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

281 lines
6.1 KiB
Go

package chart
const (
// DefaultMACDPeriodPrimary is the long window.
DefaultMACDPeriodPrimary = 26
// DefaultMACDPeriodSecondary is the short window.
DefaultMACDPeriodSecondary = 12
// DefaultMACDSignalPeriod is the signal period to compute for the MACD.
DefaultMACDSignalPeriod = 9
)
// MACDSeries computes the difference between the MACD line and the MACD Signal line.
// It is used in technical analysis and gives a lagging indicator of momentum.
type MACDSeries struct {
Name string
Style Style
YAxis YAxisType
InnerSeries ValueProvider
PrimaryPeriod int
SecondaryPeriod int
SignalPeriod int
}
// GetPeriods returns the primary and secondary periods.
func (macd MACDSeries) GetPeriods() (w1, w2, sig int) {
if macd.PrimaryPeriod == 0 {
w1 = DefaultMACDPeriodPrimary
} else {
w1 = macd.PrimaryPeriod
}
if macd.SecondaryPeriod == 0 {
w2 = DefaultMACDPeriodSecondary
} else {
w2 = macd.SecondaryPeriod
}
if macd.SignalPeriod == 0 {
sig = DefaultMACDSignalPeriod
} else {
sig = macd.SignalPeriod
}
return
}
// 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
}
return macd.InnerSeries.Len()
}
// GetValue gets a value at a given index. For MACD it is the signal value.
func (macd MACDSeries) GetValue(index int) (x float64, y float64) {
if macd.InnerSeries == nil {
return
}
w1, w2, sig := macd.GetPeriods()
x, _ = macd.InnerSeries.GetValue(index)
signal := EMASeries{
InnerSeries: MACDLineSeries{
InnerSeries: macd.InnerSeries,
PrimaryPeriod: w1,
SecondaryPeriod: w2,
},
Period: sig,
}
macdl := MACDLineSeries{
InnerSeries: macd.InnerSeries,
PrimaryPeriod: w1,
SecondaryPeriod: w2,
}
_, lv := macdl.GetValue(index)
_, sv := signal.GetValue(index)
y = lv - sv
return
}
// MACDSignalSeries computes the EMA of the MACDLineSeries.
type MACDSignalSeries struct {
Name string
Style Style
YAxis YAxisType
InnerSeries ValueProvider
PrimaryPeriod int
SecondaryPeriod int
SignalPeriod int
}
// GetPeriods returns the primary and secondary periods.
func (macds MACDSignalSeries) GetPeriods() (w1, w2, sig int) {
if macds.PrimaryPeriod == 0 {
w1 = DefaultMACDPeriodPrimary
} else {
w1 = macds.PrimaryPeriod
}
if macds.SecondaryPeriod == 0 {
w2 = DefaultMACDPeriodSecondary
} else {
w2 = macds.SecondaryPeriod
}
if macds.SignalPeriod == 0 {
sig = DefaultMACDSignalPeriod
} else {
sig = macds.SignalPeriod
}
return
}
// GetName returns the name of the time series.
func (macds MACDSignalSeries) GetName() string {
return macds.Name
}
// GetStyle returns the line style.
func (macds MACDSignalSeries) GetStyle() Style {
return macds.Style
}
// GetYAxis returns which YAxis the series draws on.
func (macds MACDSignalSeries) GetYAxis() YAxisType {
return macds.YAxis
}
// Len returns the number of elements in the series.
func (macds MACDSignalSeries) Len() int {
if macds.InnerSeries == nil {
return 0
}
return macds.InnerSeries.Len()
}
// GetValue gets a value at a given index. For MACD it is the signal value.
func (macds MACDSignalSeries) GetValue(index int) (x float64, y float64) {
if macds.InnerSeries == nil {
return
}
w1, w2, sig := macds.GetPeriods()
x, _ = macds.InnerSeries.GetValue(index)
signal := EMASeries{
InnerSeries: MACDLineSeries{
InnerSeries: macds.InnerSeries,
PrimaryPeriod: w1,
SecondaryPeriod: w2,
},
Period: sig,
}
_, y = signal.GetValue(index)
return
}
// Render renders the series.
func (macds MACDSignalSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
style := macds.Style.WithDefaultsFrom(defaults)
DrawLineSeries(r, canvasBox, xrange, yrange, style, macds)
}
// MACDLineSeries is a series that computes the inner ema1-ema2 value as a series.
type MACDLineSeries struct {
Name string
Style Style
YAxis YAxisType
InnerSeries ValueProvider
PrimaryPeriod int
SecondaryPeriod int
Sigma float64
}
// GetName returns the name of the time series.
func (macdl MACDLineSeries) GetName() string {
return macdl.Name
}
// GetStyle returns the line style.
func (macdl MACDLineSeries) GetStyle() Style {
return macdl.Style
}
// GetYAxis returns which YAxis the series draws on.
func (macdl MACDLineSeries) GetYAxis() YAxisType {
return macdl.YAxis
}
// GetPeriods returns the primary and secondary periods.
func (macdl MACDLineSeries) GetPeriods() (w1, w2 int) {
if macdl.PrimaryPeriod == 0 {
w1 = DefaultMACDPeriodPrimary
} else {
w1 = macdl.PrimaryPeriod
}
if macdl.SecondaryPeriod == 0 {
w2 = DefaultMACDPeriodSecondary
} else {
w2 = macdl.SecondaryPeriod
}
return
}
// Len returns the number of elements in the series.
func (macdl MACDLineSeries) Len() int {
if macdl.InnerSeries == nil {
return 0
}
return macdl.InnerSeries.Len()
}
// GetSigma returns the smoothing factor for the serise.
func (macdl MACDLineSeries) GetSigma(defaults ...float64) float64 {
if macdl.Sigma == 0 {
if len(defaults) > 0 {
return defaults[0]
}
return DefaultEMASigma
}
return macdl.Sigma
}
// GetValue gets a value at a given index. For MACD it is the signal value.
func (macdl MACDLineSeries) GetValue(index int) (x float64, y float64) {
if macdl.InnerSeries == nil {
return
}
w1, w2 := macdl.GetPeriods()
x, _ = macdl.InnerSeries.GetValue(index)
ema1 := EMASeries{
InnerSeries: macdl.InnerSeries,
Period: w1,
}
ema2 := EMASeries{
InnerSeries: macdl.InnerSeries,
Period: w2,
}
_, emav1 := ema1.GetValue(index)
_, emav2 := ema2.GetValue(index)
y = emav1 - emav2
return
}
// Render renders the series.
func (macdl MACDLineSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
style := macdl.Style.WithDefaultsFrom(defaults)
DrawLineSeries(r, canvasBox, xrange, yrange, style, macdl)
}