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macd works with test.

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This commit is contained in:
Will Charczuk 2016-07-17 18:54:50 -07:00
parent 4f8680a2b1
commit 98c46b62d2
4 changed files with 157 additions and 88 deletions
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18
ema_series.go
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@ -11,8 +11,6 @@ type EMASeries struct {
Style Style
YAxis YAxisType
// Sigma is the 'smoothing factor' parameter.
Sigma float64
Period int
InnerSeries ValueProvider
}
@ -49,14 +47,8 @@ func (ema EMASeries) Len() int {
}
// 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
func (ema EMASeries) GetSigma() float64 {
return 2.0 / (float64(ema.Period) + 1)
}
// GetValue gets a value at a given index.
@ -84,11 +76,11 @@ func (ema EMASeries) GetLastValue() (x float64, y float64) {
func (ema EMASeries) compute(period, index int) float64 {
_, v := ema.InnerSeries.GetValue(index)
if period == 1 || index == 0 {
if index == 0 {
return v
}
sig := ema.GetSigma()
return sig*v + ((1.0 - sig) * ema.compute(period-1, index-1))
previousEMA := ema.compute(period-1, index-1)
return ((v - previousEMA) * ema.GetSigma()) + previousEMA
}
// Render renders the series.