Question

我有这个功能：

let calculate (candles: CandleData list) : decimal list =
    let inline range (q: CandleData) = q.High - q.Low
    let inline price (q: CandleData) = range q / 2m + q.Low

    let rec update (candles: CandleData list) (output: decimal list) lastPrice priceTracker rangeTracker stateTracker lambda =
        match candles with
        | [] -> output
        | h::t ->
            let priceTracker' = 0.2m * (price h - lastPrice) + 0.8m * priceTracker
            let rangeTracker' = 0.1m * (range h) + 0.8m * rangeTracker
            let lambda        = if rangeTracker <> 0m then abs(priceTracker / rangeTracker) else lambda
            let sqr           = decimal (sqrt (double (lambda * lambda * lambda * lambda + 16m * lambda * lambda)))
            let alpha         = (-lambda * lambda + sqr) / 8m
            let stateTracker' = alpha * price h + (1m - alpha) * stateTracker
            update t (output @ [decimal stateTracker']) (price h) priceTracker' rangeTracker' stateTracker' lambda

    update candles [] (price candles.Head) 0m (range candles.Head) (price candles.Head) 0.01m

它对列表进行操作，但我想知道使用数组是否没有意义，因为数据最初是作为数组出现的，所以我必须将其转换为列表，然后依次遍历它，就像数组。

但是如果我将其转换为数组，头/尾部分不会每次都重新创建数组吗？那么我应该保持数组完整并使用索引进行迭代吗？

Answer 1

另一种方法是使用 mapFold：

let calculate3 (candles : _[]) =
    let inline range (q: CandleData) = q.High - q.Low
    let inline price (q: CandleData) = range q / 2m + q.Low

    let init = price candles.[0], 0m, range candles.[0], price candles.[0], 0.01m
    (init, candles)
    ||> Array.mapFold (fun (lastPrice, priceTracker, rangeTracker, stateTracker, lambda) candle ->
            let priceTracker' = 0.2m * (price candle - lastPrice) + 0.8m * priceTracker
            let rangeTracker' = 0.1m * (range candle) + 0.8m * rangeTracker
            let lambda        = if rangeTracker <> 0m then abs(priceTracker / rangeTracker) else lambda
            let sqr           = decimal (sqrt (double (lambda * lambda * lambda * lambda + 16m * lambda * lambda)))
            let alpha         = (-lambda * lambda + sqr) / 8m
            let stateTracker' = alpha * price candle + (1m - alpha) * stateTracker
            stateTracker, (price candle, priceTracker', rangeTracker', stateTracker', lambda) )
    |> fst

它的工作原理类似于 scan，但同时生成一个数组。

Answer 2

如果您想避免转换为 list 的成本并仍将其保留为惯用的 F#，您可以 scan 原始数组而不是递归：

let calculate (candles : _[]) =
    let inline range (q: CandleData) = q.High - q.Low
    let inline price (q: CandleData) = range q / 2m + q.Low

    let init = price candles.[0], 0m, range candles.[0], price candles.[0], 0.01m
    (init, candles)
        ||> Seq.scan (fun (lastPrice, priceTracker, rangeTracker, stateTracker, lambda) candle ->
            let priceTracker' = 0.2m * (price candle - lastPrice) + 0.8m * priceTracker
            let rangeTracker' = 0.1m * (range candle) + 0.8m * rangeTracker
            let lambda        = if rangeTracker <> 0m then abs(priceTracker / rangeTracker) else lambda
            let sqr           = decimal (sqrt (double (lambda * lambda * lambda * lambda + 16m * lambda * lambda)))
            let alpha         = (-lambda * lambda + sqr) / 8m
            let stateTracker' = alpha * price candle + (1m - alpha) * stateTracker
            price candle, priceTracker', rangeTracker', stateTracker', lambda)
        |> Seq.map (fun (lastPrice, priceTracker, rangeTracker, stateTracker, lambda) ->
            stateTracker)
        |> Seq.skip 1
        |> Seq.toArray

递归 F# 函数中的数组与列表

2 个答案: