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moving_average.go 1.36 KB
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王布衣 提交于 2024-02-12 22:53 . 适配新版本的pandas
package realtime
import (
"gitee.com/quant1x/engine/factors"
"gitee.com/quant1x/num"
"gitee.com/quant1x/pandas"
"gitee.com/quant1x/pandas/formula"
)
// MovingAverage 计算均线范围
func MovingAverage(CLOSE, HIGH, LOW pandas.Series, PN int) (ma, half, maMax, maMin pandas.Series) {
half = formula.MA(CLOSE, PN-1)
r1Half := formula.REF(half, 1)
maMax = r1Half.Mul(PN - 1).Add(HIGH).Div(PN)
maMin = r1Half.Mul(PN - 1).Add(LOW).Div(PN)
ma = r1Half.Mul(PN - 1).Add(CLOSE).Div(PN)
return ma, half, maMax, maMin
}
// IncrementalMovingAverage 增量计算移动平均线
//
// period 周期数
// previousHalfValue 前period-1的平均值
// price 现价
func IncrementalMovingAverage(previousHalfValue float64, period int, price float64) float64 {
n := float64(period)
sum := previousHalfValue*(n-1) + price
ma := num.Decimal(sum / n)
return ma
}
// DynamicMovingAverage 增量计算移动平均线的范围
//
// period 周期数
// previousHalfValue 前period-1的平均值
// price 现价
func DynamicMovingAverage(previousHalfValue float64, period int, snapshot factors.QuoteSnapshot) (ma, maHigh, maLow float64) {
ma = IncrementalMovingAverage(previousHalfValue, period, snapshot.Price)
maHigh = IncrementalMovingAverage(previousHalfValue, period, snapshot.High)
maLow = IncrementalMovingAverage(previousHalfValue, period, snapshot.Low)
return ma, maHigh, maLow
}
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https://gitee.com/quant1x/engine.git
git@gitee.com:quant1x/engine.git
quant1x
engine
engine
v1.7.8

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