indicator

package
v0.0.7 Latest Latest
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 Go to latest Published: Feb 5, 2024 License: GPL-3.0 Imports: 10 Imported by: 0

Documentation

Overview

* Copyright 2021 The Cerebro Authors * * Licensed under the GNU General Public License v3.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * <https:fsf.org/> * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License.

* Copyright 2021 The Cerebro Authors * * Licensed under the GNU General Public License v3.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * <https:fsf.org/> * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License.

* Copyright 2021 The Cerebro Authors * * Licensed under the GNU General Public License v3.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * <https:fsf.org/> * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License.

* Copyright 2021 The Cerebro Authors * * Licensed under the GNU General Public License v3.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * <https:fsf.org/> * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License.

Index

Constants

This section is empty.

Variables

View Source 
var (
	ErrOverDate = e.Error{Code: 1, Message: "raise unexpected error"}
)

Functions

func NewRsiIndicator 

func NewRsiIndicator(period int) *rsiIndicator

func Resampler 

func Resampler(last *Candle, tk Tick, compress time.Duration) error

Rasampler is resample for realtime tick data

func Rma 

func Rma(period int, values []float64) []float64

Types

type Candle 

type Candle struct {
	Date          time.Time  `json:"date"`
	Code          string     `json:"code"`
	Type          CandleType `gorm:"-"`
	Open          int64      `json:"open"`
	High          int64      `json:"high"`
	Low           int64      `json:"low"`
	Close         int64      `json:"close"`
	Volume        int64      `json:"volume"`
	Amount        int64      `json:"amount"`
	IndicateValue int64      `json:"indicateValue"`
}

func ResampleCandle 

func ResampleCandle(compress time.Duration, tick ...Tick) Candle

type CandleBuffer 

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

func NewCandleBuffer 

func NewCandleBuffer(c []Candle) *CandleBuffer

func (*CandleBuffer) Cap 

func (c *CandleBuffer) Cap() int

func (*CandleBuffer) Len 

func (c *CandleBuffer) Len() int

func (*CandleBuffer) Less 

func (c *CandleBuffer) Less(i, j int) bool

func (*CandleBuffer) Next 

func (c *CandleBuffer) Next(n int) []Candle

func (*CandleBuffer) Read 

func (c *CandleBuffer) Read(p []Candle) (n int, err error)

func (*CandleBuffer) Reset 

func (c *CandleBuffer) Reset()

func (*CandleBuffer) Swap 

func (c *CandleBuffer) Swap(i, j int)

func (*CandleBuffer) Truncate 

func (c *CandleBuffer) Truncate(n int)

func (*CandleBuffer) Write 

func (c *CandleBuffer) Write(p []Candle) (n int, err error)

type CandleType 

type CandleType int
const (
	Min CandleType = iota + 1
	Min3
	Min5
	Min15
	Min60
	Day
)

func (CandleType) Duration 

func (c CandleType) Duration() time.Duration

type Candles 

type Candles []Candle

func Resample 

func Resample(tk []Tick, compress time.Duration) Candles

func (Candles) BollingerBand 

func (c Candles) BollingerBand(period int) (bottom []Indicate[float64], mid []Indicate[float64], top []Indicate[float64])

calculate bollinger band with candle period is the number of candles to calculate the mean and standard deviation of the candle period must be greater than 1 and day

func (Candles) Envelope 

func (c Candles) Envelope(period int, up, down float64) (sma, upper, lower []Indicate[float64])

Envelope indicator, period (number) up,down percentage

func (Candles) Len 

func (c Candles) Len() int

func (Candles) Less 

func (c Candles) Less(i, j int) bool

func (Candles) MACD 

func (c Candles) MACD(fast, slow, signal int) (macdLine []Indicate[float64], signalLine []Indicate[float64])

func (Candles) Mean 

func (c Candles) Mean() float64

func (Candles) StandardDeviation 

func (c Candles) StandardDeviation() float64

func (Candles) StochasticFast 

func (c Candles) StochasticFast(k, d, period int) (K, D []Indicate[float64])

func (Candles) StochasticSlow 

func (c Candles) StochasticSlow(k, d, period int) (K, D []Indicate[float64])

func (Candles) Swap 

func (c Candles) Swap(i, j int)

func (Candles) VolumeRatio 

func (c Candles) VolumeRatio(nday int) []Indicate[float64]

type Indicate 

type Indicate[T comparable] struct {
	Data    T
	Date    time.Time
	RawData float64 `json:"rawData,omitempty"`
}

type Indicator 

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

func CombineWithF 

func CombineWithF(minimumWait time.Duration, f func(v ...float64) float64, indicators ...Indicator) Indicator

func (Indicator) Filter 

func (s Indicator) Filter(f func(value Packet) bool) Indicator

func (Indicator) LargeThen 

func (s Indicator) LargeThen(i Indicator)

func (Indicator) Mean 

func (s Indicator) Mean(d time.Duration) Indicator

Mean is average of tick

func (Indicator) ROI 

func (s Indicator) ROI(d time.Duration) Indicator

Roi is rate of increase or decrease per duration Roi is calculated by (end - start) / start * 100 (%) return every tick

func (Indicator) Transaction 

func (s Indicator) Transaction(f func(v Packet))

type InternalIndicator 

type InternalIndicator interface {
	Value
	Start(tick <-chan Tick)
}

InternalIndicator only for internal use

func NewValue 

func NewValue(ctx context.Context, candles Candles) InternalIndicator

type Packet 

type Packet struct {
	Tick    Tick
	Value   float64
	Candles Candles
}

type Spread 

type Spread string
const (
	Bid Spread = "bid"
	Ask Spread = "ask"
)

type Tick 

type Tick struct {
	Date      time.Time         `json:"date"`
	Code      string            `json:"code"`
	AskBid    Spread            `json:"askBid"`
	DiffRate  float64           `json:"diffRate"`
	Price     int64             `json:"price"`
	AccVolume int64             `json:"accVolume"`
	Volume    int64             `json:"volume"`
	Metadata  map[string]string `json:"metadata"`
}

type Ticks 

type Ticks []Tick

func (Ticks) Len 

func (t Ticks) Len() int

func (Ticks) Less 

func (t Ticks) Less(i, j int) bool

func (Ticks) Mean 

func (t Ticks) Mean() float64

func (Ticks) StandardDeviation 

func (t Ticks) StandardDeviation() float64

func (Ticks) Swap 

func (t Ticks) Swap(i, j int)

type TradeHistory 

type TradeHistory struct {
	Date        time.Time `json:"date"`
	Code        string    `json:"code"`
	ASKBID      string    `json:"askbid"`
	Price       float64   `json:"price"`
	Volume      float64   `json:"volume"`
	PrevPrice   float64   `json:"prevPrice"`
	ChangePrice float64   `json:"changePrice"`
	ID          int64     `json:"id"`
}

type Value 

type Value interface {
	Volume() Indicator
	Price() Indicator
	Filter(f func(Tick) bool) Value
}

Source Files

View all Source files

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