mirror of
https://github.com/c9s/bbgo.git
synced 2024-09-20 08:11:08 +00:00
34 lines
611 B
Go
34 lines
611 B
Go
package indicator
|
|
|
|
import (
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
/*
|
|
NEW INDICATOR DESIGN:
|
|
|
|
klines := kLines(marketDataStream)
|
|
closePrices := closePrices(klines)
|
|
macd := MACD(klines, {Fast: 12, Slow: 10})
|
|
|
|
equals to:
|
|
|
|
klines := KLines(marketDataStream)
|
|
closePrices := ClosePrice(klines)
|
|
fastEMA := EMA(closePrices, 7)
|
|
slowEMA := EMA(closePrices, 25)
|
|
macd := Subtract(fastEMA, slowEMA)
|
|
signal := EMA(macd, 16)
|
|
histogram := Subtract(macd, signal)
|
|
*/
|
|
|
|
type Float64Source interface {
|
|
types.Series
|
|
OnUpdate(f func(v float64))
|
|
}
|
|
|
|
type Float64Subscription interface {
|
|
types.Series
|
|
AddSubscriber(f func(v float64))
|
|
}
|