mdep

package
v0.7.0 Latest Latest
Warning

This package is not in the latest version of its module.

 Go to latest Published: Dec 1, 2023 License: Apache-2.0 Imports: 13 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

View Source 
var (
	ErrInvalidPeriod = errors.New("invalid period")
	ErrHoldings      = errors.New("not enough holdings in portfolio")
	ErrInvalidRisk   = errors.New("risk i dicator must be one of 'None' or 'Momentum'")
)

Functions

func New 

func New(args map[string]json.RawMessage) (strategy.Strategy, error)

New Construct a new Momentum Driven Earnings Prediction (MDEP) strategy

Types

type MomentumDrivenEarningsPrediction 

type MomentumDrivenEarningsPrediction struct {
	NumHoldings   int
	RiskIndicator string
	OutTicker     *data.Security
	Period        dataframe.Frequency
}

func (*MomentumDrivenEarningsPrediction) Compute 

func (mdep *MomentumDrivenEarningsPrediction) Compute(ctx context.Context, begin, end time.Time) (data.PortfolioPlan, *data.SecurityAllocation, error)

Compute signal

type Period 

type Period struct {
	Security *data.Security
	Begin    time.Time
	End      time.Time
}

Source Files

View all Source files

Jump to

Keyboard shortcuts

? : This menu
/ : Search site
f or F : Jump to
y or Y : Canonical URL
go.dev uses cookies from Google to deliver and enhance the quality of its services and to analyze traffic. Learn more.