processor

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v0.0.0-...-e2be882 Latest Latest Go to latest Published: Mar 18, 2024 License: GPL-3.0 Imports: 14 Imported by: 0

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Repository

github.com/drakos74/free-coin

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Open Source Insights

README ¶

Processors

Stats

Stats is the basic stats analysis on the previous price moves.

splits the price movements in x intervals of size t.
maps the change ratio (price_diff / price) to a range of discreet values (rounded logarithm).
predicts the next k intervals based on the previous l ones, using a hidden markov model.

Documentation ¶

Index ¶

Constants
func Audit(name, msg string) string
func Error(name string, err error) string
func History(name string, coin model.Coin, dir string) api.Processor
func NewStateKey(processor string, key model.Key) storage.Key
func NoProcess(name string) api.Processor
func Process(name string, p func(trade *model.TradeSignal) error) api.Processor
func ProcessBufferedWithClose(name string, duration time.Duration, live bool, ...) api.Processor
func ProcessWithClose(name string, p func(trade *model.TradeSignal) error, shutdown func()) api.Processor
func Void(name string) api.Processor
type Enrich
- func Deriv() Enrich
type SignalBuffer
- func NewSignalBuffer(duration time.Duration) (*SignalBuffer, <-chan *model.TradeSignal)
type Strategy
- func NewStrategy(segments *mlmodel.Config) *Strategy

Constants ¶

View Source

const (
	Name = "void"
)

Variables ¶

This section is empty.

Functions ¶

func Audit ¶

func Audit(name, msg string) string

Audit creates an audit message part for the user.

func Error ¶

func Error(name string, err error) string

Error creates an error message part for the user.

func History ¶

func History(name string, coin model.Coin, dir string) api.Processor

History is a grouping processor for past trades.

func NewStateKey ¶

func NewStateKey(processor string, key model.Key) storage.Key

NewStateKey creates a stats internal state key for the registry storage

func NoProcess ¶

func NoProcess(name string) api.Processor

NoProcess is a wrapper for no processor logic

func Process ¶

func Process(name string, p func(trade *model.TradeSignal) error) api.Processor

Process is a wrapper for a processor logic.

func ProcessBufferedWithClose ¶

func ProcessBufferedWithClose(name string, duration time.Duration, live bool, p func(trade *model.TradeSignal) error, shutdown func(), enrich ...Enrich) api.Processor

ProcessBufferedWithClose is a wrapper for a processor logic with a close execution func and buffering logic.

func ProcessWithClose ¶

func ProcessWithClose(name string, p func(trade *model.TradeSignal) error, shutdown func()) api.Processor

ProcessWithClose is a wrapper for a processor logic with a close execution func.

func Void ¶

func Void(name string) api.Processor

Void is a pass-through processor that only propagates trades to the next one.

Types ¶

type Enrich ¶

type Enrich func(trade *model.TradeSignal) *model.TradeSignal

Enrich defines a function that will enrich the trade

func Deriv ¶

func Deriv() Enrich

Deriv defines a processor that will calculate derived values for the trade in this case it is the derivative of first and last value

type SignalBuffer ¶

type SignalBuffer struct {
	// contains filtered or unexported fields
}

SignalBuffer is a consistent signal source that will emit a signal each pre-specified interval.

func NewSignalBuffer ¶

func NewSignalBuffer(duration time.Duration) (*SignalBuffer, <-chan *model.TradeSignal)

NewSignalBuffer creates a new trade buffer.

func (*SignalBuffer) Close ¶

func (sb *SignalBuffer) Close()

func (*SignalBuffer) NoLive ¶

func (sb *SignalBuffer) NoLive() *SignalBuffer

func (*SignalBuffer) Push ¶

func (sb *SignalBuffer) Push(trade *model.TradeSignal)

Push adds an element ot the buffer.

func (*SignalBuffer) WithEcho ¶

func (sb *SignalBuffer) WithEcho() *SignalBuffer

type Strategy ¶

type Strategy struct {
	// contains filtered or unexported fields
}

Strategy is responsible for making a call on weather the signal is good enough to trade on.

func NewStrategy ¶

func NewStrategy(segments *mlmodel.Config) *Strategy

func (*Strategy) Config ¶

func (s *Strategy) Config() mlmodel.Config

func (*Strategy) EnableML ¶

func (s *Strategy) EnableML(c model.Coin, enabled bool) map[string]bool

func (*Strategy) EnableTrader ¶

func (s *Strategy) EnableTrader(c model.Coin, enabled bool) map[string]bool

func (*Strategy) Eval ¶

func (s *Strategy) Eval(trade model.Tick, signal mlmodel.Signal, config *mlmodel.Config) (mlmodel.Signal, model.Key, bool, bool)

func (*Strategy) IsEnabledML ¶

func (s *Strategy) IsEnabledML(k model.Key) bool

func (*Strategy) IsEnabledTrader ¶

func (s *Strategy) IsEnabledTrader(k model.Key) bool

func (*Strategy) IsLive ¶

func (s *Strategy) IsLive(coin model.Coin, trade model.Tick) (bool, bool)

func (*Strategy) Reset ¶

func (s *Strategy) Reset(key model.Key) bool

Reset assesses the current signal validity

func (*Strategy) SetGap ¶

func (s *Strategy) SetGap(coin model.Coin, gap float64) mlmodel.Config

func (*Strategy) SetPrecisionThreshold ¶

func (s *Strategy) SetPrecisionThreshold(coin model.Coin, network string, precision float64) mlmodel.Config

Source Files ¶

View all Source files

Directories ¶

Path	Synopsis
ml
model
net
trade

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