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47 lines
919 B
Go
47 lines
919 B
Go
package bbgo
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import (
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"fmt"
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"github.com/c9s/bbgo/pkg/types"
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)
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type MovingAverageSettings struct {
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Type string `json:"type"`
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Interval types.Interval `json:"interval"`
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Window int `json:"window"`
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Side *types.SideType `json:"side"`
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QuantityOrAmount
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}
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func (settings MovingAverageSettings) IntervalWindow() types.IntervalWindow {
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var window = 99
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if settings.Window > 0 {
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window = settings.Window
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}
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return types.IntervalWindow{
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Interval: settings.Interval,
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Window: window,
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}
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}
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func (settings *MovingAverageSettings) Indicator(indicatorSet *StandardIndicatorSet) (inc types.Float64Indicator, err error) {
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var iw = settings.IntervalWindow()
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switch settings.Type {
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case "SMA":
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inc = indicatorSet.SMA(iw)
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case "EWMA", "EMA":
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inc = indicatorSet.EWMA(iw)
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default:
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return nil, fmt.Errorf("unsupported moving average type: %s", settings.Type)
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}
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return inc, nil
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}
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