package indicator import ( "github.com/c9s/bbgo/pkg/types" ) // Refer: Cumulative Moving Average, Cumulative Average // Refer: https://en.wikipedia.org/wiki/Moving_average //go:generate callbackgen -type CA type CA struct { types.SeriesBase Interval types.Interval Values types.Float64Slice length float64 UpdateCallbacks []func(value float64) } func (inc *CA) Update(x float64) { if len(inc.Values) == 0 { inc.SeriesBase.Series = inc } newVal := (inc.Values.Last()*inc.length + x) / (inc.length + 1.) inc.length += 1 inc.Values.Push(newVal) if len(inc.Values) > MaxNumOfEWMA { inc.Values = inc.Values[MaxNumOfEWMATruncateSize-1:] inc.length = float64(len(inc.Values)) } } func (inc *CA) Last() float64 { if len(inc.Values) == 0 { return 0 } return inc.Values[len(inc.Values)-1] } func (inc *CA) Index(i int) float64 { if i >= len(inc.Values) { return 0 } return inc.Values[len(inc.Values)-1-i] } func (inc *CA) Length() int { return len(inc.Values) } var _ types.SeriesExtend = &CA{} func (inc *CA) PushK(k types.KLine) { inc.Update(k.Close.Float64()) } func (inc *CA) CalculateAndUpdate(allKLines []types.KLine) { for _, k := range allKLines { inc.PushK(k) inc.EmitUpdate(inc.Last()) } } func (inc *CA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) { if inc.Interval != interval { return } inc.CalculateAndUpdate(window) } func (inc *CA) Bind(updater KLineWindowUpdater) { updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate) }