init

com/slop.go

@@ -0,0 +1,65 @@
+package com
+
+import (
+	"math"
+	"slices"
+)
+
+type Slop struct {
+	lastCalc  int
+	sampleNum int
+	Dirt      int     // 大周期斜率方向：1向上，0不明确，-1向下
+	rate      float64 // 斜率阈值，推荐0.25
+	Data      []float64
+	Top       float64
+	Btm       float64
+}
+
+func NewSlop(sampleNum int, rate float64) *Slop {
+	return &Slop{
+		Dirt:      0,
+		sampleNum: sampleNum,
+		rate:      rate,
+		Top:       math.NaN(),
+		Btm:       math.NaN(),
+	}
+}
+
+func (s *Slop) Update(barNum int, slop float64) {
+	s.Data = append(s.Data, math.Abs(slop))
+	if len(s.Data) < s.sampleNum {
+		return
+	}
+	if !math.IsNaN(s.Top) {
+		s.Dirt = 0
+		if slop >= s.Top {
+			s.Dirt = 1
+		} else if slop <= s.Btm {
+			s.Dirt = -1
+		}
+	}
+	if barNum-s.lastCalc < s.sampleNum/2 {
+		return
+	}
+	if len(s.Data) > s.sampleNum {
+		s.Data = s.Data[len(s.Data)-s.sampleNum:]
+	}
+	thres := CutScore(s.Data, s.rate)
+	s.Top = thres
+	s.Btm = -thres
+	s.lastCalc = barNum
+	s.Dirt = 0
+	if slop >= s.Top {
+		s.Dirt = 1
+	} else if slop <= s.Btm {
+		s.Dirt = -1
+	}
+}
+
+func CutScore(vals []float64, rate float64) float64 {
+	arr := make([]float64, len(vals))
+	copy(arr, vals)
+	slices.Sort(arr)
+	idx := int(float64(len(vals)) * rate)
+	return arr[idx]
+}