95 lines
2.4 KiB
Go
95 lines
2.4 KiB
Go
package chart
|
|
|
|
const (
|
|
// DefaultExponentialMovingAverageSigma is the default exponential smoothing factor.
|
|
DefaultExponentialMovingAverageSigma = 0.25
|
|
)
|
|
|
|
// ExponentialMovingAverageSeries is a computed series.
|
|
type ExponentialMovingAverageSeries struct {
|
|
Name string
|
|
Style Style
|
|
YAxis YAxisType
|
|
|
|
// Sigma is the 'smoothing factor' parameter.
|
|
Sigma float64
|
|
InnerSeries ValueProvider
|
|
|
|
valueBuffer []float64
|
|
}
|
|
|
|
// GetName returns the name of the time series.
|
|
func (mas ExponentialMovingAverageSeries) GetName() string {
|
|
return mas.Name
|
|
}
|
|
|
|
// GetStyle returns the line style.
|
|
func (mas ExponentialMovingAverageSeries) GetStyle() Style {
|
|
return mas.Style
|
|
}
|
|
|
|
// GetYAxis returns which YAxis the series draws on.
|
|
func (mas ExponentialMovingAverageSeries) GetYAxis() YAxisType {
|
|
return mas.YAxis
|
|
}
|
|
|
|
// Len returns the number of elements in the series.
|
|
func (mas *ExponentialMovingAverageSeries) Len() int {
|
|
return mas.InnerSeries.Len()
|
|
}
|
|
|
|
// GetSigma returns the smoothing factor for the serise.
|
|
func (mas ExponentialMovingAverageSeries) GetSigma(defaults ...float64) float64 {
|
|
if mas.Sigma == 0 {
|
|
if len(defaults) > 0 {
|
|
return defaults[0]
|
|
}
|
|
return DefaultExponentialMovingAverageSigma
|
|
}
|
|
return mas.Sigma
|
|
}
|
|
|
|
// GetValue gets a value at a given index.
|
|
func (mas *ExponentialMovingAverageSeries) GetValue(index int) (x float64, y float64) {
|
|
if mas.InnerSeries == nil {
|
|
return
|
|
}
|
|
if mas.valueBuffer == nil || index == 0 {
|
|
mas.valueBuffer = make([]float64, mas.InnerSeries.Len())
|
|
}
|
|
vx, vy := mas.InnerSeries.GetValue(index)
|
|
x = vx
|
|
if index == 0 {
|
|
mas.valueBuffer[0] = vy
|
|
y = vy
|
|
return
|
|
}
|
|
|
|
sig := mas.GetSigma()
|
|
mas.valueBuffer[index] = sig*vy + ((1.0 - sig) * mas.valueBuffer[index-1])
|
|
y = mas.valueBuffer[index]
|
|
return
|
|
}
|
|
|
|
// GetLastValue computes the last moving average value but walking back window size samples,
|
|
// and recomputing the last moving average chunk.
|
|
func (mas ExponentialMovingAverageSeries) GetLastValue() (x float64, y float64) {
|
|
if mas.InnerSeries == nil {
|
|
return
|
|
}
|
|
|
|
seriesLength := mas.InnerSeries.Len()
|
|
for index := 0; index < seriesLength; index++ {
|
|
x, _ = mas.GetValue(index)
|
|
}
|
|
|
|
y = mas.valueBuffer[seriesLength-1]
|
|
return
|
|
}
|
|
|
|
// Render renders the series.
|
|
func (mas *ExponentialMovingAverageSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
|
|
style := mas.Style.WithDefaultsFrom(defaults)
|
|
DrawLineSeries(r, canvasBox, xrange, yrange, style, mas)
|
|
}
|