package indicator import ( "time" "github.com/c9s/bbgo/pkg/types" ) /* obv implements on-balance volume indicator On-Balance Volume (OBV) Definition - https://www.investopedia.com/terms/o/onbalancevolume.asp */ //go:generate callbackgen -type OBV type OBV struct { types.IntervalWindow Values types.Float64Slice PrePrice float64 EndTime time.Time UpdateCallbacks []func(value float64) } func (inc *OBV) update(kLine types.KLine, priceF KLinePriceMapper) { price := priceF(kLine) volume := kLine.Volume if len(inc.Values) == 0 { inc.PrePrice = price inc.Values.Push(volume) return } var sign float64 = 0.0 if volume > inc.PrePrice { sign = 1.0 } else if volume < inc.PrePrice { sign = -1.0 } obv := inc.Last() + sign*volume inc.Values.Push(obv) } func (inc *OBV) Last() float64 { if len(inc.Values) == 0 { return 0.0 } return inc.Values[len(inc.Values)-1] } func (inc *OBV) calculateAndUpdate(kLines []types.KLine) { var priceF = KLineClosePriceMapper for i, k := range kLines { if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) { continue } inc.update(k, priceF) inc.EmitUpdate(inc.Last()) inc.EndTime = kLines[i].EndTime } } func (inc *OBV) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) { if inc.Interval != interval { return } inc.calculateAndUpdate(window) } func (inc *OBV) Bind(updater KLineWindowUpdater) { updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate) }