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 Period 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 } // GetPeriod returns the window size. func (bbs BollingerBandsSeries) GetPeriod() int { if bbs.Period == 0 { return DefaultSimpleMovingAveragePeriod } return bbs.Period } // 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.GetPeriod()) } if bbs.valueBuffer.Len() >= bbs.GetPeriod() { 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 } // GetBoundedLastValue returns the last bounded value for the series. func (bbs *BollingerBandsSeries) GetBoundedLastValue() (x, y1, y2 float64) { if bbs.InnerSeries == nil { return } period := bbs.GetPeriod() seriesLength := bbs.InnerSeries.Len() startAt := seriesLength - period if startAt < 0 { startAt = 0 } vb := NewRingBufferWithCapacity(period) for index := startAt; index < seriesLength; index++ { xn, yn := bbs.InnerSeries.GetValue(index) vb.Enqueue(yn) x = xn } ay := bbs.getAverage(vb) std := bbs.getStdDev(vb) 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.InheritFrom(defaults.InheritFrom(Style{ StrokeWidth: 1.0, StrokeColor: DefaultAxisColor.WithAlpha(64), FillColor: DefaultAxisColor.WithAlpha(32), })) Draw.BoundedSeries(r, canvasBox, xrange, yrange, s, bbs, bbs.GetPeriod()) } 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) }