bbgo_origin/pkg/util/math.go

package util

import (
	"math"
	"sort"
	"strconv"

	"github.com/c9s/bbgo/pkg/fixedpoint"
)

const MaxDigits = 18 // MAX_INT64 ~ 9 * 10^18

var Pow10Table = [MaxDigits + 1]int64{
	1, 1e1, 1e2, 1e3, 1e4, 1e5, 1e6, 1e7, 1e8, 1e9, 1e10, 1e11, 1e12, 1e13, 1e14, 1e15, 1e16, 1e17, 1e18,
}

func Pow10(n int64) int64 {
	if n < 0 || n > MaxDigits {
		return 0
	}
	return Pow10Table[n]
}

func FormatValue(val fixedpoint.Value, prec int) string {
	return val.FormatString(prec)
}

func FormatFloat(val float64, prec int) string {
	return strconv.FormatFloat(val, 'f', prec, 64)
}

func ParseFloat(s string) (float64, error) {
	if len(s) == 0 {
		return 0.0, nil
	}

	return strconv.ParseFloat(s, 64)
}

func MustParseFloat(s string) float64 {
	if len(s) == 0 {
		return 0.0
	}

	v, err := strconv.ParseFloat(s, 64)
	if err != nil {
		panic(err)
	}
	return v
}

const epsilon = 0.0000001

func Zero(v float64) bool {
	return math.Abs(v) < epsilon
}

func NotZero(v float64) bool {
	return math.Abs(v) > epsilon
}

func Lower(arr []float64, x float64) []float64 {
	sort.Float64s(arr)

	var rst []float64
	for _, a := range arr {
		// filter prices that are Lower than the current closed price
		if a > x {
			continue
		}

		rst = append(rst, a)
	}

	return rst
}

func Higher(arr []float64, x float64) []float64 {
	sort.Float64s(arr)

	var rst []float64
	for _, a := range arr {
		// filter prices that are Lower than the current closed price
		if a < x {
			continue
		}
		rst = append(rst, a)
	}

	return rst
}

func Group(arr []float64, minDistance float64) []float64 {
	if len(arr) == 0 {
		return nil
	}

	var groups []float64
	var grp = []float64{arr[0]}
	for _, price := range arr {
		avg := Average(grp)
		if (price / avg) > (1.0 + minDistance) {
			groups = append(groups, avg)
			grp = []float64{price}
		} else {
			grp = append(grp, price)
		}
	}

	if len(grp) > 0 {
		groups = append(groups, Average(grp))
	}

	return groups
}

func Average(arr []float64) float64 {
	s := 0.0
	for _, a := range arr {
		s += a
	}
	return s / float64(len(arr))
}