58 lines
1.2 KiB
Go
58 lines
1.2 KiB
Go
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 BOLLStream struct {
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// the band series
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*types.Float64Series
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UpBand, DownBand *types.Float64Series
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window int
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k float64
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SMA *SMAStream
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StdDev *StdDevStream
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}
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// BOOL2 is bollinger indicator
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// the data flow:
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//
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// priceSource ->
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//
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// -> calculate SMA
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// -> calculate stdDev -> calculate bandWidth -> get latest SMA -> upBand, downBand
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func BOLL(source types.Float64Source, window int, k float64) *BOLLStream {
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// bind these indicators before our main calculator
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sma := SMA(source, window)
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stdDev := StdDev(source, window)
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s := &BOLLStream{
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Float64Series: types.NewFloat64Series(),
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UpBand: types.NewFloat64Series(),
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DownBand: types.NewFloat64Series(),
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window: window,
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k: k,
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SMA: sma,
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StdDev: stdDev,
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}
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// on band update
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s.Float64Series.OnUpdate(func(band float64) {
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mid := s.SMA.Last(0)
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s.UpBand.PushAndEmit(mid + band)
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s.DownBand.PushAndEmit(mid - band)
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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 *BOLLStream) Calculate(v float64) float64 {
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stdDev := s.StdDev.Last(0)
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band := stdDev * s.k
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return band
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}
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