104 lines
2.2 KiB
Go
104 lines
2.2 KiB
Go
package strategy
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import (
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"sync/atomic"
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"github.com/shopspring/decimal"
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)
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// =========================
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// SMA（固定窗寬；單寫多讀 + atomic 快照）
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// =========================
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// smaCore：單 writer 的核心計算（ring buffer + 滑動平均）
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type smaCore struct {
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window uint
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// 狀態（單 writer）
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buf []decimal.Decimal // ring buffer
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head int // 下一個覆蓋位置
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size uint // 目前填充數量（<= window）
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sum decimal.Decimal
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ready bool
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}
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func newSMACore(window uint) *smaCore {
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if window == 0 {
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panic("SMA window must be > 0")
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}
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return &smaCore{
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window: window,
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buf: make([]decimal.Decimal, window),
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}
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}
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// Push 只能被**單一** goroutine（writer）呼叫。
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func (s *smaCore) Push(x decimal.Decimal) (decimal.Decimal, bool) {
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// 填充期
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if s.size < s.window {
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s.buf[s.head] = x
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s.sum = s.sum.Add(x)
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s.head = (s.head + 1) % int(s.window)
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s.size++
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if s.size == s.window {
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s.ready = true
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}
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return s.sum.Div(decimal.NewFromInt(int64(s.size))), s.ready
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}
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// 滿窗：移除最舊，加入最新
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old := s.buf[s.head]
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s.buf[s.head] = x
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s.head = (s.head + 1) % int(s.window)
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s.sum = s.sum.Sub(old).Add(x)
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avg := s.sum.Div(decimal.NewFromInt(int64(s.window)))
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return avg, true
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}
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// SMASnapshot 對外發佈的不可變快照（多 reader 零鎖 Load）
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type SMASnapshot struct {
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Window uint
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Value decimal.Decimal
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Ready bool
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LastInput decimal.Decimal
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Size uint // 當前填充數量（<=Window）
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}
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// SMA 對外使用的快照發佈器（單寫多讀）
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type SMA struct {
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core *smaCore
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last decimal.Decimal
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snap atomic.Value // holds SMASnapshot
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}
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func NewSMA(window uint) *SMA {
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s := &SMA{core: newSMACore(window)}
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s.snap.Store(SMASnapshot{Window: window})
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return s
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}
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// Update 僅允許**單一 writer**呼叫
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func (s *SMA) Update(x decimal.Decimal) SMASnapshot {
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val, ready := s.core.Push(x)
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s.last = x
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ss := SMASnapshot{
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Window: s.core.window,
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Value: val,
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Ready: ready,
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LastInput: x,
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Size: s.core.size,
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}
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s.snap.Store(ss)
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return ss
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}
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// Load 多 reader 零鎖讀最新快照
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func (s *SMA) Load() SMASnapshot {
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return s.snap.Load().(SMASnapshot)
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}
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