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macd.go
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macd.go
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package indicator
import (
"fmt"
"time"
"github.com/buugaaga/ninjabot/model"
"github.com/buugaaga/ninjabot/plot"
"github.com/markcheno/go-talib"
)
func MACD(fast, slow, signal int, colorMACD, colorMACDSignal, colorMACDHist string) plot.Indicator {
return &macd{
Fast: fast,
Slow: slow,
Signal: signal,
ColorMACD: colorMACD,
ColorMACDSignal: colorMACDSignal,
ColorMACDHist: colorMACDHist,
}
}
type macd struct {
Fast int
Slow int
Signal int
ColorMACD string
ColorMACDSignal string
ColorMACDHist string
ValuesMACD model.Series[float64]
ValuesMACDSignal model.Series[float64]
ValuesMACDHist model.Series[float64]
Time []time.Time
}
func (e macd) Warmup() int {
return e.Slow + e.Signal
}
func (e macd) Name() string {
return fmt.Sprintf("MACD(%d, %d, %d)", e.Fast, e.Slow, e.Signal)
}
func (e macd) Overlay() bool {
return false
}
func (e *macd) Load(df *model.Dataframe) {
warmup := e.Slow + e.Signal
e.ValuesMACD, e.ValuesMACDSignal, e.ValuesMACDHist = talib.Macd(df.Close, e.Fast, e.Slow, e.Signal)
e.Time = df.Time[warmup:]
e.ValuesMACD = e.ValuesMACD[warmup:]
e.ValuesMACDSignal = e.ValuesMACDSignal[warmup:]
e.ValuesMACDHist = e.ValuesMACDHist[warmup:]
}
func (e macd) Metrics() []plot.IndicatorMetric {
return []plot.IndicatorMetric{
{
Color: e.ColorMACD,
Name: "MACD",
Style: "line",
Values: e.ValuesMACD,
Time: e.Time,
},
{
Color: e.ColorMACDSignal,
Name: "MACDSignal",
Style: "line",
Values: e.ValuesMACDSignal,
Time: e.Time,
},
{
Color: e.ColorMACDHist,
Name: "MACDHist",
Style: "bar",
Values: e.ValuesMACDHist,
Time: e.Time,
},
}
}