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77 lines
1.4 KiB
Go
77 lines
1.4 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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//go:generate callbackgen -type PivotLow
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type PivotLow struct {
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types.SeriesBase
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types.IntervalWindow
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Lows floats.Slice
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Values floats.Slice
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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 *PivotLow) Length() int {
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return inc.Values.Length()
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}
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func (inc *PivotLow) Last(i int) float64 {
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return inc.Values.Last(i)
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}
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func (inc *PivotLow) Update(value float64) {
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if len(inc.Lows) == 0 {
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inc.SeriesBase.Series = inc
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}
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inc.Lows.Push(value)
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if len(inc.Lows) < inc.Window {
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return
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}
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if inc.RightWindow == nil {
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inc.RightWindow = &inc.Window
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}
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low, ok := calculatePivotLow(inc.Lows, inc.Window, *inc.RightWindow)
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if !ok {
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return
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}
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if low > 0.0 {
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inc.Values.Push(low)
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}
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}
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func (inc *PivotLow) PushK(k types.KLine) {
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if k.EndTime.Before(inc.EndTime) {
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return
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}
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inc.Update(k.Low.Float64())
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inc.EndTime = k.EndTime.Time()
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inc.EmitUpdate(inc.Last(0))
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}
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func calculatePivotHigh(highs floats.Slice, left, right int) (float64, bool) {
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return floats.FindPivot(highs, left, right, func(a, pivot float64) bool {
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return a < pivot
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})
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}
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func calculatePivotLow(lows floats.Slice, left, right int) (float64, bool) {
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return floats.FindPivot(lows, left, right, func(a, pivot float64) bool {
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return a > pivot
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})
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}
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