package indicator import ( "math" "github.com/c9s/bbgo/pkg/datatype/floats" "github.com/c9s/bbgo/pkg/types" ) // Refer: True Strength Index // Refer URL: https://www.investopedia.com/terms/t/tsi.asp // //go:generate callbackgen -type TSI type TSI struct { types.SeriesBase types.Interval FastWindow int SlowWindow int PrevValue float64 Values floats.Slice Pcs *EWMA Pcds *EWMA Apcs *EWMA Apcds *EWMA updateCallbacks []func(value float64) } func (inc *TSI) Update(value float64) { if inc.Pcs == nil { if inc.FastWindow == 0 { inc.FastWindow = 13 } if inc.SlowWindow == 0 { inc.SlowWindow = 25 } inc.Pcs = &EWMA{ IntervalWindow: types.IntervalWindow{ Window: inc.SlowWindow, Interval: inc.Interval, }, } inc.Pcds = &EWMA{ IntervalWindow: types.IntervalWindow{ Window: inc.FastWindow, Interval: inc.Interval, }, } inc.Apcs = &EWMA{ IntervalWindow: types.IntervalWindow{ Window: inc.SlowWindow, Interval: inc.Interval, }, } inc.Apcds = &EWMA{ IntervalWindow: types.IntervalWindow{ Window: inc.FastWindow, Interval: inc.Interval, }, } inc.SeriesBase.Series = inc inc.PrevValue = value return } pc := value - inc.PrevValue inc.PrevValue = value inc.Pcs.Update(pc) apc := math.Abs(pc) inc.Apcs.Update(apc) inc.Pcds.Update(inc.Pcs.Last(0)) inc.Apcds.Update(inc.Apcs.Last(0)) tsi := (inc.Pcds.Last(0) / inc.Apcds.Last(0)) * 100. inc.Values.Push(tsi) if inc.Values.Length() > MaxNumOfEWMA { inc.Values = inc.Values[MaxNumOfEWMATruncateSize-1:] } } func (inc *TSI) Length() int { return inc.Values.Length() } func (inc *TSI) Last(i int) float64 { return inc.Values.Last(i) } func (inc *TSI) Index(i int) float64 { return inc.Last(i) } func (inc *TSI) PushK(k types.KLine) { inc.Update(k.Close.Float64()) } var _ types.SeriesExtend = &TSI{} func (inc *TSI) BindK(target KLineClosedEmitter, symbol string, interval types.Interval) { target.OnKLineClosed(types.KLineWith(symbol, interval, inc.PushK)) }