111 lines
2.6 KiB
Go
111 lines
2.6 KiB
Go
package chart
|
|
|
|
const (
|
|
// DefaultMACDWindowPrimary is the long window.
|
|
DefaultMACDWindowPrimary = 26
|
|
// DefaultMACDWindowSecondary is the short window.
|
|
DefaultMACDWindowSecondary = 12
|
|
)
|
|
|
|
// MACDSeries (or Moving Average Convergence Divergence) is a special type of series that
|
|
// computes the difference between two different EMA values for a given index, as denoted by WindowPrimary(26) and WindowSecondary(12).
|
|
type MACDSeries struct {
|
|
Name string
|
|
Style Style
|
|
YAxis YAxisType
|
|
InnerSeries ValueProvider
|
|
|
|
WindowPrimary int
|
|
WindowSecondary int
|
|
|
|
Sigma float64
|
|
}
|
|
|
|
// GetWindows returns the primary and secondary window sizes.
|
|
func (macd MACDSeries) GetWindows() (w1, w2 int) {
|
|
if macd.WindowPrimary == 0 {
|
|
w1 = DefaultMACDWindowPrimary
|
|
} else {
|
|
w1 = macd.WindowPrimary
|
|
}
|
|
if macd.WindowSecondary == 0 {
|
|
w2 = DefaultMACDWindowSecondary
|
|
} else {
|
|
w2 = macd.WindowSecondary
|
|
}
|
|
return
|
|
}
|
|
|
|
// GetSigma returns the smoothing factor for the serise.
|
|
func (macd MACDSeries) GetSigma(defaults ...float64) float64 {
|
|
if macd.Sigma == 0 {
|
|
if len(defaults) > 0 {
|
|
return defaults[0]
|
|
}
|
|
return DefaultExponentialMovingAverageSigma
|
|
}
|
|
return macd.Sigma
|
|
}
|
|
|
|
// GetName returns the name of the time series.
|
|
func (macd MACDSeries) GetName() string {
|
|
return macd.Name
|
|
}
|
|
|
|
// GetStyle returns the line style.
|
|
func (macd MACDSeries) GetStyle() Style {
|
|
return macd.Style
|
|
}
|
|
|
|
// GetYAxis returns which YAxis the series draws on.
|
|
func (macd MACDSeries) GetYAxis() YAxisType {
|
|
return macd.YAxis
|
|
}
|
|
|
|
// Len returns the number of elements in the series.
|
|
func (macd MACDSeries) Len() int {
|
|
if macd.InnerSeries == nil {
|
|
return 0
|
|
}
|
|
|
|
w1, _ := macd.GetWindows()
|
|
innerLen := macd.InnerSeries.Len()
|
|
if innerLen > w1 {
|
|
return innerLen - w1
|
|
}
|
|
return 0
|
|
}
|
|
|
|
// GetValue gets a value at a given index.
|
|
func (macd MACDSeries) GetValue(index int) (x float64, y float64) {
|
|
if macd.InnerSeries == nil {
|
|
return
|
|
}
|
|
|
|
w1, w2 := macd.GetWindows()
|
|
|
|
effectiveIndex := index + w1
|
|
x, _ = macd.InnerSeries.GetValue(effectiveIndex)
|
|
|
|
ema1 := macd.computeEMA(w1, effectiveIndex)
|
|
ema2 := macd.computeEMA(w2, effectiveIndex)
|
|
|
|
y = ema1 - ema2
|
|
return
|
|
}
|
|
|
|
func (macd MACDSeries) computeEMA(windowSize int, index int) float64 {
|
|
_, v := macd.InnerSeries.GetValue(index)
|
|
if windowSize == 1 {
|
|
return v
|
|
}
|
|
sig := macd.GetSigma()
|
|
return sig*v + ((1.0 - sig) * macd.computeEMA(windowSize-1, index-1))
|
|
}
|
|
|
|
// Render renders the series.
|
|
func (macd MACDSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
|
|
style := macd.Style.WithDefaultsFrom(defaults)
|
|
DrawLineSeries(r, canvasBox, xrange, yrange, style, macd)
|
|
}
|