bbgo_origin/pkg/indicator/v2_sma.go

30 lines
554 B
Go

package indicator
import "github.com/c9s/bbgo/pkg/types"
type SMAStream struct {
*Float64Series
window int
rawValues *types.Queue
}
func SMA2(source Float64Source, window int) *SMAStream {
s := &SMAStream{
Float64Series: NewFloat64Series(),
window: window,
rawValues: types.NewQueue(window),
}
s.Bind(source, s)
return s
}
func (s *SMAStream) Calculate(v float64) float64 {
s.rawValues.Update(v)
sma := s.rawValues.Mean(s.window)
return sma
}
func (s *SMAStream) Truncate() {
s.slice = s.slice.Truncate(MaxNumOfSMA)
}