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77 lines
1.9 KiB
Go
77 lines
1.9 KiB
Go
package indicator
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import (
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"math"
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"github.com/c9s/bbgo/pkg/types"
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)
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// Geometric Moving Average
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//
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// The Geometric Moving Average (GMA) is a technical analysis indicator that uses the geometric mean of a set of data points instead of
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// the simple arithmetic mean used by traditional moving averages. It is calculated by taking the nth root of the product of the last n
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// data points, where n is the length of the moving average. The resulting average is then plotted on the price chart as a line, which can
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// be used to make predictions about future price movements. Because the GMA gives more weight to recent data points, it is typically more
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// responsive to changes in the underlying data than a simple moving average.
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//go:generate callbackgen -type GMA
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type GMA struct {
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types.SeriesBase
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types.IntervalWindow
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SMA *SMA
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UpdateCallbacks []func(value float64)
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}
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func (inc *GMA) Last(i int) float64 {
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if inc.SMA == nil {
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return 0.0
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}
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return math.Exp(inc.SMA.Last(i))
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}
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func (inc *GMA) Index(i int) float64 {
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return inc.Last(i)
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}
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func (inc *GMA) Length() int {
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return inc.SMA.Length()
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}
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func (inc *GMA) Update(value float64) {
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if inc.SMA == nil {
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inc.SMA = &SMA{IntervalWindow: inc.IntervalWindow}
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}
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inc.SMA.Update(math.Log(value))
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}
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func (inc *GMA) Clone() (out *GMA) {
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out = &GMA{
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IntervalWindow: inc.IntervalWindow,
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SMA: inc.SMA.Clone().(*SMA),
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}
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out.SeriesBase.Series = out
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return out
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}
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func (inc *GMA) TestUpdate(value float64) *GMA {
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out := inc.Clone()
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out.Update(value)
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return out
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}
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var _ types.SeriesExtend = &GMA{}
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func (inc *GMA) PushK(k types.KLine) {
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inc.Update(k.Close.Float64())
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}
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func (inc *GMA) LoadK(allKLines []types.KLine) {
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for _, k := range allKLines {
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inc.PushK(k)
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}
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}
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func (inc *GMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval) {
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target.OnKLineClosed(types.KLineWith(symbol, interval, inc.PushK))
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}
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