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35 lines
822 B
Go
35 lines
822 B
Go
package indicatorv2
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import (
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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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type PivotHighStream struct {
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*types.Float64Series
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rawValues floats.Slice
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window, rightWindow int
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}
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func PivotHigh2(source types.Float64Source, window, rightWindow int) *PivotHighStream {
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s := &PivotHighStream{
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Float64Series: types.NewFloat64Series(),
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window: window,
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rightWindow: rightWindow,
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}
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s.Subscribe(source, func(x float64) {
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s.rawValues.Push(x)
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if low, ok := s.calculatePivotHigh(s.rawValues, s.window, s.rightWindow); ok {
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s.PushAndEmit(low)
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}
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})
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return s
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}
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func (s *PivotHighStream) calculatePivotHigh(highs floats.Slice, left, right int) (float64, bool) {
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return floats.FindPivot(highs, left, right, func(a, pivot float64) bool {
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return a < pivot
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})
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}
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