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Documentation

Index

• func CalcAPR(y []float64, scale float64) float64
• func CalcMaxDrawDown(values []float64) (pos int, maxDrawDown float64)
• func CalcSharpeRatio(y []float64, scale float64) float64
• func Plot(title string, titles []string, xTicks []string, plotData map[string][]float64, ...) error
• func Sample(y []float64, rate int) []float64
• func SampleString(y []string, rate int) []string

Functions

func CalcAPR

func CalcAPR(y []float64, scale float64) float64

func CalcMaxDrawDown

func CalcMaxDrawDown(values []float64) (pos int, maxDrawDown float64)

func CalcSharpeRatio

func CalcSharpeRatio(y []float64, scale float64) float64

func Plot

func Plot(title string, titles []string, xTicks []string, plotData map[string][]float64, pdfFile string, useLogScale bool) error

func Sample

func Sample(y []float64, rate int) []float64

func SampleString

func SampleString(y []string, rate int) []string