From e2dd7c736037bd75e99838b2afa1efce35544b48 Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Thu, 15 Sep 2022 17:53:12 +0800
Subject: [PATCH] indicator: improve macd indicator update callback

---
 pkg/indicator/macd.go                      | 11 +++++++----
 pkg/indicator/macd_callbacks.go            |  6 +++---
 pkg/strategy/pivotshort/failedbreakhigh.go |  4 ++--
 3 files changed, 12 insertions(+), 9 deletions(-)

diff --git a/pkg/indicator/macd.go b/pkg/indicator/macd.go
index 5bba09419..e8146bd17 100644
--- a/pkg/indicator/macd.go
+++ b/pkg/indicator/macd.go
@@ -33,7 +33,7 @@ type MACD struct {
 
 	EndTime time.Time
 
-	updateCallbacks []func(fast, slow, signal, histogram float64)
+	updateCallbacks []func(macd, signal, histogram float64)
 }
 
 func (inc *MACD) Update(x float64) {
@@ -56,17 +56,20 @@ func (inc *MACD) Update(x float64) {
 	inc.slowEWMA.Update(x)
 
 	// update MACD value, it's also the signal line
-	macd := inc.fastEWMA.Last() - inc.slowEWMA.Last()
+	fast := inc.fastEWMA.Last()
+	slow := inc.slowEWMA.Last()
+	macd := fast - slow
 	inc.Values.Push(macd)
 
 	// update signal line
 	inc.signalLine.Update(macd)
+	signal := inc.signalLine.Last()
 
 	// update histogram
-	histogram := macd - inc.signalLine.Last()
+	histogram := macd - signal
 	inc.Histogram.Push(histogram)
 
-	inc.EmitUpdate(inc.fastEWMA.Last(), inc.slowEWMA.Last(), macd, histogram)
+	inc.EmitUpdate(macd, signal, histogram)
 }
 
 func (inc *MACD) Last() float64 {
diff --git a/pkg/indicator/macd_callbacks.go b/pkg/indicator/macd_callbacks.go
index ba10d8bcf..93a1bc8c9 100644
--- a/pkg/indicator/macd_callbacks.go
+++ b/pkg/indicator/macd_callbacks.go
@@ -4,12 +4,12 @@ package indicator
 
 import ()
 
-func (inc *MACD) OnUpdate(cb func(fast float64, slow float64, signal float64, histogram float64)) {
+func (inc *MACD) OnUpdate(cb func(macd float64, signal float64, histogram float64)) {
 	inc.updateCallbacks = append(inc.updateCallbacks, cb)
 }
 
-func (inc *MACD) EmitUpdate(fast float64, slow float64, signal float64, histogram float64) {
+func (inc *MACD) EmitUpdate(macd float64, signal float64, histogram float64) {
 	for _, cb := range inc.updateCallbacks {
-		cb(fast, slow, signal, histogram)
+		cb(macd, signal, histogram)
 	}
 }
diff --git a/pkg/strategy/pivotshort/failedbreakhigh.go b/pkg/strategy/pivotshort/failedbreakhigh.go
index 92c1416ae..d8e5e4a9b 100644
--- a/pkg/strategy/pivotshort/failedbreakhigh.go
+++ b/pkg/strategy/pivotshort/failedbreakhigh.go
@@ -106,8 +106,8 @@ func (s *FailedBreakHigh) Bind(session *bbgo.ExchangeSession, orderExecutor *bbg
 
 	if s.MACDConfig != nil {
 		s.macd = standardIndicator.MACD(s.MACDConfig.IntervalWindow, s.MACDConfig.ShortPeriod, s.MACDConfig.LongPeriod)
-		s.macd.OnUpdate(func(fast float64, slow float64, signal float64, histogram float64) {
-			log.Infof("MACD %+v: fast: %f slow: %f, signal: %f histogram: %f", s.macd.IntervalWindow, fast, slow, signal, histogram)
+		s.macd.OnUpdate(func(macd, signal, histogram float64) {
+			log.Infof("MACD %+v: macd: %f, signal: %f histogram: %f", s.macd.IntervalWindow, macd, signal, histogram)
 		})
 	}