feat(market): add Donchian channel calculation

Add calculateDonchian function to compute highest high and lowest low
over a specified period. This is the foundation for box (range) detection
in the multi-period box indicator system for grid trading.
This commit is contained in:
tinkle-community
2026-01-17 21:39:21 +08:00
parent 0a2c62885b
commit 5c79aa451e
2 changed files with 69 additions and 0 deletions

View File

@@ -1210,3 +1210,35 @@ func ExportCalculateATR(klines []Kline, period int) float64 {
func ExportCalculateBOLL(klines []Kline, period int, multiplier float64) (upper, middle, lower float64) {
return calculateBOLL(klines, period, multiplier)
}
// calculateDonchian calculates Donchian channel (highest high, lowest low) for given period
func calculateDonchian(klines []Kline, period int) (upper, lower float64) {
if len(klines) == 0 {
return 0, 0
}
// Use all available klines if period > len(klines)
start := len(klines) - period
if start < 0 {
start = 0
}
upper = klines[start].High
lower = klines[start].Low
for i := start + 1; i < len(klines); i++ {
if klines[i].High > upper {
upper = klines[i].High
}
if klines[i].Low < lower {
lower = klines[i].Low
}
}
return upper, lower
}
// ExportCalculateDonchian exports calculateDonchian for testing
func ExportCalculateDonchian(klines []Kline, period int) (float64, float64) {
return calculateDonchian(klines, period)
}

View File

@@ -500,3 +500,40 @@ func TestIsStaleData_EmptyKlines(t *testing.T) {
t.Error("Expected false for empty klines, got true")
}
}
func TestCalculateDonchian(t *testing.T) {
// Create test klines with known high/low values
klines := []Kline{
{High: 100, Low: 90},
{High: 105, Low: 88},
{High: 102, Low: 92},
{High: 108, Low: 85},
{High: 103, Low: 91},
}
upper, lower := ExportCalculateDonchian(klines, 5)
if upper != 108 {
t.Errorf("Expected upper = 108, got %v", upper)
}
if lower != 85 {
t.Errorf("Expected lower = 85, got %v", lower)
}
}
func TestCalculateDonchian_PartialPeriod(t *testing.T) {
klines := []Kline{
{High: 100, Low: 90},
{High: 105, Low: 88},
}
upper, lower := ExportCalculateDonchian(klines, 10)
// Should use all available klines when period > len(klines)
if upper != 105 {
t.Errorf("Expected upper = 105, got %v", upper)
}
if lower != 88 {
t.Errorf("Expected lower = 88, got %v", lower)
}
}