indicator: rewrite pivotlow indicator

pkg/indicator/pivot_low.go

@@ -12,7 +12,9 @@ import (
 //go:generate callbackgen -type PivotLow
 type PivotLow struct {
 	types.IntervalWindow
+	types.SeriesBase
 
+	Lows    types.Float64Slice
 	Values  types.Float64Slice
 	EndTime time.Time
 
@@ -26,33 +28,55 @@ func (inc *PivotLow) Last() float64 {
 	return inc.Values[len(inc.Values)-1]
 }
 
-func (inc *PivotLow) CalculateAndUpdate(klines []types.KLine) {
-	if len(klines) < inc.Window {
-		return
+func (inc *PivotLow) Update(value float64) {
+	if len(inc.Lows) == 0 {
+		inc.SeriesBase.Series = inc
 	}
 
-	var end = len(klines) - 1
-	var lastKLine = klines[end]
+	inc.Lows.Push(value)
 
-	// skip old data
-	if inc.EndTime != zeroTime && lastKLine.GetEndTime().Before(inc.EndTime) {
+	if len(inc.Lows) < inc.Window {
 		return
 	}
 
-	recentT := klines[end-(inc.Window-1) : end+1]
-
-	l, err := calculatePivotLow(recentT, inc.Window, KLineLowPriceMapper)
+	low, err := calculatePivotLow(inc.Lows, inc.Window)
 	if err != nil {
-		log.WithError(err).Error("can not calculate pivots")
+		log.WithError(err).Errorf("can not calculate pivot low")
 		return
 	}
 
-	if l > 0.0 {
-		inc.Values.Push(l)
+	if low > 0.0 {
+		inc.Values.Push(low)
 	}
+}
 
-	inc.EndTime = klines[end].GetEndTime().Time()
-	inc.EmitUpdate(l)
+func (inc *PivotLow) 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())
+}
+
+func (inc *PivotLow) LoadK(allKLines []types.KLine) {
+	for _, k := range allKLines {
+		inc.PushK(k)
+	}
+}
+
+func (inc *PivotLow) CalculateAndUpdate(allKLines []types.KLine) {
+	if len(inc.Values) == 0 {
+		for _, k := range allKLines {
+			inc.PushK(k)
+		}
+		inc.EmitUpdate(inc.Last())
+	} else {
+		k := allKLines[len(allKLines)-1]
+		inc.PushK(k)
+		inc.EmitUpdate(inc.Last())
+	}
 }
 
 func (inc *PivotLow) handleKLineWindowUpdate(interval types.Interval, window types.KLineWindow) {
@@ -67,15 +91,15 @@ func (inc *PivotLow) Bind(updater KLineWindowUpdater) {
 	updater.OnKLineWindowUpdate(inc.handleKLineWindowUpdate)
 }
 
-func calculatePivotLow(klines []types.KLine, window int, valLow KLineValueMapper) (float64, error) {
-	length := len(klines)
+func calculatePivotLow(lows types.Float64Slice, window int) (float64, error) {
+	length := len(lows)
 	if length == 0 || length < window {
 		return 0., fmt.Errorf("insufficient elements for calculating with window = %d", window)
 	}
 
-	var lows types.Float64Slice
-	for _, k := range klines {
-		lows.Push(valLow(k))
+	var pv types.Float64Slice
+	for _, low := range lows {
+		pv.Push(low)
 	}
 
 	pl := 0.