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58 lines
1019 B
Go
58 lines
1019 B
Go
package drift
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import (
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"github.com/c9s/bbgo/pkg/indicator"
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"github.com/c9s/bbgo/pkg/types"
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)
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type DriftMA struct {
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types.SeriesBase
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drift *indicator.WeightedDrift
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ma1 types.UpdatableSeriesExtend
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ma2 types.UpdatableSeriesExtend
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}
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func (s *DriftMA) Update(value, weight float64) {
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s.ma1.Update(value)
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if s.ma1.Length() == 0 {
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return
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}
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s.drift.Update(s.ma1.Last(), weight)
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if s.drift.Length() == 0 {
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return
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}
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s.ma2.Update(s.drift.Last())
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}
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func (s *DriftMA) Last() float64 {
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return s.ma2.Last()
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}
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func (s *DriftMA) Index(i int) float64 {
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return s.ma2.Index(i)
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}
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func (s *DriftMA) Length() int {
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return s.ma2.Length()
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}
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func (s *DriftMA) ZeroPoint() float64 {
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return s.drift.ZeroPoint()
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}
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func (s *DriftMA) Clone() *DriftMA {
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out := DriftMA{
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drift: s.drift.Clone(),
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ma1: types.Clone(s.ma1),
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ma2: types.Clone(s.ma2),
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}
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out.SeriesBase.Series = &out
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return &out
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}
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func (s *DriftMA) TestUpdate(v, weight float64) *DriftMA {
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out := s.Clone()
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out.Update(v, weight)
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return out
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}
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