mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-26 00:35:15 +00:00
feature: add pct_change implementation in indicator
This commit is contained in:
parent
ccfaf0e070
commit
b26d3005a3
|
@ -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
|
||||
|
|
Loading…
Reference in New Issue
Block a user