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33 lines
605 B
Go
33 lines
605 B
Go
package indicatorv2
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import "github.com/c9s/bbgo/pkg/types"
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type StdDevStream struct {
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*types.Float64Series
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rawValues *types.Queue
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window int
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multiplier float64
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}
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func StdDev(source types.Float64Source, window int) *StdDevStream {
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s := &StdDevStream{
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Float64Series: types.NewFloat64Series(),
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rawValues: types.NewQueue(window),
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window: window,
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}
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s.Bind(source, s)
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return s
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}
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func (s *StdDevStream) Calculate(x float64) float64 {
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s.rawValues.Update(x)
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var std = s.rawValues.Stdev()
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return std
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}
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func (s *StdDevStream) Truncate() {
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s.Slice = generalTruncate(s.Slice)
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}
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