Documentation
¶
Index ¶
- Constants
- Variables
- func NewZapLogger(component string, level zapcore.Level) *zap.Logger
- type Asset
- type Comparison
- type Filter
- type RankOrder
- type Ranking
- type Stack
- type TimeWindow
- type TradingCalendar
- func (c *TradingCalendar) IsOnClose(t time.Time) bool
- func (c *TradingCalendar) IsOnOpen(t time.Time) bool
- func (c *TradingCalendar) IsTradingDay(t time.Time) bool
- func (c *TradingCalendar) NextBusinessDay(t time.Time) time.Time
- func (c *TradingCalendar) NextDayOnClose(t time.Time) TimeWindow
- func (c *TradingCalendar) NextDayOnOpen(t time.Time) TimeWindow
- type Watchlist
- func (w *Watchlist) AddAsset(a Asset)
- func (w *Watchlist) AddFilter(f Filter)
- func (w *Watchlist) AddRanking(r *Ranking)
- func (w *Watchlist) ApplyFilters(symbol string, bars *indicators.BarHistory) bool
- func (w *Watchlist) ApplyRanking(asset *Asset, bars *indicators.BarHistory)
- func (w *Watchlist) RankAssets(assets []Asset)
Constants ¶
const ( Debug = zap.DebugLevel Info = zap.InfoLevel Warn = zap.WarnLevel Error = zap.ErrorLevel Fatal = zap.FatalLevel )
const ( LT = iota GT LE GE )
const ( Ascending = iota Descending )
Variables ¶
var US = "America/New_York"
Functions ¶
Types ¶
type Comparison ¶
type Comparison int
type Filter ¶
type Filter struct {
Indicator indicators.Indicator
Operator Comparison
Value interface{}
}
func NewFilter ¶
func NewFilter(indicator indicators.Indicator, operator Comparison, value interface{}) *Filter
NewFilter creates a new Filter with the given indicator, comparison operator, and value. The indicator should be an implementation of the Indicator interface, which has a Compute method that returns a slice of float64 values.
The operator should be one of the Comparison constants: LT (less than), GT (greater than), LE (less than or equal to), or GE (greater than or equal to).
The value can be either a float64 or an implementation of the Indicator interface. If it's a float64, it represents the value that the indicator's computed result will be compared to. If it's an Indicator, its Compute method will be called to get the value to compare to.
The function returns a pointer to the newly created Filter.
Usage:
filter := NewFilter(MyIndicator{}, LT, 100.0)
filter := NewFilter(MyIndicator{}, LT, OtherIndicator{})
The first example creates a new Filter that uses MyIndicator as the indicator, LT as the comparison operator, and 100.0 as the value to compare to. The second example creates a new Filter that uses MyIndicator as the indicator, LT as the comparison operator, and the result of OtherIndicator's Compute method as the value to compare to.
type Ranking ¶
type Ranking struct {
Indicator indicators.Indicator
Order RankOrder
}
type TimeWindow ¶
func NewTimeWindow ¶
func NewTimeWindow(startHour, startMinute, endHour, endMinute int, location *time.Location) TimeWindow
func TradingWindowUS ¶
func TradingWindowUS() (TimeWindow, error)
TradingWindowUS creates a new TradingWindow struct representing the standard trading hours of AMEX, ARCA, BATS, NYSE, NASDAQ, NYSEARCA. Here are the standard trading hours for these exchanges (in Eastern Time):
- Pre-Market Trading Hours: 4:00 a.m. to 9:30 a.m.
- Regular Trading Hours: 9:30 a.m. to 4:00 p.m.
- After-Market Hours: 4:00 p.m. to 8:00 p.m.
func TradingWindowUSOnClose ¶
func TradingWindowUSOnClose() (TimeWindow, error)
func TradingWindowUSOnOpen ¶
func TradingWindowUSOnOpen() (TimeWindow, error)
type TradingCalendar ¶
type TradingCalendar struct {
Calendar *cal.BusinessCalendar
OnOpen TimeWindow
OnClose TimeWindow
TradingHours TimeWindow
}
func NewTradingCalendarUS ¶
func NewTradingCalendarUS() (*TradingCalendar, error)
NewTradingCalendarUS creates a new TradingCalendar with specified opening and closing trading windows. It initializes a business calendar 'c' and adds US holidays to it. The function takes two arguments: 'OnOpen' and 'OnClose', which are TradingWindow structs representing the opening and closing hours of the trading day, respectively. It returns a TradingCalendar struct.
func (*TradingCalendar) IsOnClose ¶
func (c *TradingCalendar) IsOnClose(t time.Time) bool
IsOnClose checks if the provided time 't' falls within the closing hours of the trading day. It does so by converting the given time to the same location as the calendar. It returns true if 't' is within the closing hours, and false otherwise.
func (*TradingCalendar) IsOnOpen ¶
func (c *TradingCalendar) IsOnOpen(t time.Time) bool
IsOnOpen checks if the provided time 't' falls within the opening hours of the trading day. It does so by converting the given time to the same location as the calendar. It returns true if 't' is within the opening hours, and false otherwise.
func (*TradingCalendar) IsTradingDay ¶
func (c *TradingCalendar) IsTradingDay(t time.Time) bool
IsTradingDay checks if the provided time 't' falls on a trading day according to the calendar 'c'. It returns true if 't' is a trading day, and false otherwise.
func (*TradingCalendar) NextBusinessDay ¶
func (c *TradingCalendar) NextBusinessDay(t time.Time) time.Time
NextBusinessDay returns the next business day after the given time t. It checks if the given time t is a workday according to the TradingCalendar's calendar. If t is not a workday (it's a holiday or a weekend), it adds one day and checks again. It continues this process until it finds a workday, which it then returns. This function does not account for business hours; it only checks the date. If the given time t is already a workday, it will return the same day.
Parameters: t : A time.Time value representing the date to start from.
Returns: The next business day (as a time.Time value) after the given time t, or the same day if t is already a business day.
func (*TradingCalendar) NextDayOnClose ¶
func (c *TradingCalendar) NextDayOnClose(t time.Time) TimeWindow
NextDayOnClose Returns the trading window for the closing hours of the next trading day after the provided time "t".
func (*TradingCalendar) NextDayOnOpen ¶
func (c *TradingCalendar) NextDayOnOpen(t time.Time) TimeWindow
NextDayOnOpen Returns the trading window for the opening hours of the next trading day after the provided time "t".
type Watchlist ¶
func NewWatchlist ¶
func (*Watchlist) AddRanking ¶
func (*Watchlist) ApplyFilters ¶
func (w *Watchlist) ApplyFilters(symbol string, bars *indicators.BarHistory) bool
func (*Watchlist) ApplyRanking ¶
func (w *Watchlist) ApplyRanking(asset *Asset, bars *indicators.BarHistory)
Source Files