From be90928692a8ea2531026800261fedb312dd355f Mon Sep 17 00:00:00 2001
From: wangfeng <wangfengxy@sina.cn>
Date: Fri, 10 Feb 2023 11:53:49 +0800
Subject: [PATCH 1/2] =?UTF-8?q?=E7=AE=80=E5=8C=96=E6=B5=8B=E8=AF=95?=
 =?UTF-8?q?=E4=BB=A3=E7=A0=81?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 formula/avedev_test.go | 4 ----
 1 file changed, 4 deletions(-)

diff --git a/formula/avedev_test.go b/formula/avedev_test.go
index 4959cad..532b3ab 100644
--- a/formula/avedev_test.go
+++ b/formula/avedev_test.go
@@ -7,9 +7,7 @@ import (
 )
 
 func TestAVEDEV(t *testing.T) {
-	x := []float64{0.0, 0.1, 0.2, 0.3, 0.5, 0.8, 1.0}
 	y := []float64{1.0, 0.41, 0.50, 0.61, 0.91, 2.02, 2.46}
-	X := pandas.NewSeriesWithoutType("x", x)
 	Y := pandas.NewSeriesWithoutType("y", y)
 	fmt.Println(AVEDEV(Y, 5))
 
@@ -25,6 +23,4 @@ func TestAVEDEV(t *testing.T) {
 	C := pandas.NewSeriesWithoutType("c1", c1)
 	df = pandas.NewDataFrame(C)
 	fmt.Println(df)
-
-	_ = X
 }
-- 
Gitee


From b29788ef30937b57f3473a68b1931546fd5eb7d3 Mon Sep 17 00:00:00 2001
From: wangfeng <wangfengxy@sina.cn>
Date: Fri, 10 Feb 2023 11:57:01 +0800
Subject: [PATCH 2/2] =?UTF-8?q?#I6CYOZ=20=E5=AE=9E=E7=8E=B0FORCAST?=
 =?UTF-8?q?=E5=87=BD=E6=95=B0?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 formula/README.md       |  2 +-
 formula/forcast.go      | 23 +++++++++++++++++++++++
 formula/forcast_test.go | 28 ++++++++++++++++++++++++++++
 stat/polynomial_test.go |  9 +++++++--
 4 files changed, 59 insertions(+), 3 deletions(-)
 create mode 100644 formula/forcast.go
 create mode 100644 formula/forcast_test.go

diff --git a/formula/README.md b/formula/README.md
index b1e72bb..bb2c3ff 100644
--- a/formula/README.md
+++ b/formula/README.md
@@ -29,7 +29,7 @@ formula
 | 0   | CONST         | 返回序列S最后的值组成常量序列                                    | CONST(CLOSE)                      | [√]  | [ ]  |
 | 0   | AVEDEV        | 平均绝对差,序列与其平均值的绝对差的平均值                              | AVEDEV(CLOSE,5)                   | [√]  | [√]  |
 | 0   | SLOPE         | S序列N周期回线性回归斜率                                      | SLOPE(CLOSE,5)                    | [√]  | [√]  |
-| 0   | FORCAST       | S序列N周期回线性回归后的预测值                                   | FORCAST(CLOSE,5)                  | [X]  | [X]  |
+| 0   | FORCAST       | S序列N周期回线性回归后的预测值                                   | FORCAST(CLOSE,5)                  | [√]  | [√]  |
 | 0   | LAST          | 从前A日到前B日一直满足S条件,要求A>B & A>0 & B>=0                 | LAST(CLOSE>REF(CLOSE,1),LOW,HIGH) | [√]  | [√]  |
 | 1   | COUNT         | COUNT(CLOSE>O,N),最近N天满足S的天数True的天数                 | COUNT(CLOSE>LOW,5)                | [√]  | [√]  |
 | 1   | EVERY         | EVERY(CLOSE>O,5),最近N天是否都是True                      | EVERY(CLOSE>LOW,5)                | [X]  | [X]  |
diff --git a/formula/forcast.go b/formula/forcast.go
new file mode 100644
index 0000000..2153272
--- /dev/null
+++ b/formula/forcast.go
@@ -0,0 +1,23 @@
+package formula
+
+import (
+	"gitee.com/quant1x/pandas"
+	"gitee.com/quant1x/pandas/stat"
+)
+
+// FORCAST 返回S序列N周期回线性回归后的预测值
+func FORCAST(S pandas.Series, N any) any {
+	return S.Rolling(N).Apply(func(X pandas.Series, W stat.DType) stat.DType {
+		x := X.DTypes()
+		ws := stat.Sequence[float64](int(W))
+		c := stat.PolyFit(ws, x, 1)
+		w1 := stat.Repeat[float64](float64(W-1), int(W))
+		vs := stat.PolyVal(c, w1)
+
+		if W > 1 {
+			return vs[0]
+		} else {
+			return stat.DTypeNaN
+		}
+	}).Values()
+}
diff --git a/formula/forcast_test.go b/formula/forcast_test.go
new file mode 100644
index 0000000..2276211
--- /dev/null
+++ b/formula/forcast_test.go
@@ -0,0 +1,28 @@
+package formula
+
+import (
+	"fmt"
+	"gitee.com/quant1x/pandas"
+	"testing"
+)
+
+func TestFORCAST(t *testing.T) {
+	x := []float64{1.0, 0.41, 0.50, 0.61, 0.91, 2.02, 2.46}
+	X := pandas.NewSeriesWithoutType("x", x)
+	fmt.Println(FORCAST(X, 5))
+
+	csv := "~/.quant1x/data/cn/002528.csv"
+	df := pandas.ReadCSV(csv)
+	df.SetNames("data", "open", "close", "high", "low", "volume", "amount", "zf", "zdf", "zde", "hsl")
+	fmt.Println(df)
+	fmt.Println(df.Names())
+	df.SetName("收盘", "close")
+	CLOSE := df.Col("close")
+
+	c1 := FORCAST(CLOSE, 5)
+	C := pandas.NewSeriesWithoutType("c1", c1)
+	df = pandas.NewDataFrame(C)
+	fmt.Println(df)
+
+	_ = X
+}
diff --git a/stat/polynomial_test.go b/stat/polynomial_test.go
index e873d98..04094e7 100644
--- a/stat/polynomial_test.go
+++ b/stat/polynomial_test.go
@@ -12,7 +12,12 @@ func Test_PolyVal(t *testing.T) {
 	fmt.Println(A)
 
 	//A2 := []float64{3.131561350718812, -1.2400367769976413, 0.7355767301905694}
-	z2 := PolyVal(A, x)
-	fmt.Println(z2)
+	z1 := PolyVal(A, x)
+	fmt.Println(z1)
 
+	W := 5
+	A2 := PolyFit(y, Sequence[float64](W), 1)
+	x2 := Repeat[float64](float64(W), W)
+	z2 := PolyVal(A2, x2)
+	fmt.Println(z2)
 }
-- 
Gitee