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mathsupport.py 1.88 KB
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云金杞 提交于 2021-12-18 20:38 . update backtrader files
#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2020 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
unicode_literals)
import math
def average(x, bessel=False):
'''
Args:
x: iterable with len
oneless: (default ``False``) reduces the length of the array for the
division.
Returns:
A float with the average of the elements of x
'''
return math.fsum(x) / (len(x) - bessel)
def variance(x, avgx=None):
'''
Args:
x: iterable with len
Returns:
A list with the variance for each element of x
'''
if avgx is None:
avgx = average(x)
return [pow(y - avgx, 2.0) for y in x]
def standarddev(x, avgx=None, bessel=False):
'''
Args:
x: iterable with len
bessel: (default ``False``) to be passed to the average to divide by
``N - 1`` (Bessel's correction)
Returns:
A float with the standard deviation of the elements of x
'''
return math.sqrt(average(variance(x, avgx), bessel=bessel))
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