def _addOne(self, _data_struct: DataStruct):
index_value = _data_struct.index()[0]
self.buf.append(_data_struct.getColumn(self.use_key)[0])
self.data.addDict({
self.idx_key: index_value,
self.ret_key: statistics.pstdev(self.buf),
})
def _addOne(self, _data_struct: DataStruct):
index_value = _data_struct.index()[0]
self.buf.append(_data_struct.getColumn(self.use_key)[0])
self.data.addDict({
self.idx_key: index_value,
self.ret_key: min(self.buf),
})
def _addOne(self, _data_struct: DataStruct):
index_value = _data_struct.index()[0]
self.buf.append(_data_struct.getColumn(self.use_key)[0])
if len(self.data) > self.period:
const_std = statistics.pstdev(self.buf[-self.period:])
self.dynamic_n *= const_std / self.prev_std
self.dynamic_n = max(self.min_n, self.dynamic_n)
self.dynamic_n = min(self.max_n, self.dynamic_n)
tmp_n = int(round(self.dynamic_n))
mean = statistics.mean(self.buf[-tmp_n:])
std = statistics.pstdev(self.buf[-tmp_n:])
self.data.addRow(
[index_value, mean + self.rate * std,
mean, mean - self.rate * std],
self.keys
)
self.prev_std = const_std
else:
if len(self.data) == self.period:
self.prev_std = statistics.pstdev(self.buf)
self.data.addRow(
[index_value, None, None, None],
self.keys
)
def _addOne(self, _data_struct: DataStruct):
index_value = _data_struct.index()[0]
self.buf.append(_data_struct.getColumn(self.use_key)[0])
if len(self.data) > self.period:
const_std = statistics.pstdev(self.buf[-self.period:])
self.dynamic_n *= const_std / self.prev_std
self.dynamic_n = max(self.min_n, self.dynamic_n)
self.dynamic_n = min(self.max_n, self.dynamic_n)
tmp_n = int(round(self.dynamic_n))
mean = statistics.mean(self.buf[-tmp_n:])
std = statistics.pstdev(self.buf[-tmp_n:])
self.data.addRow([
index_value, mean + self.rate * std, mean,
mean - self.rate * std
], self.keys)
self.prev_std = const_std
else:
if len(self.data) == self.period:
self.prev_std = statistics.pstdev(self.buf)
self.data.addRow([index_value, None, None, None], self.keys)
def _addOne(self, _data_struct: DataStruct):
index_value = _data_struct.index()[0]
self.buf.append(_data_struct.getColumn(self.use_key)[0])
mean = statistics.mean(self.buf)
std = statistics.pstdev(self.buf, mu=mean)
self.data.addRow([
index_value, mean + self.rate * std, mean, mean - self.rate * std
], self.keys)
def _addOne(self, _data_struct: DataStruct):
index_value = _data_struct.index()[0]
self.buf.append(_data_struct.getColumn(self.use_key)[0])
mean = statistics.mean(self.buf)
std = statistics.pstdev(self.buf, mu=mean)
self.data.addRow([
index_value, mean + self.rate * std, mean, mean - self.rate * std
], self.keys)
def _addOne(self, _data_struct: DataStruct):
index_value = _data_struct.index()[0]
self.buf.append(_data_struct.getColumn(self.use_key)[0])
if len(self.buf) == self.period:
buf_list = list(self.buf)
tmp = 0.0
for a, b in zip(buf_list[:-1], buf_list[1:]):
tmp += abs(b - a)
self.data.addDict({
self.idx_key: index_value,
self.ret_key: (self.buf[-1] - self.buf[0]) / tmp,
})
def _addOne(self, _data_struct: DataStruct):
index_value = _data_struct.index()[0]
self.buf.append(_data_struct.getColumn(self.use_key)[0])
if len(self.buf) == self.period:
buf_list = list(self.buf)
tmp = 0.0
for a, b in zip(buf_list[:-1], buf_list[1:]):
tmp += abs(b - a)
self.data.addDict({
self.idx_key: index_value,
self.ret_key: (self.buf[-1] - self.buf[0]) / tmp,
})
