sig-pub/pkg/indicator/ema.go

package indicator

import (
	"sig-pub/pkg/types"
)

// EMA stateful indicator
type EMA struct {
}

func (c *EMA) Meta() IndicatorMeta {
	return IndicatorMeta{
		Name: "EMA",
		Input: []types.InputArg{
			{Name: "window", Type: types.InputTypeUInt, Desc: "窗口大小"},
			{Name: "pt", Type: types.InputTypeKPriceType, Desc: "k线序列类型"},
		},
	}
}

func (c *EMA) CandlePeriods(ctx IIndicatorContext) int16 {
	return ctx.Input().Int16("window") + 1
}

// Calculate 计算单根k线sma指标
func (c *EMA) Calculate(ctx IIndicatorContext) (vector float64) {
	window := ctx.Input().Int16("window")
	pt := ctx.Input().PriceType()

	prevEma, ok := ctx.State().Get("_vector", 1)
	if !ok {
		// 初始值用 sma 替代
		prevEma = ctx.Series(1, window).Price(pt).Avg()
	}

	multiplier := 2.0 / float64(window+1)
	price := ctx.Get(0).Price(pt)
	vector = multiplier*price + (1-multiplier)*prevEma
	// same: vector = ((close - prevEma) * multiplier) + prevEma

	ctx.State().Set("_vector", vector)
	return
}