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indicator: add v2 sma
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parent
47e869a9f7
commit
ee8bbe3418
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@ -1,7 +1,6 @@
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package indicator
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import (
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"fmt"
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"time"
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"github.com/c9s/bbgo/pkg/datatype/floats"
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@ -82,21 +81,3 @@ func (inc *SMA) LoadK(allKLines []types.KLine) {
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inc.PushK(k)
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}
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}
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func calculateSMA(kLines []types.KLine, window int, priceF KLineValueMapper) (float64, error) {
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length := len(kLines)
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if length == 0 || length < window {
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return 0.0, fmt.Errorf("insufficient elements for calculating SMA with window = %d", window)
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}
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if length != window {
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return 0.0, fmt.Errorf("too much klines passed in, requires only %d klines", window)
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}
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sum := 0.0
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for _, k := range kLines {
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sum += priceF(k)
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}
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avg := sum / float64(window)
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return avg, nil
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}
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@ -17,17 +17,11 @@ func RSI2(source Float64Source, window int) *RSIStream {
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Float64Series: NewFloat64Series(),
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window: window,
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}
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if sub, ok := source.(Float64Subscription); ok {
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sub.AddSubscriber(s.calculateAndPush)
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} else {
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source.OnUpdate(s.calculateAndPush)
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}
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s.Bind(source, s)
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return s
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}
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func (s *RSIStream) calculate(_ float64) float64 {
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func (s *RSIStream) Calculate(_ float64) float64 {
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var gainSum, lossSum float64
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var sourceLen = s.source.Length()
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var limit = min(s.window, sourceLen)
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@ -48,9 +42,3 @@ func (s *RSIStream) calculate(_ float64) float64 {
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rsi := 100.0 - (100.0 / (1.0 + rs))
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return rsi
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}
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func (s *RSIStream) calculateAndPush(x float64) {
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rsi := s.calculate(x)
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s.slice.Push(rsi)
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s.EmitUpdate(rsi)
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}
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29
pkg/indicator/v2_sma.go
Normal file
29
pkg/indicator/v2_sma.go
Normal file
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@ -0,0 +1,29 @@
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package indicator
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import "github.com/c9s/bbgo/pkg/types"
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type SMAStream struct {
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Float64Series
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window int
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rawValues *types.Queue
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}
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func SMA2(source Float64Source, window int) *SMAStream {
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s := &SMAStream{
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Float64Series: NewFloat64Series(),
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window: window,
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rawValues: types.NewQueue(window),
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}
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s.Bind(source, s)
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return s
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}
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func (s *SMAStream) Calculate(v float64) float64 {
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s.rawValues.Update(v)
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sma := s.rawValues.Mean(s.window)
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return sma
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}
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func (s *SMAStream) Truncate() {
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s.slice.Truncate(MaxNumOfSMA)
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}
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