histogram still needs tweaking.

macd_series.go

@@ -0,0 +1,110 @@
+package chart
+
+const (
+	// DefaultMACDWindowPrimary is the long window.
+	DefaultMACDWindowPrimary = 26
+	// DefaultMACDWindowSecondary is the short window.
+	DefaultMACDWindowSecondary = 12
+)
+
+// MACDSeries (or Moving Average Convergence Divergence) is a special type of series that
+// computes the difference between two different EMA values for a given index, as denoted by WindowPrimary(26) and WindowSecondary(12).
+type MACDSeries struct {
+	Name        string
+	Style       Style
+	YAxis       YAxisType
+	InnerSeries ValueProvider
+
+	WindowPrimary   int
+	WindowSecondary int
+
+	Sigma float64
+}
+
+// GetWindows returns the primary and secondary window sizes.
+func (macd MACDSeries) GetWindows() (w1, w2 int) {
+	if macd.WindowPrimary == 0 {
+		w1 = DefaultMACDWindowPrimary
+	} else {
+		w1 = macd.WindowPrimary
+	}
+	if macd.WindowSecondary == 0 {
+		w2 = DefaultMACDWindowSecondary
+	} else {
+		w2 = macd.WindowSecondary
+	}
+	return
+}
+
+// GetSigma returns the smoothing factor for the serise.
+func (macd MACDSeries) GetSigma(defaults ...float64) float64 {
+	if macd.Sigma == 0 {
+		if len(defaults) > 0 {
+			return defaults[0]
+		}
+		return DefaultExponentialMovingAverageSigma
+	}
+	return macd.Sigma
+}
+
+// GetName returns the name of the time series.
+func (macd MACDSeries) GetName() string {
+	return macd.Name
+}
+
+// GetStyle returns the line style.
+func (macd MACDSeries) GetStyle() Style {
+	return macd.Style
+}
+
+// GetYAxis returns which YAxis the series draws on.
+func (macd MACDSeries) GetYAxis() YAxisType {
+	return macd.YAxis
+}
+
+// Len returns the number of elements in the series.
+func (macd MACDSeries) Len() int {
+	if macd.InnerSeries == nil {
+		return 0
+	}
+
+	w1, _ := macd.GetWindows()
+	innerLen := macd.InnerSeries.Len()
+	if innerLen > w1 {
+		return innerLen - w1
+	}
+	return 0
+}
+
+// GetValue gets a value at a given index.
+func (macd MACDSeries) GetValue(index int) (x float64, y float64) {
+	if macd.InnerSeries == nil {
+		return
+	}
+
+	w1, w2 := macd.GetWindows()
+
+	effectiveIndex := index + w1
+	x, _ = macd.InnerSeries.GetValue(effectiveIndex)
+
+	ema1 := macd.computeEMA(w1, effectiveIndex)
+	ema2 := macd.computeEMA(w2, effectiveIndex)
+
+	y = ema1 - ema2
+	return
+}
+
+func (macd MACDSeries) computeEMA(windowSize int, index int) float64 {
+	_, v := macd.InnerSeries.GetValue(index)
+	if windowSize == 1 {
+		return v
+	}
+	sig := macd.GetSigma()
+	return sig*v + ((1.0 - sig) * macd.computeEMA(windowSize-1, index-1))
+}
+
+// Render renders the series.
+func (macd MACDSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
+	style := macd.Style.WithDefaultsFrom(defaults)
+	DrawLineSeries(r, canvasBox, xrange, yrange, style, macd)
+}