beta lib minor retouch

Author: ricardosantos79

beta/libs/ArrayStatistics.pinescript

@@ -6,7 +6,7 @@
 // @description Statistic Functions using arrays.
 library(title="ArrayStatistics")
 
-import RicardoSantos/ArrayExtension/2 as ae
+import RicardoSantos/ArrayExtension/1 as ae
 import RicardoSantos/ArrayOperationsFloat/1 as aof
 
 // @function Root Mean Squared
@@ -49,6 +49,25 @@ export skewness_pearson2 (float[] sample) => //{
 //      https://www.statisticshowto.com/pearsons-coefficient-of-skewness/
 //}}}
 
+// @function Pearson correlation coefficient measures the linear relationship between two datasets.
+// @param sample_a float array, sample with data.
+// @param sample_b float array, sample with data.
+// @returns float p 
+export pearsonr(float[] sample_a, float[] sample_b) => //{
+    int _size_a = array.size(id=sample_a)
+    int _size_b = array.size(id=sample_b)
+    if _size_a > 0 and _size_b > 0
+        float _err_sum_ab = array.covariance(id1=sample_a, id2=sample_b)
+        float _err_sum_a2 = array.stdev(id=sample_a)
+        float _err_sum_b2 = array.stdev(id=sample_b)
+        float _r = _err_sum_ab / (_err_sum_a2 * _err_sum_b2)
+//{
+// usage:
+float[] a = array.from(1.0, 2.0, 3.0, 4.0, 5.0)
+float[] b = array.from(10.0, 9.0, 2.5, 6.0, 4.0)
+plot(pearsonr(a, b))// 0.74
+//}}
+
 // @function Kurtosis of distribution.
 // @param sample float array, data sample.
 // @returns float
@@ -72,7 +91,7 @@ export kurtosis (float[] sample) => //{
 //}}}
 
 // @function Get range around median containing specified percentage of values.
-// @param values float array, Histogram array.
+// @param sample int array, Histogram array.
 // @param percent float, Values percentage around median.
 // @returns tuple with [int, int], Returns the range which containes specifies percentage of values.
 export range_int ( int[] sample, float percent ) => //{

beta/libs/FunctionBestFitFrequency.pinescript

@@ -6,8 +6,48 @@
 // @description TODO: add library description here
 library(title='FunctionBestFitFrequency')
 
-import RicardoSantos/FunctionArrayMovingAverage/1 as ma
-import RicardoSantos/ArrayExtension/2 as ae
+import RicardoSantos/ArrayExtension/1 as ae
+
+// @function Moving Average values for selected data.
+// @param sample float array, sample data values.
+// @param length int, length to smooth the data.
+// @param ommit_initial bool, default=true, ommit values at the start of the data under the length.
+// @param fillna string, default='na', options='na', '0', 'avg'
+// @returns float array
+//  errors: 
+//      length > sample size "Canot call array methods when id of array is na."
+export array_moving_average (float[] sample, int length, bool ommit_initial=true, string fillna='na') => //{
+    int _size = array.size(id=sample)
+    if _size > 1 and _size > length
+        float[] _ma = array.copy(id=sample)
+        float _nav = float(na)
+        if fillna == '0'
+            _nav := 0
+        if fillna == 'avg'
+            _nav := array.avg(id=sample)
+        float[] _ma_total = array.new_float(0)
+        for _i = 0 to _size-1
+            array.push(id=_ma_total, value=array.get(id=sample, index=_i))
+            if array.size(id=_ma_total) > length
+                array.shift(id=_ma_total)
+            if ommit_initial and _i < length
+                array.set(id=_ma, index=_i, value=_nav)
+            else
+                float _avg = array.avg(id=_ma_total)
+                array.set(id=_ma, index=_i, value=_avg)
+        _ma
+//{
+// usage:
+int length = input.int(defval=6)
+bool ommit_init = input.bool(true)
+string fill_na = input.string(defval='na', options=['na', '0', 'avg'])
+rngs0 = array.from(79, 47, 5, 82, 31, 77, 58, 45, 15, 76, 76, 33, 47, 8, 1, 14, 65, 16, 16, 10, 60)
+string tex = str.format('S: {0}', rngs0) 
+for _i = 2 to length
+    tex += str.format('\n{0}: {1}', _i, str.tostring(array_moving_average(rngs0, _i, ommit_init, fill_na), '#.##'))
+if barstate.islast
+    label.new(bar_index, 0.0, tex)
+//}}
 
 // @function Search a frequency range for the fairest moving average frequency.
 // @param sample float array, sample data to based the moving averages.
@@ -20,7 +60,7 @@ export best_fit_frequency (float[] sample, int start, int end) => //{
         int _best = 0
         float _percent = -999
         for _freq = start to end
-            float[] _avg = ma.array_moving_average(sample=sample, length=_freq, ommit_initial=false, fillna='avg')
+            float[] _avg = array_moving_average(sample=sample, length=_freq, ommit_initial=false, fillna='avg')
             float _esum = 0.0
             for _i = 0 to _size-1
                 float _erri = array.get(id=sample, index=_i) - array.get(id=_avg, index=_i)

beta/libs/FunctionDatestring.pinescript

@@ -2,15 +2,18 @@
 // © RicardoSantos
 
 //@version=5
+// @description Methods to stringify date/time, altho there is already builtin support for it.
 library(title='FunctionDatestring')
 
-import RicardoSantos/DebugConsole/2 as console
+import RicardoSantos/DebugConsole/1 as console
 [__T, __C] = console.init(20)
 
 // @function check if string has 1 digits and prefixes a "0" if true.
 prefixdigit (string str) => (str.length(str) == 1 ? '0' : '') + str
 
 // @function a stringified date stamp at specified unix time.
+// @param unixtime int unix timestamp.
+// @returns string
 export datetime (int unixtime=timenow) => //{
     _year = str.tostring(year(unixtime))
     _month = prefixdigit(str.tostring(month(unixtime)))
@@ -22,6 +25,8 @@ export datetime (int unixtime=timenow) => //{
 //}
 
 // @function a stringified date stamp at specified unix time.
+// @param unixtime int unix timestamp.
+// @returns string
 export date_ (int unixtime=timenow) => //{
     _year = str.tostring(year(unixtime))
     _month = prefixdigit(str.tostring(month(unixtime)))
@@ -30,6 +35,8 @@ export date_ (int unixtime=timenow) => //{
 //}
 
 // @function a stringified date stamp at specified unix time.
+// @param unixtime int unix timestamp.
+// @returns string
 export time_ (int unixtime=timenow) => //{
     _hour = prefixdigit(str.tostring(hour(unixtime)))
     _min = prefixdigit(str.tostring(minute(unixtime)))

beta/libs/HarmonicPattern.pinescript

@@ -3,7 +3,7 @@
 
 //@version=5
 
-// @description Functions to detect harmonic patterns
+// @description Functions to detect/check harmonic patterns from provided values.
 library("HarmonicPattern")
 
 // @function Compute the price rate of the line AB divided by the the line BC

beta/libs/Math/MathSpecialFunctionsTestFunctions.pinescript

@@ -10,7 +10,7 @@ library(title='MathSpecialFunctionsTestFunctions')
 //      https://github.com/mathnet/mathnet-numerics/blob/a50d68d52def605a53d129cc60ea3371a2e97548/src/Numerics/SpecialFunctions/TestFunctions.cs
 
 // imports:
-import RicardoSantos/DebugConsole/2 as console
+import RicardoSantos/DebugConsole/1 as console
 [__T, __C] = console.init(25)
 import RicardoSantos/MathConstants/1 as constants
 // constants.Pi2() -> ackley()