This commit is contained in:
Will Charczuk 2016-07-15 09:17:51 -07:00
parent bc2b51077b
commit d888440415
3 changed files with 58 additions and 2 deletions

View File

@ -42,6 +42,17 @@ func (bbs BollingerBandsSeries) GetWindowSize(defaults ...int) int {
return bbs.WindowSize return bbs.WindowSize
} }
// GetK returns the K value.
func (bbs BollingerBandsSeries) GetK(defaults ...float64) float64 {
if bbs.K == 0 {
if len(defaults) > 0 {
return defaults[0]
}
return 2.0
}
return bbs.K
}
// Len returns the number of elements in the series. // Len returns the number of elements in the series.
func (bbs *BollingerBandsSeries) Len() int { func (bbs *BollingerBandsSeries) Len() int {
return bbs.InnerSeries.Len() return bbs.InnerSeries.Len()
@ -65,8 +76,8 @@ func (bbs *BollingerBandsSeries) GetBoundedValue(index int) (x, y1, y2 float64)
ay := bbs.getAverage(bbs.valueBuffer) ay := bbs.getAverage(bbs.valueBuffer)
std := bbs.getStdDev(bbs.valueBuffer) std := bbs.getStdDev(bbs.valueBuffer)
y1 = ay + (bbs.K * std) y1 = ay + (bbs.GetK() * std)
y2 = ay - (bbs.K * std) y2 = ay - (bbs.GetK() * std)
return return
} }

View File

@ -0,0 +1,32 @@
package chart
import (
"testing"
"github.com/blendlabs/go-assert"
)
func TestBollingerBandSeries(t *testing.T) {
assert := assert.New(t)
s1 := mockValueProvider{
X: Seq(1.0, 100.0),
Y: SeqRand(100, 1024),
}
bbs := &BollingerBandsSeries{
InnerSeries: s1,
}
xvalues := make([]float64, 100)
y1values := make([]float64, 100)
y2values := make([]float64, 100)
for x := 0; x < 100; x++ {
xvalues[x], y1values[x], y2values[x] = bbs.GetBoundedValue(x)
}
for x := bbs.GetWindowSize(); x < 100; x++ {
assert.True(y1values[x] > y2values[x])
}
}

13
util.go
View File

@ -3,6 +3,7 @@ package chart
import ( import (
"fmt" "fmt"
"math" "math"
"math/rand"
"time" "time"
) )
@ -143,6 +144,18 @@ func Seq(start, end float64, steps ...float64) []float64 {
return values return values
} }
// SeqRand generates a random sequence.
func SeqRand(samples int, scale float64) []float64 {
rnd := rand.New(rand.NewSource(time.Now().Unix()))
values := make([]float64, samples)
for x := 0; x < samples; x++ {
values[x] = rnd.Float64() * scale
}
return values
}
// PercentDifference computes the percentage difference between two values. // PercentDifference computes the percentage difference between two values.
// The formula is (v2-v1)/v1. // The formula is (v2-v1)/v1.
func PercentDifference(v1, v2 float64) float64 { func PercentDifference(v1, v2 float64) float64 {