package indicator import ( "fmt" "time" "github.com/c9s/bbgo/pkg/datatype/floats" "github.com/c9s/bbgo/pkg/types" ) const MaxNumOfSMA = 5_000 const MaxNumOfSMATruncateSize = 100 //go:generate callbackgen -type SMA type SMA struct { types.SeriesBase types.IntervalWindow Values floats.Slice rawValues *types.Queue EndTime time.Time UpdateCallbacks []func(value float64) } func (inc *SMA) Last() float64 { if inc.Values.Length() == 0 { return 0.0 } return inc.Values.Last() } func (inc *SMA) Index(i int) float64 { if i >= inc.Values.Length() { return 0.0 } return inc.Values.Index(i) } func (inc *SMA) Length() int { return inc.Values.Length() } func (inc *SMA) Clone() types.UpdatableSeriesExtend { out := &SMA{ Values: inc.Values[:], rawValues: inc.rawValues.Clone(), EndTime: inc.EndTime, } out.SeriesBase.Series = out return out } var _ types.SeriesExtend = &SMA{} func (inc *SMA) Update(value float64) { if inc.rawValues == nil { inc.rawValues = types.NewQueue(inc.Window) inc.SeriesBase.Series = inc } inc.rawValues.Update(value) if inc.rawValues.Length() < inc.Window { return } inc.Values.Push(types.Mean(inc.rawValues)) if len(inc.Values) > MaxNumOfSMA { inc.Values = inc.Values[MaxNumOfSMATruncateSize-1:] } } func (inc *SMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval) { target.OnKLineClosed(types.KLineWith(symbol, interval, inc.PushK)) } func (inc *SMA) PushK(k types.KLine) { if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) { return } inc.Update(k.Close.Float64()) inc.EndTime = k.EndTime.Time() inc.EmitUpdate(inc.Values.Last()) } func (inc *SMA) LoadK(allKLines []types.KLine) { for _, k := range allKLines { inc.PushK(k) } } func calculateSMA(kLines []types.KLine, window int, priceF KLineValueMapper) (float64, error) { length := len(kLines) if length == 0 || length < window { return 0.0, fmt.Errorf("insufficient elements for calculating SMA with window = %d", window) } if length != window { return 0.0, fmt.Errorf("too much klines passed in, requires only %d klines", window) } sum := 0.0 for _, k := range kLines { sum += priceF(k) } avg := sum / float64(window) return avg, nil }