package indicator import ( "time" "github.com/c9s/bbgo/pkg/datatype/floats" "github.com/c9s/bbgo/pkg/types" ) /* ad implements accumulation/distribution indicator Accumulation/Distribution Indicator (A/D) - https://www.investopedia.com/terms/a/accumulationdistribution.asp */ //go:generate callbackgen -type AD type AD struct { types.SeriesBase types.IntervalWindow Values floats.Slice PrePrice float64 EndTime time.Time UpdateCallbacks []func(value float64) } func (inc *AD) Update(high, low, cloze, volume float64) { if len(inc.Values) == 0 { inc.SeriesBase.Series = inc } var moneyFlowVolume float64 if high == low { moneyFlowVolume = 0 } else { moneyFlowVolume = ((2*cloze - high - low) / (high - low)) * volume } ad := inc.Last(0) + moneyFlowVolume inc.Values.Push(ad) } func (inc *AD) Last(i int) float64 { return inc.Values.Last(i) } func (inc *AD) Index(i int) float64 { return inc.Last(i) } func (inc *AD) Length() int { return len(inc.Values) } var _ types.SeriesExtend = &AD{} func (inc *AD) CalculateAndUpdate(kLines []types.KLine) { for _, k := range kLines { if inc.EndTime != zeroTime && !k.EndTime.After(inc.EndTime) { continue } inc.Update(k.High.Float64(), k.Low.Float64(), k.Close.Float64(), k.Volume.Float64()) } inc.EmitUpdate(inc.Last(0)) inc.EndTime = kLines[len(kLines)-1].EndTime.Time() }