package indicator import ( "time" "github.com/c9s/bbgo/pkg/datatype/floats" "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 floats.Slice D floats.Slice HighValues floats.Slice LowValues floats.Slice 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) { if inc.EndTime != zeroTime && !k.EndTime.After(inc.EndTime) { return } inc.Update(k.High.Float64(), k.Low.Float64(), k.Close.Float64()) inc.EndTime = k.EndTime.Time() inc.EmitUpdate(inc.LastK(), inc.LastD()) } func (inc *STOCH) GetD() types.Series { return &inc.D } func (inc *STOCH) GetK() types.Series { return &inc.K }