indicator

type AD struct {
	types.IntervalWindow
	Values   types.Float64Slice
	PrePrice float64

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
}

type BOLL struct {
	types.IntervalWindow

	// times of Std, generally it's 2
	K float64

	SMA      types.Float64Slice
	StdDev   types.Float64Slice
	UpBand   types.Float64Slice
	DownBand types.Float64Slice

	EndTime time.Time
	// contains filtered or unexported fields
}

type EWMA struct {
	types.IntervalWindow
	Values       types.Float64Slice
	LastOpenTime time.Time

	UpdateCallbacks []func(value float64)
}

type KLinePriceMapper func(k types.KLine) float64

type KLineWindowUpdater interface {
	OnKLineWindowUpdate(func(interval types.Interval, window types.KLineWindow))
}

type MACD struct {
	types.IntervalWindow     // 9
	ShortPeriod          int // 12
	LongPeriod           int // 26
	Values               types.Float64Slice
	FastEWMA             EWMA
	SlowEWMA             EWMA
	SignalLine           EWMA
	Histogram            types.Float64Slice

	EndTime time.Time

	UpdateCallbacks []func(value float64)
}

type OBV struct {
	types.IntervalWindow
	Values   types.Float64Slice
	PrePrice float64

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
}

type SMA struct {
	types.IntervalWindow
	Values  types.Float64Slice
	EndTime time.Time

	UpdateCallbacks []func(value float64)
}

type STOCH struct {
	types.IntervalWindow
	K types.Float64Slice
	D types.Float64Slice

	KLineWindow types.KLineWindow

	EndTime         time.Time
	UpdateCallbacks []func(k float64, d float64)
}

type VWAP struct {
	types.IntervalWindow
	Values      types.Float64Slice
	WeightedSum float64
	VolumeSum   float64
	EndTime     time.Time

	UpdateCallbacks []func(value float64)
}