indicator/v2: add MAXStream

Author: c9s

pkg/indicator/v2/max.go

@@ -0,0 +1,33 @@
+package indicatorv2
+
+import (
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+// MAXStream calculates the maximum value in a window from a float number stream.
+type MAXStream struct {
+	*types.Float64Series
+
+	window    int
+	rawValues *types.Queue
+}
+
+func MAX(source types.Float64Source, window int) *MAXStream {
+	s := &MAXStream{
+		Float64Series: types.NewFloat64Series(),
+		window:        window,
+		rawValues:     types.NewQueue(window),
+	}
+
+	s.Bind(source, s)
+	return s
+}
+
+func (s *MAXStream) Calculate(v float64) float64 {
+	s.rawValues.Update(v)
+	return types.Max(s.rawValues, s.window)
+}
+
+func (s *MAXStream) Truncate() {
+	s.Slice = types.ShrinkSlice(s.Slice, MaxSliceSize, TruncateSize)
+}

pkg/indicator/v2/max_test.go

@@ -0,0 +1,37 @@
+package indicatorv2
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func TestMAX(t *testing.T) {
+	source := types.NewFloat64Series()
+	maxIndicator := MAX(source, 3)
+
+	// Test case 1: Fill the window
+	source.PushAndEmit(1.0)
+	assert.Equal(t, 1.0, maxIndicator.Last(0))
+
+	source.PushAndEmit(3.0)
+	assert.Equal(t, 3.0, maxIndicator.Last(0))
+
+	source.PushAndEmit(2.0)
+	assert.Equal(t, 3.0, maxIndicator.Last(0))
+
+	// Test case 2: Sliding window
+	source.PushAndEmit(1.0)
+	// Window is [3.0, 2.0, 1.0], max is 3.0
+	assert.Equal(t, 3.0, maxIndicator.Last(0))
+
+	source.PushAndEmit(0.5)
+	// Window is [2.0, 1.0, 0.5], max is 2.0
+	assert.Equal(t, 2.0, maxIndicator.Last(0))
+
+	source.PushAndEmit(4.0)
+	// Window is [1.0, 0.5, 4.0], max is 4.0
+	assert.Equal(t, 4.0, maxIndicator.Last(0))
+}