Truncate emwa slice to be the same size as given kLines

pkg/indicator/ewma.go

@@ -9,8 +9,9 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-const MaxNumOfEWMA = 1_000
-const MaxNumOfEWMATruncateSize = 500
+// These numbers should be aligned with bbgo MaxNumOfKLines and MaxNumOfKLinesTruncate
+const MaxNumOfEWMA = 5_000
+const MaxNumOfEWMATruncateSize = 1000
 
 //go:generate callbackgen -type EWMA
 type EWMA struct {
@@ -72,6 +73,11 @@ func (inc *EWMA) calculateAndUpdate(allKLines []types.KLine) {
 		}
 	}
 
+    if len(inc.Values) >= MaxNumOfEWMA {
+        TruncateSize := MaxNumOfEWMATruncateSize
+        inc.Values = inc.Values[TruncateSize:]
+    }
+
 	for i := from; i < dataLen; i++ {
 		var k = allKLines[i]
 		var ewma = priceF(k)*multiplier + (1-multiplier)*inc.Values[i-1]