Documentation ¶
Index ¶
- func Annually() func(t time.Time, _ []float64) bool
- func Daily() func(t time.Time, _ []float64) bool
- func Monthly() func(t time.Time, currentWeights []float64) bool
- func Never() func(t time.Time, currentWeights []float64) bool
- func Quarterly() func(t time.Time, _ []float64) bool
- func TruncateTableWithLookBack(end, start time.Time, dur Window, table returns.Table) returns.Table
- func TruncateWithLookBack(end, start time.Time, dur Window, returns returns.List) returns.List
- func Weekly() func(t time.Time, _ []float64) bool
- type ConstantWeights
- type EqualWeights
- type Interval
- type IntervalCheckFunc
- type PolicyWeightCalculatorFunc
- type Window
- func (dur Window) Add(t time.Time) time.Time
- func (dur Window) Function(today time.Time, table returns.Table) returns.Table
- func (dur Window) IsSet() bool
- func (dur Window) Options() []Window
- func (dur Window) String() string
- func (dur Window) Sub(t time.Time) time.Time
- func (dur Window) Validate() error
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
func TruncateWithLookBack ¶
Types ¶
type ConstantWeights ¶
type ConstantWeights []float64
type EqualWeights ¶
type EqualWeights struct{}
type IntervalCheckFunc ¶
type PolicyWeightCalculatorFunc ¶ added in v0.1.1
type PolicyWeightCalculatorFunc func(ctx context.Context, today time.Time, assets returns.Table, currentWeights []float64) ([]float64, error)
PolicyWeightCalculatorFunc can be used to wrap a function and pass it into Run as a PolicyWeightCalculator
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