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76 lines
1.3 KiB
Go
76 lines
1.3 KiB
Go
package indicator
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import (
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"time"
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"github.com/c9s/bbgo/pkg/types"
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)
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type Float64Slice []float64
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func (s *Float64Slice) Push(v float64) {
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*s = append(*s, v)
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}
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var zeroTime time.Time
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type SMA struct {
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types.IntervalWindow
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Values Float64Slice
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EndTime time.Time
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}
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func (inc *SMA) Last() float64 {
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return inc.Values[len(inc.Values)-1]
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}
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func (inc *SMA) calculateAndUpdate(kLines []types.KLine) {
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if len(kLines) < inc.Window {
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return
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}
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var index = len(kLines) - 1
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var kline = kLines[index]
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if inc.EndTime != zeroTime && kline.EndTime.Before(inc.EndTime) {
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return
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}
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var recentK = kLines[index-(inc.Window-1) : index+1]
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var sma = calculateSMA(recentK)
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inc.Values.Push(sma)
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inc.EndTime = kLines[index].EndTime
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}
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func (inc *SMA) 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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if inc.EndTime != zeroTime && inc.EndTime.Before(inc.EndTime) {
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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 *SMA) Bind(updater KLineWindowUpdater) {
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updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
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}
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func calculateSMA(kLines []types.KLine) float64 {
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length := len(kLines)
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if length == 0 {
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return 0.0
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}
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sum := 0.0
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for _, k := range kLines {
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sum += k.Close
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}
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avg := sum / float64(length)
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return avg
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}
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