macd.go

// Copyright (c) 2021-2024 Onur Cinar.
// The source code is provided under GNU AGPLv3 License.
// https://github.com/cinar/indicator

package trend

import (
	"github.com/cinar/indicator/v2/helper"
)

const (
	// DefaultMacdPeriod1 is the period for the first EMA.
	DefaultMacdPeriod1 = 12

	// DefaultMacdPeriod2 is the period for the second EMA.
	DefaultMacdPeriod2 = 26

	// DefaultMacdPeriod3 is the period for the third EMA.
	DefaultMacdPeriod3 = 9
)

// Macd represents the configuration parameters for calculating the
// Moving Average Convergence Divergence (MACD).
//
//	MACD = 12-Period EMA - 26-Period EMA.
//	Signal = 9-Period EMA of MACD.
//
// Example:
type Macd[T helper.Number] struct {
	Ema1 *Ema[T]
	Ema2 *Ema[T]
	Ema3 *Ema[T]
}

// NewMacd function initializes a new MACD instance with the default parameters.
func NewMacd[T helper.Number]() *Macd[T] {
	return NewMacdWithPeriod[T](
		DefaultMacdPeriod1,
		DefaultMacdPeriod2,
		DefaultMacdPeriod3,
	)
}

// NewMacdWithPeriod function initializes a new MACD instance with the given parameters.
func NewMacdWithPeriod[T helper.Number](period1, period2, period3 int) *Macd[T] {
	return &Macd[T]{
		Ema1: NewEmaWithPeriod[T](period1),
		Ema2: NewEmaWithPeriod[T](period2),
		Ema3: NewEmaWithPeriod[T](period3),
	}
}

// Compute function takes a channel of numbers and computes the MACD
// and the signal line.
func (m *Macd[T]) Compute(c <-chan T) (<-chan T, <-chan T) {
	snapshots := helper.Duplicate(c, 2)

	emas1 := m.Ema1.Compute(snapshots[0])
	emas1 = helper.Skip(emas1, m.Ema2.Period-m.Ema1.Period)

	emas2 := m.Ema2.Compute(snapshots[1])

	macds := helper.Duplicate(helper.Subtract(emas1, emas2), 2)
	macds[0] = helper.Skip(macds[0], m.Ema3.Period-1)
	signal := m.Ema3.Compute(macds[1])

	return macds[0], signal
}

// IdlePeriod is the initial period that MACD won't yield any results.
func (m *Macd[T]) IdlePeriod() int {
	return m.Ema2.Period + m.Ema3.Period - 2
}