seek

Documentation

Index

• Variables
• func New(args map[string]json.RawMessage) (strategy.Strategy, error)
• type ByStartDur
  • func (a ByStartDur) Len() int
  • func (a ByStartDur) Less(i, j int) bool
  • func (a ByStartDur) Swap(i, j int)
• type Period
• type SeekingAlphaQuant
  • func (seek *SeekingAlphaQuant) Compute(ctx context.Context, begin, end time.Time) (data.PortfolioPlan, *data.SecurityAllocation, error)

Variables

var (
	ErrHoldings      = errors.New("portfolio must contain at least 2 holdings")
	ErrInvalidPeriod = errors.New("period must be one of 'Weekly' or 'Monthly'")
	ErrInvalidRisk   = errors.New("risk i dicator must be one of 'None' or 'Momentum'")
)

Functions

func New

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

New Construct a new Momentum Driven Earnings Prediction (seek) strategy

Types

type ByStartDur

type ByStartDur []*Period

func (ByStartDur) Len

func (a ByStartDur) Len() int

func (ByStartDur) Less

func (a ByStartDur) Less(i, j int) bool

func (ByStartDur) Swap

func (a ByStartDur) Swap(i, j int)

type Period

type Period struct {
	Security *data.Security
	Begin    time.Time
	End      time.Time
}

type SeekingAlphaQuant

type SeekingAlphaQuant struct {
	NumHoldings   int
	OutSecurity   *data.Security
	RiskIndicator string
	Period        dataframe.Frequency
	// contains filtered or unexported fields
}

func (*SeekingAlphaQuant) Compute

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

Compute signal