sortData (var* Data, int Length)
Sorts the Data array in ascending (Length > 0)
or descending (Length < 0) order.
sortIdx (var* Data, int Length): int*
Does not affect the Data array, but returns a sorted
int array of
the indices from the smallest to the greatest Data value.sortRank (var*
Ranks, var* Data, int Length): int*
Stores the rank of any Data element in 0..1 range in
the Ranks array, from 0 for the smallest to 1 for the greatest
element. If the elements are OHLC prices, candle patterns can be encoded this
way for machine learning
algorithms.
findIdx (var* Data, int Length, var Value): int
Returns the index of the highest Data element below or equal to Value,
or -1 when no such element was found. Parameters:
| Data |
var / double array or series to be sorted |
| Rank |
var / double
array to receive the Data ranks. |
| Length |
Length of the Data array; negative for sorting
in descending order. |
| Value |
Value to be found in the Data
array., |
Returns
sortIdx, sortRank: Pointer to a temporary int array
of size Length containing the numbers of the Data
values after sorting.
The array will be overwritten by the next sortIdx or
sortRank call. Returns 0 when a parameter is invalid.
Remarks
- For sorting or searching arrays, the standard C functions qsort and bsearch can alternatively be used. They are available in the stdio.h include file.
Example:
// Spearman trend indicator
var Spearman(var* Data,int Period)
{
Period = clamp(Period,2,g->nLookBack);
int* Idx = sortIdx(Data,Period);
var sum = 0;
int i,n;
for(i=0,n=Period-1; i<Period; i++,n--)
sum += (n-Idx[i])*(n-Idx[i]);
return 1. - 6.*sum/(Period*(Period*Period-1.));
}
See also:
randomize, frechet, series, dataSort
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