bbgo_origin/pkg/strategy/pivotshort/math.go

67 lines
1.1 KiB
Go

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))
}