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85 lines
1.7 KiB
Go
85 lines
1.7 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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/*
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ad implements accumulation/distribution indicator
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Accumulation/Distribution Indicator (A/D)
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- https://www.investopedia.com/terms/a/accumulationdistribution.asp
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*/
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//go:generate callbackgen -type AD
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type AD struct {
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types.IntervalWindow
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Values types.Float64Slice
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PrePrice float64
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EndTime time.Time
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UpdateCallbacks []func(value float64)
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}
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func (inc *AD) Update(kLine types.KLine) {
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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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volume := kLine.Volume.Float64()
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var moneyFlowVolume float64
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if high == low {
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moneyFlowVolume = 0
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} else {
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moneyFlowVolume = ((2*cloze - high - low) / (high - low)) * volume
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}
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ad := inc.Last() + moneyFlowVolume
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inc.Values.Push(ad)
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}
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func (inc *AD) Last() float64 {
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if len(inc.Values) == 0 {
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return 0.0
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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 *AD) Index(i int) float64 {
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length := len(inc.Values)
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if length == 0 || length-i-1 < 0 {
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return 0
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}
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return inc.Values[length-i-1]
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}
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func (inc *AD) Length() int {
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return len(inc.Values)
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}
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var _ types.Series = &AD{}
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func (inc *AD) calculateAndUpdate(kLines []types.KLine) {
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for _, k := range kLines {
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if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) {
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continue
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}
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inc.Update(k)
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}
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inc.EmitUpdate(inc.Last())
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inc.EndTime = kLines[len(kLines)-1].EndTime.Time()
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}
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func (inc *AD) 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 *AD) Bind(updater KLineWindowUpdater) {
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updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
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}
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