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51 lines
1021 B
Go
51 lines
1021 B
Go
package indicator
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import (
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"github.com/c9s/bbgo/pkg/types"
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)
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// Refer: Triangular Moving Average
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// Refer URL: https://ja.wikipedia.org/wiki/移動平均
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//
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//go:generate callbackgen -type TMA
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type TMA struct {
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types.SeriesBase
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types.IntervalWindow
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s1 *SMA
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s2 *SMA
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UpdateCallbacks []func(value float64)
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}
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func (inc *TMA) Update(value float64) {
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if inc.s1 == nil {
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inc.SeriesBase.Series = inc
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w := (inc.Window + 1) / 2
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inc.s1 = &SMA{IntervalWindow: types.IntervalWindow{Interval: inc.Interval, Window: w}}
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inc.s2 = &SMA{IntervalWindow: types.IntervalWindow{Interval: inc.Interval, Window: w}}
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}
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inc.s1.Update(value)
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inc.s2.Update(inc.s1.Last(0))
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}
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func (inc *TMA) Last(i int) float64 {
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return inc.s2.Last(i)
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}
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func (inc *TMA) Index(i int) float64 {
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return inc.Last(i)
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}
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func (inc *TMA) Length() int {
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if inc.s2 == nil {
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return 0
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}
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return inc.s2.Length()
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}
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var _ types.SeriesExtend = &TMA{}
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func (inc *TMA) PushK(k types.KLine) {
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inc.Update(k.Close.Float64())
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}
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