := a.Last(i)
 		if v != 0 {
-			e -= v * math.Log(b.Index(i))
+			e -= v * math.Log(b.Last(i))
 		}
 	}
 	return e
@@ -893,7 +893,7 @@ func LogisticRegression(x []Series, y Series, lookback, iterations int, learning
 	xx := make([][]float64, lookback)
 	for i := 0; i < lookback; i++ {
 		for j := 0; j < features; j++ {
-			xx[i] = append(xx[i], x[j].Index(lookback-i-1))
+			xx[i] = append(xx[i], x[j].Last(lookback-i-1))
 		}
 	}
 	yy := Reverse(y, lookback)
@@ -1002,7 +1002,7 @@ func (canvas *Canvas) Plot(tag string, a Series, endTime Time, length int, inter
 	if a.Length() == 0 {
 		return
 	}
-	oldest := a.Index(a.Length() - 1)
+	oldest := a.Last(a.Length() - 1)
 	interval := canvas.Interval
 	if len(intervals) > 0 {
 		interval = intervals[0]
@@ -1026,7 +1026,7 @@ func (canvas *Canvas) PlotRaw(tag string, a Series, length int) {
 	if a.Length() == 0 {
 		return
 	}
-	oldest := a.Index(a.Length() - 1)
+	oldest := a.Last(a.Length() - 1)
 	canvas.Series = append(canvas.Series, chart.ContinuousSeries{
 		Name:    tag,
 		XValues: x,

pkg/types/indicator_test.go

@@ -24,7 +24,7 @@ func TestQueue(t *testing.T) {
 func TestFloat(t *testing.T) {
 	var a Series = Sub(3., 2.)
 	assert.Equal(t, a.Last(0), 1.)
-	assert.Equal(t, a.Index(100), 1.)
+	assert.Equal(t, a.Last(100), 1.)
 }
 
 func TestNextCross(t *testing.T) {
@@ -67,8 +67,8 @@ func TestCorr(t *testing.T) {
 	corr := Correlation(&a, &b, 4, Pearson)
 	assert.InDelta(t, corr, -0.8510644, 0.001)
 	out := Rank(&a, 4)
-	assert.Equal(t, out.Index(0), 2.5)
+	assert.Equal(t, out.Last(0), 2.5)
-	assert.Equal(t, out.Index(1), 4.0)
+	assert.Equal(t, out.Last(1), 4.0)
 	corr = Correlation(&a, &b, 4, Spearman)
 	assert.InDelta(t, corr, -0.94868, 0.001)
 }
@@ -119,7 +119,7 @@ func TestSoftmax(t *testing.T) {
 	out := Softmax(&a, a.Length())
 	r := floats.Slice{0.8360188027814407, 0.11314284146556013, 0.05083835575299916}
 	for i := 0; i < out.Length(); i++ {
-		assert.InDelta(t, r.Index(i), out.Index(i), 0.001)
+		assert.InDelta(t, r.Last(i), out.Last(i), 0.001)
 	}
 }
 
@@ -128,7 +128,7 @@ func TestSigmoid(t *testing.T) {
 	out := Sigmoid(&a)
 	r := floats.Slice{0.9525741268224334, 0.7310585786300049, 0.8909031788043871}
 	for i := 0; i < out.Length(); i++ {
-		assert.InDelta(t, r.Index(i), out.Index(i), 0.001, "i=%d", i)
+		assert.InDelta(t, r.Last(i), out.Last(i), 0.001, "i=%d", i)
 	}
 }
 
@@ -143,7 +143,6 @@ func TestAdd(t *testing.T) {
 	var b NumberSeries = 2.0
 	out := Add(&a, &b)
 	assert.Equal(t, out.Last(0), 5.0)
-	assert.Equal(t, out.Index(0), 5.0)
 	assert.Equal(t, out.Length(), math.MaxInt32)
 }
 
@@ -153,7 +152,7 @@ func TestDiv(t *testing.T) {
 	out := Div(&a, &b)
 	assert.Equal(t, 1.0, out.Last(0))
 	assert.Equal(t, 3, out.Length())
-	assert.Equal(t, 0.5, out.Index(1))
+	assert.Equal(t, 0.5, out.Last(1))
 }
 
 func TestMul(t *testing.T) {
@@ -162,7 +161,7 @@ func TestMul(t *testing.T) {
 	out := Mul(&a, &b)
 	assert.Equal(t, out.Last(0), 4.0)
 	assert.Equal(t, out.Length(), 3)
-	assert.Equal(t, out.Index(1), 2.0)
+	assert.Equal(t, out.Last(1), 2.0)
 }
 
 func TestArray(t *testing.T) {

pkg/types/kline.go

@@ -597,26 +597,11 @@ type KLineSeries struct {
 	kv    KValueType
 }
 
-func (k *KLineSeries) Last(int) float64 {
+func (k *KLineSeries) Index(i int) float64 {
-	length := len(*k.lines)
+	return k.Last(i)
-	switch k.kv {
-	case kOpUnknown:
-		panic("kline series operator unknown")
-	case kOpenValue:
-		return (*k.lines)[length-1].GetOpen().Float64()
-	case kCloseValue:
-		return (*k.lines)[length-1].GetClose().Float64()
-	case kLowValue:
-		return (*k.lines)[length-1].GetLow().Float64()
-	case kHighValue:
-		return (*k.lines)[length-1].GetHigh().Float64()
-	case kVolumeValue:
-		return (*k.lines)[length-1].Volume.Float64()
-	}
-	return 0
 }
 
-func (k *KLineSeries) Index(i int) float64 {
+func (k *KLineSeries) Last(i int) float64 {
 	length := len(*k.lines)
 	if length == 0 || length-i-1 < 0 {
 		return 0

pkg/types/omega.go

@@ -17,7 +17,7 @@ func Omega(returns Series, returnThresholds ...float64) float64 {
 	win := 0.0
 	loss := 0.0
 	for i := 0; i < length; i++ {
-		out := threshold - returns.Index(i)
+		out := threshold - returns.Last(i)
 		if out > 0 {
 			win += out
 		} else {

pkg/types/pca.go

@@ -2,6 +2,7 @@ package types
 
 import (
 	"fmt"
+
 	"gonum.org/v1/gonum/mat"
 )
 
@@ -21,7 +22,7 @@ func (pca *PCA) Fit(x []SeriesExtend, lookback int) error {
 	for i, xx := range x {
 		mean := xx.Mean(lookback)
 		for j := 0; j < lookback; j++ {
-			vec[i+j*i] = xx.Index(j) - mean
+			vec[i+j*i] = xx.Last(j) - mean
 		}
 	}
 	pca.svd = &mat.SVD{}
@@ -40,7 +41,7 @@ func (pca *PCA) Transform(x []SeriesExtend, lookback int, features int) (result
 	vec := make([]float64, lookback*len(x))
 	for i, xx := range x {
 		for j := 0; j < lookback; j++ {
-			vec[i+j*i] = xx.Index(j)
+			vec[i+j*i] = xx.Last(j)
 		}
 	}
 	newX := mat.NewDense(lookback, len(x), vec)

pkg/types/queue.go

@@ -21,6 +21,7 @@ func (inc *Queue) Last(i int) float64 {
 	if i < 0 || len(inc.arr)-i-1 < 0 {
 		return 0
 	}
+
 	return inc.arr[len(inc.arr)-1-i]
 }
 

pkg/types/series.go

@@ -103,7 +103,7 @@ func Sum(a Series, limit ...int) (sum float64) {
 		l = limit[0]
 	}
 	for i := 0; i < l; i++ {
-		sum += a.Index(i)
+		sum += a.Last(i)
 	}
 	return sum
 }

pkg/types/seriesbase_imp.go

@@ -12,19 +12,16 @@ type SeriesBase struct {
 }
 
 func (s *SeriesBase) Index(i int) float64 {
+	return s.Last(i)
+}
+
+func (s *SeriesBase) Last(i int) float64 {
 	if s.Series == nil {
 		return 0
 	}
 	return s.Series.Last(i)
 }
 
-func (s *SeriesBase) Last(int) float64 {
-	if s.Series == nil {
-		return 0
-	}
-	return s.Series.Last(0)
-}
-
 func (s *SeriesBase) Length() int {
 	if s.Series == nil {
 		return 0

pkg/types/sortino.go

@@ -6,9 +6,11 @@ import (
 
 // Sortino: Calcluates the sotino ratio of access returns
 //
-//           ROI_excess   E[ROI] - ROI_risk_free
+//	ROI_excess   E[ROI] - ROI_risk_free
+//
 // sortino = ---------- = -----------------------
-//              risk      sqrt(E[ROI_drawdown^2])
+//
+//	risk      sqrt(E[ROI_drawdown^2])
 //
 // @param returns (Series): Series of profit/loss percentage every specific interval
 // @param riskFreeReturns (float): risk-free return rate of year
@@ -29,7 +31,7 @@ func Sortino(returns Series, riskFreeReturns float64, periods int, annualize boo
 	}
 	var sum = 0.
 	for i := 0; i < num; i++ {
-		exRet := returns.Index(i) - avgRiskFreeReturns
+		exRet := returns.Last(i) - avgRiskFreeReturns
 		if exRet < 0 {
 			sum += exRet * exRet
 		}