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37 lines
676 B
Go
37 lines
676 B
Go
package indicator
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type EWMAStream struct {
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Float64Series
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window int
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multiplier float64
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}
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func EWMA2(source Float64Source, window int) *EWMAStream {
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s := &EWMAStream{
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Float64Series: NewFloat64Series(),
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window: window,
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multiplier: 2.0 / float64(1+window),
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}
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if sub, ok := source.(Float64Subscription); ok {
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sub.AddSubscriber(s.calculateAndPush)
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} else {
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source.OnUpdate(s.calculateAndPush)
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}
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return s
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}
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func (s *EWMAStream) calculateAndPush(v float64) {
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v2 := s.calculate(v)
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s.slice.Push(v2)
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s.EmitUpdate(v2)
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}
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func (s *EWMAStream) calculate(v float64) float64 {
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last := s.slice.Last()
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m := s.multiplier
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return (1.0-m)*last + m*v
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}
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