fix ewma truncation

rahulmr · Dec 21, 2021 · 8b93aee · 8b93aee
1 parent 53f6ea6
commit 8b93aee
Showing 1 changed file with 4 additions and 4 deletions.
diff --git a/pkg/indicator/ewma.go b/pkg/indicator/ewma.go
@@ -60,6 +60,10 @@ func (inc *EWMA) calculateAndUpdate(allKLines []types.KLine) {
 		// for the first value, we should use the close price
 		inc.Values = []float64{priceF(allKLines[0])}
 	} else {
+		if len(inc.Values) >= MaxNumOfEWMA {
+			inc.Values = inc.Values[MaxNumOfEWMATruncateSize-1:]
+		}
+
 		fromNthK = len(inc.Values)
 
 		// update ewma with the existing values
@@ -73,10 +77,6 @@ func (inc *EWMA) calculateAndUpdate(allKLines []types.KLine) {
 		}
 	}
 
-	if len(inc.Values) >= MaxNumOfEWMA {
-		inc.Values = inc.Values[MaxNumOfEWMATruncateSize-1:]
-	}
-
 	for i := fromNthK; i < dataLen; i++ {
 		var k = allKLines[i]
 		var ewma = priceF(k)*multiplier + (1-multiplier)*inc.Values[i-1]