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86 lines
1.8 KiB
Go
86 lines
1.8 KiB
Go
package indicator
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import (
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"github.com/c9s/bbgo/pkg/types"
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)
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// Refer: Triple Exponential Moving Average (TEMA)
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// URL: https://investopedia.com/terms/t/triple-exponential-moving-average.asp
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//go:generate callbackgen -type TEMA
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type TEMA struct {
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types.SeriesBase
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types.IntervalWindow
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Values types.Float64Slice
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A1 *EWMA
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A2 *EWMA
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A3 *EWMA
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UpdateCallbacks []func(value float64)
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}
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func (inc *TEMA) Update(value float64) {
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if len(inc.Values) == 0 {
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inc.SeriesBase.Series = inc
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inc.A1 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
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inc.A2 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
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inc.A3 = &EWMA{IntervalWindow: types.IntervalWindow{inc.Interval, inc.Window}}
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}
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inc.A1.Update(value)
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a1 := inc.A1.Last()
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inc.A2.Update(a1)
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a2 := inc.A2.Last()
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inc.A3.Update(a2)
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a3 := inc.A3.Last()
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inc.Values.Push(3*a1 - 3*a2 + a3)
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}
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func (inc *TEMA) Last() float64 {
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if len(inc.Values) > 0 {
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return inc.Values[len(inc.Values)-1]
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}
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return 0.0
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}
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func (inc *TEMA) Index(i int) float64 {
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if i >= len(inc.Values) {
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return 0
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}
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return inc.Values[len(inc.Values)-i-1]
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}
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func (inc *TEMA) Length() int {
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return len(inc.Values)
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}
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var _ types.SeriesExtend = &TEMA{}
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func (inc *TEMA) PushK(k types.KLine) {
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inc.Update(k.Close.Float64())
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}
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func (inc *TEMA) CalculateAndUpdate(allKLines []types.KLine) {
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if inc.A1 == nil {
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for _, k := range allKLines {
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inc.PushK(k)
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inc.EmitUpdate(inc.Last())
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}
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} else {
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k := allKLines[len(allKLines)-1]
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inc.PushK(k)
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inc.EmitUpdate(inc.Last())
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}
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}
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func (inc *TEMA) 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 *TEMA) Bind(updater KLineWindowUpdater) {
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updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
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}
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