mirror of
https://github.com/c9s/bbgo.git
synced 2024-09-20 08:11:08 +00:00
73 lines
1.3 KiB
Go
73 lines
1.3 KiB
Go
package indicator
|
|
|
|
import (
|
|
"math"
|
|
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
// Geometric Moving Average
|
|
//go:generate callbackgen -type GMA
|
|
type GMA struct {
|
|
types.SeriesBase
|
|
types.IntervalWindow
|
|
SMA *SMA
|
|
UpdateCallbacks []func(value float64)
|
|
}
|
|
|
|
func (inc *GMA) Last() float64 {
|
|
if inc.SMA == nil {
|
|
return 0.0
|
|
}
|
|
return math.Exp(inc.SMA.Last())
|
|
}
|
|
|
|
func (inc *GMA) Index(i int) float64 {
|
|
if inc.SMA == nil {
|
|
return 0.0
|
|
}
|
|
return math.Exp(inc.SMA.Index(i))
|
|
}
|
|
|
|
func (inc *GMA) Length() int {
|
|
return inc.SMA.Length()
|
|
}
|
|
|
|
func (inc *GMA) Update(value float64) {
|
|
if inc.SMA == nil {
|
|
inc.SMA = &SMA{IntervalWindow: inc.IntervalWindow}
|
|
}
|
|
inc.SMA.Update(math.Log(value))
|
|
}
|
|
|
|
func (inc *GMA) Clone() (out *GMA) {
|
|
out = &GMA{
|
|
IntervalWindow: inc.IntervalWindow,
|
|
SMA: inc.SMA.Clone().(*SMA),
|
|
}
|
|
out.SeriesBase.Series = out
|
|
return out
|
|
}
|
|
|
|
func (inc *GMA) TestUpdate(value float64) *GMA {
|
|
out := inc.Clone()
|
|
out.Update(value)
|
|
return out
|
|
}
|
|
|
|
var _ types.SeriesExtend = &GMA{}
|
|
|
|
func (inc *GMA) PushK(k types.KLine) {
|
|
inc.Update(k.Close.Float64())
|
|
}
|
|
|
|
func (inc *GMA) LoadK(allKLines []types.KLine) {
|
|
for _, k := range allKLines {
|
|
inc.PushK(k)
|
|
}
|
|
}
|
|
|
|
func (inc *GMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval) {
|
|
target.OnKLineClosed(types.KLineWith(symbol, interval, inc.PushK))
|
|
}
|