63 lines
1.0 KiB
Go
63 lines
1.0 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 RSIStream struct {
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// embedded structs
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*types.Float64Series
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// config fields
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window int
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// private states
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source types.Float64Source
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}
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func RSI2(source types.Float64Source, window int) *RSIStream {
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s := &RSIStream{
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source: source,
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Float64Series: types.NewFloat64Series(),
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window: window,
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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 *RSIStream) Calculate(_ float64) float64 {
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var gainSum, lossSum float64
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var sourceLen = s.source.Length()
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var limit = min(s.window, sourceLen)
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for i := 0; i < limit; i++ {
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value := s.source.Last(i)
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prev := s.source.Last(i + 1)
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change := value - prev
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if change >= 0 {
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gainSum += change
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} else {
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lossSum += -change
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}
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}
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avgGain := gainSum / float64(limit)
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avgLoss := lossSum / float64(limit)
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rs := avgGain / avgLoss
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rsi := 100.0 - (100.0 / (1.0 + rs))
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return rsi
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}
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func max(x, y int) int {
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if x > y {
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return x
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}
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return y
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}
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func min(x, y int) int {
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if x < y {
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return x
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}
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return y
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}
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