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84 lines
1.6 KiB
Go
84 lines
1.6 KiB
Go
package indicator
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import (
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"time"
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"github.com/c9s/bbgo/pkg/datatype/floats"
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"github.com/c9s/bbgo/pkg/types"
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)
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const MaxNumOfSMA = 5_000
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const MaxNumOfSMATruncateSize = 100
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//go:generate callbackgen -type SMA
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type SMA struct {
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types.SeriesBase
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types.IntervalWindow
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Values floats.Slice
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rawValues *types.Queue
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EndTime time.Time
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UpdateCallbacks []func(value float64)
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}
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func (inc *SMA) Last(i int) float64 {
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return inc.Values.Last(i)
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}
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func (inc *SMA) Index(i int) float64 {
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return inc.Last(i)
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}
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func (inc *SMA) Length() int {
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return inc.Values.Length()
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}
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func (inc *SMA) Clone() types.UpdatableSeriesExtend {
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out := &SMA{
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Values: inc.Values[:],
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rawValues: inc.rawValues.Clone(),
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EndTime: inc.EndTime,
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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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var _ types.SeriesExtend = &SMA{}
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func (inc *SMA) Update(value float64) {
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if inc.rawValues == nil {
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inc.rawValues = types.NewQueue(inc.Window)
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inc.SeriesBase.Series = inc
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}
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inc.rawValues.Update(value)
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if inc.rawValues.Length() < inc.Window {
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return
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}
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inc.Values.Push(types.Mean(inc.rawValues))
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if len(inc.Values) > MaxNumOfSMA {
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inc.Values = inc.Values[MaxNumOfSMATruncateSize-1:]
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}
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}
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func (inc *SMA) 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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func (inc *SMA) PushK(k types.KLine) {
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if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) {
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return
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}
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inc.Update(k.Close.Float64())
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inc.EndTime = k.EndTime.Time()
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inc.EmitUpdate(inc.Values.Last(0))
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}
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func (inc *SMA) 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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