bbgo_origin/pkg/indicator/v2/price.go

72 lines
1.4 KiB
Go

package indicatorv2
import (
"github.com/c9s/bbgo/pkg/types"
)
type PriceStream struct {
*types.Float64Series
mapper types.KLineValueMapper
}
func Price(source KLineSubscription, mapper types.KLineValueMapper) *PriceStream {
s := &PriceStream{
Float64Series: types.NewFloat64Series(),
mapper: mapper,
}
if source == nil {
return s
}
source.AddSubscriber(func(k types.KLine) {
v := s.mapper(k)
s.PushAndEmit(v)
})
return s
}
// AddSubscriber adds the subscriber function and push historical data to the subscriber
func (s *PriceStream) AddSubscriber(f func(v float64)) {
s.OnUpdate(f)
if len(s.Slice) == 0 {
return
}
// push historical value to the subscriber
for _, v := range s.Slice {
f(v)
}
}
func (s *PriceStream) PushAndEmit(v float64) {
s.Slice.Push(v)
s.EmitUpdate(v)
}
func ClosePrices(source KLineSubscription) *PriceStream {
return Price(source, types.KLineClosePriceMapper)
}
func LowPrices(source KLineSubscription) *PriceStream {
return Price(source, types.KLineLowPriceMapper)
}
func HighPrices(source KLineSubscription) *PriceStream {
return Price(source, types.KLineHighPriceMapper)
}
func OpenPrices(source KLineSubscription) *PriceStream {
return Price(source, types.KLineOpenPriceMapper)
}
func Volumes(source KLineSubscription) *PriceStream {
return Price(source, types.KLineVolumeMapper)
}
func HLC3(source KLineSubscription) *PriceStream {
return Price(source, types.KLineHLC3Mapper)
}