math.finance: adding performance.
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@ -18,4 +18,8 @@ IN: math.finance.tests
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[ { 1 3 1 } ] [ { 1 3 2 6 3 } 2 momentum ] unit-test
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{ { 0.0 50.0 25.0 75.0 100.0 125.0 -50.0 -75.0 -90.0 } } [
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{ 1 1.5 1.25 1.75 2.0 2.25 0.5 0.25 0.1 } performance
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] unit-test
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[ 4+1/6 ] [ 100 semimonthly ] unit-test
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@ -1,7 +1,7 @@
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! Copyright (C) 2008 John Benediktsson, Doug Coleman.
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! See http://factorcode.org/license.txt for BSD license.
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USING: arrays assocs kernel grouping sequences shuffle
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math math.functions math.statistics math.vectors ;
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USING: fry grouping kernel math math.statistics math.vectors
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sequences ;
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IN: math.finance
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: sma ( seq n -- newseq )
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@ -41,6 +41,9 @@ PRIVATE>
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: momentum ( seq n -- newseq )
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[ tail-slice ] 2keep [ dup length ] dip - head-slice v- ;
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: performance ( seq -- newseq )
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dup first '[ _ [ - ] [ /f ] bi 100 * ] map ;
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: monthly ( x -- y ) 12 / ; inline
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: semimonthly ( x -- y ) 24 / ; inline
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