remove rounding from scripting TA (thrasher-corp#591)

slawo · Nov 9, 2020 · f050c13 · f050c13
1 parent 70e0cd1
commit f050c13
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Showing 9 changed files with 13 additions and 22 deletions.
diff --git a/gctscript/modules/ta/indicators/atr.go b/gctscript/modules/ta/indicators/atr.go
@@ -3,7 +3,6 @@ package indicators
 import (
 	"errors"
 	"fmt"
-	"math"
 	"strings"
 
 	objects "github.com/d5/tengo/v2"
@@ -87,7 +86,7 @@ func atr(args ...objects.Object) (objects.Object, error) {
 	r.Period = inTimePeriod
 	ret := indicators.ATR(ohlcvData[2], ohlcvData[3], ohlcvData[4], inTimePeriod)
 	for x := range ret {
-		r.Value = append(r.Value, &objects.Float{Value: math.Round(ret[x]*100) / 100})
+		r.Value = append(r.Value, &objects.Float{Value: ret[x]})
 	}
 
 	return r, nil

diff --git a/gctscript/modules/ta/indicators/bbands.go b/gctscript/modules/ta/indicators/bbands.go
@@ -3,7 +3,6 @@ package indicators
 import (
 	"errors"
 	"fmt"
-	"math"
 	"strings"
 
 	objects "github.com/d5/tengo/v2"
@@ -125,12 +124,12 @@ func bbands(args ...objects.Object) (objects.Object, error) {
 	retUpper, retMiddle, retLower := indicators.BBANDS(ohlcvData[selector], inTimePeriod, inNbDevDn, inNbDevDn, MAType)
 	for x := range retMiddle {
 		temp := &objects.Array{}
-		temp.Value = append(temp.Value, &objects.Float{Value: math.Round(retMiddle[x]*100) / 100})
+		temp.Value = append(temp.Value, &objects.Float{Value: retMiddle[x]})
 		if retUpper != nil {
-			temp.Value = append(temp.Value, &objects.Float{Value: math.Round(retUpper[x]*100) / 100})
+			temp.Value = append(temp.Value, &objects.Float{Value: retUpper[x]})
 		}
 		if retLower != nil {
-			temp.Value = append(temp.Value, &objects.Float{Value: math.Round(retLower[x]*100) / 100})
+			temp.Value = append(temp.Value, &objects.Float{Value: retLower[x]})
 		}
 		r.Value = append(r.Value, temp)
 	}

diff --git a/gctscript/modules/ta/indicators/correlation.go b/gctscript/modules/ta/indicators/correlation.go
@@ -3,7 +3,6 @@ package indicators
 import (
 	"errors"
 	"fmt"
-	"math"
 	"strings"
 
 	objects "github.com/d5/tengo/v2"
@@ -84,7 +83,7 @@ func correlationCoefficient(args ...objects.Object) (objects.Object, error) {
 
 	ret := indicators.CorrelationCoefficient(closures1, closures2, inTimePeriod)
 	for x := range ret {
-		r.Value = append(r.Value, &objects.Float{Value: math.Round(ret[x]*100) / 100})
+		r.Value = append(r.Value, &objects.Float{Value: ret[x]})
 	}
 
 	return r, nil

diff --git a/gctscript/modules/ta/indicators/ema.go b/gctscript/modules/ta/indicators/ema.go
@@ -3,7 +3,6 @@ package indicators
 import (
 	"errors"
 	"fmt"
-	"math"
 	"strings"
 
 	objects "github.com/d5/tengo/v2"
@@ -72,7 +71,7 @@ func ema(args ...objects.Object) (objects.Object, error) {
 
 	ret := indicators.EMA(ohlcvClose, inTimePeriod)
 	for x := range ret {
-		r.Value = append(r.Value, &objects.Float{Value: math.Round(ret[x]*100) / 100})
+		r.Value = append(r.Value, &objects.Float{Value: ret[x]})
 	}
 
 	return r, nil

diff --git a/gctscript/modules/ta/indicators/macd.go b/gctscript/modules/ta/indicators/macd.go
@@ -3,7 +3,6 @@ package indicators
 import (
 	"errors"
 	"fmt"
-	"math"
 	"strings"
 
 	objects "github.com/d5/tengo/v2"
@@ -85,12 +84,12 @@ func macd(args ...objects.Object) (objects.Object, error) {
 	macd, macdSignal, macdHist := indicators.MACD(ohlcvClose, inFastPeriod, inSlowPeriod, inTimePeriod)
 	for x := range macdHist {
 		tempMACD := &objects.Array{}
-		tempMACD.Value = append(tempMACD.Value, &objects.Float{Value: math.Round(macdHist[x]*100) / 100})
+		tempMACD.Value = append(tempMACD.Value, &objects.Float{Value: macdHist[x]})
 		if macd != nil {
-			tempMACD.Value = append(tempMACD.Value, &objects.Float{Value: math.Round(macd[x]*100) / 100})
+			tempMACD.Value = append(tempMACD.Value, &objects.Float{Value: macd[x]})
 		}
 		if macdSignal != nil {
-			tempMACD.Value = append(tempMACD.Value, &objects.Float{Value: math.Round(macdSignal[x]*100) / 100})
+			tempMACD.Value = append(tempMACD.Value, &objects.Float{Value: macdSignal[x]})
 		}
 		r.Value = append(r.Value, tempMACD)
 	}

diff --git a/gctscript/modules/ta/indicators/mfi.go b/gctscript/modules/ta/indicators/mfi.go
@@ -3,7 +3,6 @@ package indicators
 import (
 	"errors"
 	"fmt"
-	"math"
 	"strings"
 
 	objects "github.com/d5/tengo/v2"
@@ -87,7 +86,7 @@ func mfi(args ...objects.Object) (objects.Object, error) {
 
 	ret := indicators.MFI(ohlcvData[2], ohlcvData[3], ohlcvData[4], ohlcvData[5], inTimePeriod)
 	for x := range ret {
-		r.Value = append(r.Value, &objects.Float{Value: math.Round(ret[x]*100) / 100})
+		r.Value = append(r.Value, &objects.Float{Value: ret[x]})
 	}
 
 	return r, nil

diff --git a/gctscript/modules/ta/indicators/obv.go b/gctscript/modules/ta/indicators/obv.go
@@ -3,7 +3,6 @@ package indicators
 import (
 	"errors"
 	"fmt"
-	"math"
 	"strings"
 
 	objects "github.com/d5/tengo/v2"
@@ -81,7 +80,7 @@ func obv(args ...objects.Object) (objects.Object, error) {
 
 	ret := indicators.OBV(ohlcvData[4], ohlcvData[5])
 	for x := range ret {
-		temp := &objects.Float{Value: math.Round(ret[x]*100) / 100}
+		temp := &objects.Float{Value: ret[x]}
 		r.Value = append(r.Value, temp)
 	}
 	return r, nil

diff --git a/gctscript/modules/ta/indicators/rsi.go b/gctscript/modules/ta/indicators/rsi.go
@@ -3,7 +3,6 @@ package indicators
 import (
 	"errors"
 	"fmt"
-	"math"
 	"strings"
 
 	objects "github.com/d5/tengo/v2"
@@ -71,7 +70,7 @@ func rsi(args ...objects.Object) (objects.Object, error) {
 	r.Period = inTimePeriod
 	ret := indicators.RSI(ohlcvClose, inTimePeriod)
 	for x := range ret {
-		r.Value = append(r.Value, &objects.Float{Value: math.Round(ret[x]*100) / 100})
+		r.Value = append(r.Value, &objects.Float{Value: ret[x]})
 	}
 
 	return r, nil

diff --git a/gctscript/modules/ta/indicators/sma.go b/gctscript/modules/ta/indicators/sma.go
@@ -3,7 +3,6 @@ package indicators
 import (
 	"errors"
 	"fmt"
-	"math"
 	"strings"
 
 	objects "github.com/d5/tengo/v2"
@@ -69,7 +68,7 @@ func sma(args ...objects.Object) (objects.Object, error) {
 	r.Period = inTimePeriod
 	ret := indicators.SMA(ohlcvClose, inTimePeriod)
 	for x := range ret {
-		r.Value = append(r.Value, &objects.Float{Value: math.Round(ret[x]*100) / 100})
+		r.Value = append(r.Value, &objects.Float{Value: ret[x]})
 	}
 
 	return r, nil