package indicator import ( "github.com/c9s/bbgo/pkg/types" ) // Refer: Triple Exponential Moving Average (TEMA) // URL: https://investopedia.com/terms/t/triple-exponential-moving-average.asp //go:generate callbackgen -type TEMA type TEMA struct { types.IntervalWindow Values types.Float64Slice A1 *EWMA A2 *EWMA A3 *EWMA UpdateCallbacks []func(value float64) } func (inc *TEMA) Update(value float64) { if len(inc.Values) == 0 { inc.A1 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}} inc.A2 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}} inc.A3 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}} } inc.A1.Update(value) a1 := inc.A1.Last() inc.A2.Update(a1) a2 := inc.A2.Last() inc.A3.Update(a2) a3 := inc.A3.Last() inc.Values.Push(3*a1 - 3*a2 + a3) } func (inc *TEMA) Last() float64 { if len(inc.Values) > 0 { return inc.Values[len(inc.Values)-1] } return 0.0 } func (inc *TEMA) Index(i int) float64 { if i >= len(inc.Values) { return 0 } return inc.Values[len(inc.Values)-i-1] } func (inc *TEMA) Length() int { return len(inc.Values) } var _ types.Series = &TEMA{} func (inc *TEMA) calculateAndUpdate(allKLines []types.KLine) { for _, k := range allKLines { inc.Update(k.Close.Float64()) inc.EmitUpdate(inc.Last()) } } func (inc *TEMA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) { if inc.Interval != interval { return } inc.calculateAndUpdate(window) } func (inc *TEMA) Bind(updater KLineWindowUpdater) { updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate) }