88 lines
2.1 KiB
Go
88 lines
2.1 KiB
Go
package chart
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const (
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// DefaultEMAPeriod is the default EMA period used in the sigma calculation.
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DefaultEMAPeriod = 12
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)
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// EMASeries is a computed series.
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type EMASeries struct {
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Name string
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Style Style
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YAxis YAxisType
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Period int
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InnerSeries ValueProvider
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}
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// GetName returns the name of the time series.
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func (ema EMASeries) GetName() string {
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return ema.Name
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}
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// GetStyle returns the line style.
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func (ema EMASeries) GetStyle() Style {
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return ema.Style
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}
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// GetYAxis returns which YAxis the series draws on.
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func (ema EMASeries) GetYAxis() YAxisType {
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return ema.YAxis
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}
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// GetPeriod returns the window size.
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func (ema EMASeries) GetPeriod() int {
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if ema.Period == 0 {
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return DefaultEMAPeriod
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}
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return ema.Period
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}
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// Len returns the number of elements in the series.
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func (ema EMASeries) Len() int {
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return ema.InnerSeries.Len()
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}
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// GetSigma returns the smoothing factor for the serise.
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func (ema EMASeries) GetSigma() float64 {
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return 2.0 / (float64(ema.GetPeriod()) + 1)
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}
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// GetValue gets a value at a given index.
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func (ema EMASeries) GetValue(index int) (x, y float64) {
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if ema.InnerSeries == nil {
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return
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}
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vx, _ := ema.InnerSeries.GetValue(index)
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x = vx
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y = ema.compute(ema.GetPeriod(), index)
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return
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}
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// GetLastValue computes the last moving average value but walking back window size samples,
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// and recomputing the last moving average chunk.
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func (ema EMASeries) GetLastValue() (x, y float64) {
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if ema.InnerSeries == nil {
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return
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}
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lastIndex := ema.InnerSeries.Len() - 1
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x, _ = ema.InnerSeries.GetValue(lastIndex)
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y = ema.compute(ema.GetPeriod(), lastIndex)
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return
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}
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func (ema EMASeries) compute(period, index int) float64 {
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_, v := ema.InnerSeries.GetValue(index)
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if index == 0 {
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return v
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}
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previousEMA := ema.compute(period-1, index-1)
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return ((v - previousEMA) * ema.GetSigma()) + previousEMA
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}
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// Render renders the series.
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func (ema EMASeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
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style := ema.Style.WithDefaultsFrom(defaults)
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DrawLineSeries(r, canvasBox, xrange, yrange, style, ema)
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}
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