mirror of
https://github.com/c9s/bbgo.git
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338 lines
6.3 KiB
Go
338 lines
6.3 KiB
Go
package bbgo
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import (
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"fmt"
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"github.com/slack-go/slack"
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"math"
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"strconv"
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)
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type KLineEvent struct {
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EventBase
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Symbol string `json:"s"`
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KLine *KLine `json:"k,omitempty"`
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}
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type KLine struct {
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StartTime int64 `json:"t"`
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EndTime int64 `json:"T"`
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Symbol string `json:"s"`
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Interval string `json:"i"`
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Open string `json:"o"`
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Close string `json:"c"`
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High string `json:"h"`
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Low string `json:"l"`
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Volume string `json:"V"` // taker buy base asset volume (like 10 BTC)
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QuoteVolume string `json:"Q"` // taker buy quote asset volume (like 1000USDT)
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LastTradeID int `json:"L"`
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NumberOfTrades int64 `json:"n"`
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Closed bool `json:"x"`
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}
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func (k KLine) Mid() float64 {
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return (k.GetHigh() + k.GetLow()) / 2
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}
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// green candle with open and close near high price
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func (k KLine) BounceUp() bool {
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mid := k.Mid()
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trend := k.GetTrend()
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return trend > 0 && k.GetOpen() > mid && k.GetClose() > mid
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}
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// red candle with open and close near low price
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func (k KLine) BounceDown() bool {
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mid := k.Mid()
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trend := k.GetTrend()
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return trend > 0 && k.GetOpen() < mid && k.GetClose() < mid
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}
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func (k KLine) GetTrend() int {
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o := k.GetOpen()
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c := k.GetClose()
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if c > o {
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return 1
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} else if c < o {
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return -1
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}
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return 0
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}
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func (k KLine) GetHigh() float64 {
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return MustParseFloat(k.High)
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}
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func (k KLine) GetLow() float64 {
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return MustParseFloat(k.Low)
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}
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func (k KLine) GetOpen() float64 {
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return MustParseFloat(k.Open)
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}
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func (k KLine) GetClose() float64 {
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return MustParseFloat(k.Close)
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}
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func (k KLine) GetMaxChange() float64 {
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return k.GetHigh() - k.GetLow()
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}
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// GetThickness returns the thickness of the kline. 1 => thick, 0.1 => thin
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func (k KLine) GetThickness() float64 {
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return math.Abs(k.GetChange()) / math.Abs(k.GetMaxChange())
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}
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func (k KLine) GetUpperShadowRatio() float64 {
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return k.GetUpperShadowHeight() / math.Abs(k.GetMaxChange())
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}
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func (k KLine) GetUpperShadowHeight() float64 {
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high := k.GetHigh()
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if k.GetOpen() > k.GetClose() {
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return high - k.GetOpen()
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}
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return high - k.GetClose()
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}
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func (k KLine) GetLowerShadowRatio() float64 {
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return k.GetLowerShadowHeight() / math.Abs(k.GetMaxChange())
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}
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func (k KLine) GetLowerShadowHeight() float64 {
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low := k.GetLow()
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if k.GetOpen() < k.GetClose() {
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return k.GetOpen() - low
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}
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return k.GetClose() - low
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}
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// GetBody returns the height of the candle real body
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func (k KLine) GetBody() float64 {
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return k.GetChange()
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}
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func (k KLine) GetChange() float64 {
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return k.GetClose() - k.GetOpen()
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}
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func (k KLine) String() string {
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return fmt.Sprintf("%s %s Open: % 14s Close: % 14s High: % 14s Low: % 14s Volume: % 15s Change: % 11f Max Change: % 11f", k.Symbol, k.Interval, k.Open, k.Close, k.High, k.Low, k.Volume, k.GetChange(), k.GetMaxChange())
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}
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func (k KLine) Color() string {
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if k.GetTrend() > 0 {
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return "#228B22"
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} else if k.GetTrend() < 0 {
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return "#DC143C"
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}
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return "#f0f0f0"
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}
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func (k KLine) SlackAttachment() slack.Attachment {
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return slack.Attachment{
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Text: "KLine",
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Color: k.Color(),
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Fields: []slack.AttachmentField{
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{
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Title: "Open",
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Value: k.Open,
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Short: true,
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},
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{
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Title: "Close",
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Value: k.Close,
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Short: true,
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},
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{
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Title: "High",
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Value: k.High,
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Short: true,
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},
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{
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Title: "Low",
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Value: k.Low,
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Short: true,
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},
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{
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Title: "Change",
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Value: formatVolume(k.GetChange()),
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Short: true,
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},
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{
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Title: "Max Change",
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Value: formatVolume(k.GetMaxChange()),
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Short: true,
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},
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},
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Footer: "",
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FooterIcon: "",
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}
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}
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type KLineWindow []KLine
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func (k KLineWindow) Len() int {
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return len(k)
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}
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func (k KLineWindow) GetOpen() float64 {
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return k[0].GetOpen()
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}
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func (k KLineWindow) GetClose() float64 {
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end := len(k) - 1
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return k[end].GetClose()
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}
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func (k KLineWindow) GetHigh() float64 {
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high := k.GetOpen()
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for _, line := range k {
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val := line.GetHigh()
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if val > high {
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high = val
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}
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}
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return high
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}
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func (k KLineWindow) GetLow() float64 {
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low := k.GetOpen()
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for _, line := range k {
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val := line.GetLow()
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if val < low {
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low = val
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}
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}
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return low
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}
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func (k KLineWindow) GetChange() float64 {
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return k.GetClose() - k.GetOpen()
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}
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func (k KLineWindow) GetMaxChange() float64 {
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return k.GetHigh() - k.GetLow()
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}
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func (k KLineWindow) AllDrop() bool {
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for _, n := range k {
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if n.GetTrend() >= 0 {
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return false
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}
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}
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return true
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}
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func (k KLineWindow) AllRise() bool {
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for _, n := range k {
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if n.GetTrend() <= 0 {
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return false
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}
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}
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return true
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}
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func (k KLineWindow) GetTrend() int {
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o := k.GetOpen()
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c := k.GetClose()
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if c > o {
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return 1
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} else if c < o {
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return -1
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}
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return 0
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}
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func (k KLineWindow) Mid() float64 {
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return k.GetHigh() - k.GetLow()/2
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}
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// green candle with open and close near high price
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func (k KLineWindow) BounceUp() bool {
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mid := k.Mid()
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trend := k.GetTrend()
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return trend > 0 && k.GetOpen() > mid && k.GetClose() > mid
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}
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// red candle with open and close near low price
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func (k KLineWindow) BounceDown() bool {
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mid := k.Mid()
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trend := k.GetTrend()
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return trend > 0 && k.GetOpen() < mid && k.GetClose() < mid
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}
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func (k *KLineWindow) Add(line KLine) {
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*k = append(*k, line)
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}
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func (k KLineWindow) Take(size int) KLineWindow {
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return k[:size]
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}
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func (k KLineWindow) Tail(size int) KLineWindow {
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if len(k) <= size {
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return k[:]
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}
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return k[len(k) - size:]
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}
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func (k *KLineWindow) Truncate(size int) {
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if len(*k) <= size {
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return
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}
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end := len(*k) - 1
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start := end - size
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if start < 0 {
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start = 0
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}
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*k = (*k)[end-5 : end]
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}
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func (k KLineWindow) GetBody() float64 {
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return k.GetChange()
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}
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func (k KLineWindow) GetThickness() float64 {
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return math.Abs(k.GetChange()) / math.Abs(k.GetMaxChange())
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}
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func (k KLineWindow) GetUpperShadowRatio() float64 {
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return k.GetUpperShadowHeight() / math.Abs(k.GetMaxChange())
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}
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func (k KLineWindow) GetUpperShadowHeight() float64 {
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high := k.GetHigh()
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if k.GetOpen() > k.GetClose() {
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return high - k.GetOpen()
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}
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return high - k.GetClose()
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}
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func (k KLineWindow) GetLowerShadowRatio() float64 {
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return k.GetLowerShadowHeight() / math.Abs(k.GetMaxChange())
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}
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func (k KLineWindow) GetLowerShadowHeight() float64 {
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low := k.GetLow()
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if k.GetOpen() < k.GetClose() {
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return k.GetOpen() - low
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}
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return k.GetClose() - low
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}
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func formatVolume(val float64) string {
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return strconv.FormatFloat(val, 'f', 6, 64)
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}
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