double TechUtils::CalulateAMA(const std::vector<KData>& data, const KData& current, size_t mins){
double totalExchangePrice = current.TurnOver();
long long totalVolume = current.Volume();
long long leftedge = current.Timestamp() - mins * 60 - 1;
for (auto it = data.rbegin(); it != data.rend(); it++)
{
if (it->Timestamp() > leftedge){
totalExchangePrice += it->TurnOver();
totalVolume += it->Volume();
}
else{
break;
}
}
//assert(totalVolume != 0);
//assert(totalExchangePrice >= 0.0);
return totalExchangePrice / totalVolume;
}
double TechUtils::CalulateMA(const std::vector<KData>& data, const KData& current, size_t mins){
//datetime to timestamp
double totalExchangeLastPrice = current.LastPrice();
long long count = 1;
long long leftedge = current.Timestamp() - mins * 60 - 1;
for (auto it = data.rbegin(); it != data.rend(); it++)
{
if (it->Timestamp() > leftedge){
totalExchangeLastPrice += it->LastPrice();
++count;
}
else{
break;
}
}
//assert(totalVolume != 0);
//assert(totalExchangePrice >= 0.0);
return totalExchangeLastPrice / count;
}
