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indicator: fix ewma2 initial value

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c9s 2023-06-12 17:38:17 +08:00
parent 0a5f31a80f
commit e529a3271d
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1 changed files with 4 additions and 0 deletions
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4
pkg/indicator/v2_ewma.go
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@ -19,6 +19,10 @@ func EWMA2(source Float64Source, window int) *EWMAStream {
func (s *EWMAStream) Calculate(v float64) float64 { func (s *EWMAStream) Calculate(v float64) float64 {
last := s.slice.Last(0) last := s.slice.Last(0)
if last == 0.0 {
return v
}
m := s.multiplier m := s.multiplier
return (1.0-m)*last + m*v return (1.0-m)*last + m*v
} }