本文整理汇总了Golang中github.com/thetruetrade/gotrade.DOHLCV.C方法的典型用法代码示例。如果您正苦于以下问题：Golang DOHLCV.C方法的具体用法？Golang DOHLCV.C怎么用？Golang DOHLCV.C使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类github.com/thetruetrade/gotrade.DOHLCV的用法示例。
在下文中一共展示了DOHLCV.C方法的7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 *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
}示例2: 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)
}
}示例3: 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()
}示例4: 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)
}示例5: 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()
}
}示例6: ReceiveDOHLCVTick
// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *AvgPriceWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {
result := (tickData.O() + tickData.H() + tickData.L() + tickData.C()) / float64(4.0)
ind.UpdateIndicatorWithNewValue(result, streamBarIndex)
}示例7: ReceiveDOHLCVTick
// ReceiveDOHLCVTick consumes a source data DOHLCV price tick
func (ind *StochRsiWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int) {
ind.rsi.ReceiveTick(tickData.C(), streamBarIndex)
}