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83 lines
1.4 KiB
Go
83 lines
1.4 KiB
Go
package indicator
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import (
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"fmt"
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"time"
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log "github.com/sirupsen/logrus"
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"github.com/c9s/bbgo/pkg/types"
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)
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//go:generate callbackgen -type PivotLow
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type PivotLow struct {
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types.SeriesBase
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types.IntervalWindow
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Lows types.Float64Slice
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Values types.Float64Slice
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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 *PivotLow) Length() int {
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return inc.Values.Length()
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}
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func (inc *PivotLow) 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.Last()
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}
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func (inc *PivotLow) Update(value float64) {
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if len(inc.Lows) == 0 {
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inc.SeriesBase.Series = inc
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}
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inc.Lows.Push(value)
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if len(inc.Lows) < inc.Window {
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return
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}
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low, err := calculatePivotLow(inc.Lows, inc.Window)
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if err != nil {
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log.WithError(err).Errorf("can not calculate pivot low")
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return
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}
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if low > 0.0 {
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inc.Values.Push(low)
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}
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}
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func (inc *PivotLow) PushK(k types.KLine) {
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if k.EndTime.Before(inc.EndTime) {
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return
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}
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inc.Update(k.Low.Float64())
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inc.EndTime = k.EndTime.Time()
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inc.EmitUpdate(inc.Last())
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}
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func calculatePivotLow(lows types.Float64Slice, window int) (float64, error) {
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length := len(lows)
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if length == 0 || length < window {
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return 0., fmt.Errorf("insufficient elements for calculating with window = %d", window)
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}
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end := length - 1
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min := lows[end-(window-1):].Min()
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if min == lows.Index(int(window/2.)-1) {
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return min, nil
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}
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return 0., nil
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}
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