150 lines
3.5 KiB
Go
150 lines
3.5 KiB
Go
package chart
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import "math"
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// BollingerBandsSeries draws bollinger bands for an inner series.
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// Bollinger bands are defined by two lines, one at SMA+k*stddev, one at SMA-k*stdev.
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type BollingerBandsSeries 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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K float64
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InnerSeries ValueProvider
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valueBuffer *RingBuffer
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}
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// GetName returns the name of the time series.
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func (bbs BollingerBandsSeries) GetName() string {
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return bbs.Name
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}
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// GetStyle returns the line style.
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func (bbs BollingerBandsSeries) GetStyle() Style {
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return bbs.Style
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}
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// GetYAxis returns which YAxis the series draws on.
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func (bbs BollingerBandsSeries) GetYAxis() YAxisType {
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return bbs.YAxis
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}
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// GetPeriod returns the window size.
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func (bbs BollingerBandsSeries) GetPeriod() int {
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if bbs.Period == 0 {
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return DefaultSimpleMovingAveragePeriod
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}
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return bbs.Period
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}
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// GetK returns the K value.
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func (bbs BollingerBandsSeries) GetK(defaults ...float64) float64 {
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if bbs.K == 0 {
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if len(defaults) > 0 {
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return defaults[0]
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}
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return 2.0
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}
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return bbs.K
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}
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// Len returns the number of elements in the series.
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func (bbs *BollingerBandsSeries) Len() int {
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return bbs.InnerSeries.Len()
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}
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// GetBoundedValue gets the bounded value for the series.
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func (bbs *BollingerBandsSeries) GetBoundedValue(index int) (x, y1, y2 float64) {
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if bbs.InnerSeries == nil {
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return
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}
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if bbs.valueBuffer == nil || index == 0 {
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bbs.valueBuffer = NewRingBufferWithCapacity(bbs.GetPeriod())
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}
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if bbs.valueBuffer.Len() >= bbs.GetPeriod() {
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bbs.valueBuffer.Dequeue()
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}
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px, py := bbs.InnerSeries.GetValue(index)
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bbs.valueBuffer.Enqueue(py)
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x = px
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ay := bbs.getAverage(bbs.valueBuffer)
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std := bbs.getStdDev(bbs.valueBuffer)
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y1 = ay + (bbs.GetK() * std)
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y2 = ay - (bbs.GetK() * std)
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return
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}
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// GetBoundedLastValue returns the last bounded value for the series.
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func (bbs *BollingerBandsSeries) GetBoundedLastValue() (x, y1, y2 float64) {
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if bbs.InnerSeries == nil {
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return
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}
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period := bbs.GetPeriod()
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seriesLength := bbs.InnerSeries.Len()
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startAt := seriesLength - period
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if startAt < 0 {
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startAt = 0
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}
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vb := NewRingBufferWithCapacity(period)
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for index := startAt; index < seriesLength; index++ {
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xn, yn := bbs.InnerSeries.GetValue(index)
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vb.Enqueue(yn)
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x = xn
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}
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ay := bbs.getAverage(vb)
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std := bbs.getStdDev(vb)
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y1 = ay + (bbs.GetK() * std)
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y2 = ay - (bbs.GetK() * std)
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return
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}
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// Render renders the series.
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func (bbs *BollingerBandsSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
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s := bbs.Style.InheritFrom(defaults.InheritFrom(Style{
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StrokeWidth: 1.0,
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StrokeColor: DefaultAxisColor.WithAlpha(64),
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FillColor: DefaultAxisColor.WithAlpha(32),
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}))
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Draw.BoundedSeries(r, canvasBox, xrange, yrange, s, bbs, bbs.GetPeriod())
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}
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func (bbs BollingerBandsSeries) getAverage(valueBuffer *RingBuffer) float64 {
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var accum float64
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valueBuffer.Each(func(v interface{}) {
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if typed, isTyped := v.(float64); isTyped {
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accum += typed
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}
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})
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return accum / float64(valueBuffer.Len())
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}
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func (bbs BollingerBandsSeries) getVariance(valueBuffer *RingBuffer) float64 {
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if valueBuffer.Len() == 0 {
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return 0
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}
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var variance float64
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m := bbs.getAverage(valueBuffer)
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valueBuffer.Each(func(v interface{}) {
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if n, isTyped := v.(float64); isTyped {
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variance += (float64(n) - m) * (float64(n) - m)
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}
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})
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return variance / float64(valueBuffer.Len())
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}
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func (bbs BollingerBandsSeries) getStdDev(valueBuffer *RingBuffer) float64 {
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return math.Pow(bbs.getVariance(valueBuffer), 0.5)
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}
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