bbgo_origin/pkg/indicator/v2_subtract.go

49 lines
934 B
Go

package indicator
import (
"github.com/c9s/bbgo/pkg/datatype/floats"
)
// SubtractStream subscribes 2 upstream data, and then subtract these 2 values
type SubtractStream struct {
*Float64Series
a, b floats.Slice
i int
}
// Subtract creates the SubtractStream object
// subtract := Subtract(longEWMA, shortEWMA)
func Subtract(a, b Float64Source) *SubtractStream {
s := &SubtractStream{
Float64Series: NewFloat64Series(),
}
a.OnUpdate(func(v float64) {
s.a.Push(v)
s.calculate()
})
b.OnUpdate(func(v float64) {
s.b.Push(v)
s.calculate()
})
return s
}
func (s *SubtractStream) calculate() {
if s.a.Length() != s.b.Length() {
return
}
if s.a.Length() > s.slice.Length() {
var numNewElems = s.a.Length() - s.slice.Length()
var tailA = s.a.Tail(numNewElems)
var tailB = s.b.Tail(numNewElems)
var tailC = tailA.Sub(tailB)
for _, f := range tailC {
s.slice.Push(f)
s.EmitUpdate(f)
}
}
}