qbtrade/pkg/indicator/v2/sma.go

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2024-06-27 14:42:38 +00:00
package indicatorv2
import (
"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
)
const MaxNumOfSMA = 5_000
type SMAStream struct {
*types.Float64Series
window int
rawValues *types.Queue
}
func SMA(source types.Float64Source, window int) *SMAStream {
s := &SMAStream{
Float64Series: types.NewFloat64Series(),
window: window,
rawValues: types.NewQueue(window),
}
s.Bind(source, s)
return s
}
func (s *SMAStream) Calculate(v float64) float64 {
s.rawValues.Update(v)
sma := s.rawValues.Mean(s.window)
return sma
}
func (s *SMAStream) Truncate() {
s.Slice = s.Slice.Truncate(MaxNumOfSMA)
}