indicator: update pivot low and pivot high indicator

pkg/bbgo/standard_indicator_set.go

@@ -81,6 +81,11 @@ func (s *StandardIndicatorSet) VWMA(iw types.IntervalWindow) *indicator.VWMA {
 }
 
 
+func (s *StandardIndicatorSet) PivotHigh(iw types.IntervalWindow) *indicator.PivotHigh {
+	inc := s.allocateSimpleIndicator(&indicator.PivotHigh{IntervalWindow: iw}, iw)
+	return inc.(*indicator.PivotHigh)
+}
+
 func (s *StandardIndicatorSet) PivotLow(iw types.IntervalWindow) *indicator.PivotLow {
 	inc := s.allocateSimpleIndicator(&indicator.PivotLow{IntervalWindow: iw}, iw)
 	return inc.(*indicator.PivotLow)

pkg/indicator/pivothigh.go

@@ -0,0 +1,65 @@
+package indicator
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/datatype/floats"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+//go:generate callbackgen -type PivotHigh
+type PivotHigh struct {
+	types.SeriesBase
+
+	types.IntervalWindow
+
+	Lows    floats.Slice
+	Values  floats.Slice
+	EndTime time.Time
+
+	updateCallbacks []func(value float64)
+}
+
+func (inc *PivotHigh) Length() int {
+	return inc.Values.Length()
+}
+
+func (inc *PivotHigh) Last() float64 {
+	if len(inc.Values) == 0 {
+		return 0.0
+	}
+
+	return inc.Values.Last()
+}
+
+func (inc *PivotHigh) Update(value float64) {
+	if len(inc.Lows) == 0 {
+		inc.SeriesBase.Series = inc
+	}
+
+	inc.Lows.Push(value)
+
+	if len(inc.Lows) < inc.Window {
+		return
+	}
+
+	low, ok := calculatePivotHigh(inc.Lows, inc.Window, inc.RightWindow)
+	if !ok {
+		return
+	}
+
+	if low > 0.0 {
+		inc.Values.Push(low)
+	}
+}
+
+func (inc *PivotHigh) PushK(k types.KLine) {
+	if k.EndTime.Before(inc.EndTime) {
+		return
+	}
+
+	inc.Update(k.Low.Float64())
+	inc.EndTime = k.EndTime.Time()
+	inc.EmitUpdate(inc.Last())
+}
+