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34 lines
787 B
34 lines
787 B
package indicator |
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import ( |
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"sig-pub/pkg/types" |
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"sig-pub/pkg/types/series" |
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) |
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const ( |
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MaxWindow = 128 |
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) |
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// IIndicator 指标基础计算接口 |
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type IIndicator interface { |
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Name() string |
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Calculate(kSeries IIndicatorContext) (vector float64) |
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} |
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// IIndicator 窗口指标基础计算接口 |
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type IWindowIndicator interface { |
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Name() string |
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Calculate(ctx IIndicatorContext, window int16) (vector float64) |
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} |
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// IIndicatorContext k线序列, trading服务提供 |
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type IIndicatorContext interface { |
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Get(offset int16) (kline types.Kline) |
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Series(offset, count int16) (klines series.Klines) |
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} |
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// IIndicatorSeries 指标序列, 供策略读取, trading服务提供 |
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type IIndicatorSeries interface { |
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Get(offset int16) (vector float64) |
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Series(offset, count int16) (matrix series.Floats) |
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}
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