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王布衣 / pandas

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sma.go 2.38 KB
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王布衣 提交于 2024-02-26 12:41 . 调整sma各阶段实现函数的名称
package formula
import (
"gitee.com/quant1x/gox/exception"
"gitee.com/quant1x/num"
"gitee.com/quant1x/pandas"
)
// SMA 中国式的SMA,至少需要120周期才精确 (雪球180周期) alpha=1/(1+com)
func SMA(S pandas.Series, N any, M int) pandas.Series {
return v1SMA(S, N, M)
}
func v1SMA(S pandas.Series, N any, M int) pandas.Series {
if M == 0 {
M = 1
}
var X float32
switch v := N.(type) {
case int:
X = float32(v)
case pandas.Series:
vs := v.Values()
fs := num.SliceToFloat32(vs)
X = fs[len(fs)-1]
default:
panic(num.ErrInvalidWindow)
}
//x := S.EWM(stat.EW{Alpha: float64(M) / float64(X), Adjust: false}).Mean().Values()
x := S.EWM(pandas.EW{Alpha: float64(M) / float64(X), Adjust: false}).Mean()
return x
}
func v2SMA(S pandas.Series, N any, M int) pandas.Series {
panic("not implemented")
}
// v3SMA 使用滑动窗口
func v3SMA(S pandas.Series, N any, M int) any {
if M == 0 {
M = 1
}
x := S.Rolling(N).Apply(func(S pandas.Series, N num.DType) num.DType {
r := S.EWM(pandas.EW{Alpha: float64(M) / float64(N), Adjust: false}).Mean().Values().([]float64)
if len(r) == 0 {
return num.NaN()
}
return num.DType(r[len(r)-1])
}).Values()
return x
}
// v4SMA 听说SMA(S, N, 1) 其实就是MA(S,N), 试验后发现是骗子
func v4SMA(S pandas.Series, N any, M int) any {
var X []float32
switch v := N.(type) {
case int:
X = num.Repeat[float32](float32(v), S.Len())
case pandas.Series:
vs := v.Values()
X = num.SliceToFloat32(vs)
X = num.Align(X, num.Float32NaN(), S.Len())
default:
panic(exception.New(1, "error window"))
}
return S.Rolling(X).Mean().Values()
}
// 最接近
func v5SMA(S pandas.Series, N any, M int) any {
if M == 0 {
M = 1
}
var X []float32
switch v := N.(type) {
case int:
X = num.Repeat[float32](float32(v), S.Len())
case pandas.Series:
vs := v.Values()
X = num.SliceToFloat32(vs)
X = num.Align(X, num.Float32NaN(), S.Len())
default:
panic(exception.New(1, "error window"))
}
k := X[0]
x := S.EWM(pandas.EW{Alpha: num.Float64NaN(), Callback: func(idx int) num.DType {
j := X[idx]
if j == 0 {
j = 1
} else {
k = j
}
return float64(M) / float64(j)
}, Adjust: false}).Mean().Values()
_ = k
return x
}
// v6SMA 最原始的python写法
func v6SMA(S pandas.Series, N int, M int) any {
if M == 0 {
M = 1
}
x := S.EWM(pandas.EW{Alpha: float64(M) / float64(N), Adjust: false}).Mean().Values()
return x
}
Go
1
https://gitee.com/quant1x/pandas.git
git@gitee.com:quant1x/pandas.git
quant1x
pandas
pandas
v1.4.5

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