more iterating on macd, need to get a better handle on how to test.

ema_series.go

@@ -0,0 +1,98 @@
+package chart
+
+const (
+	// DefaultEMASigma is the default exponential smoothing factor.
+	DefaultEMASigma = 0.25
+)
+
+// EMASeries is a computed series.
+type EMASeries struct {
+	Name  string
+	Style Style
+	YAxis YAxisType
+
+	// Sigma is the 'smoothing factor' parameter.
+	Sigma       float64
+	Period      int
+	InnerSeries ValueProvider
+}
+
+// GetName returns the name of the time series.
+func (ema EMASeries) GetName() string {
+	return ema.Name
+}
+
+// GetStyle returns the line style.
+func (ema EMASeries) GetStyle() Style {
+	return ema.Style
+}
+
+// GetYAxis returns which YAxis the series draws on.
+func (ema EMASeries) GetYAxis() YAxisType {
+	return ema.YAxis
+}
+
+// GetPeriod returns the window size.
+func (ema EMASeries) GetPeriod(defaults ...int) int {
+	if ema.Period == 0 {
+		if len(defaults) > 0 {
+			return defaults[0]
+		}
+		return ema.InnerSeries.Len()
+	}
+	return ema.Period
+}
+
+// Len returns the number of elements in the series.
+func (ema EMASeries) Len() int {
+	return ema.InnerSeries.Len()
+}
+
+// GetSigma returns the smoothing factor for the serise.
+func (ema EMASeries) GetSigma(defaults ...float64) float64 {
+	if ema.Sigma == 0 {
+		if len(defaults) > 0 {
+			return defaults[0]
+		}
+		return DefaultEMASigma
+	}
+	return ema.Sigma
+}
+
+// GetValue gets a value at a given index.
+func (ema EMASeries) GetValue(index int) (x float64, y float64) {
+	if ema.InnerSeries == nil {
+		return
+	}
+	vx, _ := ema.InnerSeries.GetValue(index)
+	x = vx
+	y = ema.compute(ema.GetPeriod(), index)
+	return
+}
+
+// GetLastValue computes the last moving average value but walking back window size samples,
+// and recomputing the last moving average chunk.
+func (ema EMASeries) GetLastValue() (x float64, y float64) {
+	if ema.InnerSeries == nil {
+		return
+	}
+	lastIndex := ema.InnerSeries.Len() - 1
+	x, _ = ema.InnerSeries.GetValue(lastIndex)
+	y = ema.compute(ema.GetPeriod(), lastIndex)
+	return
+}
+
+func (ema EMASeries) compute(period, index int) float64 {
+	_, v := ema.InnerSeries.GetValue(index)
+	if period == 1 || index == 0 {
+		return v
+	}
+	sig := ema.GetSigma()
+	return sig*v + ((1.0 - sig) * ema.compute(period-1, index-1))
+}
+
+// Render renders the series.
+func (ema EMASeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
+	style := ema.Style.WithDefaultsFrom(defaults)
+	DrawLineSeries(r, canvasBox, xrange, yrange, style, ema)
+}