package indicator import ( "time" "github.com/c9s/bbgo/pkg/types" ) const DPeriod int = 3 /* kd implements stochastic oscillator indicator Stochastic Oscillator - https://www.investopedia.com/terms/s/stochasticoscillator.asp */ //go:generate callbackgen -type KD type KD struct { types.IntervalWindow K Float64Slice D Float64Slice KLineWindow types.KLineWindow EndTime time.Time UpdateCallbacks []func(k float64, d float64) } func (inc *KD) update(kLine types.KLine) { inc.KLineWindow.Add(kLine) inc.KLineWindow.Truncate(inc.Window) lowest := inc.KLineWindow.GetLow() highest := inc.KLineWindow.GetHigh() k := 100.0 * (kLine.Close - lowest) / (highest - lowest) inc.K.Push(k) d := inc.K.Tail(DPeriod).Mean() inc.D.Push(d) } func (inc *KD) LastK() float64 { if len(inc.K) == 0 { return 0.0 } return inc.K[len(inc.K)-1] } func (inc *KD) LastD() float64 { if len(inc.K) == 0 { return 0.0 } return inc.D[len(inc.D)-1] } func (inc *KD) calculateAndUpdate(kLines []types.KLine) { if len(kLines) < inc.Window || len(kLines) < DPeriod { return } for i, k := range kLines { if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) { continue } inc.update(k) inc.EmitUpdate(inc.LastK(), inc.LastD()) inc.EndTime = kLines[i].EndTime } } func (inc *KD) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) { if inc.Interval != interval { return } inc.calculateAndUpdate(window) } func (inc *KD) Bind(updater KLineWindowUpdater) { updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate) }