package types import ( "reflect" "git.qtrade.icu/lychiyu/bbgo/pkg/datatype/floats" ) // The interface maps to pinescript basic type `series` // Access the internal historical data from the latest to the oldest // Index(0) always maps to Last() type Series interface { Last(i int) float64 Index(i int) float64 Length() int } type SeriesExtend interface { Series Sum(limit ...int) float64 Mean(limit ...int) float64 Abs() SeriesExtend Predict(lookback int, offset ...int) float64 NextCross(b Series, lookback int) (int, float64, bool) CrossOver(b Series) BoolSeries CrossUnder(b Series) BoolSeries Highest(lookback int) float64 Lowest(lookback int) float64 Add(b interface{}) SeriesExtend Minus(b interface{}) SeriesExtend Div(b interface{}) SeriesExtend Mul(b interface{}) SeriesExtend Dot(b interface{}, limit ...int) float64 Array(limit ...int) (result []float64) Reverse(limit ...int) (result floats.Slice) Change(offset ...int) SeriesExtend PercentageChange(offset ...int) SeriesExtend Stdev(params ...int) float64 Rolling(window int) *RollingResult Shift(offset int) SeriesExtend Skew(length int) float64 Variance(length int) float64 Covariance(b Series, length int) float64 Correlation(b Series, length int, method ...CorrFunc) float64 AutoCorrelation(length int, lag ...int) float64 Rank(length int) SeriesExtend Sigmoid() SeriesExtend Softmax(window int) SeriesExtend Entropy(window int) float64 CrossEntropy(b Series, window int) float64 Filter(b func(i int, value float64) bool, length int) SeriesExtend } func NewSeries(a Series) SeriesExtend { return &SeriesBase{ Series: a, } } type UpdatableSeries interface { Series Update(float64) } type UpdatableSeriesExtend interface { SeriesExtend Update(float64) } func Clone(u UpdatableSeriesExtend) UpdatableSeriesExtend { method, ok := reflect.TypeOf(u).MethodByName("Clone") if ok { out := method.Func.Call([]reflect.Value{reflect.ValueOf(u)}) return out[0].Interface().(UpdatableSeriesExtend) } panic("method Clone not exist") } func TestUpdate(u UpdatableSeriesExtend, input float64) UpdatableSeriesExtend { method, ok := reflect.TypeOf(u).MethodByName("TestUpdate") if ok { out := method.Func.Call([]reflect.Value{reflect.ValueOf(u), reflect.ValueOf(input)}) return out[0].Interface().(UpdatableSeriesExtend) } panic("method TestUpdate not exist") } // The interface maps to pinescript basic type `series` for bool type // Access the internal historical data from the latest to the oldest // Index(0) always maps to Last() type BoolSeries interface { Last() bool Index(int) bool Length() int } // Calculate sum of the series // if limit is given, will only sum first limit numbers (a.Index[0..limit]) // otherwise will sum all elements func Sum(a Series, limit ...int) (sum float64) { l := a.Length() if len(limit) > 0 && limit[0] < l { l = limit[0] } for i := 0; i < l; i++ { sum += a.Last(i) } return sum } // Calculate the average value of the series // if limit is given, will only calculate the average of first limit numbers (a.Index[0..limit]) // otherwise will operate on all elements func Mean(a Series, limit ...int) (mean float64) { l := a.Length() if l == 0 { return 0 } if len(limit) > 0 && limit[0] < l { l = limit[0] } return Sum(a, l) / float64(l) }