package indicator import ( "time" "github.com/c9s/bbgo/pkg/datatype/floats" "github.com/c9s/bbgo/pkg/types" ) //go:generate callbackgen -type PivotLow type PivotLow struct { types.SeriesBase types.IntervalWindow Lows floats.Slice Values floats.Slice EndTime time.Time updateCallbacks []func(value float64) } func (inc *PivotLow) Length() int { return inc.Values.Length() } func (inc *PivotLow) Last() float64 { if len(inc.Values) == 0 { return 0.0 } return inc.Values.Last() } func (inc *PivotLow) Update(value float64) { if len(inc.Lows) == 0 { inc.SeriesBase.Series = inc } inc.Lows.Push(value) if len(inc.Lows) < inc.Window { return } low, ok := calculatePivotLow(inc.Lows, inc.Window, inc.RightWindow) if !ok { return } if low > 0.0 { inc.Values.Push(low) } } func (inc *PivotLow) PushK(k types.KLine) { if k.EndTime.Before(inc.EndTime) { return } inc.Update(k.Low.Float64()) inc.EndTime = k.EndTime.Time() inc.EmitUpdate(inc.Last()) } func calculatePivotF(values floats.Slice, left, right int, f func(a, pivot float64) bool) (float64, bool) { length := len(values) if right == 0 { right = left } if length == 0 || length < left+right+1 { return 0.0, false } end := length - 1 index := end - right val := values[index] for i := index - left; i <= index+right; i++ { if i == index { continue } // return if we found lower value if !f(values[i], val) { return 0.0, false } } return val, true } func calculatePivotHigh(highs floats.Slice, left, right int) (float64, bool) { return calculatePivotF(highs, left, right, func(a, pivot float64) bool { return a < pivot }) } func calculatePivotLow(lows floats.Slice, left, right int) (float64, bool) { return calculatePivotF(lows, left, right, func(a, pivot float64) bool { return a > pivot }) }