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31 lines
535 B
Go
31 lines
535 B
Go
package indicatorv2
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import "github.com/c9s/bbgo/pkg/types"
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type EWMAStream struct {
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*types.Float64Series
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window int
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multiplier float64
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}
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func EWMA2(source types.Float64Source, window int) *EWMAStream {
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s := &EWMAStream{
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Float64Series: types.NewFloat64Series(),
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window: window,
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multiplier: 2.0 / float64(1+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 *EWMAStream) Calculate(v float64) float64 {
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last := s.Slice.Last(0)
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if last == 0.0 {
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return v
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}
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m := s.multiplier
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return (1.0-m)*last + m*v
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}
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