package ma import ( "math" "time" "github.com/c9s/bbgo/pkg/store" "github.com/c9s/bbgo/pkg/types" ) type SMA struct { store *store.MarketDataStore Window int } func NewSMA(window int) *SMA { return &SMA{ Window: window, } } func (i *SMA) handleUpdate(kline types.KLine) { klines, ok := i.store.KLineWindows[types.Interval(kline.Interval)] if !ok { return } if len(klines) < i.Window { return } // calculate ma } type IndicatorValue struct { Value float64 Time time.Time } func calculateMovingAverage(klines types.KLineWindow, period int) (values []IndicatorValue) { for idx := range klines[period:] { offset := idx + period sum := klines[offset-period : offset].ReduceClose() values = append(values, IndicatorValue{ Time: klines[offset].GetEndTime(), Value: math.Round(sum / float64(period)), }) } return values } func (i *SMA) SubscribeStore(store *store.MarketDataStore) { i.store = store // register kline update callback // store.OnUpdate(i.handleUpdate) }