如何用js实现talib的LINEARREG_SLOPE功能？

Question

TaLib 的代码：https://sourceforge.net/p/ta-lib/code/HEAD/tree/trunk/ta-lib/c/src/ta_func/ta_LINEARREG_SLOPE.c#l331

我想要这样的 JavaScript 函数：

functuin linearRegressionSlope(arr, range) {
  return [...slopeVal]
}

我试着按照上面的源码实现了一个，结果发现和它不一致：

const data = [1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20]
let today = 0
const optInTimePeriod = 5
const SumX = optInTimePeriod * (optInTimePeriod - 1) * 0.5
const SumXSqr =
  (optInTimePeriod * (optInTimePeriod - 1) * (2 * optInTimePeriod - 1)) / 6
const Divisor = SumX * SumX - optInTimePeriod * SumXSqr
const outReal = []
while (today <= data.length - 1) {
  let SumXY = 0
  let SumY = 0
  for (let i = optInTimePeriod; i > 0; i--) {
    SumY += data[today - i]
    SumXY += i * data[today - i]
  }
  outReal.push((optInTimePeriod * SumXY - SumX * SumY) / Divisor)
  today++
}
console.log(outReal)

你可以通过talib-binding

测试

const {LINEARREG_SLOPE} = require('talib-binding')
console.log(LINEARREG_SLOPE(data, optInTimePeriod))

Answer 1

原始代码有 for 循环就像

    for(int i = 5; i-- != 0; )
      printf("%d ", i);

打印出：4 3 2 1 0

并且您的循环迭代 5 4 3 2 1。也许是这个原因。

如何用js实现talib的LINEARREG_SLOPE功能？

How to implement talib's LINEARREG_SLOPE function with js?

javascript

ta-lib