mirror of
https://github.com/c9s/bbgo.git
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130 lines
2.7 KiB
Go
130 lines
2.7 KiB
Go
package bbgo
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import (
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"fmt"
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"math"
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)
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// y := ab^x
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// shift xs[0] to 0 (x - h)
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// a = y1
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//
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// y := ab^(x-h)
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// y2/a = b^(x2-h)
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// y2/y1 = b^(x2-h)
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//
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// also posted at https://play.golang.org/p/JlWlwZjoebE
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type ExpScale struct {
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Domain [2]float64 `json:"domain"`
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Range [2]float64 `json:"range"`
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a float64
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b float64
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h float64
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}
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func (s *ExpScale) Solve() error {
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s.h = s.Domain[0]
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s.a = s.Range[0]
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s.b = math.Pow(s.Range[1]/s.Range[0], 1/(s.Domain[1]-s.h))
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return nil
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}
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func (s *ExpScale) String() string {
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return s.Formula()
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}
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func (s *ExpScale) Formula() string {
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return fmt.Sprintf("f(x) = %f * %f ^ (x - %f)", s.a, s.b, s.h)
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}
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func (s *ExpScale) FormulaOf(x float64) string {
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return fmt.Sprintf("f(%f) = %f * %f ^ (%f - %f)", x, s.a, s.b, x, s.h)
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}
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func (s *ExpScale) Call(x float64) (y float64) {
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y = s.a * math.Pow(s.b, x-s.h)
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return y
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}
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type LogScale struct {
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Domain [2]float64 `json:"domain"`
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Range [2]float64 `json:"range"`
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h float64
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s float64
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a float64
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}
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func (s *LogScale) Call(x float64) (y float64) {
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// y = a * log(x - h) + s
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y = s.a*math.Log(x-s.h) + s.s
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return y
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}
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func (s *LogScale) String() string {
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return s.Formula()
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}
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func (s *LogScale) Formula() string {
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return fmt.Sprintf("f(x) = %f * log(x - %f) + %f", s.a, s.h, s.s)
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}
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func (s *LogScale) FormulaOf(x float64) string {
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return fmt.Sprintf("f(%f) = %f * log(%f - %f) + %f", x, s.a, x, s.h, s.s)
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}
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func (s *LogScale) Solve() error {
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// f(x) = a * log2(x - h) + s
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//
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// log2(1) = 0
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//
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// h = x1 - 1
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// s = y1
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//
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// y2 = a * log(x2 - h) + s
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// y2 = a * log(x2 - h) + y1
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// y2 - y1 = a * log(x2 - h)
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// a = (y2 - y1) / log(x2 - h)
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s.h = s.Domain[0] - 1
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s.s = s.Range[0]
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s.a = (s.Range[1] - s.Range[0]) / math.Log(s.Domain[1]-s.h)
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return nil
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}
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type QuadraticScale struct {
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Domain [3]float64 `json:"domain"`
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Range [3]float64 `json:"range"`
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a, b, c float64
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}
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func (s *QuadraticScale) Solve() error {
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xs := s.Domain
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ys := s.Range
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s.a = ((ys[1]-ys[0])*(xs[0]-xs[2]) + (ys[2]-ys[0])*(xs[1]-xs[0])) /
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((xs[0]-xs[2])*(math.Pow(xs[1], 2)-math.Pow(xs[0], 2)) + (xs[1]-xs[0])*(math.Pow(xs[2], 2)-math.Pow(xs[0], 2)))
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s.b = ((ys[1] - ys[0]) - s.a*(math.Pow(xs[1], 2)-math.Pow(xs[0], 2))) / (xs[1] - xs[0])
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s.c = ys[1] - s.a*math.Pow(xs[1], 2) - s.b*xs[1]
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return nil
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}
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func (s *QuadraticScale) Call(x float64) (y float64) {
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// y = a * log(x - h) + s
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y = s.a * math.Pow(x, 2) + s.b * x + s.c
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return y
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}
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func (s *QuadraticScale) String() string {
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return s.Formula()
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}
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func (s *QuadraticScale) Formula() string {
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return fmt.Sprintf("f(x) = %f * x ^ 2 + %f * x + %f", s.a, s.b, s.c)
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}
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func (s *QuadraticScale) FormulaOf(x float64) string {
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return fmt.Sprintf("f(%f) = %f * %f ^ 2 + %f * %f + %f", x, s.a, x, s.b, x, s.c)
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}
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