package indicator import ( "time" "github.com/c9s/bbgo/pkg/types" ) /* obv implements on-balance volume indicator On-Balance Volume (OBV) Definition - https://www.investopedia.com/terms/o/onbalancevolume.asp */ //go:generate callbackgen -type OBV type OBV struct { types.SeriesBase types.IntervalWindow Values types.Float64Slice PrePrice float64 EndTime time.Time UpdateCallbacks []func(value float64) } func (inc *OBV) Update(price, volume float64) { if len(inc.Values) == 0 { inc.SeriesBase.Series = inc inc.PrePrice = price inc.Values.Push(volume) return } if volume < inc.PrePrice { inc.Values.Push(inc.Last() - volume) } else { inc.Values.Push(inc.Last() + volume) } } func (inc *OBV) Last() float64 { if len(inc.Values) == 0 { return 0.0 } return inc.Values[len(inc.Values)-1] } func (inc *OBV) Index(i int) float64 { if len(inc.Values)-i <= 0 { return 0.0 } return inc.Values[len(inc.Values)-i-1] } var _ types.SeriesExtend = &OBV{} func (inc *OBV) calculateAndUpdate(kLines []types.KLine) { for _, k := range kLines { if inc.EndTime != zeroTime && !k.EndTime.After(inc.EndTime) { continue } inc.Update(k.Close.Float64(), k.Volume.Float64()) } inc.EmitUpdate(inc.Last()) inc.EndTime = kLines[len(kLines)-1].EndTime.Time() } func (inc *OBV) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) { if inc.Interval != interval { return } inc.calculateAndUpdate(window) } func (inc *OBV) Bind(updater KLineWindowUpdater) { updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate) }