factorzoo

package

v0.0.0-...-c0411a1 Latest Latest Go to latest Published: Apr 8, 2024 License: AGPL-3.0 Imports: 6 Imported by: 0

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Repository

github.com/goodman3654/bbgo

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Documentation ¶

Index ¶

func CalculateKLinesPMR(allKLines []types.KLine, window int) float64
func CalculateKLinesPVD(allKLines []types.KLine, window int) float64
type KLineValueMapper
type MOM
type PMR
type PVD
type RR
type VMOM

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

func CalculateKLinesPMR ¶

func CalculateKLinesPMR(allKLines []types.KLine, window int) float64

func CalculateKLinesPVD ¶

func CalculateKLinesPVD(allKLines []types.KLine, window int) float64

Types ¶

type KLineValueMapper ¶

type KLineValueMapper func(k types.KLine) float64

type MOM ¶

type MOM struct {
	types.SeriesBase
	types.IntervalWindow

	// Values
	Values    floats.Slice
	LastValue float64

	EndTime time.Time

	UpdateCallbacks []func(val float64)
	// contains filtered or unexported fields
}

func (*MOM) Bind ¶

func (inc *MOM) Bind(updater indicator.KLineWindowUpdater)

func (*MOM) CalculateAndUpdate ¶

func (inc *MOM) CalculateAndUpdate(allKLines []types.KLine)

func (*MOM) EmitUpdate ¶

func (inc *MOM) EmitUpdate(val float64)

func (*MOM) Index ¶

func (inc *MOM) Index(i int) float64

func (*MOM) Last ¶

func (inc *MOM) Last(i int) float64

func (*MOM) Length ¶

func (inc *MOM) Length() int

func (*MOM) OnUpdate ¶

func (inc *MOM) OnUpdate(cb func(val float64))

func (*MOM) PushK ¶

func (inc *MOM) PushK(k types.KLine)

func (*MOM) Update ¶

func (inc *MOM) Update(open, close float64)

type PMR ¶

type PMR struct {
	types.IntervalWindow
	types.SeriesBase

	Values  floats.Slice
	SMA     *indicator.SMA
	EndTime time.Time
	// contains filtered or unexported fields
}

func (*PMR) Bind ¶

func (inc *PMR) Bind(updater indicator.KLineWindowUpdater)

func (*PMR) CalculateAndUpdate ¶

func (inc *PMR) CalculateAndUpdate(allKLines []types.KLine)

func (*PMR) EmitUpdate ¶

func (inc *PMR) EmitUpdate(value float64)

func (*PMR) Index ¶

func (inc *PMR) Index(i int) float64

func (*PMR) Last ¶

func (inc *PMR) Last(i int) float64

func (*PMR) Length ¶

func (inc *PMR) Length() int

func (*PMR) OnUpdate ¶

func (inc *PMR) OnUpdate(cb func(value float64))

func (*PMR) PushK ¶

func (inc *PMR) PushK(k types.KLine)

func (*PMR) Update ¶

func (inc *PMR) Update(price float64)

type PVD ¶

type PVD struct {
	types.IntervalWindow
	types.SeriesBase

	Values  floats.Slice
	Prices  *types.Queue
	Volumes *types.Queue
	EndTime time.Time
	// contains filtered or unexported fields
}

func (*PVD) Bind ¶

func (inc *PVD) Bind(updater indicator.KLineWindowUpdater)

func (*PVD) CalculateAndUpdate ¶

func (inc *PVD) CalculateAndUpdate(allKLines []types.KLine)

func (*PVD) EmitUpdate ¶

func (inc *PVD) EmitUpdate(value float64)

func (*PVD) Index ¶

func (inc *PVD) Index(i int) float64

func (*PVD) Last ¶

func (inc *PVD) Last(i int) float64

func (*PVD) Length ¶

func (inc *PVD) Length() int

func (*PVD) OnUpdate ¶

func (inc *PVD) OnUpdate(cb func(value float64))

func (*PVD) PushK ¶

func (inc *PVD) PushK(k types.KLine)

func (*PVD) Update ¶

func (inc *PVD) Update(price float64, volume float64)

type RR ¶

type RR struct {
	types.IntervalWindow
	types.SeriesBase

	Values  floats.Slice
	EndTime time.Time
	// contains filtered or unexported fields
}

func (*RR) Bind ¶

func (inc *RR) Bind(updater indicator.KLineWindowUpdater)

func (*RR) BindK ¶

func (inc *RR) BindK(target indicator.KLineClosedEmitter, symbol string, interval types.Interval)

func (*RR) CalculateAndUpdate ¶

func (inc *RR) CalculateAndUpdate(allKLines []types.KLine)

func (*RR) EmitUpdate ¶

func (inc *RR) EmitUpdate(value float64)

func (*RR) Index ¶

func (inc *RR) Index(i int) float64

func (*RR) Last ¶

func (inc *RR) Last(i int) float64

func (*RR) Length ¶

func (inc *RR) Length() int

func (*RR) LoadK ¶

func (inc *RR) LoadK(allKLines []types.KLine)

func (*RR) OnUpdate ¶

func (inc *RR) OnUpdate(cb func(value float64))

func (*RR) PushK ¶

func (inc *RR) PushK(k types.KLine)

func (*RR) Update ¶

func (inc *RR) Update(price float64)

type VMOM ¶

type VMOM struct {
	types.SeriesBase
	types.IntervalWindow

	// Values
	Values    floats.Slice
	LastValue float64

	EndTime time.Time

	UpdateCallbacks []func(val float64)
	// contains filtered or unexported fields
}

func (*VMOM) Bind ¶

func (inc *VMOM) Bind(updater indicator.KLineWindowUpdater)

func (*VMOM) CalculateAndUpdate ¶

func (inc *VMOM) CalculateAndUpdate(allKLines []types.KLine)

func (*VMOM) EmitUpdate ¶

func (inc *VMOM) EmitUpdate(val float64)

func (*VMOM) Index ¶

func (inc *VMOM) Index(i int) float64

func (*VMOM) Last ¶

func (inc *VMOM) Last(i int) float64

func (*VMOM) Length ¶

func (inc *VMOM) Length() int

func (*VMOM) OnUpdate ¶

func (inc *VMOM) OnUpdate(cb func(val float64))

func (*VMOM) PushK ¶

func (inc *VMOM) PushK(k types.KLine)

func (*VMOM) Update ¶

func (inc *VMOM) Update(volume float64)

Source Files ¶

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