daa

Documentation

Index

• Variables
• func New(args map[string]json.RawMessage) (strategy.Strategy, error)
• type KellersDefensiveAssetAllocation
  • func (daa *KellersDefensiveAssetAllocation) Compute(ctx context.Context, begin, end time.Time) (data.PortfolioPlan, *data.SecurityAllocation, error)

Variables

var (
	ErrCouldNotRetrieveData = errors.New("could not retrieve eod data")
)

Functions

func New

func New(args map[string]json.RawMessage) (strategy.Strategy, error)

New constructs a new Kellers DAA strategy

Types

type KellersDefensiveAssetAllocation

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

KellersDefensiveAssetAllocation strategy type

func (*KellersDefensiveAssetAllocation) Compute

func (daa *KellersDefensiveAssetAllocation) Compute(ctx context.Context, begin, end time.Time) (data.PortfolioPlan, *data.SecurityAllocation, error)

Compute signal