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)) }