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58 lines
1.2 KiB
Go
58 lines
1.2 KiB
Go
package indicator
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import (
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"github.com/c9s/bbgo/pkg/datatype/floats"
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"github.com/c9s/bbgo/pkg/types"
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)
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// Refer: Cumulative Moving Average, Cumulative Average
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// Refer: https://en.wikipedia.org/wiki/Moving_average
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//
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//go:generate callbackgen -type CA
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type CA struct {
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types.SeriesBase
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Interval types.Interval
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Values floats.Slice
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length float64
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updateCallbacks []func(value float64)
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}
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func (inc *CA) Update(x float64) {
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if len(inc.Values) == 0 {
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inc.SeriesBase.Series = inc
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}
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newVal := (inc.Values.Last(0)*inc.length + x) / (inc.length + 1.)
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inc.length += 1
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inc.Values.Push(newVal)
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if len(inc.Values) > MaxNumOfEWMA {
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inc.Values = inc.Values[MaxNumOfEWMATruncateSize-1:]
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inc.length = float64(len(inc.Values))
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}
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}
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func (inc *CA) Last(i int) float64 {
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return inc.Values.Last(i)
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}
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func (inc *CA) Index(i int) float64 {
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return inc.Last(i)
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}
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func (inc *CA) Length() int {
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return len(inc.Values)
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}
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var _ types.SeriesExtend = &CA{}
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func (inc *CA) PushK(k types.KLine) {
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inc.Update(k.Close.Float64())
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}
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func (inc *CA) CalculateAndUpdate(allKLines []types.KLine) {
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for _, k := range allKLines {
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inc.PushK(k)
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inc.EmitUpdate(inc.Last(0))
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}
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}
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