go-chart/ema_series.go
2016-07-17 18:54:50 -07:00

91 lines
2.1 KiB
Go

package chart
const (
// DefaultEMASigma is the default exponential smoothing factor.
DefaultEMASigma = 0.25
)
// EMASeries is a computed series.
type EMASeries struct {
Name string
Style Style
YAxis YAxisType
Period int
InnerSeries ValueProvider
}
// GetName returns the name of the time series.
func (ema EMASeries) GetName() string {
return ema.Name
}
// GetStyle returns the line style.
func (ema EMASeries) GetStyle() Style {
return ema.Style
}
// GetYAxis returns which YAxis the series draws on.
func (ema EMASeries) GetYAxis() YAxisType {
return ema.YAxis
}
// GetPeriod returns the window size.
func (ema EMASeries) GetPeriod(defaults ...int) int {
if ema.Period == 0 {
if len(defaults) > 0 {
return defaults[0]
}
return ema.InnerSeries.Len()
}
return ema.Period
}
// Len returns the number of elements in the series.
func (ema EMASeries) Len() int {
return ema.InnerSeries.Len()
}
// GetSigma returns the smoothing factor for the serise.
func (ema EMASeries) GetSigma() float64 {
return 2.0 / (float64(ema.Period) + 1)
}
// GetValue gets a value at a given index.
func (ema EMASeries) GetValue(index int) (x float64, y float64) {
if ema.InnerSeries == nil {
return
}
vx, _ := ema.InnerSeries.GetValue(index)
x = vx
y = ema.compute(ema.GetPeriod(), index)
return
}
// GetLastValue computes the last moving average value but walking back window size samples,
// and recomputing the last moving average chunk.
func (ema EMASeries) GetLastValue() (x float64, y float64) {
if ema.InnerSeries == nil {
return
}
lastIndex := ema.InnerSeries.Len() - 1
x, _ = ema.InnerSeries.GetValue(lastIndex)
y = ema.compute(ema.GetPeriod(), lastIndex)
return
}
func (ema EMASeries) compute(period, index int) float64 {
_, v := ema.InnerSeries.GetValue(index)
if index == 0 {
return v
}
previousEMA := ema.compute(period-1, index-1)
return ((v - previousEMA) * ema.GetSigma()) + previousEMA
}
// Render renders the series.
func (ema EMASeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
style := ema.Style.WithDefaultsFrom(defaults)
DrawLineSeries(r, canvasBox, xrange, yrange, style, ema)
}