41 lines
1.1 KiB
Go
41 lines
1.1 KiB
Go
|
// Feed a synthetic price series through several indicators tick by tick (O(1) each).
|
||
|
|
package main
|
||
|
|
|
||
|
|
import (
|
||
|
|
"fmt"
|
||
|
|
|
||
|
|
wickra "github.com/wickra-lib/wickra/bindings/go"
|
||
|
|
"github.com/wickra-lib/wickra/examples/go/internal/market"
|
||
|
|
)
|
||
|
|
|
||
|
|
func main() {
|
||
|
|
prices := market.SyntheticPrices(500)
|
||
|
|
|
||
|
|
sma, _ := wickra.NewSma(20)
|
||
|
|
defer sma.Close()
|
||
|
|
ema, _ := wickra.NewEma(20)
|
||
|
|
defer ema.Close()
|
||
|
|
rsi, _ := wickra.NewRsi(14)
|
||
|
|
defer rsi.Close()
|
||
|
|
macd, _ := wickra.NewMacdIndicator(12, 26, 9)
|
||
|
|
defer macd.Close()
|
||
|
|
|
||
|
|
var lastSma, lastEma, lastRsi float64
|
||
|
|
var lastMacd wickra.MacdOutput
|
||
|
|
var haveMacd bool
|
||
|
|
for _, price := range prices {
|
||
|
|
lastSma = sma.Update(price)
|
||
|
|
lastEma = ema.Update(price)
|
||
|
|
lastRsi = rsi.Update(price)
|
||
|
|
lastMacd, haveMacd = macd.Update(price)
|
||
|
|
}
|
||
|
|
|
||
|
|
fmt.Printf("Streamed %d prices through SMA(20), EMA(20), RSI(14), MACD(12,26,9):\n", len(prices))
|
||
|
|
fmt.Printf(" SMA = %.4f\n", lastSma)
|
||
|
|
fmt.Printf(" EMA = %.4f\n", lastEma)
|
||
|
|
fmt.Printf(" RSI = %.4f\n", lastRsi)
|
||
|
|
if haveMacd {
|
||
|
|
fmt.Printf(" MACD = %.4f signal=%.4f hist=%.4f\n", lastMacd.Macd, lastMacd.Signal, lastMacd.Histogram)
|
||
|
|
}
|
||
|
|
}
|