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87 lines
1.6 KiB
Go
87 lines
1.6 KiB
Go
package ewoDgtrd
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import (
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"fmt"
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"math"
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"github.com/c9s/bbgo/pkg/types"
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)
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type Queue struct {
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arr []float64
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size int
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}
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func NewQueue(size int) *Queue {
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return &Queue{
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arr: make([]float64, 0, size),
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size: size,
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}
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}
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func (inc *Queue) Last() float64 {
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if len(inc.arr) == 0 {
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return 0
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}
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return inc.arr[len(inc.arr)-1]
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}
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func (inc *Queue) Index(i int) float64 {
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if len(inc.arr)-i-1 < 0 {
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return 0
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}
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return inc.arr[len(inc.arr)-i-1]
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}
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func (inc *Queue) Length() int {
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return len(inc.arr)
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}
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func (inc *Queue) Update(v float64) {
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inc.arr = append(inc.arr, v)
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if len(inc.arr) > inc.size {
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inc.arr = inc.arr[len(inc.arr)-inc.size:]
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}
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}
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type HeikinAshi struct {
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Close *Queue
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Open *Queue
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High *Queue
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Low *Queue
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Volume *Queue
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}
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func NewHeikinAshi(size int) *HeikinAshi {
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return &HeikinAshi{
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Close: NewQueue(size),
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Open: NewQueue(size),
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High: NewQueue(size),
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Low: NewQueue(size),
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Volume: NewQueue(size),
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}
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}
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func (s *HeikinAshi) Print() string {
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return fmt.Sprintf("Heikin c: %.3f, o: %.3f, h: %.3f, l: %.3f, v: %.3f",
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s.Close.Last(),
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s.Open.Last(),
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s.High.Last(),
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s.Low.Last(),
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s.Volume.Last())
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}
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func (inc *HeikinAshi) Update(kline types.KLine) {
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open := kline.Open.Float64()
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cloze := kline.Close.Float64()
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high := kline.High.Float64()
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low := kline.Low.Float64()
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newClose := (open + high + low + cloze) / 4.
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newOpen := (inc.Open.Last() + inc.Close.Last()) / 2.
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inc.Close.Update(newClose)
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inc.Open.Update(newOpen)
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inc.High.Update(math.Max(math.Max(high, newOpen), newClose))
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inc.Low.Update(math.Min(math.Min(low, newOpen), newClose))
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inc.Volume.Update(kline.Volume.Float64())
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}
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