mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-23 15:25:14 +00:00
86 lines
1.8 KiB
Go
86 lines
1.8 KiB
Go
package indicator
|
|
|
|
import (
|
|
"time"
|
|
|
|
"github.com/c9s/bbgo/pkg/datatype/floats"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
/*
|
|
ad implements accumulation/distribution indicator
|
|
|
|
Accumulation/Distribution Indicator (A/D)
|
|
- https://www.investopedia.com/terms/a/accumulationdistribution.asp
|
|
*/
|
|
//go:generate callbackgen -type AD
|
|
type AD struct {
|
|
types.SeriesBase
|
|
types.IntervalWindow
|
|
Values floats.Slice
|
|
PrePrice float64
|
|
|
|
EndTime time.Time
|
|
UpdateCallbacks []func(value float64)
|
|
}
|
|
|
|
func (inc *AD) Update(high, low, cloze, volume float64) {
|
|
if len(inc.Values) == 0 {
|
|
inc.SeriesBase.Series = inc
|
|
}
|
|
var moneyFlowVolume float64
|
|
if high == low {
|
|
moneyFlowVolume = 0
|
|
} else {
|
|
moneyFlowVolume = ((2*cloze - high - low) / (high - low)) * volume
|
|
}
|
|
|
|
ad := inc.Last() + moneyFlowVolume
|
|
inc.Values.Push(ad)
|
|
}
|
|
|
|
func (inc *AD) Last() float64 {
|
|
if len(inc.Values) == 0 {
|
|
return 0.0
|
|
}
|
|
return inc.Values[len(inc.Values)-1]
|
|
}
|
|
|
|
func (inc *AD) Index(i int) float64 {
|
|
length := len(inc.Values)
|
|
if length == 0 || length-i-1 < 0 {
|
|
return 0
|
|
}
|
|
return inc.Values[length-i-1]
|
|
}
|
|
|
|
func (inc *AD) Length() int {
|
|
return len(inc.Values)
|
|
}
|
|
|
|
var _ types.SeriesExtend = &AD{}
|
|
|
|
func (inc *AD) CalculateAndUpdate(kLines []types.KLine) {
|
|
for _, k := range kLines {
|
|
if inc.EndTime != zeroTime && !k.EndTime.After(inc.EndTime) {
|
|
continue
|
|
}
|
|
inc.Update(k.High.Float64(), k.Low.Float64(), k.Close.Float64(), k.Volume.Float64())
|
|
}
|
|
|
|
inc.EmitUpdate(inc.Last())
|
|
inc.EndTime = kLines[len(kLines)-1].EndTime.Time()
|
|
}
|
|
|
|
func (inc *AD) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
|
|
if inc.Interval != interval {
|
|
return
|
|
}
|
|
|
|
inc.CalculateAndUpdate(window)
|
|
}
|
|
|
|
func (inc *AD) Bind(updater KLineWindowUpdater) {
|
|
updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
|
|
}
|