package indicators import ( "errors" "fmt" "strings" objects "github.com/d5/tengo/v2" "github.com/thrasher-corp/gct-ta/indicators" "github.com/thrasher-corp/gocryptotrader/gctscript/modules" "github.com/thrasher-corp/gocryptotrader/gctscript/wrappers/validator" ) // CorrelationCoefficientModule indicator commands var CorrelationCoefficientModule = map[string]objects.Object{ "calculate": &objects.UserFunction{Name: "calculate", Value: correlationCoefficient}, } // CorrelationCoefficient is the string constant const CorrelationCoefficient = "Correlation Coefficient" // Correlation defines a custom correlation coefficient indicator tengo object type Correlation struct { objects.Array Period int } // TypeName returns the name of the custom type. func (c *Correlation) TypeName() string { return CorrelationCoefficient } func correlationCoefficient(args ...objects.Object) (objects.Object, error) { if len(args) != 3 { return nil, objects.ErrWrongNumArguments } r := new(Correlation) if validator.IsTestExecution.Load() == true { return r, nil } var allErrors []string ohlcvProcessor := func(args []objects.Object, idx int) ([]float64, error) { ohlcvInput := objects.ToInterface(args[idx]) ohlcvInputData, valid := ohlcvInput.([]interface{}) if !valid { return nil, fmt.Errorf(modules.ErrParameterConvertFailed, OHLCV) } var ohlcvClose []float64 for x := range ohlcvInputData { t := ohlcvInputData[x].([]interface{}) value, err := toFloat64(t[4]) if err != nil { allErrors = append(allErrors, err.Error()) } ohlcvClose = append(ohlcvClose, value) } return ohlcvClose, nil } closures1, err := ohlcvProcessor(args, 0) if err != nil { return nil, err } closures2, err := ohlcvProcessor(args, 1) if err != nil { return nil, err } inTimePeriod, ok := objects.ToInt(args[2]) if !ok { allErrors = append(allErrors, fmt.Sprintf(modules.ErrParameterConvertFailed, inTimePeriod)) } if len(allErrors) > 0 { return nil, errors.New(strings.Join(allErrors, ", ")) } r.Period = inTimePeriod ret := indicators.CorrelationCoefficient(closures1, closures2, inTimePeriod) for x := range ret { r.Value = append(r.Value, &objects.Float{Value: ret[x]}) } return r, nil }