bbgo_origin/bbgo/indicator.go
2020-10-05 17:47:25 +08:00

64 lines
1.1 KiB
Go

package bbgo
import (
"math"
"time"
"github.com/c9s/bbgo/types"
)
type MovingAverageIndicator struct {
store *MarketDataStore
Period int
}
func NewMovingAverageIndicator(period int) *MovingAverageIndicator {
return &MovingAverageIndicator{
Period: period,
}
}
func (i *MovingAverageIndicator) handleUpdate(kline types.KLine) {
klines, ok := i.store.KLineWindows[ Interval(kline.Interval) ]
if !ok {
return
}
if len(klines) < i.Period {
return
}
// calculate ma
}
type IndicatorValue struct {
Value float64
Time time.Time
}
func calculateMovingAverage(klines types.KLineWindow, period int) (values []IndicatorValue) {
for idx := range klines[period:] {
offset := idx + period
sum := klines[offset - period:offset].ReduceClose()
values = append(values, IndicatorValue{
Time: klines[offset].GetEndTime(),
Value: math.Round(sum / float64(period)),
})
}
return values
}
func (i *MovingAverageIndicator) SubscribeStore(store *MarketDataStore) {
i.store = store
// register kline update callback
store.OnUpdate(i.handleUpdate)
}