bbgo_origin/pkg/indicator/pivot_low.go

75 lines
1.3 KiB
Go

package indicator
import (
"fmt"
"time"
log "github.com/sirupsen/logrus"
"github.com/c9s/bbgo/pkg/types"
)
//go:generate callbackgen -type PivotLow
type PivotLow struct {
types.IntervalWindow
types.SeriesBase
Lows types.Float64Slice
Values types.Float64Slice
EndTime time.Time
updateCallbacks []func(value float64)
}
func (inc *PivotLow) Update(value float64) {
if len(inc.Lows) == 0 {
inc.SeriesBase.Series = inc
}
inc.Lows.Push(value)
if len(inc.Lows) < inc.Window {
return
}
low, err := calculatePivotLow(inc.Lows, inc.Window)
if err != nil {
log.WithError(err).Errorf("can not calculate pivot low")
return
}
if low > 0.0 {
inc.Values.Push(low)
}
}
func (inc *PivotLow) PushK(k types.KLine) {
if k.EndTime.Before(inc.EndTime) {
return
}
inc.Update(k.Low.Float64())
inc.EndTime = k.EndTime.Time()
inc.EmitUpdate(inc.Last())
}
func calculatePivotLow(lows types.Float64Slice, window int) (float64, error) {
length := len(lows)
if length == 0 || length < window {
return 0., fmt.Errorf("insufficient elements for calculating with window = %d", window)
}
var pv types.Float64Slice
for _, low := range lows {
pv.Push(low)
}
pl := 0.
if lows.Min() == lows.Index(int(window/2.)-1) {
pl = lows.Min()
}
return pl, nil
}