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64 lines
1.3 KiB
Go
64 lines
1.3 KiB
Go
package indicator
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import (
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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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//go:generate callbackgen -type CA
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type CA struct {
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Interval types.Interval
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Values types.Float64Slice
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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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newVal := (inc.Values.Last()*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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}
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}
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func (inc *CA) Last() float64 {
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if len(inc.Values) == 0 {
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return 0
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}
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return inc.Values[len(inc.Values)-1]
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}
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func (inc *CA) Index(i int) float64 {
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if i >= len(inc.Values) {
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return 0
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}
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return inc.Values[len(inc.Values)-1-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.Series = &CA{}
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func (inc *CA) calculateAndUpdate(allKLines []types.KLine) {
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for _, k := range allKLines {
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inc.Update(k.Close.Float64())
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inc.EmitUpdate(inc.Last())
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}
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}
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func (inc *CA) 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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inc.calculateAndUpdate(window)
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}
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func (inc *CA) Bind(updater KLineWindowUpdater) {
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updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
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}
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