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65 lines
1015 B
Go
65 lines
1015 B
Go
package indicator
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import (
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"time"
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"github.com/c9s/bbgo/pkg/datatype/floats"
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"github.com/c9s/bbgo/pkg/types"
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)
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//go:generate callbackgen -type PivotHigh
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type PivotHigh struct {
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types.SeriesBase
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types.IntervalWindow
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Highs floats.Slice
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Values floats.Slice
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EndTime time.Time
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updateCallbacks []func(value float64)
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}
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func (inc *PivotHigh) Length() int {
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return inc.Values.Length()
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}
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func (inc *PivotHigh) Last() float64 {
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if len(inc.Values) == 0 {
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return 0.0
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}
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return inc.Values.Last()
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}
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func (inc *PivotHigh) Update(value float64) {
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if len(inc.Highs) == 0 {
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inc.SeriesBase.Series = inc
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}
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inc.Highs.Push(value)
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if len(inc.Highs) < inc.Window {
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return
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}
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high, ok := calculatePivotHigh(inc.Highs, inc.Window, inc.RightWindow)
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if !ok {
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return
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}
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if high > 0.0 {
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inc.Values.Push(high)
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}
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}
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func (inc *PivotHigh) PushK(k types.KLine) {
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if k.EndTime.Before(inc.EndTime) {
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return
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}
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inc.Update(k.High.Float64())
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inc.EndTime = k.EndTime.Time()
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inc.EmitUpdate(inc.Last())
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}
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