package indicator import ( "time" "github.com/c9s/bbgo/pkg/datatype/floats" "github.com/c9s/bbgo/pkg/types" ) const MaxNumOfStdev = 600 const MaxNumOfStdevTruncateSize = 300 //go:generate callbackgen -type StdDev type StdDev struct { types.SeriesBase types.IntervalWindow Values floats.Slice rawValues *types.Queue EndTime time.Time updateCallbacks []func(value float64) } func (inc *StdDev) Last() float64 { if inc.Values.Length() == 0 { return 0.0 } return inc.Values.Last() } func (inc *StdDev) Index(i int) float64 { if i >= inc.Values.Length() { return 0.0 } return inc.Values.Index(i) } func (inc *StdDev) Length() int { return inc.Values.Length() } var _ types.SeriesExtend = &StdDev{} func (inc *StdDev) Update(value float64) { if inc.rawValues == nil { inc.rawValues = types.NewQueue(inc.Window) inc.SeriesBase.Series = inc } inc.rawValues.Update(value) var std = inc.rawValues.Stdev() inc.Values.Push(std) if len(inc.Values) > MaxNumOfStdev { inc.Values = inc.Values[MaxNumOfStdevTruncateSize-1:] } } func (inc *StdDev) PushK(k types.KLine) { inc.Update(k.Close.Float64()) inc.EndTime = k.EndTime.Time() } func (inc *StdDev) CalculateAndUpdate(allKLines []types.KLine) { var last = allKLines[len(allKLines)-1] if inc.rawValues == nil { for _, k := range allKLines { if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) { continue } inc.PushK(k) } } else { inc.PushK(last) } inc.EmitUpdate(inc.Values.Last()) } func (inc *StdDev) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) { if inc.Interval != interval { return } inc.CalculateAndUpdate(window) } func (inc *StdDev) Bind(updater KLineWindowUpdater) { updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate) }