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