indicator: implement Subscribe method on PriceStream

pkg/bbgo/indicator_set_test.go

@@ -8,7 +8,7 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-func TestIndicatorSet_closeCache(t *testing.T) {
+func newTestIndicatorSet() *IndicatorSet {
 	symbol := "BTCUSDT"
 	store := NewMarketDataStore(symbol)
 	store.KLineWindows[types.Interval1m] = &types.KLineWindow{
@@ -17,15 +17,32 @@ func TestIndicatorSet_closeCache(t *testing.T) {
 		{Open: number(19200.0), Close: number(19300.0)},
 		{Open: number(19300.0), Close: number(19200.0)},
 		{Open: number(19200.0), Close: number(19100.0)},
+		{Open: number(19100.0), Close: number(19500.0)},
+		{Open: number(19500.0), Close: number(19600.0)},
+		{Open: number(19600.0), Close: number(19700.0)},
 	}
 
 	stream := types.NewStandardStream()
-
 	indicatorSet := NewIndicatorSet(symbol, &stream, store)
-	
+	return indicatorSet
+}
+
+func TestIndicatorSet_closeCache(t *testing.T) {
+	indicatorSet := newTestIndicatorSet()
+
 	close1m := indicatorSet.CLOSE(types.Interval1m)
 	assert.NotNil(t, close1m)
 
 	close1m2 := indicatorSet.CLOSE(types.Interval1m)
 	assert.Equal(t, close1m, close1m2)
 }
+
+func TestIndicatorSet_rsi(t *testing.T) {
+	indicatorSet := newTestIndicatorSet()
+
+	rsi1m := indicatorSet.RSI(types.IntervalWindow{Interval: types.Interval1m, Window: 7})
+	assert.NotNil(t, rsi1m)
+
+	rsiLast := rsi1m.Last(0)
+	assert.InDelta(t, 80, rsiLast, 0.0000001)
+}

pkg/indicator/v2_price.go

@@ -22,15 +22,31 @@ func Price(source KLineSubscription, mapper KLineValueMapper) *PriceStream {
 		mapper:        mapper,
 	}
 
-	if source != nil {
-		source.AddSubscriber(func(k types.KLine) {
-			v := s.mapper(k)
-			s.PushAndEmit(v)
-		})
+	if source == nil {
+		return s
 	}
+
+	source.AddSubscriber(func(k types.KLine) {
+		v := s.mapper(k)
+		s.PushAndEmit(v)
+	})
 	return s
 }
 
+// AddSubscriber adds the subscriber function and push historical data to the subscriber
+func (s *PriceStream) AddSubscriber(f func(v float64)) {
+	s.OnUpdate(f)
+
+	if len(s.slice) == 0 {
+		return
+	}
+
+	// push historical value to the subscriber
+	for _, v := range s.slice {
+		f(v)
+	}
+}
+
 func (s *PriceStream) PushAndEmit(v float64) {
 	s.slice.Push(v)
 	s.EmitUpdate(v)