48 lines
1.1 KiB
Cython
48 lines
1.1 KiB
Cython
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#encoding:utf-8
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from __future__ import division
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# 基础的cython加速
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def ma_cython(data, ma_length):
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ma = []
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data_window = data[:ma_length]
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test_data = data[ma_length:]
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for new_tick in test_data:
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data_window.pop(0)
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data_window.append(new_tick)
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sum_tick = 0
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for tick in data_window:
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sum_tick += tick
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ma.append(sum_tick/ma_length)
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return ma
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# cython和高速算法
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def ma_cython_online(data, ma_length):
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# 静态声明变量
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cdef int sum_buffer, sum_tick, old_tick, new_tick
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ma = []
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data_window = data[:ma_length]
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test_data = data[ma_length:]
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sum_buffer = 0
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for new_tick in test_data:
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old_tick = data_window.pop(0)
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data_window.append(new_tick)
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if not sum_buffer:
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sum_tick = 0
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for tick in data_window:
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sum_tick += tick
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ma.append(sum_tick/ma_length)
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sum_buffer = sum_tick
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else:
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sum_buffer = sum_buffer - old_tick + new_tick
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ma.append(sum_buffer/ma_length)
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return ma
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