queryhelper

package
v1.4.25 Latest Latest
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Published: Oct 6, 2022 License: GPL-2.0 Imports: 4 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func FilterEMA added in v1.4.0

func FilterEMA(points []dia.FilterPoint, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterMA

func FilterMA(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterMAIR

func FilterMAIR(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterMEDIR added in v1.4.0

func FilterMEDIR(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterVOL added in v1.4.2

func FilterVOL(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterVWAP

func FilterVWAP(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterVWAPIR

func FilterVWAPIR(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func GetData

func GetData() string

GetData Returns trades

Types

type Block

type Block struct {
	Trades    []dia.Trade
	TimeStamp int64
}

type Blockgenerator

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

func NewBlockGenerator

func NewBlockGenerator(trades []dia.Trade) *Blockgenerator

func (*Blockgenerator) GenerateShift

func (bg *Blockgenerator) GenerateShift(firstBlockStartTime, blockSizeSeconds, blockShiftSeconds int64) (tradeBlocks []Block)

func (*Blockgenerator) GenerateSize

func (bg *Blockgenerator) GenerateSize(blockSizeSeconds int64) (tradeBlocks []Block)

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