package indicator import ( "fmt" "time" log "github.com/sirupsen/logrus" "github.com/c9s/bbgo/pkg/types" ) //go:generate callbackgen -type PivotLow type PivotLow struct { types.SeriesBase types.IntervalWindow Lows types.Float64Slice Values types.Float64Slice 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) { if len(inc.Lows) == 0 { inc.SeriesBase.Series = inc } inc.Lows.Push(value) if len(inc.Lows) < inc.Window { return } low, err := calculatePivotLow(inc.Lows, inc.Window) if err != nil { log.WithError(err).Errorf("can not calculate pivot low") return } if low > 0.0 { inc.Values.Push(low) } } func (inc *PivotLow) PushK(k types.KLine) { if k.EndTime.Before(inc.EndTime) { return } inc.Update(k.Low.Float64()) inc.EndTime = k.EndTime.Time() inc.EmitUpdate(inc.Last()) } func calculatePivotLow(lows types.Float64Slice, window int) (float64, error) { length := len(lows) if length == 0 || length < window { return 0., fmt.Errorf("insufficient elements for calculating with window = %d", window) } end := length-1 min := lows[end-(window-1):].Min() if min == lows.Index(int(window/2.)-1) { return min, nil } return 0., nil }