mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-14 02:53:50 +00:00
87 lines
1.6 KiB
Go
87 lines
1.6 KiB
Go
package indicator
|
|
|
|
import (
|
|
"time"
|
|
|
|
"github.com/c9s/bbgo/pkg/datatype/floats"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
//go:generate callbackgen -type StdDev
|
|
type StdDev struct {
|
|
types.SeriesBase
|
|
types.IntervalWindow
|
|
Values floats.Slice
|
|
rawValues *types.Queue
|
|
|
|
EndTime time.Time
|
|
updateCallbacks []func(value float64)
|
|
}
|
|
|
|
func (inc *StdDev) Last() float64 {
|
|
if inc.Values.Length() == 0 {
|
|
return 0.0
|
|
}
|
|
return inc.Values.Last()
|
|
}
|
|
|
|
func (inc *StdDev) Index(i int) float64 {
|
|
if i >= inc.Values.Length() {
|
|
return 0.0
|
|
}
|
|
|
|
return inc.Values.Index(i)
|
|
}
|
|
|
|
func (inc *StdDev) Length() int {
|
|
return inc.Values.Length()
|
|
}
|
|
|
|
var _ types.SeriesExtend = &StdDev{}
|
|
|
|
func (inc *StdDev) Update(value float64) {
|
|
if inc.rawValues == nil {
|
|
inc.rawValues = types.NewQueue(inc.Window)
|
|
inc.SeriesBase.Series = inc
|
|
}
|
|
|
|
inc.rawValues.Update(value)
|
|
|
|
var std = inc.rawValues.Stdev()
|
|
inc.Values.Push(std)
|
|
}
|
|
|
|
func (inc *StdDev) PushK(k types.KLine) {
|
|
inc.Update(k.Close.Float64())
|
|
inc.EndTime = k.EndTime.Time()
|
|
}
|
|
|
|
func (inc *StdDev) CalculateAndUpdate(allKLines []types.KLine) {
|
|
var last = allKLines[len(allKLines)-1]
|
|
|
|
if inc.rawValues == nil {
|
|
for _, k := range allKLines {
|
|
if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) {
|
|
continue
|
|
}
|
|
inc.PushK(k)
|
|
}
|
|
} else {
|
|
inc.PushK(last)
|
|
}
|
|
|
|
inc.EmitUpdate(inc.Values.Last())
|
|
}
|
|
|
|
func (inc *StdDev) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
|
|
if inc.Interval != interval {
|
|
return
|
|
}
|
|
|
|
inc.CalculateAndUpdate(window)
|
|
}
|
|
|
|
func (inc *StdDev) Bind(updater KLineWindowUpdater) {
|
|
updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
|
|
}
|