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86 lines
1.6 KiB
Go
86 lines
1.6 KiB
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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/*
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obv implements on-balance volume indicator
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On-Balance Volume (OBV) Definition
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- https://www.investopedia.com/terms/o/onbalancevolume.asp
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*/
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//go:generate callbackgen -type OBV
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type OBV struct {
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types.SeriesBase
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types.IntervalWindow
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Values floats.Slice
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PrePrice float64
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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 *OBV) Update(price, volume float64) {
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if len(inc.Values) == 0 {
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inc.SeriesBase.Series = inc
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inc.PrePrice = price
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inc.Values.Push(volume)
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return
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}
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if volume < inc.PrePrice {
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inc.Values.Push(inc.Last() - volume)
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} else {
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inc.Values.Push(inc.Last() + volume)
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}
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}
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func (inc *OBV) 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[len(inc.Values)-1]
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}
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func (inc *OBV) Index(i int) float64 {
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if len(inc.Values)-i <= 0 {
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return 0.0
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}
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return inc.Values[len(inc.Values)-i-1]
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}
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var _ types.SeriesExtend = &OBV{}
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func (inc *OBV) PushK(k types.KLine) {
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inc.Update(k.Close.Float64(), k.Volume.Float64())
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}
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func (inc *OBV) CalculateAndUpdate(kLines []types.KLine) {
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for _, k := range kLines {
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if inc.EndTime != zeroTime && !k.EndTime.After(inc.EndTime) {
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continue
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}
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inc.PushK(k)
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}
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inc.EmitUpdate(inc.Last())
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inc.EndTime = kLines[len(kLines)-1].EndTime.Time()
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}
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func (inc *OBV) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
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if inc.Interval != interval {
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return
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}
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inc.CalculateAndUpdate(window)
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}
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func (inc *OBV) Bind(updater KLineWindowUpdater) {
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updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
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}
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