init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/com/exm.go
+++ b/com/exm.go
@@ -0,0 +1,135 @@
+package com
+
+import (
+	"math"
+	"slices"
+)
+
+type ExmItem struct {
+	BarNum int
+	TimeMS int64
+	Value  float64
+	Valid  bool
+}
+
+type ExmTrace struct {
+	Hist     []*ExmItem
+	Expect   int       // 1寻找极大值，-1寻找极小值
+	PrevVals []float64 // 前一个值
+	PrevDist float64   // 前两个极值的距离
+	distList []float64 // 前面极值距离，保留最近3个
+}
+
+/*
+Update
+val: 当前指标值
+pNum： 前一个索引
+ptime：前一个时间戳
+*/
+func (m *ExmTrace) Update(val float64, pNum int, ptime int64) bool {
+	if math.IsNaN(val) {
+		return false
+	}
+	if len(m.PrevVals) < 2 {
+		// 至少积累2个
+		if len(m.PrevVals) > 0 && m.PrevVals[len(m.PrevVals)-1] == val {
+			// 和前一个值相同，跳过
+			return false
+		}
+		m.PrevVals = append(m.PrevVals, val)
+		return false
+	}
+	// 前1个，前2个
+	p1, p2 := m.PrevVals[1], m.PrevVals[0]
+	if p1 == val {
+		// 当前值无效
+		return false
+	}
+	// 更新
+	m.PrevVals = append(m.PrevVals, val)
+	m.PrevVals = m.PrevVals[len(m.PrevVals)-2:]
+	pSub := p1 - p2
+	sub := p1 - val
+	var last *ExmItem
+	if len(m.Hist) > 0 {
+		last = m.Hist[len(m.Hist)-1]
+	}
+	getMinDist := func() float64 {
+		if last == nil {
+			return math.Abs(p1) * 0.3
+		}
+		if m.PrevDist != 0 {
+			return m.PrevDist * 0.3
+		}
+		return max(math.Abs(last.Value), math.Abs(p1)) * 0.3
+	}
+	if pSub*sub <= 0 {
+		// 非极大值或极小值
+		if last != nil && !last.Valid && (val-last.Value)*float64(m.Expect) > getMinDist() {
+			// 检查最后一个是否有效
+			last.Valid = true
+			if len(m.Hist) > 1 {
+				dist := math.Abs(m.Hist[len(m.Hist)-2].Value - m.Hist[len(m.Hist)-1].Value)
+				m.distList = append(m.distList, dist)
+				if len(m.distList) > 3 {
+					m.distList = m.distList[len(m.distList)-3:]
+				}
+				m.PrevDist = slices.Max(m.distList)
+			}
+			return true
+		}
+		return false
+	}
+	valid := 0
+	if sub > 0 {
+		if m.Expect == 0 || m.Expect == 1 {
+			// 新增极大值
+			if last == nil || p1-last.Value >= getMinDist() {
+				valid = -1
+			}
+		} else if p1 > last.Value {
+			// 更新极大值
+			valid = -1
+		}
+	} else if sub < 0 {
+		if m.Expect == 0 || m.Expect == -1 {
+			// 新增极小值
+			if last == nil || last.Value-p1 >= getMinDist() {
+				valid = 1
+			}
+		} else if p1 < last.Value {
+			// 更新极小值
+			valid = 1
+		}
+	}
+	if valid != 0 {
+		exm := &ExmItem{
+			TimeMS: ptime,
+			BarNum: pNum,
+			Value:  p1,
+		}
+		if m.Expect != valid {
+			m.Hist = append(m.Hist, exm)
+			//log.Info("add exm", zap.String("date", btime.ToDateStr(ptime, "")),
+			//	zap.Float64("val", p1))
+		} else {
+			m.Hist[len(m.Hist)-1] = exm
+			//log.Info("update exm", zap.String("date", btime.ToDateStr(ptime, "")),
+			//	zap.Float64("val", p1))
+		}
+		if len(m.Hist) > 2 {
+			dist := math.Abs(m.Hist[len(m.Hist)-3].Value - m.Hist[len(m.Hist)-2].Value)
+			if len(m.distList) == 0 || dist != m.distList[len(m.distList)-1] {
+				m.distList = append(m.distList, dist)
+				if len(m.distList) > 3 {
+					m.distList = m.distList[len(m.distList)-3:]
+				}
+				m.PrevDist = slices.Max(m.distList)
+			}
+		}
+		m.Expect = valid
+		m.PrevVals = nil
+		return true
+	}
+	return false
+}