more iterating on macd, need to get a better handle on how to test.
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9 changed files with 464 additions and 246 deletions
90
sma_series.go
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90
sma_series.go
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package chart
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const (
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// DefaultSimpleMovingAveragePeriod is the default number of values to average.
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DefaultSimpleMovingAveragePeriod = 16
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)
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// SMASeries is a computed series.
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type SMASeries struct {
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Name string
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Style Style
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YAxis YAxisType
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Period int
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InnerSeries ValueProvider
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}
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// GetName returns the name of the time series.
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func (sma SMASeries) GetName() string {
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return sma.Name
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}
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// GetStyle returns the line style.
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func (sma SMASeries) GetStyle() Style {
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return sma.Style
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}
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// GetYAxis returns which YAxis the series draws on.
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func (sma SMASeries) GetYAxis() YAxisType {
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return sma.YAxis
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}
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// Len returns the number of elements in the series.
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func (sma SMASeries) Len() int {
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return sma.InnerSeries.Len()
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}
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// GetValue gets a value at a given index.
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func (sma SMASeries) GetValue(index int) (x float64, y float64) {
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if sma.InnerSeries == nil {
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return
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}
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px, _ := sma.InnerSeries.GetValue(index)
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x = px
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y = sma.getAverage(index)
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return
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}
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// GetLastValue computes the last moving average value but walking back window size samples,
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// and recomputing the last moving average chunk.
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func (sma SMASeries) GetLastValue() (x float64, y float64) {
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if sma.InnerSeries == nil {
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return
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}
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seriesLen := sma.InnerSeries.Len()
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px, _ := sma.InnerSeries.GetValue(seriesLen - 1)
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x = px
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y = sma.getAverage(seriesLen - 1)
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return
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}
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// GetPeriod returns the window size.
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func (sma SMASeries) GetPeriod(defaults ...int) int {
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if sma.Period == 0 {
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if len(defaults) > 0 {
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return defaults[0]
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}
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return DefaultSimpleMovingAveragePeriod
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}
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return sma.Period
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}
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func (sma SMASeries) getAverage(index int) float64 {
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period := sma.GetPeriod()
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floor := MaxInt(0, index-period)
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var accum float64
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var count float64
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for x := index; x >= floor; x-- {
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_, vy := sma.InnerSeries.GetValue(x)
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accum += vy
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count += 1.0
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}
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return accum / count
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}
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// Render renders the series.
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func (sma *SMASeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
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style := sma.Style.WithDefaultsFrom(defaults)
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DrawLineSeries(r, canvasBox, xrange, yrange, style, sma)
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}
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