48 lines
1.1 KiB
Go
48 lines
1.1 KiB
Go
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package indicatorv2
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import (
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"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
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)
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type SMMAStream struct {
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*types.Float64Series
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window int
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rawValues *types.Queue
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source types.Float64Source
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}
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func SMMA2(source types.Float64Source, window int) *SMMAStream {
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s := &SMMAStream{
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Float64Series: types.NewFloat64Series(),
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window: window,
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rawValues: types.NewQueue(window),
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source: source,
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}
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s.Bind(source, s)
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return s
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}
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func (s *SMMAStream) Calculate(v float64) float64 {
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var out float64
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sourceLen := s.source.Length()
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if sourceLen < s.window {
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// Until we reach the end of the period, sum the prices.
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// First, calculate the sum, and it will be automatically saved too.
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s.rawValues.Sum(s.window)
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// Then save the input value to use it later on.
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s.rawValues.Update(v)
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} else if sourceLen == s.window {
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// We need the SMA for the first time.
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s.rawValues.Update(v)
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out = s.rawValues.Mean(s.window)
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} else {
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// For all the rest values, just use the formula.
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last := s.Slice.Last(0)
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out = (last*float64((s.window-1.0)) + v) / float64(s.window)
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}
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return out
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}
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