Adding distribute word to math-finance.

db4
John Benediktsson 2008-09-24 12:24:01 -07:00
parent 934833287d
commit fe95fb813e
3 changed files with 43 additions and 3 deletions

View File

@ -9,6 +9,34 @@ HELP: enumerate
{ $values { "seq" "a sequence" } { "newseq" "a sequence" } }
{ $description "Returns a new sequence where each element is an array of { value, index }" } ;
HELP: distribute
{ $values { "amount" "a number of amount" } { "n" "a number of buckets" } { "seq" "a sequence" } }
{ $description
"Distribute 'amount' in 'n' buckets, as equally as possible. Returns a list of 'n' elements that sum to 'amount'.\n"
}
{ $examples
{ $example
"USING: math.finance"
"3 1 distribute"
"{ 3 }" }
{ $example
"USING: math.finance"
"3 3 distribute"
"{ 1 1 1 }" }
{ $example
"USING: math.finance"
"5 3 distribute"
"{ 2 1 2 }" }
{ $example
"USING: math.finance"
"3 5 distribute"
"{ 1 0 1 0 1 }" }
{ $example
"USING: math.finance"
"1000 7 distribute"
"{ 143 143 143 142 143 143 143 }" }
} ;
HELP: sma
{ $values { "seq" "a sequence" } { "n" "number of periods" } { "newseq" "a sequence" } }
{ $description "Returns the Simple Moving Average with the specified periodicity." } ;

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@ -6,3 +6,9 @@ IN: math.finance.tests
[ { 1 3 1 } ] [ { 1 3 2 6 3 } 2 momentum ] unit-test
[ { 3 } ] [ 3 1 distribute ] unit-test
[ { 1 1 1 } ] [ 3 3 distribute ] unit-test
[ { 2 1 2 } ] [ 5 3 distribute ] unit-test
[ { 1 0 1 0 1 } ] [ 3 5 distribute ] unit-test
[ { 143 143 143 142 143 143 143 } ] [ 1000 7 distribute ] unit-test

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@ -1,13 +1,20 @@
! Copyright (C) 2008 John Benediktsson
! See http://factorcode.org/license.txt for BSD license
USING: arrays assocs fry kernel grouping math math.statistics math.vectors sequences ;
USING: arrays assocs kernel grouping sequences shuffle
math math.functions math.statistics math.vectors ;
IN: math.finance
: enumerate ( seq -- newseq )
<enum> >alist ;
: distribute ( amount n -- seq )
[ / ] keep 0 <array> [ 0 0 ] dip
[ + [ [ dup ] dip + ] dip
[ dup round ] dip 2dup -
[ drop ] dip ] map 3nip ;
<PRIVATE
: weighted ( x y a -- z )
@ -22,7 +29,7 @@ IN: math.finance
PRIVATE>
: ema ( seq n -- newseq )
a swap first-rest swap '[ [ dup ] 2dip swap rot weighted ] accumulate 2nip ;
a swap first-rest swap [ [ dup ] 2dip swap rot weighted ] accumulate 2nip ;
: sma ( seq n -- newseq )
clump [ mean ] map ;
@ -34,4 +41,3 @@ PRIVATE>
2dup tail-slice -rot swap [ length ] keep
[ - neg ] dip swap head-slice v- ;