gatus/vendor/github.com/wcharczuk/go-chart/v2/ema_series.go
2021-08-21 18:12:06 -04:00

132 lines
2.9 KiB
Go

package chart
import "fmt"
const (
// DefaultEMAPeriod is the default EMA period used in the sigma calculation.
DefaultEMAPeriod = 12
)
// Interface Assertions.
var (
_ Series = (*EMASeries)(nil)
_ FirstValuesProvider = (*EMASeries)(nil)
_ LastValuesProvider = (*EMASeries)(nil)
)
// EMASeries is a computed series.
type EMASeries struct {
Name string
Style Style
YAxis YAxisType
Period int
InnerSeries ValuesProvider
cache []float64
}
// GetName returns the name of the time series.
func (ema EMASeries) GetName() string {
return ema.Name
}
// GetStyle returns the line style.
func (ema EMASeries) GetStyle() Style {
return ema.Style
}
// GetYAxis returns which YAxis the series draws on.
func (ema EMASeries) GetYAxis() YAxisType {
return ema.YAxis
}
// GetPeriod returns the window size.
func (ema EMASeries) GetPeriod() int {
if ema.Period == 0 {
return DefaultEMAPeriod
}
return ema.Period
}
// Len returns the number of elements in the series.
func (ema EMASeries) Len() int {
return ema.InnerSeries.Len()
}
// GetSigma returns the smoothing factor for the serise.
func (ema EMASeries) GetSigma() float64 {
return 2.0 / (float64(ema.GetPeriod()) + 1)
}
// GetValues gets a value at a given index.
func (ema *EMASeries) GetValues(index int) (x, y float64) {
if ema.InnerSeries == nil {
return
}
if len(ema.cache) == 0 {
ema.ensureCachedValues()
}
vx, _ := ema.InnerSeries.GetValues(index)
x = vx
y = ema.cache[index]
return
}
// GetFirstValues computes the first moving average value.
func (ema *EMASeries) GetFirstValues() (x, y float64) {
if ema.InnerSeries == nil {
return
}
if len(ema.cache) == 0 {
ema.ensureCachedValues()
}
x, _ = ema.InnerSeries.GetValues(0)
y = ema.cache[0]
return
}
// GetLastValues computes the last moving average value but walking back window size samples,
// and recomputing the last moving average chunk.
func (ema *EMASeries) GetLastValues() (x, y float64) {
if ema.InnerSeries == nil {
return
}
if len(ema.cache) == 0 {
ema.ensureCachedValues()
}
lastIndex := ema.InnerSeries.Len() - 1
x, _ = ema.InnerSeries.GetValues(lastIndex)
y = ema.cache[lastIndex]
return
}
func (ema *EMASeries) ensureCachedValues() {
seriesLength := ema.InnerSeries.Len()
ema.cache = make([]float64, seriesLength)
sigma := ema.GetSigma()
for x := 0; x < seriesLength; x++ {
_, y := ema.InnerSeries.GetValues(x)
if x == 0 {
ema.cache[x] = y
continue
}
previousEMA := ema.cache[x-1]
ema.cache[x] = ((y - previousEMA) * sigma) + previousEMA
}
}
// Render renders the series.
func (ema *EMASeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
style := ema.Style.InheritFrom(defaults)
Draw.LineSeries(r, canvasBox, xrange, yrange, style, ema)
}
// Validate validates the series.
func (ema *EMASeries) Validate() error {
if ema.InnerSeries == nil {
return fmt.Errorf("ema series requires InnerSeries to be set")
}
return nil
}