tsuz/go-pine

package pine

import (
    "fmt"
)

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

    hlc3 := OHLCVAttr(o, OHLCPropHLC3)
    vol := OHLCVAttr(o, OHLCPropVolume)

    hlc3c := hlc3.GetCurrent()
    if hlc3c == nil {
        return mfi
    }

    chg := Change(hlc3, 1)

    u := OperateWithNil(hlc3, chg, "mfiu", func(a, b *Value) *Value {
        var v float64
        // treat nil value as HLC3
        if b == nil {
            return a
        } else {
            v = b.v
        }
        if v <= 0.0 {
            return &Value{
                t: a.t,
                v: 0.0,
            }
            //  NewFloat64(0.0)
        }
        return a
    })
    lo := OperateWithNil(hlc3, chg, "mfil", func(a, b *Value) *Value {
        var v float64
        // treat nil value as HLC3
        if b == nil {
            return a
        } else {
            v = b.v
        }
        if v >= 0.0 {
            return &Value{
                t: a.t,
                v: 0.0,
            }
        }
        return a
    })

    uv := Mul(vol, u)
    lv := Mul(vol, lo)

    upper := Sum(uv, int(l))

    lower := Sum(lv, int(l))

    hundo := ReplaceAll(hlc3, 100)

    mfi = Sub(hundo, Div(hundo, AddConst(Div(upper, lower), 1)))

    mfi.SetCurrent(hlc3c.t)

    setCache(key, mfi)

    return mfi
}