util: move math util functions to util

pkg/strategy/pivotshort/math.go

@@ -1,66 +0,0 @@
-package pivotshort
-
-import "sort"
-
-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))
-}

pkg/strategy/pivotshort/resistance.go

@@ -8,6 +8,7 @@ import (
 	"github.com/c9s/bbgo/pkg/indicator"
 	"github.com/c9s/bbgo/pkg/risk"
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/util"
 )
 
 type ResistanceShort struct {
@@ -189,9 +190,9 @@ func (s *ResistanceShort) placeResistanceOrders(ctx context.Context, resistanceP
 }
 
 func findPossibleSupportPrices(closePrice float64, groupDistance float64, lows []float64) []float64 {
-	return group(lower(lows, closePrice), groupDistance)
+	return util.Group(util.Lower(lows, closePrice), groupDistance)
 }
 
 func findPossibleResistancePrices(closePrice float64, groupDistance float64, lows []float64) []float64 {
-	return group(higher(lows, closePrice), groupDistance)
+	return util.Group(util.Higher(lows, closePrice), groupDistance)
 }

pkg/util/math.go

@@ -1,9 +1,11 @@
 package util
 
 import (
-	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"math"
+	"sort"
 	"strconv"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
 const MaxDigits = 18 // MAX_INT64 ~ 9 * 10^18
@@ -56,3 +58,66 @@ func Zero(v float64) bool {
 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))
+}