bbgo_origin/pkg/indicator/stoch.go

80 lines
1.5 KiB
Go

package indicator
import (
"time"
"github.com/c9s/bbgo/pkg/datatype/floats"
"github.com/c9s/bbgo/pkg/types"
)
const DPeriod int = 3
/*
stoch implements stochastic oscillator indicator
Stochastic Oscillator
- https://www.investopedia.com/terms/s/stochasticoscillator.asp
*/
//go:generate callbackgen -type STOCH
type STOCH struct {
types.IntervalWindow
K floats.Slice
D floats.Slice
HighValues floats.Slice
LowValues floats.Slice
EndTime time.Time
UpdateCallbacks []func(k float64, d float64)
}
func (inc *STOCH) Update(high, low, cloze float64) {
inc.HighValues.Push(high)
inc.LowValues.Push(low)
lowest := inc.LowValues.Tail(inc.Window).Min()
highest := inc.HighValues.Tail(inc.Window).Max()
if highest == lowest {
inc.K.Push(50.0)
} else {
k := 100.0 * (cloze - lowest) / (highest - lowest)
inc.K.Push(k)
}
d := inc.K.Tail(DPeriod).Mean()
inc.D.Push(d)
}
func (inc *STOCH) LastK() float64 {
if len(inc.K) == 0 {
return 0.0
}
return inc.K[len(inc.K)-1]
}
func (inc *STOCH) LastD() float64 {
if len(inc.K) == 0 {
return 0.0
}
return inc.D[len(inc.D)-1]
}
func (inc *STOCH) PushK(k types.KLine) {
if inc.EndTime != zeroTime && !k.EndTime.After(inc.EndTime) {
return
}
inc.Update(k.High.Float64(), k.Low.Float64(), k.Close.Float64())
inc.EndTime = k.EndTime.Time()
inc.EmitUpdate(inc.LastK(), inc.LastD())
}
func (inc *STOCH) GetD() types.Series {
return &inc.D
}
func (inc *STOCH) GetK() types.Series {
return &inc.K
}