floats

package

v1.58.0 Latest Latest Go to latest Published: Mar 19, 2024 License: AGPL-3.0 Imports: 3 Imported by: 20

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Repository

github.com/c9s/bbgo

Links

Open Source Insights

Documentation ¶

Index ¶

func Average(arr []float64) float64
func CrossOver(series1 []float64, series2 []float64) bool
func CrossUnder(series1 []float64, series2 []float64) bool
func FindPivot(values Slice, left, right int, f func(a, pivot float64) bool) (float64, bool)
func Group(arr []float64, minDistance float64) []float64
func Higher(arr []float64, x float64) []float64
func LSM(values Slice) float64
func Lower(arr []float64, x float64) []float64
func MinMax(inReal []float64, inTimePeriod int) (outMin []float64, outMax []float64)
func Multiply(inReal0 []float64, inReal1 []float64) []float64
type Map
type Slice
- func New(a ...float64) Slice

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

func Average ¶

func Average(arr []float64) float64

func CrossOver ¶

func CrossOver(series1 []float64, series2 []float64) bool

CrossOver returns true if series1 is crossing over series2.

NOTE: Usually this is used with Media Average Series to check if it crosses for buy signals.
      It assumes first values are the most recent.
      The crossover function does not use most recent value, since usually it's not a complete candle.
      The second recent values and the previous are used, instead.

ported from https://github.com/markcheno/go-talib/blob/master/talib.go

func CrossUnder ¶

func CrossUnder(series1 []float64, series2 []float64) bool

CrossUnder returns true if series1 is crossing under series2.

NOTE: Usually this is used with Media Average Series to check if it crosses for sell signals.

ported from https://github.com/markcheno/go-talib/blob/master/talib.go

func FindPivot ¶ added in v1.48.0

func FindPivot(values Slice, left, right int, f func(a, pivot float64) bool) (float64, bool)

func Group ¶

func Group(arr []float64, minDistance float64) []float64

func Higher ¶

func Higher(arr []float64, x float64) []float64

func LSM ¶ added in v1.48.0

func LSM(values Slice) float64

LSM is the least squares method for linear regression

func Lower ¶

func Lower(arr []float64, x float64) []float64

func MinMax ¶

func MinMax(inReal []float64, inTimePeriod int) (outMin []float64, outMax []float64)

MinMax - Lowest and highest values over a specified period ported from https://github.com/markcheno/go-talib/blob/master/talib.go

func Multiply ¶

func Multiply(inReal0 []float64, inReal1 []float64) []float64

Multiply multiplies two float series

Types ¶

type Map ¶

type Map map[string]float64

func (Map) DivScalar ¶

func (m Map) DivScalar(x float64) Map

func (Map) MulScalar ¶

func (m Map) MulScalar(x float64) Map

func (Map) Normalize ¶

func (m Map) Normalize() Map

func (Map) Sum ¶

func (m Map) Sum() float64

type Slice ¶

type Slice []float64

func New ¶

func New(a ...float64) Slice

func (Slice) Abs ¶

func (s Slice) Abs() (values Slice)

func (Slice) Add ¶ added in v1.48.0

func (s Slice) Add(b Slice) (c Slice)

func (Slice) Addr ¶

func (s Slice) Addr() *Slice

func (*Slice) Append ¶ added in v1.48.0

func (s *Slice) Append(vs ...float64)

func (Slice) Average ¶ added in v1.48.0

func (s Slice) Average() float64

func (Slice) Diff ¶

func (s Slice) Diff() (values Slice)

func (Slice) DivScalar ¶

func (s Slice) DivScalar(x float64) (values Slice)

func (Slice) Dot ¶

func (s Slice) Dot(other Slice) float64

func (Slice) Index ¶

func (s Slice) Index(i int) float64

Index fetches the element from the end of the slice WARNING: it does not start from 0!!!

func (Slice) LSM ¶ added in v1.48.0

func (s Slice) LSM() float64

func (Slice) Last ¶

func (s Slice) Last(i int) float64

Last, Index, Length implements the types.Series interface

func (Slice) Length ¶

func (s Slice) Length() int

func (Slice) Max ¶

func (s Slice) Max() float64

func (Slice) Mean ¶

func (s Slice) Mean() (mean float64)

func (Slice) Min ¶

func (s Slice) Min() float64

func (Slice) Mul ¶

func (s Slice) Mul(other Slice) (values Slice)

func (Slice) MulScalar ¶

func (s Slice) MulScalar(x float64) (values Slice)

func (Slice) NegativeValuesOrZero ¶

func (s Slice) NegativeValuesOrZero() (values Slice)

func (Slice) Normalize ¶

func (s Slice) Normalize() Slice

func (Slice) Pivot ¶ added in v1.41.0

func (s Slice) Pivot(left, right int, f func(a, pivot float64) bool) (float64, bool)

func (*Slice) Pop ¶

func (s *Slice) Pop(i int64) (v float64)

func (Slice) PositiveValuesOrZero ¶

func (s Slice) PositiveValuesOrZero() (values Slice)

func (*Slice) Push ¶

func (s *Slice) Push(v float64)

func (Slice) Sub ¶ added in v1.48.0

func (s Slice) Sub(b Slice) (c Slice)

func (Slice) Sum ¶

func (s Slice) Sum() (sum float64)

func (Slice) Tail ¶

func (s Slice) Tail(size int) Slice

func (Slice) Truncate ¶ added in v1.48.0

func (s Slice) Truncate(size int) Slice

func (*Slice) Update ¶

func (s *Slice) Update(v float64)

Update equals to Push() which push an element into the slice

Source Files ¶

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