Golang gotrade.DOHLCV类代码示例

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本文整理汇总了Golang中github.com/thetruetrade/gotrade.DOHLCV类的典型用法代码示例。如果您正苦于以下问题：Golang DOHLCV类的具体用法？Golang DOHLCV怎么用？Golang DOHLCV使用的例子？那么恭喜您, 这里精选的类代码示例或许可以为您提供帮助。

在下文中一共展示了DOHLCV类的12个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于我们的系统推荐出更棒的Golang代码示例。

示例1: ReceiveDOHLCVTick

// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *PlusDiWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {

	// forward to the true range indicator first using previous data
	ind.trueRange.ReceiveDOHLCVTick(tickData, streamBarIndex)

	ind.periodCounter += 1
	high := tickData.H()
	low := tickData.L()
	diffP := high - ind.previousHigh
	diffM := ind.previousLow - low

	if ind.lookbackPeriod == 1 {
		if ind.periodCounter > 0 {

			// forward to the true range indicator first using previous data
			ind.trueRange.ReceiveDOHLCVTick(tickData, streamBarIndex)

			var result float64
			if (diffP > 0) && (diffP > diffM) && ind.currentTrueRange != 0.0 {
				result = diffP / ind.currentTrueRange
			} else {
				result = 0
			}

			ind.UpdateIndicatorWithNewValue(result, streamBarIndex)
		}
	} else {
		if ind.periodCounter > 0 {
			if ind.periodCounter < ind.timePeriod {
				if (diffP > 0) && (diffP > diffM) {
					ind.previousPlusDM += diffP
				}
				ind.previousTrueRange += ind.currentTrueRange
			} else {
				var result float64
				ind.previousTrueRange = ind.previousTrueRange - (ind.previousTrueRange / float64(ind.timePeriod)) + ind.currentTrueRange
				if (diffP > 0) && (diffP > diffM) {
					ind.previousPlusDM = ind.previousPlusDM - (ind.previousPlusDM / float64(ind.timePeriod)) + diffP
				} else {
					ind.previousPlusDM = ind.previousPlusDM - (ind.previousPlusDM / float64(ind.timePeriod))
				}

				if ind.previousTrueRange != 0.0 {
					result = float64(100.0) * ind.previousPlusDM / ind.previousTrueRange
				} else {
					result = 0.0
				}

				ind.UpdateIndicatorWithNewValue(result, streamBarIndex)
			}
		}
	}

	ind.previousHigh = high
	ind.previousLow = low
}

开发者ID:jmptrader，项目名称:gotrade，代码行数:57，代码来源:plusdi.go

示例2: ReceiveDOHLCVTick

// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *AdlWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {

	moneyFlowMultiplier := ((tickData.C() - tickData.L()) - (tickData.H() - tickData.C())) / (tickData.H() - tickData.L())
	moneyFlowVolume := moneyFlowMultiplier * tickData.V()
	result := ind.previousAdl + moneyFlowVolume

	ind.UpdateIndicatorWithNewValue(result, streamBarIndex)

	ind.previousAdl = result
}

开发者ID:jmptrader，项目名称:gotrade，代码行数:11，代码来源:adl.go

示例3: ReceiveDOHLCVTick

// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *PlusDmWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {
	ind.periodCounter += 1
	high := tickData.H()
	low := tickData.L()
	diffP := high - ind.previousHigh
	diffM := ind.previousLow - low

	if ind.lookbackPeriod == 1 {
		if ind.periodCounter > 0 {

			var result float64
			if (diffP > 0) && (diffP > diffM) {
				result = diffP
			} else {
				result = 0
			}

			ind.UpdateIndicatorWithNewValue(result, streamBarIndex)
		}
	} else {
		if ind.periodCounter > 0 {
			if ind.periodCounter < ind.timePeriod {
				if (diffP > 0) && (diffP > diffM) {
					ind.previousPlusDm += diffP
				}

				if ind.periodCounter == ind.timePeriod-1 {

					result := ind.previousPlusDm

					ind.UpdateIndicatorWithNewValue(result, streamBarIndex)

				}
			} else {
				var result float64
				if (diffP > 0) && (diffP > diffM) {
					result = ind.previousPlusDm - (ind.previousPlusDm / float64(ind.timePeriod)) + diffP
				} else {
					result = ind.previousPlusDm - (ind.previousPlusDm / float64(ind.timePeriod))
				}

				ind.UpdateIndicatorWithNewValue(result, streamBarIndex)

				ind.previousPlusDm = result
			}
		}
	}

	ind.previousHigh = high
	ind.previousLow = low
}

开发者ID:jmptrader，项目名称:gotrade，代码行数:52，代码来源:plusdm.go

示例4: ReceiveDOHLCVTick

// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *AroonWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {
	ind.periodCounter += 1
	ind.periodHighHistory.PushBack(tickData.H())
	ind.periodLowHistory.PushBack(tickData.L())

	if ind.periodHighHistory.Len() > (1 + ind.GetLookbackPeriod()) {
		var first = ind.periodHighHistory.Front()
		ind.periodHighHistory.Remove(first)
		first = ind.periodLowHistory.Front()
		ind.periodLowHistory.Remove(first)
	}

	if ind.periodCounter >= 0 {
		var aroonUp float64
		var aroonDwn float64

		var highValue float64 = math.SmallestNonzeroFloat64
		var highIdx int = -1
		var i int = (1 + ind.GetLookbackPeriod())
		for e := ind.periodHighHistory.Front(); e != nil; e = e.Next() {
			i--
			var value float64 = e.Value.(float64)
			if highValue <= value {
				highValue = value
				highIdx = i
			}
		}
		var daysSinceHigh = highIdx

		var lowValue float64 = math.MaxFloat64
		var lowIdx int = -1
		i = (1 + ind.GetLookbackPeriod())
		for e := ind.periodLowHistory.Front(); e != nil; e = e.Next() {
			i--
			var value float64 = e.Value.(float64)
			if lowValue >= value {
				lowValue = value
				lowIdx = i
			}

		}
		var daysSinceLow = lowIdx

		aroonUp = ind.aroonFactor * float64(ind.GetLookbackPeriod()-daysSinceHigh)
		aroonDwn = ind.aroonFactor * float64(ind.GetLookbackPeriod()-daysSinceLow)

		ind.UpdateIndicatorWithNewValue(aroonUp, aroonDwn, streamBarIndex)
	}
}

开发者ID:jmptrader，项目名称:gotrade，代码行数:50，代码来源:aroon.go

示例5: ReceiveDOHLCVTick

// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *StochOscWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {
	ind.periodCounter += 1
	ind.hhv.ReceiveTick(tickData.H(), streamBarIndex)
	ind.llv.ReceiveTick(tickData.L(), streamBarIndex)

	if ind.periodCounter >= 0 {
		ind.currentFastK = 100.0 * ((tickData.C() - ind.currentPeriodLow) / (ind.currentPeriodHigh - ind.currentPeriodLow))
		ind.slowKMA.ReceiveTick(ind.currentFastK, streamBarIndex)
	}
}

开发者ID:jmptrader，项目名称:gotrade，代码行数:11，代码来源:stochosc.go

示例6: ReceiveDOHLCVTick

// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *TrueRangeWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {
	ind.periodCounter += 1

	if ind.periodCounter > 0 {

		high := math.Max(tickData.H(), ind.previousClose)
		low := math.Min(tickData.L(), ind.previousClose)
		result := high - low

		ind.UpdateIndicatorWithNewValue(result, streamBarIndex)
	}

	ind.previousClose = tickData.C()
}

开发者ID:jmptrader，项目名称:gotrade，代码行数:15，代码来源:truerange.go

示例7: ReceiveDOHLCVTick

// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *Cci) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {
	ind.periodCounter += 1

	// calculate the typical price
	typicalPrice := (tickData.H() + tickData.L() + tickData.C()) / 3.0
	ind.currentTypicalPrice = typicalPrice

	// push it to the history
	ind.typicalPriceHistory.PushBack(typicalPrice)

	// trim the history
	if ind.typicalPriceHistory.Len() > ind.timePeriod {
		var first = ind.typicalPriceHistory.Front()
		ind.typicalPriceHistory.Remove(first)
	}

	// add it to the average
	ind.typicalPriceAvg.ReceiveTick(typicalPrice, streamBarIndex)
}

开发者ID:jmptrader，项目名称:gotrade，代码行数:20，代码来源:cci.go

示例8: ReceiveDOHLCVTick

// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *SarWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {
	ind.periodCounter += 1
	if ind.hasInitialDirection == false {
		ind.minusDM.ReceiveDOHLCVTick(tickData, streamBarIndex)
	}

	if ind.hasInitialDirection == true {
		if ind.periodCounter == 0 {
			if ind.isLong {
				ind.extremePoint = tickData.H()
				ind.previousSar = ind.previousLow
			} else {
				ind.extremePoint = tickData.L()
				ind.previousSar = ind.previousHigh
			}

			// this is a trick for the first iteration only,
			// the high low of the first bar will be used as the sar for the
			// second bar. According tyo TALib this is the closest to Wilders
			// originla idea of having the first entry day use the previous
			// extreme, except now that extreme is solely derived from the first
			// bar, supposedly Meta stock uses the same method.
			ind.previousHigh = tickData.H()
			ind.previousLow = tickData.L()
		}

		if ind.periodCounter >= 0 {
			var result float64 = 0.0
			if ind.isLong {
				if tickData.L() <= ind.previousSar {
					// switch to short if the low penetrates the Sar value
					ind.isLong = false
					ind.previousSar = ind.extremePoint

					// make sure the overridden Sar is within yesterdays and todays range
					if ind.previousSar < ind.previousHigh {
						ind.previousSar = ind.previousHigh
					}
					if ind.previousSar < tickData.H() {
						ind.previousSar = tickData.H()
					}

					result = ind.previousSar

					ind.UpdateIndicatorWithNewValue(result, streamBarIndex)

					// adjust af and extremePoint
					ind.acceleration = ind.accelerationFactor
					ind.extremePoint = tickData.L()

					// calculate the new Sar
					var diff float64 = ind.extremePoint - ind.previousSar
					ind.previousSar = ind.previousSar + ind.acceleration*(diff)

					// make sure the overridden Sar is within yesterdays and todays range
					if ind.previousSar < ind.previousHigh {
						ind.previousSar = ind.previousHigh
					}
					if ind.previousSar < tickData.H() {
						ind.previousSar = tickData.H()
					}

				} else {
					// no switch

					// just output the current Sar
					result = ind.previousSar

					ind.UpdateIndicatorWithNewValue(result, streamBarIndex)

					if tickData.H() > ind.extremePoint {
						// adjust af and extremePoint
						ind.extremePoint = tickData.H()
						ind.acceleration += ind.accelerationFactor
						if ind.acceleration > ind.accelerationFactorMax {
							ind.acceleration = ind.accelerationFactorMax
						}
					}

					// calculate the new Sar
					var diff float64 = ind.extremePoint - ind.previousSar
					ind.previousSar = ind.previousSar + ind.acceleration*(diff)

					// make sure the overridden Sar is within yesterdays and todays range
					if ind.previousSar > ind.previousLow {
						ind.previousSar = ind.previousLow
					}
					if ind.previousSar > tickData.L() {
						ind.previousSar = tickData.L()
					}
				}
			} else {
				// short
				// switch to long if the high penetrates the Sar value
				if tickData.H() >= ind.previousSar {
					ind.isLong = true
					ind.previousSar = ind.extremePoint

					// make sure the overridden Sar is within yesterdays and todays range
//.........这里部分代码省略.........

开发者ID:jmptrader，项目名称:gotrade，代码行数:101，代码来源:sar.go

示例9: ReceiveDOHLCVTick

// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *MedPriceWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {

	result := (tickData.H() + tickData.L()) / float64(2.0)

	ind.UpdateIndicatorWithNewValue(result, streamBarIndex)
}

开发者ID:jmptrader，项目名称:gotrade，代码行数:7，代码来源:medprice.go

示例10: ReceiveDOHLCVTick

// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *MfiWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {
	ind.currentVolume = tickData.V()
	ind.typicalPrice.ReceiveDOHLCVTick(tickData, streamBarIndex)
}

开发者ID:jmptrader，项目名称:gotrade，代码行数:5，代码来源:mfi.go

示例11: ReceiveDOHLCVTick

// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *ObvWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {
	ind.periodCounter += 1

	if ind.periodCounter <= 0 {
		ind.previousObv = tickData.V()
		ind.previousClose = tickData.C()

		result := ind.previousObv

		ind.UpdateIndicatorWithNewValue(result, streamBarIndex)
	}

	if ind.periodCounter > 0 {
		closePrice := tickData.C()
		if closePrice > ind.previousClose {
			ind.previousObv += tickData.V()
		} else if closePrice < ind.previousClose {
			ind.previousObv -= tickData.V()
		}

		result := ind.previousObv

		ind.UpdateIndicatorWithNewValue(result, streamBarIndex)

		ind.previousClose = tickData.C()
	}
}

开发者ID:jmptrader，项目名称:gotrade，代码行数:28，代码来源:obv.go

示例12: ReceiveDOHLCVTick

// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *StochRsiWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {

	ind.rsi.ReceiveTick(tickData.C(), streamBarIndex)
}

开发者ID:jmptrader，项目名称:gotrade，代码行数:5，代码来源:stochrsi.go

注：本文中的github.com/thetruetrade/gotrade.DOHLCV类示例由纯净天空整理自Github/MSDocs等源码及文档管理平台，相关代码片段筛选自各路编程大神贡献的开源项目，源码版权归原作者所有，传播和使用请参考对应项目的License；未经允许，请勿转载。