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

136 lines
3.2 KiB
Go

package chart
import (
"fmt"
)
// Interface Assertions.
var (
_ Series = (*BollingerBandsSeries)(nil)
)
// BollingerBandsSeries draws bollinger bands for an inner series.
// Bollinger bands are defined by two lines, one at SMA+k*stddev, one at SMA-k*stdev.
type BollingerBandsSeries struct {
Name string
Style Style
YAxis YAxisType
Period int
K float64
InnerSeries ValuesProvider
valueBuffer *ValueBuffer
}
// GetName returns the name of the time series.
func (bbs BollingerBandsSeries) GetName() string {
return bbs.Name
}
// GetStyle returns the line style.
func (bbs BollingerBandsSeries) GetStyle() Style {
return bbs.Style
}
// GetYAxis returns which YAxis the series draws on.
func (bbs BollingerBandsSeries) GetYAxis() YAxisType {
return bbs.YAxis
}
// GetPeriod returns the window size.
func (bbs BollingerBandsSeries) GetPeriod() int {
if bbs.Period == 0 {
return DefaultSimpleMovingAveragePeriod
}
return bbs.Period
}
// GetK returns the K value, or the number of standard deviations above and below
// to band the simple moving average with.
// Typical K value is 2.0.
func (bbs BollingerBandsSeries) GetK(defaults ...float64) float64 {
if bbs.K == 0 {
if len(defaults) > 0 {
return defaults[0]
}
return 2.0
}
return bbs.K
}
// Len returns the number of elements in the series.
func (bbs BollingerBandsSeries) Len() int {
return bbs.InnerSeries.Len()
}
// GetBoundedValues gets the bounded value for the series.
func (bbs *BollingerBandsSeries) GetBoundedValues(index int) (x, y1, y2 float64) {
if bbs.InnerSeries == nil {
return
}
if bbs.valueBuffer == nil || index == 0 {
bbs.valueBuffer = NewValueBufferWithCapacity(bbs.GetPeriod())
}
if bbs.valueBuffer.Len() >= bbs.GetPeriod() {
bbs.valueBuffer.Dequeue()
}
px, py := bbs.InnerSeries.GetValues(index)
bbs.valueBuffer.Enqueue(py)
x = px
ay := Seq{bbs.valueBuffer}.Average()
std := Seq{bbs.valueBuffer}.StdDev()
y1 = ay + (bbs.GetK() * std)
y2 = ay - (bbs.GetK() * std)
return
}
// GetBoundedLastValues returns the last bounded value for the series.
func (bbs *BollingerBandsSeries) GetBoundedLastValues() (x, y1, y2 float64) {
if bbs.InnerSeries == nil {
return
}
period := bbs.GetPeriod()
seriesLength := bbs.InnerSeries.Len()
startAt := seriesLength - period
if startAt < 0 {
startAt = 0
}
vb := NewValueBufferWithCapacity(period)
for index := startAt; index < seriesLength; index++ {
xn, yn := bbs.InnerSeries.GetValues(index)
vb.Enqueue(yn)
x = xn
}
ay := Seq{vb}.Average()
std := Seq{vb}.StdDev()
y1 = ay + (bbs.GetK() * std)
y2 = ay - (bbs.GetK() * std)
return
}
// Render renders the series.
func (bbs *BollingerBandsSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
s := bbs.Style.InheritFrom(defaults.InheritFrom(Style{
StrokeWidth: 1.0,
StrokeColor: DefaultAxisColor.WithAlpha(64),
FillColor: DefaultAxisColor.WithAlpha(32),
}))
Draw.BoundedSeries(r, canvasBox, xrange, yrange, s, bbs, bbs.GetPeriod())
}
// Validate validates the series.
func (bbs BollingerBandsSeries) Validate() error {
if bbs.InnerSeries == nil {
return fmt.Errorf("bollinger bands series requires InnerSeries to be set")
}
return nil
}