indicator: drop the legacy CalculateAndUpdate for standard indicators

rahulmr · Jul 26, 2022 · 0df321c · 0df321c
1 parent 8bf9b28
commit 0df321c
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Showing 4 changed files with 12 additions and 73 deletions.
diff --git a/pkg/bbgo/standard_indicator_set.go b/pkg/bbgo/standard_indicator_set.go
@@ -55,7 +55,9 @@ func (set *StandardIndicatorSet) BOLL(iw types.IntervalWindow, bandWidth float64
 		inc = &indicator.BOLL{IntervalWindow: iw, K: bandWidth}
 
 		if klines, ok := set.store.KLinesOfInterval(iw.Interval); ok {
-			inc.LoadK(*klines)
+			for _, k := range *klines {
+				inc.PushK(k)
+			}
 		}
 
 		if debugBOLL {
@@ -78,7 +80,9 @@ func (set *StandardIndicatorSet) SMA(iw types.IntervalWindow) *indicator.SMA {
 		inc = &indicator.SMA{IntervalWindow: iw}
 
 		if klines, ok := set.store.KLinesOfInterval(iw.Interval); ok {
-			inc.LoadK(*klines)
+			for _, k := range *klines {
+				inc.PushK(k)
+			}
 		}
 
 		if debugSMA {
@@ -101,7 +105,9 @@ func (set *StandardIndicatorSet) EWMA(iw types.IntervalWindow) *indicator.EWMA {
 		inc = &indicator.EWMA{IntervalWindow: iw}
 
 		if klines, ok := set.store.KLinesOfInterval(iw.Interval); ok {
-			inc.LoadK(*klines)
+			for _, k := range *klines {
+				inc.PushK(k)
+			}
 		}
 
 		if debugEWMA {
@@ -123,7 +129,9 @@ func (set *StandardIndicatorSet) STOCH(iw types.IntervalWindow) *indicator.STOCH
 		inc = &indicator.STOCH{IntervalWindow: iw}
 
 		if klines, ok := set.store.KLinesOfInterval(iw.Interval); ok {
-			inc.LoadK(*klines)
+			for _, k := range *klines {
+				inc.PushK(k)
+			}
 		}
 
 		inc.BindK(set.stream, set.Symbol, iw.Interval)

diff --git a/pkg/indicator/ewma.go b/pkg/indicator/ewma.go
@@ -58,31 +58,6 @@ func (inc *EWMA) Length() int {
 	return len(inc.Values)
 }
 
-func (inc *EWMA) CalculateAndUpdate(allKLines []types.KLine) {
-	if len(inc.Values) == 0 {
-		for _, k := range allKLines {
-			inc.PushK(k)
-		}
-		inc.EmitUpdate(inc.Last())
-	} else {
-		k := allKLines[len(allKLines)-1]
-		inc.PushK(k)
-		inc.EmitUpdate(inc.Last())
-	}
-}
-
-func (inc *EWMA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
-	if inc.Interval != interval {
-		return
-	}
-
-	inc.CalculateAndUpdate(window)
-}
-
-func (inc *EWMA) Bind(updater KLineWindowUpdater) {
-	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
-}
-
 func (inc *EWMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval) {
 	target.OnKLineClosed(types.KLineWith(symbol, interval, inc.PushK))
 }

diff --git a/pkg/indicator/sma.go b/pkg/indicator/sma.go
@@ -76,28 +76,6 @@ func (inc *SMA) LoadK(allKLines []types.KLine) {
 	}
 }
 
-func (inc *SMA) CalculateAndUpdate(allKLines []types.KLine) {
-	if inc.rawValues == nil {
-		inc.LoadK(allKLines)
-	} else {
-		var last = allKLines[len(allKLines)-1]
-		inc.PushK(last)
-	}
-
-}
-
-func (inc *SMA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
-	if inc.Interval != interval {
-		return
-	}
-
-	inc.CalculateAndUpdate(window)
-}
-
-func (inc *SMA) Bind(updater KLineWindowUpdater) {
-	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
-}
-
 func calculateSMA(kLines []types.KLine, window int, priceF KLinePriceMapper) (float64, error) {
 	length := len(kLines)
 	if length == 0 || length < window {

diff --git a/pkg/indicator/stoch.go b/pkg/indicator/stoch.go
@@ -79,28 +79,6 @@ func (inc *STOCH) LoadK(allKLines []types.KLine) {
 	}
 }
 
-func (inc *STOCH) CalculateAndUpdate(kLines []types.KLine) {
-	if len(kLines) < inc.Window || len(kLines) < DPeriod {
-		return
-	}
-
-	for _, k := range kLines {
-		inc.PushK(k)
-	}
-}
-
-func (inc *STOCH) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
-	if inc.Interval != interval {
-		return
-	}
-
-	inc.CalculateAndUpdate(window)
-}
-
-func (inc *STOCH) Bind(updater KLineWindowUpdater) {
-	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
-}
-
 func (inc *STOCH) GetD() types.Series {
 	return &inc.D
 }