feature: add pct_change implementation in indicator

This commit is contained in:
zenix 2022-06-16 19:54:56 +09:00
parent ccfaf0e070
commit b26d3005a3

View File

@ -595,6 +595,44 @@ func Change(a Series, offset ...int) SeriesExtend {
return NewSeries(&ChangeResult{a, o})
}
type PercentageChangeResult struct {
a Series
offset int
}
func (c *PercentageChangeResult) Last() float64 {
if c.offset >= c.a.Length() {
return 0
}
return c.a.Last()/c.a.Index(c.offset) - 1
}
func (c *PercentageChangeResult) Index(i int) float64 {
if i+c.offset >= c.a.Length() {
return 0
}
return c.a.Index(i)/c.a.Index(i+c.offset) - 1
}
func (c *PercentageChangeResult) Length() int {
length := c.a.Length()
if length >= c.offset {
return length - c.offset
}
return 0
}
// Percentage change between current and a prior element, a / a[offset] - 1.
// offset: if not give, offset is 1.
func PercentageChange(a Series, offset ...int) Series {
o := 1
if len(offset) > 0 {
o = offset[0]
}
return &PercentageChangeResult{a, o}
}
func Stdev(a Series, length int) float64 {
avg := Mean(a, length)
s := .0