tsuz/go-pine

package pine

import (
    "fmt"
)

// CCI generates a ValueSeries of exponential moving average.
func CCI(tp ValueSeries, l int64) ValueSeries {
    key := fmt.Sprintf("cci:%s:%d", tp.ID(), l)
    cci := getCache(key)
    if cci == nil {
        cci = NewValueSeries()
    }

    tpv := tp.GetCurrent()
    if tpv == nil {
        return cci
    }

    ma := SMA(tp, l)

    // need moving average to perform this
    if ma.GetCurrent() == nil {
        return cci
    }
    mav := ma.GetCurrent().v
    mdv := SubConstNoCache(tp, mav)

    // get absolute value
    mdvabs := OperateNoCache(mdv, mdv, "cci:absval", func(a, b float64) float64 {
        if a < 0 {
            return -1 * a
        }
        return a
    })
    mdvabssum := SumNoCache(mdvabs, int(l))
    md := DivConstNoCache(mdvabssum, float64(l))
    denom := MulConstNoCache(md, 0.015)
    cci = DivNoCache(mdv, denom)

    setCache(key, cci)

    cci.SetCurrent(tpv.t)

    return cci
}