mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-16 03:53:52 +00:00
57 lines
1.1 KiB
Go
57 lines
1.1 KiB
Go
package indicator
|
|
|
|
import (
|
|
"time"
|
|
|
|
"github.com/c9s/bbgo/pkg/datatype/floats"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
const MaxNumOfStdev = 600
|
|
const MaxNumOfStdevTruncateSize = 300
|
|
|
|
//go:generate callbackgen -type StdDev
|
|
type StdDev struct {
|
|
types.SeriesBase
|
|
types.IntervalWindow
|
|
Values floats.Slice
|
|
rawValues *types.Queue
|
|
|
|
EndTime time.Time
|
|
updateCallbacks []func(value float64)
|
|
}
|
|
|
|
func (inc *StdDev) Last(i int) float64 {
|
|
return inc.Values.Last(i)
|
|
}
|
|
|
|
func (inc *StdDev) Index(i int) float64 {
|
|
return inc.Last(i)
|
|
}
|
|
|
|
func (inc *StdDev) Length() int {
|
|
return inc.Values.Length()
|
|
}
|
|
|
|
var _ types.SeriesExtend = &StdDev{}
|
|
|
|
func (inc *StdDev) Update(value float64) {
|
|
if inc.rawValues == nil {
|
|
inc.rawValues = types.NewQueue(inc.Window)
|
|
inc.SeriesBase.Series = inc
|
|
}
|
|
|
|
inc.rawValues.Update(value)
|
|
|
|
var std = inc.rawValues.Stdev()
|
|
inc.Values.Push(std)
|
|
if len(inc.Values) > MaxNumOfStdev {
|
|
inc.Values = inc.Values[MaxNumOfStdevTruncateSize-1:]
|
|
}
|
|
}
|
|
|
|
func (inc *StdDev) PushK(k types.KLine) {
|
|
inc.Update(k.Close.Float64())
|
|
inc.EndTime = k.EndTime.Time()
|
|
}
|