indicator: rename KLinePriceMapper to KLineValueMapper

hevan0018 · Aug 24, 2022 · d71fd36 · d71fd36
1 parent 09cc91b
commit d71fd36
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Showing 8 changed files with 13 additions and 8 deletions.
diff --git a/pkg/indicator/ewma.go b/pkg/indicator/ewma.go
@@ -83,7 +83,7 @@ func (inc *EWMA) PushK(k types.KLine) {
 	inc.EmitUpdate(inc.Last())
 }
 
-func CalculateKLinesEMA(allKLines []types.KLine, priceF KLinePriceMapper, window int) float64 {
+func CalculateKLinesEMA(allKLines []types.KLine, priceF KLineValueMapper, window int) float64 {
 	var multiplier = 2.0 / (float64(window) + 1)
 	return ewma(MapKLinePrice(allKLines, priceF), multiplier)
 }

diff --git a/pkg/indicator/ewma_test.go b/pkg/indicator/ewma_test.go
@@ -1027,7 +1027,7 @@ func buildKLines(prices []fixedpoint.Value) (klines []types.KLine) {
 func Test_calculateEWMA(t *testing.T) {
 	type args struct {
 		allKLines []types.KLine
-		priceF    KLinePriceMapper
+		priceF    KLineValueMapper
 		window    int
 	}
 	var input []fixedpoint.Value

diff --git a/pkg/indicator/mapper.go b/pkg/indicator/mapper.go
@@ -2,7 +2,7 @@ package indicator
 
 import "github.com/c9s/bbgo/pkg/types"
 
-type KLinePriceMapper func(k types.KLine) float64
+type KLineValueMapper func(k types.KLine) float64
 
 func KLineOpenPriceMapper(k types.KLine) float64 {
 	return k.Open.Float64()
@@ -24,7 +24,7 @@ func KLineVolumeMapper(k types.KLine) float64 {
 	return k.Volume.Float64()
 }
 
-func MapKLinePrice(kLines []types.KLine, f KLinePriceMapper) (prices []float64) {
+func MapKLinePrice(kLines []types.KLine, f KLineValueMapper) (prices []float64) {
 	for _, k := range kLines {
 		prices = append(prices, f(k))
 	}

diff --git a/pkg/indicator/pivot.go b/pkg/indicator/pivot.go
@@ -9,7 +9,6 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-type KLineValueMapper func(k types.KLine) float64
 
 //go:generate callbackgen -type Pivot
 type Pivot struct {

diff --git a/pkg/indicator/pivot_low.go b/pkg/indicator/pivot_low.go
@@ -91,6 +91,12 @@ func calculatePivotF(values types.Float64Slice, left, right int, f func(a, pivot
 	return val, true
 }
 
+func calculatePivotHigh(highs types.Float64Slice, left, right int) (float64, bool) {
+	return calculatePivotF(highs, left, right, func(a, pivot float64) bool {
+		return a < pivot
+	})
+}
+
 func calculatePivotLow(lows types.Float64Slice, left, right int) (float64, bool) {
 	return calculatePivotF(lows, left, right, func(a, pivot float64) bool {
 		return a > pivot

diff --git a/pkg/indicator/sma.go b/pkg/indicator/sma.go
@@ -86,7 +86,7 @@ func (inc *SMA) LoadK(allKLines []types.KLine) {
 	}
 }
 
-func calculateSMA(kLines []types.KLine, window int, priceF KLinePriceMapper) (float64, error) {
+func calculateSMA(kLines []types.KLine, window int, priceF KLineValueMapper) (float64, error) {
 	length := len(kLines)
 	if length == 0 || length < window {
 		return 0.0, fmt.Errorf("insufficient elements for calculating SMA with window = %d", window)

diff --git a/pkg/indicator/volatility.go b/pkg/indicator/volatility.go
@@ -91,7 +91,7 @@ func (inc *Volatility) Bind(updater KLineWindowUpdater) {
 	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
 }
 
-func calculateVOLATILITY(klines []types.KLine, window int, priceF KLinePriceMapper) (float64, error) {
+func calculateVOLATILITY(klines []types.KLine, window int, priceF 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)

diff --git a/pkg/indicator/vwap.go b/pkg/indicator/vwap.go
@@ -100,7 +100,7 @@ func (inc *VWAP) Bind(updater KLineWindowUpdater) {
 	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
 }
 
-func calculateVWAP(klines []types.KLine, priceF KLinePriceMapper, window int) float64 {
+func calculateVWAP(klines []types.KLine, priceF KLineValueMapper, window int) float64 {
 	vwap := VWAP{IntervalWindow: types.IntervalWindow{Window: window}}
 	for _, k := range klines {
 		vwap.Update(priceF(k), k.Volume.Float64())