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Index ¶
Constants ¶
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Variables ¶
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var (
ErrCouldNotRetrieveData = errors.New("could not retrieve data")
)
Functions ¶
Types ¶
type AcceleratingDualMomentum ¶
type AcceleratingDualMomentum struct {
// contains filtered or unexported fields
}
func (*AcceleratingDualMomentum) Compute ¶
func (adm *AcceleratingDualMomentum) Compute(ctx context.Context, begin, end time.Time) (data.PortfolioPlan, *data.SecurityAllocation, error)
Compute signal for strategy and return list of positions along with the next predicted set of assets to hold
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