94 lines
2.4 KiB
Go
94 lines
2.4 KiB
Go
package chart
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const (
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// DefaultExponentialMovingAverageSigma is the default exponential smoothing factor.
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DefaultExponentialMovingAverageSigma = 0.25
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)
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// ExponentialMovingAverageSeries is a computed series.
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type ExponentialMovingAverageSeries struct {
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Name string
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Style Style
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YAxis YAxisType
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// Sigma is the 'smoothing factor' parameter.
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Sigma float64
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InnerSeries ValueProvider
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valueBuffer []float64
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}
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// GetName returns the name of the time series.
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func (mas ExponentialMovingAverageSeries) GetName() string {
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return mas.Name
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}
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// GetStyle returns the line style.
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func (mas ExponentialMovingAverageSeries) GetStyle() Style {
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return mas.Style
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}
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// GetYAxis returns which YAxis the series draws on.
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func (mas ExponentialMovingAverageSeries) GetYAxis() YAxisType {
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return mas.YAxis
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}
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// Len returns the number of elements in the series.
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func (mas *ExponentialMovingAverageSeries) Len() int {
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return mas.InnerSeries.Len()
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}
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// GetSigma returns the smoothing factor for the serise.
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func (mas ExponentialMovingAverageSeries) GetSigma(defaults ...float64) float64 {
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if mas.Sigma == 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 DefaultExponentialMovingAverageSigma
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}
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return mas.Sigma
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}
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// GetValue gets a value at a given index.
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func (mas *ExponentialMovingAverageSeries) GetValue(index int) (x float64, y float64) {
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if mas.InnerSeries == nil {
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return
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}
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if mas.valueBuffer == nil || index == 0 {
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mas.valueBuffer = make([]float64, mas.InnerSeries.Len())
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}
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vx, vy := mas.InnerSeries.GetValue(index)
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x = vx
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if index == 0 {
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mas.valueBuffer[0] = vy
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y = vy
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return
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}
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sig := mas.GetSigma()
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mas.valueBuffer[index] = sig*vy + ((1.0 - sig) * mas.valueBuffer[index-1])
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y = mas.valueBuffer[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 (mas ExponentialMovingAverageSeries) GetLastValue() (x float64, y float64) {
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if mas.InnerSeries == nil {
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return
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}
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seriesLength := mas.InnerSeries.Len()
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for index := 0; index < seriesLength; index++ {
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x, _ = mas.GetValue(index)
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}
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y = mas.valueBuffer[seriesLength-1]
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return
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}
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// Render renders the series.
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func (mas *ExponentialMovingAverageSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
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style := mas.Style.WithDefaultsFrom(defaults)
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DrawLineSeries(r, canvasBox, xrange, yrange, style, mas)
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}
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