Documentation ¶
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
Types ¶
type Drawdown ¶
type Drawdown struct { Begin int // 回撤开始下标 End int // 回撤结束下标 Recover int // 回撤恢复下标 Rate float32 // 回撤百分比 IsRecovered bool // 是否结束回撤 }
func NewDrawdown ¶
func NewDrawdown() *Drawdown
type Drawdowns ¶
type Drawdowns struct { Data []*Drawdown // 所有的回撤记录 // contains filtered or unexported fields }
func NewDrawdowns ¶
func NewDrawdowns() *Drawdowns
func (*Drawdowns) Calc ¶
drawdown算法原理:先找到最高点,如果开始下降,则纪录最低点,当从最低点上升到超过原有的最高点时,
产生一次回撤,回撤最高点为前最高点,回撤最低点为最低点
func (*Drawdowns) CalcData ¶
func (d *Drawdowns) CalcData(data SequenceData, precision float64)
type SequenceData ¶
type SequenceStat ¶
type SequenceStat struct { Size int Max float64 Min float64 Average float64 Stdev float64 // 样本标准差 Stdevp float64 // 总体标准差 }
func NewSequenceStat ¶
func NewSequenceStat() *SequenceStat
func (*SequenceStat) Calc ¶
func (stat *SequenceStat) Calc(data SequenceData)
func (*SequenceStat) Clear ¶
func (stat *SequenceStat) Clear()
type SliceFloat64 ¶
type SliceFloat64 struct {
Data []float64
}
func NewSliceFloat64 ¶
func NewSliceFloat64(num int) *SliceFloat64
func (*SliceFloat64) GetAt ¶
func (slice *SliceFloat64) GetAt(index int) float64
func (*SliceFloat64) Len ¶
func (slice *SliceFloat64) Len() int
Click to show internal directories.
Click to hide internal directories.