feat: add math operator wrappers and align TA-Lib binding types
Add Go wrappers for additional TA-Lib math operators: Div, Max, MaxIndex, Min, MinIndex, MinMax, MinMaxIndex, Mult, Sub, and Sum. Refactor the TA-Lib function signatures to use int32 consistently, including taResult and Hilbert Transform bindings, so the Go layer matches the native library more closely. Fix HT_TRENDMODE to return []int32 and update related comments and naming for better API consistency.
This commit is contained in:
+292
-8
@@ -2,15 +2,15 @@ package talib
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import "log/slog"
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// ADD - Vector arithmetic addition. Outputs the element-wise sum of two input series.
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// Add - Vector arithmetic addition. Outputs the element-wise sum of two input series.
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//
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// outReal[i] = inReal0[i] + inReal1[i]
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func ADD(inReal0, inReal1 []float64) []float64 {
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func Add(inReal0, inReal1 []float64) []float64 {
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var (
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startIdx = 0
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endIdx = len(inReal0) - 1
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outBegIdx int
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outNBElement int
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startIdx int32
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endIdx = int32(len(inReal0) - 1)
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outBegIdx int32
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outNBElement int32
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outReal = make([]float64, len(inReal0))
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)
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@@ -23,9 +23,293 @@ func ADD(inReal0, inReal1 []float64) []float64 {
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&outNBElement,
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outReal,
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); SUCCESS != taResult(retCode) {
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slog.Debug("ADD", "result", retCode)
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slog.Debug("Add", "result", retCode)
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return nil
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}
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return outReal[:outNBElement]
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return outReal
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}
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// Div - Element-wise division of two input series. Computes the quotient of corresponding values from two real inputs.
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//
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// outReal[i] = inReal0[i] / inReal1[i]
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func Div(inReal0, inReal1 []float64) []float64 {
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var (
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startIdx int32
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endIdx = int32(len(inReal0) - 1)
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outBegIdx int32
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outNBElement int32
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outReal = make([]float64, len(inReal0))
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)
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if retCode := div(
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startIdx,
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endIdx,
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inReal0,
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inReal1,
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&outBegIdx,
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&outNBElement,
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outReal,
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); SUCCESS != taResult(retCode) {
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slog.Debug("Div", "result", retCode)
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return nil
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}
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return outReal
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}
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// Max - Highest input value over a rolling window of the last optInTimePeriod bars. A moving-window maximum.
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func Max(inReal []float64, optInTimePeriod int) []float64 {
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var (
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startIdx int32
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endIdx = int32(len(inReal) - 1)
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outBegIdx int32
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outNBElement int32
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outReal = make([]float64, len(inReal))
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)
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if retCode := max(
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startIdx,
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endIdx,
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inReal,
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int32(optInTimePeriod),
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&outBegIdx,
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&outNBElement,
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outReal,
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); SUCCESS != taResult(retCode) {
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slog.Debug("Max", "result", retCode)
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return nil
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}
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return outReal
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}
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// MaxIndex - Returns the index of the highest input value within a rolling window of optInTimePeriod bars.
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// Same as Max but outputs the location instead of the value.
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//
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// outInteger[i] = argmax_{j in [i-optInTimePeriod+1, i]} inReal[j]
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func MaxIndex(inReal []float64, optInTimePeriod int) []int32 {
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var (
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startIdx int32
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endIdx = int32(len(inReal) - 1)
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outBegIdx int32
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outNBElement int32
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outInteger = make([]int32, len(inReal))
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)
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if retCode := maxIndex(
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startIdx,
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endIdx,
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inReal,
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int32(optInTimePeriod),
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&outBegIdx,
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&outNBElement,
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outInteger,
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); SUCCESS != taResult(retCode) {
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slog.Debug("MaxIndex", "result", retCode)
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return nil
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}
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return outInteger
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}
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// Min - Rolling minimum: the lowest input value over the trailing period.
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//
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// outReal[i] = min(inReal[i-optInTimePeriod+1 .. i])
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func Min(inReal []float64, optInTimePeriod int) []float64 {
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var (
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startIdx int32
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endIdx = int32(len(inReal) - 1)
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outBegIdx int32
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outNBElement int32
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outReal = make([]float64, len(inReal))
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)
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if retCode := min(
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startIdx,
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endIdx,
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inReal,
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int32(optInTimePeriod),
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&outBegIdx,
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&outNBElement,
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outReal,
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); SUCCESS != taResult(retCode) {
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slog.Debug("Min", "result", retCode)
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return nil
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}
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return outReal
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}
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// MinIndex - Returns the absolute index of the lowest value within a rolling window of the given period.
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// Same scan as Min but outputs the position of the minimum rather than its value.
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//
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// outInteger[t] = argmin_{t-period+1 <= i <= t} inReal[i] (absolute index into inReal)
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func MinIndex(inReal []float64, optInTimePeriod int) []int32 {
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var (
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startIdx int32
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endIdx = int32(len(inReal) - 1)
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outBegIdx int32
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outNBElement int32
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outInteger = make([]int32, len(inReal))
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)
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if retCode := minIndex(
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startIdx,
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endIdx,
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inReal,
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int32(optInTimePeriod),
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&outBegIdx,
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&outNBElement,
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outInteger,
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); SUCCESS != taResult(retCode) {
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slog.Debug("MinIndex", "result", retCode)
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return nil
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}
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return outInteger
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}
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// MinMax - Returns both the lowest and highest values of the input over a rolling window of the last optInTimePeriod bars.
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// An overlap-study companion to Min and Max that computes both extrema in one pass.
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// @param inReal The input data series.
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// @param optInTimePeriod The number of bars (or periods) to look back for the lowest and highest values.
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// @return Two slices: the first contains the rolling minimum values, and the second contains the rolling maximum values.
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func MinMax(inReal []float64, optInTimePeriod int) ([]float64, []float64) {
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var (
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startIdx int32
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endIdx = int32(len(inReal) - 1)
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outBegIdx int32
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outNBElement int32
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outMin = make([]float64, len(inReal))
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outMax = make([]float64, len(inReal))
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)
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if retCode := minMax(
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startIdx,
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endIdx,
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inReal,
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int32(optInTimePeriod),
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&outBegIdx,
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&outNBElement,
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outMin,
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outMax,
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); SUCCESS != taResult(retCode) {
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slog.Debug("MinMax", "result", retCode)
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return nil, nil
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}
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return outMin, outMax
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}
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// MinMaxIndex - Returns the absolute input indices of the lowest and highest values within each rolling window of optInTimePeriod bars. Index variant of MinMax.
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//
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// For each t: outMaxIdx[t] = argmax_{i in [t-N+1, t]} inReal[i]; outMinIdx[t] = argmin over the same window (N = optInTimePeriod).
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func MinMaxIndex(inReal []float64, optInTimePeriod int) ([]int32, []int32) {
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var (
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startIdx int32
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endIdx = int32(len(inReal) - 1)
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outBegIdx int32
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outNBElement int32
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outMinIndex = make([]int32, len(inReal))
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outMaxIndex = make([]int32, len(inReal))
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)
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if retCode := minMaxIndex(
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startIdx,
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endIdx,
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inReal,
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int32(optInTimePeriod),
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&outBegIdx,
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&outNBElement,
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outMinIndex,
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outMaxIndex,
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); SUCCESS != taResult(retCode) {
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slog.Debug("MinMaxIndex", "result", retCode)
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return nil, nil
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}
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return outMinIndex, outMaxIndex
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}
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// Mult - Element-wise multiplication of two input series.
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// Produces outReal[i] = inReal0[i] * inReal1[i].
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func Mult(inReal0, inReal1 []float64) []float64 {
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var (
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startIdx int32
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endIdx = int32(len(inReal0) - 1)
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outBegIdx int32
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outNBElement int32
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outReal = make([]float64, len(inReal0))
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)
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if retCode := mult(
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startIdx,
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endIdx,
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inReal0,
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inReal1,
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&outBegIdx,
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&outNBElement,
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outReal,
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); SUCCESS != taResult(retCode) {
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slog.Debug("Mult", "result", retCode)
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return nil
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}
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return outReal
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}
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// Sub - Element-wise vector subtraction of two input series. Outputs inReal0 minus inReal1 at each index.
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//
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// outReal[i] = inReal0[i] - inReal1[i]
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func Sub(inReal0, inReal1 []float64) []float64 {
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var (
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startIdx int32
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endIdx = int32(len(inReal0) - 1)
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outBegIdx int32
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outNBElement int32
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outReal = make([]float64, len(inReal0))
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)
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if retCode := sub(
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startIdx,
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endIdx,
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inReal0,
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inReal1,
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&outBegIdx,
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&outNBElement,
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outReal,
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); SUCCESS != taResult(retCode) {
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slog.Debug("Sub", "result", retCode)
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return nil
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}
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return outReal
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}
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// Sum - Rolling sum of the input over a fixed period.
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// Each output is the sum of the most recent optInTimePeriod input values.
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func Sum(inReal []float64, optInTimePeriod int) []float64 {
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var (
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startIdx int32
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endIdx = int32(len(inReal) - 1)
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outBegIdx int32
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outNBElement int32
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outReal = make([]float64, len(inReal))
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)
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if retCode := sum(
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startIdx,
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endIdx,
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inReal,
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int32(optInTimePeriod),
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&outBegIdx,
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&outNBElement,
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outReal,
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); SUCCESS != taResult(retCode) {
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slog.Debug("Sum", "result", retCode)
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return nil
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}
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return outReal
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}
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