Adding upstream version 2.1.2.

Signed-off-by: Daniel Baumann <daniel@debian.org>

bollinger_band_series.go

@@ -0,0 +1,135 @@
+package chart
+
+import (
+	"fmt"
+)
+
+// Interface Assertions.
+var (
+	_ Series = (*BollingerBandsSeries)(nil)
+)
+
+// BollingerBandsSeries draws bollinger bands for an inner series.
+// Bollinger bands are defined by two lines, one at SMA+k*stddev, one at SMA-k*stdev.
+type BollingerBandsSeries struct {
+	Name  string
+	Style Style
+	YAxis YAxisType
+
+	Period      int
+	K           float64
+	InnerSeries ValuesProvider
+
+	valueBuffer *ValueBuffer
+}
+
+// GetName returns the name of the time series.
+func (bbs BollingerBandsSeries) GetName() string {
+	return bbs.Name
+}
+
+// GetStyle returns the line style.
+func (bbs BollingerBandsSeries) GetStyle() Style {
+	return bbs.Style
+}
+
+// GetYAxis returns which YAxis the series draws on.
+func (bbs BollingerBandsSeries) GetYAxis() YAxisType {
+	return bbs.YAxis
+}
+
+// GetPeriod returns the window size.
+func (bbs BollingerBandsSeries) GetPeriod() int {
+	if bbs.Period == 0 {
+		return DefaultSimpleMovingAveragePeriod
+	}
+	return bbs.Period
+}
+
+// GetK returns the K value, or the number of standard deviations above and below
+// to band the simple moving average with.
+// Typical K value is 2.0.
+func (bbs BollingerBandsSeries) GetK(defaults ...float64) float64 {
+	if bbs.K == 0 {
+		if len(defaults) > 0 {
+			return defaults[0]
+		}
+		return 2.0
+	}
+	return bbs.K
+}
+
+// Len returns the number of elements in the series.
+func (bbs BollingerBandsSeries) Len() int {
+	return bbs.InnerSeries.Len()
+}
+
+// GetBoundedValues gets the bounded value for the series.
+func (bbs *BollingerBandsSeries) GetBoundedValues(index int) (x, y1, y2 float64) {
+	if bbs.InnerSeries == nil {
+		return
+	}
+	if bbs.valueBuffer == nil || index == 0 {
+		bbs.valueBuffer = NewValueBufferWithCapacity(bbs.GetPeriod())
+	}
+	if bbs.valueBuffer.Len() >= bbs.GetPeriod() {
+		bbs.valueBuffer.Dequeue()
+	}
+	px, py := bbs.InnerSeries.GetValues(index)
+	bbs.valueBuffer.Enqueue(py)
+	x = px
+
+	ay := Seq{bbs.valueBuffer}.Average()
+	std := Seq{bbs.valueBuffer}.StdDev()
+
+	y1 = ay + (bbs.GetK() * std)
+	y2 = ay - (bbs.GetK() * std)
+	return
+}
+
+// GetBoundedLastValues returns the last bounded value for the series.
+func (bbs *BollingerBandsSeries) GetBoundedLastValues() (x, y1, y2 float64) {
+	if bbs.InnerSeries == nil {
+		return
+	}
+	period := bbs.GetPeriod()
+	seriesLength := bbs.InnerSeries.Len()
+	startAt := seriesLength - period
+	if startAt < 0 {
+		startAt = 0
+	}
+
+	vb := NewValueBufferWithCapacity(period)
+	for index := startAt; index < seriesLength; index++ {
+		xn, yn := bbs.InnerSeries.GetValues(index)
+		vb.Enqueue(yn)
+		x = xn
+	}
+
+	ay := Seq{vb}.Average()
+	std := Seq{vb}.StdDev()
+
+	y1 = ay + (bbs.GetK() * std)
+	y2 = ay - (bbs.GetK() * std)
+
+	return
+}
+
+// Render renders the series.
+func (bbs *BollingerBandsSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
+	s := bbs.Style.InheritFrom(defaults.InheritFrom(Style{
+		StrokeWidth: 1.0,
+		StrokeColor: DefaultAxisColor.WithAlpha(64),
+		FillColor:   DefaultAxisColor.WithAlpha(32),
+	}))
+
+	Draw.BoundedSeries(r, canvasBox, xrange, yrange, s, bbs, bbs.GetPeriod())
+}
+
+// Validate validates the series.
+func (bbs BollingerBandsSeries) Validate() error {
+	if bbs.InnerSeries == nil {
+		return fmt.Errorf("bollinger bands series requires InnerSeries to be set")
+	}
+	return nil
+}