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 KLines []types.KLine 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, k types.KLine) { 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) inc.KLines = append(inc.KLines, k) } } func (inc *PivotLow) PushK(k types.KLine) { if k.EndTime.Before(inc.EndTime) { return } inc.update(k.Low.Float64(), k) inc.EndTime = k.EndTime.Time() inc.EmitUpdate(inc.Last()) } func calculatePivotHigh(highs floats.Slice, left, right int) (float64, bool) { return floats.CalculatePivot(highs, left, right, func(a, pivot float64) bool { return a < pivot }) } func calculatePivotLow(lows floats.Slice, left, right int) (float64, bool) { return floats.CalculatePivot(lows, left, right, func(a, pivot float64) bool { return a > pivot }) }