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3e45035ab1
database: upgrade gosqllite3 version for increasing variable amount limit types: update kline starttime/endtime field to prevent sqlite3 time parsing issue. fix #215
67 lines
1.3 KiB
Go
67 lines
1.3 KiB
Go
package indicator
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import (
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"time"
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"github.com/c9s/bbgo/pkg/types"
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)
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/*
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ad implements accumulation/distribution indicator
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Accumulation/Distribution Indicator (A/D)
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- https://www.investopedia.com/terms/a/accumulationdistribution.asp
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*/
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//go:generate callbackgen -type AD
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type AD struct {
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types.IntervalWindow
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Values types.Float64Slice
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PrePrice float64
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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 *AD) update(kLine types.KLine) {
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close := kLine.Close
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high := kLine.High
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low := kLine.Low
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volume := kLine.Volume
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moneyFlowVolume := ((2*close - high - low) / (high - low)) * volume
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ad := inc.Last() + moneyFlowVolume
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inc.Values.Push(ad)
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}
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func (inc *AD) Last() float64 {
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if len(inc.Values) == 0 {
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return 0.0
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}
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return inc.Values[len(inc.Values)-1]
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}
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func (inc *AD) calculateAndUpdate(kLines []types.KLine) {
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for i, k := range kLines {
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if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) {
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continue
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}
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inc.update(k)
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inc.EmitUpdate(inc.Last())
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inc.EndTime = kLines[i].EndTime.Time()
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}
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}
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func (inc *AD) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
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if inc.Interval != interval {
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return
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}
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inc.calculateAndUpdate(window)
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}
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func (inc *AD) Bind(updater KLineWindowUpdater) {
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updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
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}
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