sequence

Documentation

Index

• func FindMax(data SequenceData, from, to int, precision float64) (float64, int)
• func FindMin(data SequenceData, from, to int, precision float64) (float64, int)
• type Drawdown
  • func NewDrawdown() *Drawdown
• type Drawdowns
  • func NewDrawdowns() *Drawdowns
  • func (d *Drawdowns) Calc(index int, val float64, precision float64)
  • func (d *Drawdowns) CalcData(data SequenceData, precision float64)
  • func (d *Drawdowns) CalcEnd()
• type SequenceData
• type SequenceStat
  • func NewSequenceStat() *SequenceStat
  • func (stat *SequenceStat) Calc(data SequenceData)
  • func (stat *SequenceStat) Clear()
• type SliceFloat64
  • func NewSliceFloat64(num int) *SliceFloat64
  • func (slice *SliceFloat64) GetAt(index int) float64
  • func (slice *SliceFloat64) Len() int
• type SliceInt
  • func NewSliceInt(num int) *SliceInt
  • func (slice *SliceInt) GetAt(index int) int
  • func (slice *SliceInt) Len() int

Functions

func FindMax

func FindMax(data SequenceData, from, to int, precision float64) (float64, int)

func FindMin

func FindMin(data SequenceData, from, to int, precision float64) (float64, int)

Types

type Drawdown

type Drawdown struct {
	Begin       int     // 回撤开始下标
	End         int     // 回撤结束下标
	Recover     int     // 回撤恢复下标
	Rate        float32 // 回撤百分比
	IsRecovered bool    // 是否结束回撤
}

func NewDrawdown

func NewDrawdown() *Drawdown

type Drawdowns

type Drawdowns struct {
	Data []*Drawdown // 所有的回撤记录
	// contains filtered or unexported fields
}

func NewDrawdowns

func NewDrawdowns() *Drawdowns

func (*Drawdowns) Calc

func (d *Drawdowns) Calc(index int, val float64, precision float64)

drawdown算法原理：先找到最高点，如果开始下降，则纪录最低点，当从最低点上升到超过原有的最高点时，

产生一次回撤，回撤最高点为前最高点，回撤最低点为最低点

func (*Drawdowns) CalcData

func (d *Drawdowns) CalcData(data SequenceData, precision float64)

func (*Drawdowns) CalcEnd

func (d *Drawdowns) CalcEnd()

type SequenceData

type SequenceData interface {
	GetAt(index int) float64
	Len() int
}

type SequenceStat

type SequenceStat struct {
	Size    int
	Max     float64
	Min     float64
	Average float64
	Stdev   float64 // 样本标准差
	Stdevp  float64 // 总体标准差
}

func NewSequenceStat

func NewSequenceStat() *SequenceStat

func (*SequenceStat) Calc

func (stat *SequenceStat) Calc(data SequenceData)

func (*SequenceStat) Clear

func (stat *SequenceStat) Clear()

type SliceFloat64

type SliceFloat64 struct {
	Data []float64
}

func NewSliceFloat64

func NewSliceFloat64(num int) *SliceFloat64

func (*SliceFloat64) GetAt

func (slice *SliceFloat64) GetAt(index int) float64

func (*SliceFloat64) Len

func (slice *SliceFloat64) Len() int

type SliceInt

type SliceInt struct {
	Data []int
}

func NewSliceInt

func NewSliceInt(num int) *SliceInt

func (*SliceInt) GetAt

func (slice *SliceInt) GetAt(index int) int

func (*SliceInt) Len

func (slice *SliceInt) Len() int