mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
83 lines
1.4 KiB
Go
83 lines
1.4 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.SeriesBase
|
|
|
|
types.IntervalWindow
|
|
|
|
Lows types.Float64Slice
|
|
Values types.Float64Slice
|
|
EndTime time.Time
|
|
|
|
updateCallbacks []func(value float64)
|
|
}
|
|
|
|
func (inc *PivotLow) Length() int {
|
|
return inc.Values.Length()
|
|
}
|
|
|
|
func (inc *PivotLow) Last() float64 {
|
|
if len(inc.Values) == 0 {
|
|
return 0.0
|
|
}
|
|
|
|
return inc.Values.Last()
|
|
}
|
|
|
|
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)
|
|
}
|
|
|
|
end := length - 1
|
|
min := lows[end-(window-1):].Min()
|
|
if min == lows.Index(int(window/2.)-1) {
|
|
return min, nil
|
|
}
|
|
|
|
return 0., nil
|
|
}
|