sig-pub/pkg/indicator/macd.go

package indicator

import "sig-pub/pkg/types"

type MACD struct {
}

func (c *MACD) Meta() IndicatorMeta {
	return IndicatorMeta{
		Name: "MACD",
		Input: []types.InputArg{
			{Name: "fast", Type: types.InputTypeUInt, Desc: "快线周期"},    // 12
			{Name: "slow", Type: types.InputTypeUInt, Desc: "慢线周期"},    // 26
			{Name: "singal", Type: types.InputTypeUInt, Desc: "信号线周期"}, // 9
		},
		State: []string{"dif", "dea"},
		Plot: Plot{
			Series: PlotSeries{Type: PlotSeriesHistogram, Props: PlotProps{"color": ColorGreen}, State2Props: map[string]map[float64]PlotProps{
				"vector": {
					-1: {"vector >= 0": 1, "color": ColorRed},
					1:  {"vector < 0": 1, "color": ColorGreen},
				},
			}},
			StateSeries: []PlotSeries{
				{State: "dif", Type: PlotSeriesLine, Props: PlotProps{"color": ColorYellow}},
				{State: "dea", Type: PlotSeriesLine, Props: PlotProps{"color": ColorBlue}},
			},
		},
	}
}

func (c *MACD) CandlePeriods(ctx IIndicatorContext) int16 {
	return max(
		ctx.Indicator("EMA", ctx.Input().Int16("fast")).CandlePeriods(),
		ctx.Indicator("EMA", ctx.Input().Int16("slow")).CandlePeriods(),
	) + ctx.Input().Int16("singal") + 1
}

// Calculate macd计算从第max(fast, slow)期开始稳定
func (c *MACD) Calculate(ctx IIndicatorContext) (vector float64) {
	fast := ctx.Input().Int16("fast")
	slow := ctx.Input().Int16("slow")
	singal := ctx.Input().Int16("singal")

	// macd dif
	fastEma := ctx.Indicator("EMA", fast).Get(0)
	slowEma := ctx.Indicator("EMA", slow).Get(0)
	macd_dif := fastEma - slowEma
	ctx.State().Set("dif", macd_dif)

	// macd dea
	deaPrev, ok := ctx.State().Get("dea", 1)
	if !ok {
		// 初始值前9期的 MACD_DIF SMA
		difs, ok := ctx.State().Series("dif", 1, singal)
		if !ok {
			return
		}
		deaPrev = difs.Avg()
	}

	// macd hist
	beta := 2 / float64(singal+1)
	macd_dea := beta*macd_dif + (1-beta)*deaPrev
	ctx.State().Set("dea", macd_dea)
	vector = (macd_dif - macd_dea) * 2
	return
}