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57 lines
1.1 KiB
Go
57 lines
1.1 KiB
Go
package indicator
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import (
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"time"
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"github.com/c9s/bbgo/pkg/datatype/floats"
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"github.com/c9s/bbgo/pkg/types"
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)
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const MaxNumOfStdev = 600
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const MaxNumOfStdevTruncateSize = 300
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//go:generate callbackgen -type StdDev
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type StdDev struct {
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types.SeriesBase
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types.IntervalWindow
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Values floats.Slice
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rawValues *types.Queue
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EndTime time.Time
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updateCallbacks []func(value float64)
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}
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func (inc *StdDev) Last(i int) float64 {
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return inc.Values.Last(i)
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}
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func (inc *StdDev) Index(i int) float64 {
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return inc.Last(i)
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}
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func (inc *StdDev) Length() int {
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return inc.Values.Length()
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}
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var _ types.SeriesExtend = &StdDev{}
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func (inc *StdDev) Update(value float64) {
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if inc.rawValues == nil {
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inc.rawValues = types.NewQueue(inc.Window)
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inc.SeriesBase.Series = inc
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}
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inc.rawValues.Update(value)
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var std = inc.rawValues.Stdev()
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inc.Values.Push(std)
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if len(inc.Values) > MaxNumOfStdev {
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inc.Values = inc.Values[MaxNumOfStdevTruncateSize-1:]
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}
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}
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func (inc *StdDev) PushK(k types.KLine) {
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inc.Update(k.Close.Float64())
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inc.EndTime = k.EndTime.Time()
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}
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