346.数据流中的移动平均值

给定一个整数数据流和一个窗口大小,根据该滑动窗口的大小,计算其所有整数的移动平均值。
示例:
MovingAverage m = new MovingAverage(3);
m.next(1) = 1
m.next(10) = (1 + 10) / 2
m.next(3) = (1 + 10 + 3) / 3
m.next(5) = (10 + 3 + 5) / 3

解法一:双端队列

class MovingAverage {
private:
	LinkedList<Integer> dequeue = new LinkedList<>();
    int size;
    long sum;
public:
    /** Initialize your data structure here. */
    MovingAverage(int size) {
        this.size = size;
    }
    
    double next(int val) {
        if (dequeue.size() == size) 
        	sum -= dequeue.removeFirst();
        dequeue.addLast(val);
        sum += val;
        // System.out.printf("size=%d, val=%d, dequeue=%s, sum=%d\n", size, val, dequeue, sum);
        return (double)sum / dequeue.size();
    }
}
 
/**
 * Your MovingAverage object will be instantiated and called as such:
 * MovingAverage obj = new MovingAverage(size);
 * double param_1 = obj.next(val);
 */
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好的,你的问题是如何使用structured streaming进行股票移动平均线分析,并生成买入和卖出信号? 首先,您需要设置一个流来将股票市场数据输入Structured Streaming。您可以使用Apache Kafka或Apache Flume等流处理引擎来实现这一点。 接下来,您需要使用Structured Streaming窗口累计dj30sum和dj30ct,这将分别计算价格的总和和计数。您可以使用以下代码来实现: ``` from pyspark.sql.functions import * from pyspark.sql.types import * # Schema for the input data inputSchema = StructType([ StructField("symbol", StringType(), True), StructField("date", StringType(), True), StructField("price", DoubleType(), True) ]) # Read data from Kafka topic as a stream df = spark \ .readStream \ .format("kafka") \ .option("kafka.bootstrap.servers", "localhost:9092") \ .option("subscribe", "stock_prices") \ .load() \ .select(from_json(col("value").cast("string"), inputSchema).alias("data")) # Compute the sum and count of prices over a 10-day window windowedCounts = df \ .groupBy(window(col("data.date"), "10 days"), col("data.symbol")) \ .agg(sum(col("data.price")).alias("dj30sum"), count(col("data.price")).alias("dj30ct")) # Compute the average price over the window dj30avg = windowedCounts \ .withColumn("dj30avg", col("dj30sum") / col("dj30ct")) ``` 然后,您需要将dj30avg分开,以生成10天MA和40天MA的移动平均值。您可以使用rolling窗口函数来实现这一点。以下是一个示例代码: ``` # Compute the 10-day moving average dj30ma10 = dj30avg \ .groupBy(col("symbol")) \ .rolling("10 days", "1 day") \ .agg(avg(col("dj30avg")).alias("dj30ma10")) # Compute the 40-day moving average dj30ma40 = dj30avg \ .groupBy(col("symbol")) \ .rolling("40 days", "1 day") \ .agg(avg(col("dj30avg")).alias("dj30ma40")) ``` 最后,您可以比较两个移动平均线来指示买入和卖出信号。例如,如果10天MA上穿40天MA,则会生成一个买入信号。以下是一个示例代码: ``` # Generate buy and sell signals based on the moving averages buySignals = dj30ma10 \ .join(dj30ma40, ["symbol", "window.start"]) \ .filter(col("dj30ma10") > col("dj30ma40")) \ .select(col("symbol"), col("window.start").alias("date"), lit("buy").alias("signal")) sellSignals = dj30ma10 \ .join(dj30ma40, ["symbol", "window.start"]) \ .filter(col("dj30ma10") < col("dj30ma40")) \ .select(col("symbol"), col("window.start").alias("date"), lit("sell").alias("signal")) # Union the buy and sell signals signals = buySignals.union(sellSignals) # Write the signals to a Kafka topic signals \ .writeStream \ .format("kafka") \ .option("kafka.bootstrap.servers", "localhost:9092") \ .option("topic", "trading_signals") \ .option("checkpointLocation", "/path/to/checkpoint/dir") \ .start() ``` 这将生成一个包含买入和卖出信号的流,您可以将其写入Kafka主题以供其他应用程序使用。

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