mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-16 20:13:52 +00:00
50 lines
1.1 KiB
Go
50 lines
1.1 KiB
Go
package ewoDgtrd
|
|
|
|
import (
|
|
"fmt"
|
|
"math"
|
|
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
type HeikinAshi struct {
|
|
Close *types.Queue
|
|
Open *types.Queue
|
|
High *types.Queue
|
|
Low *types.Queue
|
|
Volume *types.Queue
|
|
}
|
|
|
|
func NewHeikinAshi(size int) *HeikinAshi {
|
|
return &HeikinAshi{
|
|
Close: types.NewQueue(size),
|
|
Open: types.NewQueue(size),
|
|
High: types.NewQueue(size),
|
|
Low: types.NewQueue(size),
|
|
Volume: types.NewQueue(size),
|
|
}
|
|
}
|
|
|
|
func (s *HeikinAshi) Print() string {
|
|
return fmt.Sprintf("Heikin c: %.3f, o: %.3f, h: %.3f, l: %.3f, v: %.3f",
|
|
s.Close.Last(0),
|
|
s.Open.Last(0),
|
|
s.High.Last(0),
|
|
s.Low.Last(0),
|
|
s.Volume.Last(0))
|
|
}
|
|
|
|
func (inc *HeikinAshi) Update(kline types.KLine) {
|
|
open := kline.Open.Float64()
|
|
cloze := kline.Close.Float64()
|
|
high := kline.High.Float64()
|
|
low := kline.Low.Float64()
|
|
newClose := (open + high + low + cloze) / 4.
|
|
newOpen := (inc.Open.Last(0) + inc.Close.Last(0)) / 2.
|
|
inc.Close.Update(newClose)
|
|
inc.Open.Update(newOpen)
|
|
inc.High.Update(math.Max(math.Max(high, newOpen), newClose))
|
|
inc.Low.Update(math.Min(math.Min(low, newOpen), newClose))
|
|
inc.Volume.Update(kline.Volume.Float64())
|
|
}
|