package indicator import ( "time" "github.com/c9s/bbgo/pkg/types" ) const DPeriod int = 3 /* stoch implements stochastic oscillator indicator Stochastic Oscillator - https://www.investopedia.com/terms/s/stochasticoscillator.asp */ //go:generate callbackgen -type STOCH type STOCH struct { types.IntervalWindow K types.Float64Slice D types.Float64Slice HighValues types.Float64Slice LowValues types.Float64Slice EndTime time.Time UpdateCallbacks []func(k float64, d float64) } func (inc *STOCH) Update(high, low, cloze float64) { inc.HighValues.Push(high) inc.LowValues.Push(low) lowest := inc.LowValues.Tail(inc.Window).Min() highest := inc.HighValues.Tail(inc.Window).Max() if highest == lowest { inc.K.Push(50.0) } else { k := 100.0 * (cloze - lowest) / (highest - lowest) inc.K.Push(k) } d := inc.K.Tail(DPeriod).Mean() inc.D.Push(d) } func (inc *STOCH) LastK() float64 { if len(inc.K) == 0 { return 0.0 } return inc.K[len(inc.K)-1] } func (inc *STOCH) LastD() float64 { if len(inc.K) == 0 { return 0.0 } return inc.D[len(inc.D)-1] } func (inc *STOCH) PushK(k types.KLine) { inc.Update(k.High.Float64(), k.Low.Float64(), k.Close.Float64()) inc.EndTime = k.EndTime.Time() } func (inc *STOCH) BindK(target KLineClosedEmitter, symbol string, interval types.Interval) { target.OnKLineClosed(types.KLineWith(symbol, interval, inc.PushK)) } func (inc *STOCH) LoadK(allKLines []types.KLine) { for _, k := range allKLines { if inc.EndTime != zeroTime && !k.EndTime.After(inc.EndTime) { continue } inc.PushK(k) } inc.EmitUpdate(inc.LastK(), inc.LastD()) } func (inc *STOCH) CalculateAndUpdate(kLines []types.KLine) { if len(kLines) < inc.Window || len(kLines) < DPeriod { return } for _, k := range kLines { if inc.EndTime != zeroTime && !k.EndTime.After(inc.EndTime) { continue } inc.PushK(k) } inc.EmitUpdate(inc.LastK(), inc.LastD()) } func (inc *STOCH) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) { if inc.Interval != interval { return } inc.CalculateAndUpdate(window) } func (inc *STOCH) Bind(updater KLineWindowUpdater) { updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate) } func (inc *STOCH) GetD() types.Series { return &inc.D } func (inc *STOCH) GetK() types.Series { return &inc.K }