rename for consistency sake
Vladimir Bauer
6 years ago
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package decor
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import (
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"sort"
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"github.com/VividCortex/ewma"
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)
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// MovingAverage is the interface that computes a moving average over
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// a time-series stream of numbers. The average may be over a window
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// or exponentially decaying.
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type MovingAverage = ewma.MovingAverage
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type medianWindow [3]float64
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func (s *medianWindow) Len() int { return len(s) }
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func (s *medianWindow) Swap(i, j int) { s[i], s[j] = s[j], s[i] }
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func (s *medianWindow) Less(i, j int) bool { return s[i] < s[j] }
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func (s *medianWindow) Add(value float64) {
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s[0], s[1] = s[1], s[2]
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s[2] = value
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}
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func (s *medianWindow) Value() float64 {
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tmp := *s
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sort.Sort(&tmp)
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return tmp[1]
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}
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func (s *medianWindow) Set(value float64) {
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for i := 0; i < len(s); i++ {
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s[i] = value
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}
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}
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// NewMedian is fixed last 3 samples median MovingAverage.
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func NewMedian() MovingAverage {
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return new(medianWindow)
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}
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package decor
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import (
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"sort"
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"github.com/VividCortex/ewma"
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)
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// MovingAverage is the interface that computes a moving average over
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// a time-series stream of numbers. The average may be over a window
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// or exponentially decaying.
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type MovingAverage = ewma.MovingAverage
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type medianWindow [3]float64
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func (s *medianWindow) Len() int { return len(s) }
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func (s *medianWindow) Swap(i, j int) { s[i], s[j] = s[j], s[i] }
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func (s *medianWindow) Less(i, j int) bool { return s[i] < s[j] }
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func (s *medianWindow) Add(value float64) {
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s[0], s[1] = s[1], s[2]
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s[2] = value
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}
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func (s *medianWindow) Value() float64 {
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tmp := *s
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sort.Sort(&tmp)
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return tmp[1]
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}
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func (s *medianWindow) Set(value float64) {
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for i := 0; i < len(s); i++ {
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s[i] = value
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}
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}
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// NewMedian is fixed last 3 samples median MovingAverage.
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func NewMedian() MovingAverage {
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return new(medianWindow)
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}
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