sig-pub/pkg/indicator/macd.go

package indicator

import "sig-pub/pkg/types"

// MACD 分成: Hist(柱状图), DIF线, DEA(信号线)
// 计算 DIF线: 反映短期趋势与长期趋势的“收敛/散度”
// MACD: https://www.investopedia.com/terms/m/macd.asp
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"},
		Plots: []Plot{
			{State: "vector", Type: PlotHistogram, Props: PlotProps{"color": ColorGreen2}, Exps: []PlotExp{
				{Exp: "vector < 0", Props: PlotProps{"color": ColorRed2}},
				{Exp: "vector >= 0", Props: PlotProps{"color": ColorGreen2}},
			}},
			{State: "dif", Type: PlotLine, Props: PlotProps{"color": ColorYellow}},
			{State: "dea", Type: PlotLine, Props: PlotProps{"color": ColorRed}},
		},
	}
}

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
}