floats: port some functions from ta-lib

see https://github.com/markcheno/go-talib/blob/master/talib.go

pkg/datatype/floats/funcs.go

@@ -65,6 +65,14 @@ func Average(arr []float64) float64 {
 	return s / float64(len(arr))
 }
 
+// Multiply multiplies two float series
+func Multiply(inReal0 []float64, inReal1 []float64) []float64 {
+	outReal := make([]float64, len(inReal0))
+	for i := 0; i < len(inReal0); i++ {
+		outReal[i] = inReal0[i] * inReal1[i]
+	}
+	return outReal
+}
 
 // CrossOver returns true if series1 is crossing over series2.
 //
@@ -94,3 +102,61 @@ func CrossUnder(series1 []float64, series2 []float64) bool {
 
 	return series1[N-1] <= series2[N-1] && series1[N-2] > series2[N-2]
 }
+
+// MinMax - Lowest and highest values over a specified period
+func MinMax(inReal []float64, inTimePeriod int) (outMin []float64, outMax []float64) {
+	outMin = make([]float64, len(inReal))
+	outMax = make([]float64, len(inReal))
+	nbInitialElementNeeded := inTimePeriod - 1
+	startIdx := nbInitialElementNeeded
+	outIdx := startIdx
+	today := startIdx
+	trailingIdx := startIdx - nbInitialElementNeeded
+	highestIdx := -1
+	highest := 0.0
+	lowestIdx := -1
+	lowest := 0.0
+	for today < len(inReal) {
+		tmpLow, tmpHigh := inReal[today], inReal[today]
+		if highestIdx < trailingIdx {
+			highestIdx = trailingIdx
+			highest = inReal[highestIdx]
+			i := highestIdx
+			i++
+			for i <= today {
+				tmpHigh = inReal[i]
+				if tmpHigh > highest {
+					highestIdx = i
+					highest = tmpHigh
+				}
+				i++
+			}
+		} else if tmpHigh >= highest {
+			highestIdx = today
+			highest = tmpHigh
+		}
+		if lowestIdx < trailingIdx {
+			lowestIdx = trailingIdx
+			lowest = inReal[lowestIdx]
+			i := lowestIdx
+			i++
+			for i <= today {
+				tmpLow = inReal[i]
+				if tmpLow < lowest {
+					lowestIdx = i
+					lowest = tmpLow
+				}
+				i++
+			}
+		} else if tmpLow <= lowest {
+			lowestIdx = today
+			lowest = tmpLow
+		}
+		outMax[outIdx] = highest
+		outMin[outIdx] = lowest
+		outIdx++
+		trailingIdx++
+		today++
+	}
+	return outMin, outMax
+}