Move Float64Slice to types

pkg/indicator/ad.go

@@ -15,7 +15,7 @@ Accumulation/Distribution Indicator (A/D)
 //go:generate callbackgen -type AD
 type AD struct {
 	types.IntervalWindow
-	Values   Float64Slice
+	Values   types.Float64Slice
 	PrePrice float64
 
 	EndTime         time.Time

pkg/indicator/boll.go

@@ -29,10 +29,10 @@ type BOLL struct {
 	// times of Std, generally it's 2
 	K float64
 
-	SMA      Float64Slice
-	StdDev   Float64Slice
-	UpBand   Float64Slice
-	DownBand Float64Slice
+	SMA      types.Float64Slice
+	StdDev   types.Float64Slice
+	UpBand   types.Float64Slice
+	DownBand types.Float64Slice
 
 	EndTime time.Time
 

pkg/indicator/ewma.go

@@ -12,7 +12,7 @@ import (
 //go:generate callbackgen -type EWMA
 type EWMA struct {
 	types.IntervalWindow
-	Values       Float64Slice
+	Values       types.Float64Slice
 	LastOpenTime time.Time
 
 	UpdateCallbacks []func(value float64)

pkg/indicator/macd.go

@@ -18,11 +18,11 @@ type MACD struct {
 	types.IntervalWindow     // 9
 	ShortPeriod          int // 12
 	LongPeriod           int // 26
-	Values               Float64Slice
+	Values               types.Float64Slice
 	FastEWMA             EWMA
 	SlowEWMA             EWMA
 	SignalLine           EWMA
-	Histogram            Float64Slice
+	Histogram            types.Float64Slice
 
 	EndTime time.Time
 

pkg/indicator/obv.go

@@ -15,7 +15,7 @@ On-Balance Volume (OBV) Definition
 //go:generate callbackgen -type OBV
 type OBV struct {
 	types.IntervalWindow
-	Values   Float64Slice
+	Values   types.Float64Slice
 	PrePrice float64
 
 	EndTime         time.Time

pkg/indicator/obv_test.go

@@ -19,19 +19,19 @@ func Test_calculateOBV(t *testing.T) {
 		name   string
 		kLines []types.KLine
 		window int
-		want   Float64Slice
+		want   types.Float64Slice
 	}{
 		{
 			name:   "trivial_case",
 			kLines: buildKLines([]float64{0}, []float64{1}),
 			window: 0,
-			want:   Float64Slice{1.0},
+			want:   types.Float64Slice{1.0},
 		},
 		{
 			name:   "easy_case",
 			kLines: buildKLines([]float64{3, 2, 1, 4}, []float64{3, 2, 2, 6}),
 			window: 0,
-			want:   Float64Slice{3, 1, -1, 5},
+			want:   types.Float64Slice{3, 1, -1, 5},
 		},
 	}
 

pkg/indicator/sma.go

@@ -2,72 +2,19 @@ package indicator
 
 import (
 	"fmt"
-	"math"
 	"time"
 
 	log "github.com/sirupsen/logrus"
 
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-type Float64Slice []float64
-
-func (s *Float64Slice) Push(v float64) {
-	*s = append(*s, v)
-}
-
-func (s *Float64Slice) Pop(i int64) (v float64) {
-	v = (*s)[i]
-	*s = append((*s)[:i], (*s)[i+1:]...)
-	return v
-}
-
-func (s Float64Slice) Max() float64 {
-	m := -math.MaxFloat64
-	for _, v := range s {
-		m = math.Max(m, v)
-	}
-	return m
-}
-
-func (s Float64Slice) Min() float64 {
-	m := math.MaxFloat64
-	for _, v := range s {
-		m = math.Min(m, v)
-	}
-	return m
-}
-
-func (s Float64Slice) Sum() (sum float64) {
-	for _, v := range s {
-		sum += v
-	}
-	return sum
-}
-
-func (s Float64Slice) Mean() (mean float64) {
-	return s.Sum() / float64(len(s))
-}
-
-func (s Float64Slice) Tail(size int) Float64Slice {
-	length := len(s)
-	if length <= size {
-		win := make(Float64Slice, length)
-		copy(win, s)
-		return win
-	}
-
-	win := make(Float64Slice, size)
-	copy(win, s[length-size:])
-	return win
-}
-
 var zeroTime time.Time
 
 //go:generate callbackgen -type SMA
 type SMA struct {
 	types.IntervalWindow
-	Values  Float64Slice
+	Values  types.Float64Slice
 	EndTime time.Time
 
 	UpdateCallbacks []func(value float64)

pkg/indicator/stoch.go

@@ -17,8 +17,8 @@ Stochastic Oscillator
 //go:generate callbackgen -type STOCH
 type STOCH struct {
 	types.IntervalWindow
-	K Float64Slice
-	D Float64Slice
+	K types.Float64Slice
+	D types.Float64Slice
 
 	KLineWindow types.KLineWindow
 

pkg/indicator/vwap.go

@@ -18,7 +18,7 @@ Volume-Weighted Average Price (VWAP) Explained
 //go:generate callbackgen -type VWAP
 type VWAP struct {
 	types.IntervalWindow
-	Values      Float64Slice
+	Values      types.Float64Slice
 	WeightedSum float64
 	VolumeSum   float64
 	EndTime     time.Time

pkg/types/float_slice.go

@@ -0,0 +1,55 @@
+package types
+
+import "math"
+
+type Float64Slice []float64
+
+func (s *Float64Slice) Push(v float64) {
+	*s = append(*s, v)
+}
+
+func (s *Float64Slice) Pop(i int64) (v float64) {
+	v = (*s)[i]
+	*s = append((*s)[:i], (*s)[i+1:]...)
+	return v
+}
+
+func (s Float64Slice) Max() float64 {
+	m := -math.MaxFloat64
+	for _, v := range s {
+		m = math.Max(m, v)
+	}
+	return m
+}
+
+func (s Float64Slice) Min() float64 {
+	m := math.MaxFloat64
+	for _, v := range s {
+		m = math.Min(m, v)
+	}
+	return m
+}
+
+func (s Float64Slice) Sum() (sum float64) {
+	for _, v := range s {
+		sum += v
+	}
+	return sum
+}
+
+func (s Float64Slice) Mean() (mean float64) {
+	return s.Sum() / float64(len(s))
+}
+
+func (s Float64Slice) Tail(size int) Float64Slice {
+	length := len(s)
+	if length <= size {
+		win := make(Float64Slice, length)
+		copy(win, s)
+		return win
+	}
+
+	win := make(Float64Slice, size)
+	copy(win, s[length-size:])
+	return win
+}