Initial commit

Math/BOLL.py

@@ -0,0 +1,28 @@
+import math
+
+
+def _truncate(x):
+    return x if x != 0 else 1e-7
+
+
+class BOLL_Metric:
+    def __init__(self, ma, theta):
+        self.theta = _truncate(theta)
+        self.UP = ma + 2*theta
+        self.DOWN = _truncate(ma - 2*theta)
+        self.MID = ma
+
+
+class BollModel:
+    def __init__(self, N=20):
+        assert N > 1
+        self.N = N
+        self.arr = []
+
+    def add(self, value) -> BOLL_Metric:
+        self.arr.append(value)
+        if len(self.arr) > self.N:
+            self.arr = self.arr[-self.N:]
+        ma = sum(self.arr)/len(self.arr)
+        theta = math.sqrt(sum((x-ma)**2 for x in self.arr) / len(self.arr))
+        return BOLL_Metric(ma, theta)