package indicator import ( "github.com/c9s/bbgo/pkg/datatype/floats" ) // SubtractStream subscribes 2 upstream data, and then subtract these 2 values type SubtractStream struct { Float64Series a, b floats.Slice i int } // Subtract creates the SubtractStream object // subtract := Subtract(longEWMA, shortEWMA) func Subtract(a, b Float64Source) *SubtractStream { s := &SubtractStream{ 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 *SubtractStream) calculate() { if s.a.Length() != s.b.Length() { return } if s.a.Length() > s.slice.Length() { var numNewElems = s.a.Length() - s.slice.Length() var tailA = s.a.Tail(numNewElems) var tailB = s.b.Tail(numNewElems) var tailC = tailA.Sub(tailB) for _, f := range tailC { s.slice.Push(f) s.EmitUpdate(f) } } }