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37 lines
835 B
37 lines
835 B
package indicator |
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import "sig-pub/pkg/types" |
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// WOBV 波动加权 OBV |
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// 1. 状态：WOBV_{t-1}。 |
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// 2. 更新：WOBV_t = WOBV_{t-1} + [ (Close - Open) / (High - Low) × Volume_t ]。 |
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// https://www.95sca.cn/archives/76688 |
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// WOBV小策略: https://zhuanlan.zhihu.com/p/422341694 |
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type WOBV struct { |
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} |
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func (c *WOBV) Meta() IndicatorMeta { |
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return IndicatorMeta{ |
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Name: "wobv", |
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Input: []types.InputArg{}, // todo 无参指标tsdb存储 |
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} |
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} |
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func (c *WOBV) CandlePeriods(ctx IIndicatorContext) int16 { |
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return 2 |
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} |
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func (c *WOBV) Calculate(ctx IIndicatorContext) (vector float64) { |
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wobvPrev, ok := ctx.State().Get("wobv", 1) |
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if !ok { |
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wobvPrev = 0 |
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} |
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k := ctx.Get(0) |
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wf := (k.CloseF64() - k.OpenF64()) / (k.HighF64() - k.LowF64()) |
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wobv := wobvPrev + wf*k.VolF64() |
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ctx.State().Set("wobv", wobv) |
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vector = wobv |
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return |
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}
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