package indicator import ( "github.com/c9s/bbgo/pkg/datatype/floats" ) type CrossType float64 const ( CrossOver CrossType = 1.0 CrossUnder CrossType = -1.0 ) // CrossStream subscribes 2 upstreams, and calculate the cross signal type CrossStream struct { *Float64Series a, b floats.Slice } // Cross creates the CrossStream object: // // cross := Cross(fastEWMA, slowEWMA) func Cross(a, b Float64Source) *CrossStream { s := &CrossStream{ Float64Series: NewFloat64Series(), } a.OnUpdate(func(v float64) { s.a.Push(v) s.calculate() }) b.OnUpdate(func(v float64) { s.b.Push(v) s.calculate() }) return s } func (s *CrossStream) calculate() { if s.a.Length() != s.b.Length() { return } current := s.a.Last(0) - s.b.Last(0) previous := s.a.Last(1) - s.b.Last(1) if previous == 0.0 { return } // cross over or cross under if current*previous < 0 { if current > 0 { s.PushAndEmit(float64(CrossOver)) } else { s.PushAndEmit(float64(CrossUnder)) } } }