add ad,macd,rsi,sma,stoch,vwap,vwma to Series interface

tkhieu · Apr 11, 2022 · 567e7bd · 567e7bd
1 parent fac61f2
commit 567e7bd
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Showing 7 changed files with 155 additions and 0 deletions.
diff --git a/pkg/indicator/ad.go b/pkg/indicator/ad.go
@@ -41,6 +41,20 @@ func (inc *AD) Last() float64 {
 	return inc.Values[len(inc.Values)-1]
 }
 
+func (inc *AD) Index(i int) float64 {
+	length := len(inc.Values)
+	if length == 0 || length - i - 1 < 0 {
+		return 0
+	}
+	return inc.Values[length - i - 1]
+}
+
+func (inc *AD) Length() int {
+	return len(inc.Values)
+}
+
+var _ types.Series = &AD{}
+
 func (inc *AD) calculateAndUpdate(kLines []types.KLine) {
 	for _, k := range kLines {
 		if inc.EndTime != zeroTime && k.EndTime.Before(inc.EndTime) {

diff --git a/pkg/indicator/macd.go b/pkg/indicator/macd.go
@@ -89,3 +89,34 @@ func (inc *MACD) handleKLineWindowUpdate(interval types.Interval, window types.K
 func (inc *MACD) Bind(updater KLineWindowUpdater) {
 	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
 }
+
+type MACDValues struct {
+	*MACD
+}
+
+func (inc *MACDValues) Last() float64 {
+	if len(inc.Values) == 0 {
+		return 0.0
+	}
+	return inc.Values[len(inc.Values)-1]
+}
+
+func (inc *MACDValues) Index(i int) float64 {
+	length := len(inc.Values)
+	if length == 0 || length-1-i < 0 {
+		return 0.0
+	}
+	return inc.Values[length-1+i]
+}
+
+func (inc *MACDValues) Length() int {
+	return len(inc.Values)
+}
+
+func (inc *MACD) MACD() types.Series {
+	return &MACDValues{inc}
+}
+
+func (inc *MACD) Singals() types.Series {
+	return &inc.SignalLine
+}
diff --git a/pkg/indicator/rsi.go b/pkg/indicator/rsi.go
@@ -63,6 +63,20 @@ func (inc *RSI) Last() float64 {
 	return inc.Values[len(inc.Values)-1]
 }
 
+func (inc *RSI) Index(i int) float64 {
+	length := len(inc.Values)
+	if length <= 0 || length - i - 1 < 0 {
+		return 0.0
+	}
+	return inc.Values[length - i - 1]
+}
+
+func (inc *RSI) Length() int {
+	return len(inc.Values)
+}
+
+var _ types.Series = &RSI{}
+
 func (inc *RSI) calculateAndUpdate(kLines []types.KLine) {
 	var priceF = KLineClosePriceMapper
 

diff --git a/pkg/indicator/sma.go b/pkg/indicator/sma.go
@@ -30,6 +30,21 @@ func (inc *SMA) Last() float64 {
 	return inc.Values[len(inc.Values)-1]
 }
 
+func (inc *SMA) Index(i int) float64 {
+	length := len(inc.Values)
+	if length == 0 || length - i - 1 < 0 {
+		return 0.0
+	}
+
+	return inc.Values[length - i - 1]
+}
+
+func (inc *SMA) Length() int {
+	return len(inc.Values)
+}
+
+var _ types.Series = &SMA{}
+
 func (inc *SMA) calculateAndUpdate(kLines []types.KLine) {
 	if len(kLines) < inc.Window {
 		return

diff --git a/pkg/indicator/stoch.go b/pkg/indicator/stoch.go
@@ -82,3 +82,55 @@ func (inc *STOCH) handleKLineWindowUpdate(interval types.Interval, window types.
 func (inc *STOCH) Bind(updater KLineWindowUpdater) {
 	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
 }
+
+func (inc *STOCH) GetD() *DSeries {
+	return &DSeries{inc}
+}
+
+func (inc *STOCH) GetK() *KSeries {
+	return &KSeries{inc}
+}
+
+type DSeries struct {
+	*STOCH
+}
+
+func (inc *DSeries) Last() float64 {
+	return inc.LastD()
+}
+
+func (inc *DSeries) Length() int {
+	return len(inc.D)
+}
+
+func (inc *DSeries) Index(i int) float64 {
+	length := len(inc.D)
+	if length == 0 || length - i - 1 < 0 {
+		return 0
+	}
+	return inc.D[length - i - 1]
+}
+
+var _ types.Series = &DSeries{}
+
+type KSeries struct {
+	*STOCH
+}
+
+func (inc *KSeries) Last() float64 {
+	return inc.LastK()
+}
+
+func (inc *KSeries) Index(i int) float64 {
+	length := len(inc.K)
+	if length == 0 || length - i - 1 < 0 {
+		return 0
+	}
+	return inc.K[length - i - 1]
+}
+
+func (inc *KSeries) Length() int {
+	return len(inc.K)
+}
+
+var _ types.Series = &KSeries{}
diff --git a/pkg/indicator/vwap.go b/pkg/indicator/vwap.go
@@ -35,6 +35,21 @@ func (inc *VWAP) Last() float64 {
 	return inc.Values[len(inc.Values)-1]
 }
 
+func (inc *VWAP) Index(i int) float64 {
+	length := len(inc.Values)
+	if length == 0 || length - i - 1 < 0 {
+		return 0
+	}
+
+	return inc.Values[length - i - 1]
+}
+
+func (inc *VWAP) Length() int {
+	return len(inc.Values)
+}
+
+var _ types.Series = &VWAP{}
+
 func (inc *VWAP) Update(kLine types.KLine, priceF KLinePriceMapper) {
 	price := priceF(kLine)
 	volume := kLine.Volume.Float64()

diff --git a/pkg/indicator/vwma.go b/pkg/indicator/vwma.go
@@ -34,6 +34,20 @@ func (inc *VWMA) Last() float64 {
 	return inc.Values[len(inc.Values)-1]
 }
 
+func (inc *VWMA) Index(i int) float64 {
+	length := len(inc.Values)
+	if length == 0 || length - i - 1 < 0 {
+		return 0
+	}
+	return inc.Values[length - i - 1]
+}
+
+func (inc *VWMA) Length() int {
+	return len(inc.Values)
+}
+
+var _ types.Series = &VWMA{}
+
 func KLinePriceVolumeMapper(k types.KLine) float64 {
 	return k.Close.Mul(k.Volume).Float64()
 }