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https://github.com/c9s/bbgo.git
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124 lines
2.0 KiB
Go
124 lines
2.0 KiB
Go
package util
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import (
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"math"
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"sort"
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"strconv"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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)
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const MaxDigits = 18 // MAX_INT64 ~ 9 * 10^18
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var Pow10Table = [MaxDigits + 1]int64{
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1, 1e1, 1e2, 1e3, 1e4, 1e5, 1e6, 1e7, 1e8, 1e9, 1e10, 1e11, 1e12, 1e13, 1e14, 1e15, 1e16, 1e17, 1e18,
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}
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func Pow10(n int64) int64 {
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if n < 0 || n > MaxDigits {
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return 0
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}
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return Pow10Table[n]
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}
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func FormatValue(val fixedpoint.Value, prec int) string {
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return val.FormatString(prec)
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}
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func FormatFloat(val float64, prec int) string {
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return strconv.FormatFloat(val, 'f', prec, 64)
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}
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func ParseFloat(s string) (float64, error) {
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if len(s) == 0 {
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return 0.0, nil
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}
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return strconv.ParseFloat(s, 64)
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}
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func MustParseFloat(s string) float64 {
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if len(s) == 0 {
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return 0.0
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}
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v, err := strconv.ParseFloat(s, 64)
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if err != nil {
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panic(err)
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}
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return v
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}
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const epsilon = 0.0000001
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func Zero(v float64) bool {
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return math.Abs(v) < epsilon
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}
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func NotZero(v float64) bool {
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return math.Abs(v) > epsilon
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}
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func Lower(arr []float64, x float64) []float64 {
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sort.Float64s(arr)
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var rst []float64
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for _, a := range arr {
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// filter prices that are Lower than the current closed price
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if a > x {
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continue
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}
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rst = append(rst, a)
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}
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return rst
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}
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func Higher(arr []float64, x float64) []float64 {
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sort.Float64s(arr)
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var rst []float64
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for _, a := range arr {
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// filter prices that are Lower than the current closed price
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if a < x {
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continue
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}
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rst = append(rst, a)
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}
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return rst
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}
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func Group(arr []float64, minDistance float64) []float64 {
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if len(arr) == 0 {
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return nil
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}
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var groups []float64
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var grp = []float64{arr[0]}
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for _, price := range arr {
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avg := Average(grp)
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if (price / avg) > (1.0 + minDistance) {
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groups = append(groups, avg)
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grp = []float64{price}
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} else {
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grp = append(grp, price)
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}
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}
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if len(grp) > 0 {
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groups = append(groups, Average(grp))
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}
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return groups
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}
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func Average(arr []float64) float64 {
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s := 0.0
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for _, a := range arr {
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s += a
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}
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return s / float64(len(arr))
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}
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