PINE LIBRARY

FFTLibrary

Library "FFTLibrary" contains a function for performing Fast Fourier Transform (FFT) along with a few helper functions. In general, FFT is defined for complex inputs and outputs. The real and imaginary parts of formally complex data are treated as separate arrays (denoted as x and y). For real-valued data, the array of imaginary parts should be filled with zeros.

FFT function

fft(x, y, dir) : Computes the one-dimensional discrete Fourier transform using an [url=paulbourke.net/miscellaneous/dft/
 ]in-place complex-to-complex FFT algorithm. Note: The transform also produces a mirror copy of the frequency components, which correspond to the signal's negative frequencies.
  Parameters:
    x: float array, real part of the data, array size must be a power of 2
    y: float array, imaginary part of the data, array size must be the same as x; for real-valued input, y must be an array of zeros
    dir: string, options = ["Forward", "Inverse"], defines the direction of the transform: forward" (time-to-frequency) or inverse (frequency-to-time)
  Returns: x, y: tuple (float array, float array), real and imaginary parts of the transformed data (original x and y are changed on output)

Helper functions

fftPower(x, y) : Helper function that computes the power of each frequency component (in other words, Fourier amplitudes squared).
  Parameters:
    x: float array, real part of the Fourier amplitudes
    y: float array, imaginary part of the Fourier amplitudes
  Returns: power: float array of the same length as x and y, Fourier amplitudes squared

fftFreq(N) : Helper function that returns the FFT sample frequencies defined in cycles per timeframe unit. For example, if the timeframe is 5m, the frequencies are in cycles/(5 minutes).
  Parameters:
    N: int, window length (number of points in the transformed dataset)
  Returns: freq : float array of N, contains the sample frequencies (with zero at the start).
CyclesdigitalsignalfilterfourierfouriertransformMATHsignalprocessingstatistics

Perpustakaan pine

Dengan semangat TradingView yang sesungguhnya, penulis telah menerbitkan Kode Pine ini sebagai pustaka sumber terbuka sehingga programmer Pine lain dari komunitas kami dapat menggunakannya kembali. Hormat untuk penulis! Anda dapat menggunakan pustaka ini secara pribadi atau dalam publikasi sumber terbuka lainnya, namun penggunaan kembali kode ini dalam publikasi diatur oleh Tata Tertib.


DISCLAIMER: I am not a financial advisor, and my scripts are for educational purposes only. Any trades you make are at your own risk.

Pernyataan Penyangkalan