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50 lines
1.1 KiB
Go
50 lines
1.1 KiB
Go
package ewoDgtrd
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import (
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"fmt"
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"math"
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"github.com/c9s/bbgo/pkg/types"
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)
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type HeikinAshi struct {
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Close *types.Queue
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Open *types.Queue
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High *types.Queue
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Low *types.Queue
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Volume *types.Queue
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}
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func NewHeikinAshi(size int) *HeikinAshi {
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return &HeikinAshi{
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Close: types.NewQueue(size),
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Open: types.NewQueue(size),
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High: types.NewQueue(size),
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Low: types.NewQueue(size),
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Volume: types.NewQueue(size),
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}
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}
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func (s *HeikinAshi) Print() string {
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return fmt.Sprintf("Heikin c: %.3f, o: %.3f, h: %.3f, l: %.3f, v: %.3f",
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s.Close.Last(0),
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s.Open.Last(0),
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s.High.Last(0),
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s.Low.Last(0),
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s.Volume.Last(0))
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}
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func (inc *HeikinAshi) Update(kline types.KLine) {
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open := kline.Open.Float64()
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cloze := kline.Close.Float64()
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high := kline.High.Float64()
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low := kline.Low.Float64()
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newClose := (open + high + low + cloze) / 4.
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newOpen := (inc.Open.Last(0) + inc.Close.Last(0)) / 2.
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inc.Close.Update(newClose)
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inc.Open.Update(newOpen)
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inc.High.Update(math.Max(math.Max(high, newOpen), newClose))
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inc.Low.Update(math.Min(math.Min(low, newOpen), newClose))
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inc.Volume.Update(kline.Volume.Float64())
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}
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