init

com/cross.go

@@ -0,0 +1,38 @@
+package com
+
+import "math"
+
+func NewCrossLog() *CrossLog {
+	return &CrossLog{}
+}
+
+type CrossLog struct {
+	PrevVal float64
+	Sign    int // 最近一次交叉符号：1上穿，-1下穿
+	XAt     int // 最近一次交叉序号
+	Num     int // 当前序号
+}
+
+func (l *CrossLog) Update(sub float64) {
+	l.Num += 1
+	if sub == 0 {
+		return
+	}
+	if math.IsNaN(l.PrevVal) || l.PrevVal == 0 {
+		l.PrevVal = sub
+	} else {
+		if factor := l.PrevVal * sub; factor < 0 {
+			l.PrevVal = sub
+			l.XAt = l.Num
+			if sub > 0 {
+				l.Sign = 1
+			} else {
+				l.Sign = -1
+			}
+		}
+	}
+}
+
+func (l *CrossLog) Get() int {
+	return l.Sign * (l.Num - l.XAt + 1)
+}