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34 lines
605 B
Go
34 lines
605 B
Go
package indicatorv2
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import (
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"github.com/c9s/bbgo/pkg/types"
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)
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const MaxNumOfSMA = 5_000
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type SMAStream struct {
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*types.Float64Series
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window int
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rawValues *types.Queue
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}
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func SMA(source types.Float64Source, window int) *SMAStream {
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s := &SMAStream{
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Float64Series: types.NewFloat64Series(),
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window: window,
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rawValues: types.NewQueue(window),
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}
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s.Bind(source, s)
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return s
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}
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func (s *SMAStream) Calculate(v float64) float64 {
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s.rawValues.Update(v)
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sma := s.rawValues.Mean(s.window)
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return sma
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}
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func (s *SMAStream) Truncate() {
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s.Slice = s.Slice.Truncate(MaxNumOfSMA)
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}
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