mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 15:09:51 +00:00
99 lines
2.6 KiB
Go
99 lines
2.6 KiB
Go
package indicators
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import (
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"errors"
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"fmt"
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"strings"
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objects "github.com/d5/tengo/v2"
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"github.com/thrasher-corp/gct-ta/indicators"
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"github.com/thrasher-corp/gocryptotrader/gctscript/modules"
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"github.com/thrasher-corp/gocryptotrader/gctscript/wrappers/validator"
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)
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// MACDModule MACD indicator commands
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var MACDModule = map[string]objects.Object{
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"calculate": &objects.UserFunction{Name: "calculate", Value: macd},
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}
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// MovingAverageConvergenceDivergence is the string constant
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const MovingAverageConvergenceDivergence = "Moving Average Convergence Divergence"
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// MACD defines a custom Moving Average Convergence Divergence tengo indicator
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// object type
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type MACD struct {
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objects.Array
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Period, PeriodSlow, PeriodFast int
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}
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// TypeName returns the name of the custom type.
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func (o *MACD) TypeName() string {
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return MovingAverageConvergenceDivergence
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}
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func macd(args ...objects.Object) (objects.Object, error) {
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if len(args) != 4 {
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return nil, objects.ErrWrongNumArguments
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}
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r := new(MACD)
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if validator.IsTestExecution.Load() == true {
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return r, nil
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}
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ohlcvInput := objects.ToInterface(args[0])
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ohlcvInputData, valid := ohlcvInput.([]interface{})
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if !valid {
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return nil, fmt.Errorf(modules.ErrParameterConvertFailed, OHLCV)
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}
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var ohlcvClose []float64
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var allErrors []string
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for x := range ohlcvInputData {
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t := ohlcvInputData[x].([]interface{})
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value, err := toFloat64(t[4])
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if err != nil {
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allErrors = append(allErrors, err.Error())
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}
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ohlcvClose = append(ohlcvClose, value)
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}
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inFastPeriod, ok := objects.ToInt(args[1])
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if !ok {
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allErrors = append(allErrors, fmt.Sprintf(modules.ErrParameterConvertFailed, inFastPeriod))
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}
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inSlowPeriod, ok := objects.ToInt(args[2])
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if !ok {
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allErrors = append(allErrors, fmt.Sprintf(modules.ErrParameterConvertFailed, inSlowPeriod))
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}
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inTimePeriod, ok := objects.ToInt(args[3])
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if !ok {
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allErrors = append(allErrors, fmt.Sprintf(modules.ErrParameterConvertFailed, inTimePeriod))
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}
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if len(allErrors) > 0 {
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return nil, errors.New(strings.Join(allErrors, ", "))
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}
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r.Period = inTimePeriod
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r.PeriodFast = inFastPeriod
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r.PeriodSlow = inSlowPeriod
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macd, macdSignal, macdHist := indicators.MACD(ohlcvClose, inFastPeriod, inSlowPeriod, inTimePeriod)
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for x := range macdHist {
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tempMACD := &objects.Array{}
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tempMACD.Value = append(tempMACD.Value, &objects.Float{Value: macdHist[x]})
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if macd != nil {
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tempMACD.Value = append(tempMACD.Value, &objects.Float{Value: macd[x]})
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}
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if macdSignal != nil {
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tempMACD.Value = append(tempMACD.Value, &objects.Float{Value: macdSignal[x]})
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}
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r.Value = append(r.Value, tempMACD)
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}
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return r, nil
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}
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