mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 17:25:16 +00:00
29 lines
517 B
Go
29 lines
517 B
Go
package indicatorv2
|
|
|
|
import (
|
|
"github.com/c9s/bbgo/pkg/indicator"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
type CMAStream struct {
|
|
*types.Float64Series
|
|
}
|
|
|
|
func CMA2(source types.Float64Source) *CMAStream {
|
|
s := &CMAStream{
|
|
Float64Series: types.NewFloat64Series(),
|
|
}
|
|
s.Bind(source, s)
|
|
return s
|
|
}
|
|
|
|
func (s *CMAStream) Calculate(x float64) float64 {
|
|
l := float64(s.Slice.Length())
|
|
cma := (s.Slice.Last(0)*l + x) / (l + 1.)
|
|
return cma
|
|
}
|
|
|
|
func (s *CMAStream) Truncate() {
|
|
s.Slice.Truncate(indicator.MaxNumOfEWMA)
|
|
}
|