package chart import "math" // BollingerBandsSeries draws bollinger bands for an inner series. // Bollinger bands are defined by two lines, one at SMA+k*stddev, one at SMA-k*stdev. type BollingerBandsSeries struct { Name string Style Style YAxis YAxisType WindowSize int K float64 InnerSeries ValueProvider valueBuffer *RingBuffer } // GetName returns the name of the time series. func (bbs BollingerBandsSeries) GetName() string { return bbs.Name } // GetStyle returns the line style. func (bbs BollingerBandsSeries) GetStyle() Style { return bbs.Style } // GetYAxis returns which YAxis the series draws on. func (bbs BollingerBandsSeries) GetYAxis() YAxisType { return bbs.YAxis } // GetWindowSize returns the window size. func (bbs BollingerBandsSeries) GetWindowSize(defaults ...int) int { if bbs.WindowSize == 0 { if len(defaults) > 0 { return defaults[0] } return DefaultMovingAverageWindowSize } 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. func (bbs *BollingerBandsSeries) Len() int { return bbs.InnerSeries.Len() } // GetBoundedValue gets the bounded value for the series. func (bbs *BollingerBandsSeries) GetBoundedValue(index int) (x, y1, y2 float64) { if bbs.InnerSeries == nil { return } if bbs.valueBuffer == nil || index == 0 { bbs.valueBuffer = NewRingBufferWithCapacity(bbs.GetWindowSize()) } if bbs.valueBuffer.Len() >= bbs.GetWindowSize() { bbs.valueBuffer.Dequeue() } px, py := bbs.InnerSeries.GetValue(index) bbs.valueBuffer.Enqueue(py) x = px ay := bbs.getAverage(bbs.valueBuffer) std := bbs.getStdDev(bbs.valueBuffer) y1 = ay + (bbs.GetK() * std) y2 = ay - (bbs.GetK() * std) return } // Render renders the series. func (bbs BollingerBandsSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) { s := bbs.Style.WithDefaultsFrom(defaults) r.SetStrokeColor(s.GetStrokeColor()) r.SetStrokeDashArray(s.GetStrokeDashArray()) r.SetStrokeWidth(s.GetStrokeWidth()) r.SetFillColor(s.GetFillColor()) cb := canvasBox.Bottom cl := canvasBox.Left v0x, v0y1, v0y2 := bbs.GetBoundedValue(0) x0 := cl + xrange.Translate(v0x) y0 := cb - yrange.Translate(v0y1) var vx, vy1, vy2 float64 var x, y int xvalues := make([]float64, bbs.Len()) xvalues[0] = v0x y2values := make([]float64, bbs.Len()) y2values[0] = v0y2 r.MoveTo(x0, y0) for i := 1; i < bbs.Len(); i++ { vx, vy1, vy2 = bbs.GetBoundedValue(i) xvalues[i] = vx y2values[i] = vy2 x = cl + xrange.Translate(vx) y = cb - yrange.Translate(vy1) if i > bbs.GetWindowSize() { r.LineTo(x, y) } else { r.MoveTo(x, y) } } y = cb - yrange.Translate(vy2) r.LineTo(x, y) for i := bbs.Len() - 1; i >= bbs.GetWindowSize(); i-- { vx, vy2 = xvalues[i], y2values[i] x = cl + xrange.Translate(vx) y = cb - yrange.Translate(vy2) r.LineTo(x, y) } r.Close() r.FillStroke() } func (bbs BollingerBandsSeries) getAverage(valueBuffer *RingBuffer) float64 { var accum float64 valueBuffer.Each(func(v interface{}) { if typed, isTyped := v.(float64); isTyped { accum += typed } }) return accum / float64(valueBuffer.Len()) } func (bbs BollingerBandsSeries) getVariance(valueBuffer *RingBuffer) float64 { if valueBuffer.Len() == 0 { return 0 } var variance float64 m := bbs.getAverage(valueBuffer) valueBuffer.Each(func(v interface{}) { if n, isTyped := v.(float64); isTyped { variance += (float64(n) - m) * (float64(n) - m) } }) return variance / float64(valueBuffer.Len()) } func (bbs BollingerBandsSeries) getStdDev(valueBuffer *RingBuffer) float64 { return math.Pow(bbs.getVariance(valueBuffer), 0.5) }