indicator: add v2 CMA indicator

kauandotnet · Jun 1, 2023 · 8ebf572 · 8ebf572
1 parent 3e94584
commit 8ebf572
Show file tree

Hide file tree

Showing 7 changed files with 27 additions and 62 deletions.
diff --git a/pkg/indicator/ad.go b/pkg/indicator/ad.go
@@ -64,15 +64,3 @@ func (inc *AD) CalculateAndUpdate(kLines []types.KLine) {
 	inc.EmitUpdate(inc.Last(0))
 	inc.EndTime = kLines[len(kLines)-1].EndTime.Time()
 }
-
-func (inc *AD) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
-	if inc.Interval != interval {
-		return
-	}
-
-	inc.CalculateAndUpdate(window)
-}
-
-func (inc *AD) Bind(updater KLineWindowUpdater) {
-	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
-}
diff --git a/pkg/indicator/alma.go b/pkg/indicator/alma.go
@@ -90,14 +90,3 @@ func (inc *ALMA) CalculateAndUpdate(allKLines []types.KLine) {
 	inc.Update(allKLines[len(allKLines)-1].Close.Float64())
 	inc.EmitUpdate(inc.Last(0))
 }
-
-func (inc *ALMA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
-	if inc.Interval != interval {
-		return
-	}
-	inc.CalculateAndUpdate(window)
-}
-
-func (inc *ALMA) Bind(updater KLineWindowUpdater) {
-	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
-}
diff --git a/pkg/indicator/ca_callbacks.go b/pkg/indicator/ca_callbacks.go
diff --git a/pkg/indicator/cci.go b/pkg/indicator/cci.go
@@ -98,15 +98,3 @@ func (inc *CCI) CalculateAndUpdate(allKLines []types.KLine) {
 		inc.EmitUpdate(inc.Last(0))
 	}
 }
-
-func (inc *CCI) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
-	if inc.Interval != interval {
-		return
-	}
-
-	inc.CalculateAndUpdate(window)
-}
-
-func (inc *CCI) Bind(updater KLineWindowUpdater) {
-	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
-}
diff --git a/pkg/indicator/cma.go b/pkg/indicator/cma.go
@@ -14,13 +14,14 @@ type CA struct {
 	Interval        types.Interval
 	Values          floats.Slice
 	length          float64
-	UpdateCallbacks []func(value float64)
+	updateCallbacks []func(value float64)
 }
 
 func (inc *CA) Update(x float64) {
 	if len(inc.Values) == 0 {
 		inc.SeriesBase.Series = inc
 	}
+
 	newVal := (inc.Values.Last(0)*inc.length + x) / (inc.length + 1.)
 	inc.length += 1
 	inc.Values.Push(newVal)
@@ -54,15 +55,3 @@ func (inc *CA) CalculateAndUpdate(allKLines []types.KLine) {
 		inc.EmitUpdate(inc.Last(0))
 	}
 }
-
-func (inc *CA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
-	if inc.Interval != interval {
-		return
-	}
-
-	inc.CalculateAndUpdate(window)
-}
-
-func (inc *CA) Bind(updater KLineWindowUpdater) {
-	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
-}
diff --git a/pkg/indicator/dmi.go b/pkg/indicator/dmi.go
@@ -115,15 +115,3 @@ func (inc *DMI) CalculateAndUpdate(allKLines []types.KLine) {
 		inc.EmitUpdate(inc.DIPlus.Last(0), inc.DIMinus.Last(0), inc.ADX.Last(0))
 	}
 }
-
-func (inc *DMI) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
-	if inc.Interval != interval {
-		return
-	}
-
-	inc.CalculateAndUpdate(window)
-}
-
-func (inc *DMI) Bind(updater KLineWindowUpdater) {
-	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
-}
diff --git a/pkg/indicator/v2_cma.go b/pkg/indicator/v2_cma.go
@@ -0,0 +1,23 @@
+package indicator
+
+type CMAStream struct {
+	Float64Series
+}
+
+func CMA2(source Float64Source) *CMAStream {
+	s := &CMAStream{
+		Float64Series: NewFloat64Series(),
+	}
+	s.Bind(source, s)
+	return s
+}
+
+func (s *CMAStream) Calculate(x float64) float64 {
+	l := float64(s.slice.Length())
+	cma := (s.slice.Last(0)*l + x) / (l + 1.)
+	return cma
+}
+
+func (s *CMAStream) Truncate() {
+	s.slice.Truncate(MaxNumOfEWMA)
+}