stat4trading

Documentation

Index

• func CalculateOutputDataLengthAfterMA(inputDataLength, windowWidth int) int
• func EMA(inputData []float64, windowWidth int, expectedOutputDataLength int) ([]float64, error)
• func FindIntersectionDirections(referenceGraph []float64, investigatedGraph []float64) ([]string, error)
• func FindMax[N Numeric](data []N) (N, int, error)
• func FindMin[N Numeric](data []N) (N, int, error)
• func IsDataSortedASC[N Numeric](data []N) bool
• func IsDataSortedDESC[N Numeric](data []N) bool
• func SMA(inputData []float64, windowWidth int, expectedOutputDataLength int) ([]float64, error)
• func SmoothAdaptive(inData []float64, passesNum int) []float64
• func SmoothBy3Points(inData []float64, passesNum int) []float64
• func SmoothBy5Points(inData []float64, passesNum int) []float64
• func Subtract(initialData []float64, deductibleData []float64) ([]float64, error)
• func WMA(inputData []float64, windowWidth int, expectedOutputDataLength int) ([]float64, error)
• type LineDefinedByParameters
  • func FindEquationOfLineGivenByTwoPoints(lineByTwoPoints LineDefinedByTwoPoints) (LineDefinedByParameters, error)
• type LineDefinedByTwoPoints
• type Numeric
• type PointCoordinates
  • func FindIntersectionPointOfTwoSegments(lineA LineDefinedByTwoPoints, lineB LineDefinedByTwoPoints) (PointCoordinates, bool, error)

Functions

func CalculateOutputDataLengthAfterMA

func CalculateOutputDataLengthAfterMA(inputDataLength, windowWidth int) int

CalculateOutputDataLengthAfterMA Calculates output data length after applying Moving Average window with width = windowWidth to incoming data set with length = inputDataLength

func EMA

func EMA(inputData []float64, windowWidth int, expectedOutputDataLength int) ([]float64, error)

EMA - ExponentialMovingAverage expectedOutputDataLength is the required parameter for self-control. It should be known BEFORE doing smoothing, and if it is calculated incorrectly you can't handle obtained result in a right way. WARNING: Strictly said, when calculating EMA, we should CUT OFF FIRST windowWidth elements before return the result - in contrast to calculating SMA / WMA, But we cut off first windowWidth-1 elements in order to unify the result and make it the SAME LENGTH as the SMA and WMA result.

func FindIntersectionDirections

func FindIntersectionDirections(referenceGraph []float64, investigatedGraph []float64) ([]string, error)

func FindMax

func FindMax[N Numeric](data []N) (N, int, error)

func FindMin

func FindMin[N Numeric](data []N) (N, int, error)

func IsDataSortedASC

func IsDataSortedASC[N Numeric](data []N) bool

func IsDataSortedDESC

func IsDataSortedDESC[N Numeric](data []N) bool

func SMA

func SMA(inputData []float64, windowWidth int, expectedOutputDataLength int) ([]float64, error)

SMA - SimpleMovingAverage expectedOutputDataLength is the required parameter for self-control. It should be known BEFORE doing smoothing, and if it is calculated incorrectly you can't handle obtained result in a right way.

func SmoothAdaptive

func SmoothAdaptive(inData []float64, passesNum int) []float64

SmoothAdaptive performs adaptive smoothing: 5-point smoothing in priority, but if there are not enough points for 5-point smoothing, it does 3-point smoothing, and if there are not enough points even for 3-p smoothing, it just returns the input

func SmoothBy3Points

func SmoothBy3Points(inData []float64, passesNum int) []float64

func SmoothBy5Points

func SmoothBy5Points(inData []float64, passesNum int) []float64

func Subtract

func Subtract(initialData []float64, deductibleData []float64) ([]float64, error)

func WMA

func WMA(inputData []float64, windowWidth int, expectedOutputDataLength int) ([]float64, error)

WMA - WeightedMovingAverage expectedOutputDataLength is the required parameter for self-control. It should be known BEFORE doing smoothing, and if it is calculated incorrectly you can't handle obtained result in a right way.

Types

type LineDefinedByParameters

type LineDefinedByParameters struct {
	ParamA float64
	ParamB float64
}

func FindEquationOfLineGivenByTwoPoints

func FindEquationOfLineGivenByTwoPoints(lineByTwoPoints LineDefinedByTwoPoints) (LineDefinedByParameters, error)

type LineDefinedByTwoPoints

type LineDefinedByTwoPoints struct {
	PointA PointCoordinates
	PointB PointCoordinates
}

type Numeric

type Numeric interface {
	int64 | float64 | int32 | float32 | int
}

type PointCoordinates

type PointCoordinates struct {
	X float64
	Y float64
}

func FindIntersectionPointOfTwoSegments

func FindIntersectionPointOfTwoSegments(lineA LineDefinedByTwoPoints, lineB LineDefinedByTwoPoints) (PointCoordinates, bool, error)

FindIntersectionPointOfTwoSegments - tries to solve a system of two linear equations and returns 3 parameters:

1. Coordinates of intersection point if they are exist
2. Boolean indicating if solution exists, or it does not for example, solution does not exist if: a) two lines are parallel, b) if intersection point exists, but it is outside of the common projection
3. Error in other abnormal situation.

PLEASE NOTE: This function searches intersection of SEGMENTS, NOT LINES!!!