Merge pull request #1183 from c9s/refactor/indicator-replace-index-call

REFACTOR: [indicator] replace all Index(i) callers
c9s · Jun 1, 2023 · 9435478 · 9435478
2 parents 10e84c1 + c9c13b2
commit 9435478
Show file tree

Hide file tree

Showing 32 changed files with 139 additions and 266 deletions.
diff --git a/pkg/indicator/ad.go b/pkg/indicator/ad.go
@@ -40,19 +40,11 @@ func (inc *AD) Update(high, low, cloze, volume float64) {
 }
 
 func (inc *AD) Last(i int) float64 {
-	length := len(inc.Values)
-	if length == 0 || length-i-1 < 0 {
-		return 0
-	}
-	return inc.Values[length-i-1]
+	return inc.Values.Last(i)
 }
 
 func (inc *AD) Index(i int) float64 {
-	length := len(inc.Values)
-	if length == 0 || length-i-1 < 0 {
-		return 0
-	}
-	return inc.Values[length-i-1]
+	return inc.Last(i)
 }
 
 func (inc *AD) Length() int {

diff --git a/pkg/indicator/alma.go b/pkg/indicator/alma.go
@@ -66,17 +66,11 @@ func (inc *ALMA) Update(value float64) {
 }
 
 func (inc *ALMA) Last(i int) float64 {
-	if i >= len(inc.Values) {
-		return 0
-	}
-	return inc.Values[len(inc.Values)-i-1]
+	return inc.Values.Last(i)
 }
 
 func (inc *ALMA) Index(i int) float64 {
-	if i >= len(inc.Values) {
-		return 0
-	}
-	return inc.Values[len(inc.Values)-i-1]
+	return inc.Last(i)
 }
 
 func (inc *ALMA) Length() int {

diff --git a/pkg/indicator/atr.go b/pkg/indicator/atr.go
@@ -89,10 +89,7 @@ func (inc *ATR) Last(i int) float64 {
 }
 
 func (inc *ATR) Index(i int) float64 {
-	if inc.RMA == nil {
-		return 0
-	}
-	return inc.RMA.Index(i)
+	return inc.Last(i)
 }
 
 func (inc *ATR) Length() int {

diff --git a/pkg/indicator/atrp.go b/pkg/indicator/atrp.go
@@ -81,10 +81,7 @@ func (inc *ATRP) Last(i int) float64 {
 }
 
 func (inc *ATRP) Index(i int) float64 {
-	if inc.RMA == nil {
-		return 0
-	}
-	return inc.RMA.Index(i)
+	return inc.Last(i)
 }
 
 func (inc *ATRP) Length() int {

diff --git a/pkg/indicator/emv.go b/pkg/indicator/emv.go
@@ -48,13 +48,6 @@ func (inc *EMV) Update(high, low, vol float64) {
 	inc.Values.Update(result)
 }
 
-func (inc *EMV) Index(i int) float64 {
-	if inc.Values == nil {
-		return 0
-	}
-	return inc.Values.Index(i)
-}
-
 func (inc *EMV) Last(i int) float64 {
 	if inc.Values == nil {
 		return 0
@@ -63,6 +56,10 @@ func (inc *EMV) Last(i int) float64 {
 	return inc.Values.Last(i)
 }
 
+func (inc *EMV) Index(i int) float64 {
+	return inc.Last(i)
+}
+
 func (inc *EMV) Length() int {
 	if inc.Values == nil {
 		return 0

diff --git a/pkg/indicator/ewma.go b/pkg/indicator/ewma.go
@@ -55,10 +55,6 @@ func (inc *EWMA) Update(value float64) {
 }
 
 func (inc *EWMA) Last(i int) float64 {
-	if len(inc.Values) == 0 {
-		return 0
-	}
-
 	return inc.Values.Last(i)
 }
 

diff --git a/pkg/indicator/ghfilter.go b/pkg/indicator/ghfilter.go
@@ -45,24 +45,18 @@ func (inc *GHFilter) update(value, uncertainty float64) {
 	inc.lastMeasurement = value
 }
 
-func (inc *GHFilter) Index(i int) float64 {
-	return inc.Last(i)
-}
-
 func (inc *GHFilter) Length() int {
-	if inc.Values == nil {
-		return 0
-	}
 	return inc.Values.Length()
 }
 
 func (inc *GHFilter) Last(i int) float64 {
-	if inc.Values == nil {
-		return 0.0
-	}
 	return inc.Values.Last(i)
 }
 
+func (inc *GHFilter) Index(i int) float64 {
+	return inc.Last(i)
+}
+
 // interfaces implementation check
 var _ Simple = &GHFilter{}
 var _ types.SeriesExtend = &GHFilter{}

diff --git a/pkg/indicator/hull.go b/pkg/indicator/hull.go
@@ -44,14 +44,11 @@ func (inc *HULL) Last(i int) float64 {
 	if inc.result == nil {
 		return 0
 	}
-	return inc.result.Index(i)
+	return inc.result.Last(i)
 }
 
 func (inc *HULL) Index(i int) float64 {
-	if inc.result == nil {
-		return 0
-	}
-	return inc.result.Index(i)
+	return inc.Last(i)
 }
 
 func (inc *HULL) Length() int {

diff --git a/pkg/indicator/pivothigh.go b/pkg/indicator/pivothigh.go
@@ -24,12 +24,8 @@ func (inc *PivotHigh) Length() int {
 	return inc.Values.Length()
 }
 
-func (inc *PivotHigh) Last(int) float64 {
-	if len(inc.Values) == 0 {
-		return 0.0
-	}
-
-	return inc.Values.Last(0)
+func (inc *PivotHigh) Last(i int) float64 {
+	return inc.Values.Last(i)
 }
 
 func (inc *PivotHigh) Update(value float64) {

diff --git a/pkg/indicator/pivotlow.go b/pkg/indicator/pivotlow.go
@@ -24,12 +24,8 @@ func (inc *PivotLow) Length() int {
 	return inc.Values.Length()
 }
 
-func (inc *PivotLow) Last(int) float64 {
-	if len(inc.Values) == 0 {
-		return 0.0
-	}
-
-	return inc.Values.Last(0)
+func (inc *PivotLow) Last(i int) float64 {
+	return inc.Values.Last(i)
 }
 
 func (inc *PivotLow) Update(value float64) {

diff --git a/pkg/indicator/psar.go b/pkg/indicator/psar.go
@@ -34,11 +34,8 @@ type PSAR struct {
 	UpdateCallbacks []func(value float64)
 }
 
-func (inc *PSAR) Last(int) float64 {
-	if len(inc.Values) == 0 {
-		return 0
-	}
-	return inc.Values.Last(0)
+func (inc *PSAR) Last(i int) float64 {
+	return inc.Values.Last(i)
 }
 
 func (inc *PSAR) Length() int {

diff --git a/pkg/strategy/drift/driftma.go b/pkg/strategy/drift/driftma.go
@@ -24,8 +24,8 @@ func (s *DriftMA) Update(value, weight float64) {
 	s.ma2.Update(s.drift.Last(0))
 }
 
-func (s *DriftMA) Last(int) float64 {
-	return s.ma2.Last(0)
+func (s *DriftMA) Last(i int) float64 {
+	return s.ma2.Last(i)
 }
 
 func (s *DriftMA) Index(i int) float64 {

diff --git a/pkg/strategy/elliottwave/ewo.go b/pkg/strategy/elliottwave/ewo.go
@@ -8,11 +8,11 @@ type ElliottWave struct {
 }
 
 func (s *ElliottWave) Index(i int) float64 {
-	return s.maQuick.Index(i)/s.maSlow.Index(i) - 1.0
+	return s.Last(i)
 }
 
-func (s *ElliottWave) Last(int) float64 {
-	return s.maQuick.Last(0)/s.maSlow.Last(0) - 1.0
+func (s *ElliottWave) Last(i int) float64 {
+	return s.maQuick.Index(i)/s.maSlow.Index(i) - 1.0
 }
 
 func (s *ElliottWave) Length() int {

diff --git a/pkg/strategy/ewoDgtrd/strategy.go b/pkg/strategy/ewoDgtrd/strategy.go
@@ -180,11 +180,11 @@ type VWEMA struct {
 	V  types.UpdatableSeries
 }
 
-func (inc *VWEMA) Last(int) float64 {
-	return inc.PV.Last(0) / inc.V.Last(0)
+func (inc *VWEMA) Index(i int) float64 {
+	return inc.Last(i)
 }
 
-func (inc *VWEMA) Index(i int) float64 {
+func (inc *VWEMA) Last(i int) float64 {
 	if i >= inc.PV.Length() {
 		return 0
 	}

diff --git a/pkg/strategy/factorzoo/factors/momentum.go b/pkg/strategy/factorzoo/factors/momentum.go
@@ -31,23 +31,14 @@ type MOM struct {
 }
 
 func (inc *MOM) Index(i int) float64 {
-	if inc.Values == nil {
-		return 0
-	}
-	return inc.Values.Last(i)
+	return inc.Last(i)
 }
 
-func (inc *MOM) Last(int) float64 {
-	if inc.Values.Length() == 0 {
-		return 0
-	}
-	return inc.Values.Last(0)
+func (inc *MOM) Last(i int) float64 {
+	return inc.Values.Last(i)
 }
 
 func (inc *MOM) Length() int {
-	if inc.Values == nil {
-		return 0
-	}
 	return inc.Values.Length()
 }
 

diff --git a/pkg/strategy/factorzoo/factors/price_mean_reversion.go b/pkg/strategy/factorzoo/factors/price_mean_reversion.go
@@ -19,8 +19,8 @@ type PMR struct {
 	types.IntervalWindow
 	types.SeriesBase
 
-	Values floats.Slice
-	SMA    *indicator.SMA
+	Values  floats.Slice
+	SMA     *indicator.SMA
 	EndTime time.Time
 
 	updateCallbacks []func(value float64)
@@ -40,20 +40,12 @@ func (inc *PMR) Update(price float64) {
 	}
 }
 
-func (inc *PMR) Last(int) float64 {
-	if len(inc.Values) == 0 {
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1]
+func (inc *PMR) Last(i int) float64 {
+	return inc.Values.Last(i)
 }
 
 func (inc *PMR) Index(i int) float64 {
-	if i >= len(inc.Values) {
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1-i]
+	return inc.Last(i)
 }
 
 func (inc *PMR) Length() int {

diff --git a/pkg/strategy/factorzoo/factors/price_volume_divergence.go b/pkg/strategy/factorzoo/factors/price_volume_divergence.go
@@ -23,8 +23,8 @@ type PVD struct {
 	types.IntervalWindow
 	types.SeriesBase
 
-	Values floats.Slice
-	Prices *types.Queue
+	Values  floats.Slice
+	Prices  *types.Queue
 	Volumes *types.Queue
 	EndTime time.Time
 
@@ -47,20 +47,12 @@ func (inc *PVD) Update(price float64, volume float64) {
 	}
 }
 
-func (inc *PVD) Last(int) float64 {
-	if len(inc.Values) == 0 {
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1]
+func (inc *PVD) Last(i int) float64 {
+	return inc.Values.Last(i)
 }
 
 func (inc *PVD) Index(i int) float64 {
-	if i >= len(inc.Values) {
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1-i]
+	return inc.Last(i)
 }
 
 func (inc *PVD) Length() int {

diff --git a/pkg/strategy/factorzoo/factors/return_rate.go b/pkg/strategy/factorzoo/factors/return_rate.go
@@ -35,20 +35,12 @@ func (inc *RR) Update(price float64) {
 
 }
 
-func (inc *RR) Last(int) float64 {
-	if len(inc.Values) == 0 {
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1]
+func (inc *RR) Last(i int) float64 {
+	return inc.Values.Last(i)
 }
 
 func (inc *RR) Index(i int) float64 {
-	if i >= len(inc.Values) {
-		return 0
-	}
-
-	return inc.Values[len(inc.Values)-1-i]
+	return inc.Last(i)
 }
 
 func (inc *RR) Length() int {
@@ -101,7 +93,7 @@ func (inc *RR) LoadK(allKLines []types.KLine) {
 	inc.EmitUpdate(inc.Last(0))
 }
 
-//func calculateReturn(klines []types.KLine, window int, val KLineValueMapper) (float64, error) {
+// func calculateReturn(klines []types.KLine, window int, val KLineValueMapper) (float64, error) {
 //	length := len(klines)
 //	if length == 0 || length < window {
 //		return 0.0, fmt.Errorf("insufficient elements for calculating VOL with window = %d", window)
@@ -110,4 +102,4 @@ func (inc *RR) LoadK(allKLines []types.KLine) {
 //	rate := val(klines[length-1])/val(klines[length-2]) - 1
 //
 //	return rate, nil
-//}
+// }
diff --git a/pkg/strategy/factorzoo/factors/volume_momentum.go b/pkg/strategy/factorzoo/factors/volume_momentum.go
@@ -30,23 +30,14 @@ type VMOM struct {
 }
 
 func (inc *VMOM) Index(i int) float64 {
-	if inc.Values == nil {
-		return 0
-	}
-	return inc.Values.Last(i)
+	return inc.Last(i)
 }
 
-func (inc *VMOM) Last(int) float64 {
-	if inc.Values.Length() == 0 {
-		return 0
-	}
-	return inc.Values.Last(0)
+func (inc *VMOM) Last(i int) float64 {
+	return inc.Values.Last(i)
 }
 
 func (inc *VMOM) Length() int {
-	if inc.Values == nil {
-		return 0
-	}
 	return inc.Values.Length()
 }