zeni/go-chart
1
0
Fork 0
Code Issues Pull requests Projects Releases 2 Packages Wiki Activity Actions

macd works with test.

Browse source
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
Download patch file Download diff file Expand all files Collapse all files

67
macd_series.go
View file

@ -20,8 +20,6 @@ type MACDSeries struct {
PrimaryPeriod int
SecondaryPeriod int
SignalPeriod int
Sigma float64
}
// GetPeriods returns the primary and secondary periods.
@ -44,17 +42,6 @@ func (macd MACDSeries) GetPeriods() (w1, w2, sig int) {
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 DefaultEMASigma
}
return macd.Sigma
}
// GetName returns the name of the time series.
func (macd MACDSeries) GetName() string {
return macd.Name
@ -76,12 +63,7 @@ func (macd MACDSeries) Len() int {
return 0
}
w1, _, _ := macd.GetPeriods()
innerLen := macd.InnerSeries.Len()
if innerLen > w1 {
return innerLen - w1
}
return 0
return macd.InnerSeries.Len()
}
// GetValue gets a value at a given index. For MACD it is the signal value.
@ -91,19 +73,15 @@ func (macd MACDSeries) GetValue(index int) (x float64, y float64) {
}
w1, w2, sig := macd.GetPeriods()
sigma := macd.GetSigma()
effectiveIndex := index + w1
x, _ = macd.InnerSeries.GetValue(effectiveIndex)
x, _ = macd.InnerSeries.GetValue(index)
signal := EMASeries{
InnerSeries: MACDLineSeries{
InnerSeries: macd.InnerSeries,
PrimaryPeriod: w1,
SecondaryPeriod: w2,
Sigma: sigma,
},
Sigma: sigma,
Period: sig,
}
@ -111,11 +89,10 @@ func (macd MACDSeries) GetValue(index int) (x float64, y float64) {
InnerSeries: macd.InnerSeries,
PrimaryPeriod: w1,
SecondaryPeriod: w2,
Sigma: sigma,
}
_, sv := signal.GetValue(index)
_, lv := macdl.GetValue(index)
_, sv := signal.GetValue(index)
y = lv - sv
return
@ -131,8 +108,6 @@ type MACDSignalSeries struct {
PrimaryPeriod int
SecondaryPeriod int
SignalPeriod int
Sigma float64
}
// GetPeriods returns the primary and secondary periods.
@ -155,17 +130,6 @@ func (macds MACDSignalSeries) GetPeriods() (w1, w2, sig int) {
return
}
// GetSigma returns the smoothing factor for the serise.
func (macds MACDSignalSeries) GetSigma(defaults ...float64) float64 {
if macds.Sigma == 0 {
if len(defaults) > 0 {
return defaults[0]
}
return DefaultEMASigma
}
return macds.Sigma
}
// GetName returns the name of the time series.
func (macds MACDSignalSeries) GetName() string {
return macds.Name
@ -187,12 +151,7 @@ func (macds MACDSignalSeries) Len() int {
return 0
}
w1, _, _ := macds.GetPeriods()
innerLen := macds.InnerSeries.Len()
if innerLen > w1 {
return innerLen - w1
}
return 0
return macds.InnerSeries.Len()
}
// GetValue gets a value at a given index. For MACD it is the signal value.
@ -202,19 +161,15 @@ func (macds MACDSignalSeries) GetValue(index int) (x float64, y float64) {
}
w1, w2, sig := macds.GetPeriods()
sigma := macds.GetSigma()
effectiveIndex := index + w1
x, _ = macds.InnerSeries.GetValue(effectiveIndex)
x, _ = macds.InnerSeries.GetValue(index)
signal := EMASeries{
InnerSeries: MACDLineSeries{
InnerSeries: macds.InnerSeries,
PrimaryPeriod: w1,
SecondaryPeriod: w2,
Sigma: sigma,
},
Sigma: sigma,
Period: sig,
}
@ -277,12 +232,7 @@ func (macdl MACDLineSeries) Len() int {
return 0
}
w1, _ := macdl.GetPeriods()
innerLen := macdl.InnerSeries.Len()
if innerLen > w1 {
return innerLen - w1
}
return 0
return macdl.InnerSeries.Len()
}
// GetSigma returns the smoothing factor for the serise.
@ -304,19 +254,16 @@ func (macdl MACDLineSeries) GetValue(index int) (x float64, y float64) {
w1, w2 := macdl.GetPeriods()
effectiveIndex := index + w1
x, _ = macdl.InnerSeries.GetValue(effectiveIndex)
x, _ = macdl.InnerSeries.GetValue(index)
ema1 := EMASeries{
InnerSeries: macdl.InnerSeries,
Period: w1,
Sigma: macdl.GetSigma(),
}
ema2 := EMASeries{
InnerSeries: macdl.InnerSeries,
Period: w2,
Sigma: macdl.GetSigma(),
}
_, emav1 := ema1.GetValue(index)