marketdata

Documentation

Index

• func CompareBarWithTimestamp(bar *Bar, t time.Time) int
• func StoreBars(w io.Writer, bars Bars) error
• type Bar
  • func NewBarFromAlpaca(alpacaBar marketdata.Bar) *Bar
  • func (b *Bar) Date() date.Date
  • func (b *Bar) GetVWAP() float64
  • func (b *Bar) HeikinAshi(prev *OHLC) *OHLC
  • func (b *Bar) Localize()
• type BarCollector
• type Bars
  • func LoadBars(r io.Reader) (Bars, error)
  • func (bars Bars) BinarySearch(t time.Time) (int, bool)
  • func (bars Bars) ClosePrices() []float64
  • func (bars Bars) IndexForward(t time.Time) (int, bool)
  • func (bars Bars) IndexReverse(t time.Time) (int, bool)
  • func (bars Bars) Last() *Bar
  • func (bars Bars) LastN(n int) Bars
  • func (bars Bars) Localize()
  • func (bars Bars) NextN(index, n int) Bars
  • func (bars Bars) TimeSpan() timespan.TimeSpan
  • func (bars Bars) Timestamps() []time.Time
• type CollectCommand
  • func (cmd *CollectCommand) Init() error
  • func (cmd *CollectCommand) Run() error
• type OHLC
  • func (ohlc *OHLC) Float64s() []float64
  • func (ohlc *OHLC) GetClose() float64
  • func (ohlc *OHLC) GetHigh() float64
  • func (ohlc *OHLC) GetLow() float64
  • func (ohlc *OHLC) GetOpen() float64
  • func (ohlc *OHLC) HL2() float64
  • func (ohlc *OHLC) HLC3() float64
  • func (ohlc *OHLC) HLCC4() float64
  • func (ohlc *OHLC) OCC3() float64
  • func (ohlc *OHLC) OHLC4() float64

Functions

func CompareBarWithTimestamp

func CompareBarWithTimestamp(bar *Bar, t time.Time) int

func StoreBars

func StoreBars(w io.Writer, bars Bars) error

Types

type Bar

type Bar struct {
	Timestamp  time.Time `json:"t"`
	Volume     uint64    `json:"v"`
	TradeCount uint64    `json:"n"`
	VWAP       float64   `json:"vw"`

	*OHLC
}

func NewBarFromAlpaca

func NewBarFromAlpaca(alpacaBar marketdata.Bar) *Bar

func (*Bar) Date

func (b *Bar) Date() date.Date

func (*Bar) GetVWAP

func (b *Bar) GetVWAP() float64

func (*Bar) HeikinAshi

func (b *Bar) HeikinAshi(prev *OHLC) *OHLC

func (*Bar) Localize

func (b *Bar) Localize()

type BarCollector

type BarCollector interface {
	Collect(symbol string, ts timespan.TimeSpan) (Bars, error)
}

type Bars

type Bars []*Bar

func LoadBars

func LoadBars(r io.Reader) (Bars, error)

func (Bars) BinarySearch

func (bars Bars) BinarySearch(t time.Time) (int, bool)

func (Bars) ClosePrices

func (bars Bars) ClosePrices() []float64

func (Bars) IndexForward

func (bars Bars) IndexForward(t time.Time) (int, bool)

func (Bars) IndexReverse

func (bars Bars) IndexReverse(t time.Time) (int, bool)

func (Bars) Last

func (bars Bars) Last() *Bar

func (Bars) LastN

func (bars Bars) LastN(n int) Bars

func (Bars) Localize

func (bars Bars) Localize()

func (Bars) NextN

func (bars Bars) NextN(index, n int) Bars

func (Bars) TimeSpan

func (bars Bars) TimeSpan() timespan.TimeSpan

func (Bars) Timestamps

func (bars Bars) Timestamps() []time.Time

type CollectCommand

type CollectCommand struct {
	End, Start date.Date
	Dir        string
	Symbol     string
	Location   *time.Location
	Collector  BarCollector
}

func (*CollectCommand) Init

func (cmd *CollectCommand) Init() error

func (*CollectCommand) Run

func (cmd *CollectCommand) Run() error

type OHLC

type OHLC struct {
	Open  float64 `json:"o"`
	High  float64 `json:"h"`
	Low   float64 `json:"l"`
	Close float64 `json:"c"`
}

func (*OHLC) Float64s

func (ohlc *OHLC) Float64s() []float64

func (*OHLC) GetClose

func (ohlc *OHLC) GetClose() float64

func (*OHLC) GetHigh

func (ohlc *OHLC) GetHigh() float64

func (*OHLC) GetLow

func (ohlc *OHLC) GetLow() float64

func (*OHLC) GetOpen

func (ohlc *OHLC) GetOpen() float64

func (*OHLC) HL2

func (ohlc *OHLC) HL2() float64

func (*OHLC) HLC3

func (ohlc *OHLC) HLC3() float64

func (*OHLC) HLCC4

func (ohlc *OHLC) HLCC4() float64

func (*OHLC) OCC3

func (ohlc *OHLC) OCC3() float64

func (*OHLC) OHLC4

func (ohlc *OHLC) OHLC4() float64