go-chart/macd_series.go
Will Charczuk b713ff85cc Adds the ability to draw an XY scatter plot. (#27)
* works more or less

* updating comment

* removing debugging printf

* adding output

* tweaks

* missed a couple series validations

* testing auto coloring

* updated output.png

* color tests etc.

* sanity check tests.

* should not use unkeyed fields anyway.
2017-03-05 16:54:40 -08:00

339 lines
7.2 KiB
Go

package chart
import "fmt"
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
signal *MACDSignalSeries
macdl *MACDLineSeries
}
// Validate validates the series.
func (macd MACDSeries) Validate() error {
var err error
if macd.signal != nil {
err = macd.signal.Validate()
}
if err != nil {
return err
}
if macd.macdl != nil {
err = macd.macdl.Validate()
}
if err != nil {
return err
}
return nil
}
// 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
}
if macd.signal == nil || macd.macdl == nil {
macd.ensureChildSeries()
}
_, lv := macd.macdl.GetValue(index)
_, sv := macd.signal.GetValue(index)
x, _ = macd.InnerSeries.GetValue(index)
y = lv - sv
return
}
func (macd *MACDSeries) ensureChildSeries() {
w1, w2, sig := macd.GetPeriods()
macd.signal = &MACDSignalSeries{
InnerSeries: macd.InnerSeries,
PrimaryPeriod: w1,
SecondaryPeriod: w2,
SignalPeriod: sig,
}
macd.macdl = &MACDLineSeries{
InnerSeries: macd.InnerSeries,
PrimaryPeriod: w1,
SecondaryPeriod: w2,
}
}
// MACDSignalSeries computes the EMA of the MACDLineSeries.
type MACDSignalSeries struct {
Name string
Style Style
YAxis YAxisType
InnerSeries ValueProvider
PrimaryPeriod int
SecondaryPeriod int
SignalPeriod int
signal *EMASeries
}
// Validate validates the series.
func (macds MACDSignalSeries) Validate() error {
if macds.signal != nil {
return macds.signal.Validate()
}
return nil
}
// 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
}
if macds.signal == nil {
macds.ensureSignal()
}
x, _ = macds.InnerSeries.GetValue(index)
_, y = macds.signal.GetValue(index)
return
}
func (macds *MACDSignalSeries) ensureSignal() {
w1, w2, sig := macds.GetPeriods()
macds.signal = &EMASeries{
InnerSeries: &MACDLineSeries{
InnerSeries: macds.InnerSeries,
PrimaryPeriod: w1,
SecondaryPeriod: w2,
},
Period: sig,
}
}
// Render renders the series.
func (macds *MACDSignalSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
style := macds.Style.InheritFrom(defaults)
Draw.LineSeries(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
ema1 *EMASeries
ema2 *EMASeries
Sigma float64
}
// Validate validates the series.
func (macdl MACDLineSeries) Validate() error {
var err error
if macdl.ema1 != nil {
err = macdl.ema1.Validate()
}
if err != nil {
return err
}
if macdl.ema2 != nil {
err = macdl.ema2.Validate()
}
if err != nil {
return err
}
if macdl.InnerSeries == nil {
return fmt.Errorf("MACDLineSeries: must provide an inner series")
}
return nil
}
// 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()
}
// 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
}
if macdl.ema1 == nil && macdl.ema2 == nil {
macdl.ensureEMASeries()
}
x, _ = macdl.InnerSeries.GetValue(index)
_, emav1 := macdl.ema1.GetValue(index)
_, emav2 := macdl.ema2.GetValue(index)
y = emav2 - emav1
return
}
func (macdl *MACDLineSeries) ensureEMASeries() {
w1, w2 := macdl.GetPeriods()
macdl.ema1 = &EMASeries{
InnerSeries: macdl.InnerSeries,
Period: w1,
}
macdl.ema2 = &EMASeries{
InnerSeries: macdl.InnerSeries,
Period: w2,
}
}
// Render renders the series.
func (macdl *MACDLineSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
style := macdl.Style.InheritFrom(defaults)
Draw.LineSeries(r, canvasBox, xrange, yrange, style, macdl)
}