package indicator import ( "time" "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.IntervalWindow Values types.Float64Slice PrePrice float64 EndTime time.Time UpdateCallbacks []func(value float64) } func (inc *AD) Update(kLine types.KLine) { close := kLine.Close.Float64() high := kLine.High.Float64() low := kLine.Low.Float64() volume := kLine.Volume.Float64() moneyFlowVolume := ((2*close - high - low) / (high - low)) * volume ad := inc.Last() + moneyFlowVolume inc.Values.Push(ad) } func (inc *AD) Last() float64 { if len(inc.Values) == 0 { return 0.0 } return inc.Values[len(inc.Values)-1] } func (inc *AD) calculateAndUpdate(kLines []types.KLine) { for _, k := range kLines { if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) { continue } inc.Update(k) } inc.EmitUpdate(inc.Last()) inc.EndTime = kLines[len(kLines)-1].EndTime.Time() } func (inc *AD) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) { if inc.Interval != interval { return } inc.calculateAndUpdate(window) } func (inc *AD) Bind(updater KLineWindowUpdater) { updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate) }