indicator: improve rma preload

c9s · Jul 14, 2022 · 7696c9f · 7696c9f
1 parent da4dbf4
commit 7696c9f
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Showing 3 changed files with 23 additions and 11 deletions.
diff --git a/pkg/indicator/dmi.go b/pkg/indicator/dmi.go
@@ -15,6 +15,7 @@ import (
 //go:generate callbackgen -type DMI
 type DMI struct {
 	types.IntervalWindow
+
 	ADXSmoothing      int
 	atr               *ATR
 	DMP               types.UpdatableSeriesExtend
@@ -23,7 +24,8 @@ type DMI struct {
 	DIMinus           *types.Queue
 	ADX               types.UpdatableSeriesExtend
 	PrevHigh, PrevLow float64
-	UpdateCallbacks   []func(diplus, diminus, adx float64)
+
+	updateCallbacks []func(diplus, diminus, adx float64)
 }
 
 func (inc *DMI) Update(high, low, cloze float64) {
@@ -32,6 +34,7 @@ func (inc *DMI) Update(high, low, cloze float64) {
 		inc.DMN = &RMA{IntervalWindow: inc.IntervalWindow, Adjust: true}
 		inc.ADX = &RMA{IntervalWindow: types.IntervalWindow{Window: inc.ADXSmoothing}, Adjust: true}
 	}
+
 	if inc.atr == nil {
 		inc.atr = &ATR{IntervalWindow: inc.IntervalWindow}
 		inc.atr.Update(high, low, cloze)
@@ -41,6 +44,7 @@ func (inc *DMI) Update(high, low, cloze float64) {
 		inc.DIMinus = types.NewQueue(500)
 		return
 	}
+
 	inc.atr.Update(high, low, cloze)
 	up := high - inc.PrevHigh
 	dn := inc.PrevLow - low
@@ -92,14 +96,15 @@ func (inc *DMI) PushK(k types.KLine) {
 }
 
 func (inc *DMI) CalculateAndUpdate(allKLines []types.KLine) {
+	last := allKLines[len(allKLines)-1]
+
 	if inc.ADX == nil {
 		for _, k := range allKLines {
 			inc.PushK(k)
 			inc.EmitUpdate(inc.DIPlus.Last(), inc.DIMinus.Last(), inc.ADX.Last())
 		}
 	} else {
-		k := allKLines[len(allKLines)-1]
-		inc.PushK(k)
+		inc.PushK(last)
 		inc.EmitUpdate(inc.DIPlus.Last(), inc.DIMinus.Last(), inc.ADX.Last())
 	}
 }

diff --git a/pkg/indicator/dmi_callbacks.go b/pkg/indicator/dmi_callbacks.go
diff --git a/pkg/indicator/rma.go b/pkg/indicator/rma.go
@@ -72,17 +72,24 @@ func (inc *RMA) PushK(k types.KLine) {
 }
 
 func (inc *RMA) CalculateAndUpdate(kLines []types.KLine) {
-	for _, k := range kLines {
-		if inc.EndTime != zeroTime && !k.EndTime.After(inc.EndTime) {
-			continue
-		}
+	last := kLines[len(kLines)-1]
+
+	if len(inc.Values) == 0 {
+		for _, k := range kLines {
+			if inc.EndTime != zeroTime && !k.EndTime.After(inc.EndTime) {
+				continue
+			}
 
-		inc.PushK(k)
+			inc.PushK(k)
+		}
+	} else {
+		inc.PushK(last)
 	}
 
 	inc.EmitUpdate(inc.Last())
-	inc.EndTime = kLines[len(kLines)-1].EndTime.Time()
+	inc.EndTime = last.EndTime.Time()
 }
+
 func (inc *RMA) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
 	if inc.Interval != interval {
 		return