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81 lines
2.3 KiB
81 lines
2.3 KiB
package sig |
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import ( |
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"fmt" |
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"sig-pub/pkg/indicator" |
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"sig-pub/pkg/types/series" |
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"sig-pub/pkg/utils/collect" |
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) |
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// WindowIndicatorSeries 封装 |
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type WindowIndicatorSeries struct { |
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indicator.IIndicatorSeries |
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indicator indicator.IIndicator |
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indicatorContext IOffsetIndicatorContext |
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} |
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func NewWindowIndicatorSeries(indicator indicator.IIndicator, indicatorContext IOffsetIndicatorContext) *WindowIndicatorSeries { |
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return &WindowIndicatorSeries{ |
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indicator: indicator, |
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indicatorContext: indicatorContext, |
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} |
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} |
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func (s *WindowIndicatorSeries) CandlePeriods() int16 { |
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return s.indicator.CandlePeriods(s.indicatorContext) |
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} |
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func (s *WindowIndicatorSeries) Get(offset int16) (vector float64) { |
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// 根据当前相对offset |
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s.indicatorContext.AddOffset(offset) |
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vector = s.indicator.Calculate(s.indicatorContext) |
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// 计算结束后还原 |
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s.indicatorContext.AddOffset(-offset) |
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return |
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} |
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// Series 返回指标值序列降序 |
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func (s *WindowIndicatorSeries) Series(offset, count int16) (matrix series.Floats) { |
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// 设置当前相对offset |
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s.indicatorContext.AddOffset(offset) |
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for range count { |
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vector := s.indicator.Calculate(s.indicatorContext) |
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matrix.Push(vector) |
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offset++ |
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s.indicatorContext.AddOffset(1) |
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} |
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// 计算结束后还原 |
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s.indicatorContext.AddOffset(-offset) |
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return |
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} |
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// Summary指标 计算完毕获取计算结果 |
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func (s *WindowIndicatorSeries) Summary(offset, count int16) (summary any, ok bool) { |
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// summary, ok = s.indicator.Summary(s.indicatorContext) |
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return |
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} |
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func (s *WindowIndicatorSeries) State(k string, offset int16) (state float64) { |
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if collect.NotIn(k, s.indicator.Meta().State...) { |
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panic(fmt.Errorf("indicator %s not export state %s", s.indicator.Meta().Name, k)) |
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} |
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_ = s.Get(offset) // 计算指标 |
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state, ok := s.indicatorContext.State().Get(k, offset) |
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if !ok { |
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panic(fmt.Errorf("state %s offset %d not exists", k, offset)) |
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} |
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return |
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} |
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func (s *WindowIndicatorSeries) StateSeries(k string, offset, count int16) (matrix series.Floats) { |
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if collect.NotIn(k, s.indicator.Meta().State...) { |
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panic(fmt.Errorf("indicator %s not export state %s", s.indicator.Meta().Name, k)) |
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} |
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_ = s.Series(offset, count) // 计算指标 |
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matrix, ok := s.indicatorContext.State().Series(k, offset, count) |
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if !ok { |
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panic(fmt.Errorf("state series %s error, offset %d, count %d", k, offset, count)) |
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} |
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return |
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}
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