go-chart/bollinger_band_series.go
2016-07-15 13:27:45 -07:00

193 lines
4.4 KiB
Go

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
}
// GetLastBoundedValue returns the last bounded value for the series.
func (bbs *BollingerBandsSeries) GetLastBoundedValue() (x, y1, y2 float64) {
if bbs.InnerSeries == nil {
return
}
windowSize := bbs.GetWindowSize()
seriesLength := bbs.InnerSeries.Len()
startAt := seriesLength - windowSize
if startAt < 0 {
startAt = 0
}
vb := NewRingBufferWithCapacity(windowSize)
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.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)
}