ta

package module

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Versions in this module

v0

v0.0.7

Sep 14, 2020

v0.0.6

Sep 14, 2020

Changes in this version

+ type AggFunc = func(*TA) Decimal

type Decimal

+ func BlackScholes(s, k, t, v, r Decimal, isCall bool) Decimal

+ func CDF(x Decimal) Decimal

+ func ImpliedVolatility(expectedCost, s, k, t, r Decimal, isCall bool) Decimal

+ func ImpliedVolatilityWithEstimate(expectedCost, s, k, t, r, estimate Decimal, isCall bool) Decimal

+ func Omega(s, k, t, v, r Decimal) Decimal

type MovingAverage

+ func DoubleMA(period int, ma MovingAverageFunc) MovingAverage

+ func TripleMA(period int, ma MovingAverageFunc) MovingAverage

+ type MultiVarStudy interface

+ LenAll func() []int

+ ToStudy func() (Study, bool)

+ UpdateAll func(values ...Decimal) []Decimal

+ func LockedMulti(s MultiVarStudy) MultiVarStudy

+ type Stream interface

+ Chan func() <-chan Decimal

+ Close func()

+ Update func(v Decimal)

+ func Aggregate(period int, blockOnFull bool) Stream

+ func AggregateFn(fn AggFunc, period int, blockOnFull bool) Stream

+ func StreamFromStudy(s Study, blockOnFull bool) Stream

type Study

+ func LockedStudy(s Study) Study

+ ToMulti func() (MultiVarStudy, bool)

+ type StudyWithSetup interface

+ Setup func(tas ...*TA) (out []*TA)

type TA

+ func ApplyMultiVarStudy(s MultiVarStudy, tas ...*TA) []*TA

+ func ApplyStudy(s Study, tas ...*TA) *TA

+ func (ta *TA) Agg(period int, inPlace bool) *TA

+ func (ta *TA) Cap() int

+ func (ta *TA) Random(seed int64, min, max Decimal) *TA

+ func (ta *TA) Trunc(idx int) *TA

v0.0.5

Sep 11, 2020

Changes in this version

+ type MovingAverage interface

+ Len func() int

+ Setup func(d *TA) *TA

+ Update func(v Decimal) Decimal

type Study

+ func Mean(period int) Study

+ func StdDev(period int) Study

+ func Variance(period int) Study

+ type StudyMulti interface

+ Len func() []int

+ Setup func(...*TA) []*TA

+ Update func(v ...Decimal) []Decimal

+ func MACDMulti(fast, slow, signal MovingAverage) StudyMulti

+ func VWAP(period int) StudyMulti

+ func VWAPBands(up, down Decimal) StudyMulti

type TA

+ func NewCapped(size int) *TA

+ func (ta *TA) CumProd() *TA

+ func (ta *TA) CumSum() *TA

+ func (ta *TA) Dot(o *TA) Decimal

+ func (ta *TA) Get(i int) Decimal

+ func (ta *TA) MACDMulti(fastMA, slowMA, signalMA MovingAverage) (macd, signal, hist *TA, _ StudyMulti)

+ func (ta *TA) Mean(period int) (*TA, Study)

+ func (ta *TA) Product() Decimal

+ func (ta *TA) Set(i int, v Decimal)

+ func (ta *TA) StdDev(period int) (*TA, Study)

+ func (ta *TA) StdDevSum() Decimal

+ func (ta *TA) Uncapped() *TA

+ func (ta *TA) Update(v Decimal) (prev Decimal)

+ func (ta *TA) Variance(period int) (*TA, Study)

+ func (ta *TA) VarianceSum() Decimal

v0.0.4

Sep 8, 2020

Changes in this version

+ const One

+ const Zero

+ func AbsInt(a int) int

+ func AbsInt64(a int) int

+ func CopyFloats(in []float64) []float64

+ func MaxInt(vs ...int) int

+ func MaxInt64(vs ...int64) int64

+ func MaxUint(vs ...uint) uint

+ func MaxUint64(vs ...uint64) uint64

+ func MinInt(vs ...int) int

+ func MinInt64(vs ...int64) int64

+ func MinUint(vs ...uint) uint

+ func MinUint64(vs ...uint64) uint64

+ type Decimal = decimal.Decimal

+ type MACDStudy interface

+ Clone func() MACDStudy

+ Len func() (int, int, int)

+ Setup func(*TA) (*TA, *TA, *TA)

+ Update func(v Decimal) (Decimal, Decimal, Decimal)

+ func MACD(fastPeriod, slowPeriod, signalPeriod int) MACDStudy

+ func MACDExt(fast, slow, signal Study) MACDStudy

+ type MovingAverageFunc func(period int) Study

+ type Study interface

+ Clone func() Study

+ Len func() int

+ Setup func(d *TA) *TA

+ Update func(v Decimal) Decimal

+ func CustomEMA(period int, k Decimal) Study

+ func CustomWMA(period int, weight Decimal) Study

+ func DEMA(period int) Study

+ func EMA(period int) Study

+ func RSI(period int) Study

+ func RSIExt(ma Study) Study

+ func SMA(period int) Study

+ func TEMA(period int) Study

+ func WMA(period int) Study

+ type TA struct

+ func Average(tas ...*TA) *TA

+ func HLC3(high, low, close *TA) *TA

+ func New(vs []float64, transformers ...func(float64) float64) *TA

+ func NewSize(size int, cap bool) *TA

+ func (ta *TA) Acos() *TA

+ func (ta *TA) Add(o *TA) *TA

+ func (ta *TA) Append(v Decimal) *TA

+ func (ta *TA) Asin() *TA

+ func (ta *TA) At(i int) Decimal

+ func (ta *TA) Atan() *TA

+ func (ta *TA) Avg() Decimal

+ func (ta *TA) Capped() *TA

+ func (ta *TA) Ceil() *TA

+ func (ta *TA) Copy() *TA

+ func (ta *TA) Cos() *TA

+ func (ta *TA) Cosh() *TA

+ func (ta *TA) Crossover(o *TA) bool

+ func (ta *TA) Crossunder(o *TA) bool

+ func (ta *TA) DEMA(period int) (*TA, Study)

+ func (ta *TA) Div(o *TA) *TA

+ func (ta *TA) EMA(period int) (*TA, Study)

+ func (ta *TA) Equal(o *TA) bool

+ func (ta *TA) Exp() *TA

+ func (ta *TA) Fill(start, length int, v Decimal) *TA

+ func (ta *TA) Floats() []float64

+ func (ta *TA) Floor() *TA

+ func (ta *TA) Format(f fmt.State, c rune)

+ func (ta *TA) GroupBy(fn func(idx int, v Decimal) (group bool), aggFn func(*TA) Decimal, ...) *TA

+ func (ta *TA) Last() Decimal

+ func (ta *TA) Len() int

+ func (ta *TA) Ln() *TA

+ func (ta *TA) Log10() *TA

+ func (ta *TA) MACD(fastPeriod, slowPeriod, signalPeriod int) (macd, signal, hist *TA, ma MACDStudy)

+ func (ta *TA) MACDExt(fastMA, slowMA, signalMA Study) (macd, signal, hist *TA, ma MACDStudy)

+ func (ta *TA) Map(fn func(Decimal) Decimal, inPlace bool) *TA

+ func (ta *TA) Mapf(fn func(float64) float64, inPlace bool) *TA

+ func (ta *TA) Max() (idx int, v Decimal)

+ func (ta *TA) Min() (idx int, v Decimal)

+ func (ta *TA) MovingAverage(fn MovingAverageFunc, period int) (*TA, Study)

+ func (ta *TA) Mul(o *TA) *TA

+ func (ta *TA) PushCapped(v Decimal) (prev Decimal)

+ func (ta *TA) RSI(period int) (*TA, Study)

+ func (ta *TA) Raw() []Decimal

+ func (ta *TA) Reduce(fn func(prev, v Decimal) Decimal, initial Decimal) Decimal

+ func (ta *TA) Reverse() *TA

+ func (ta *TA) SMA(period int) (*TA, Study)

+ func (ta *TA) SetAt(i int, v Decimal)

+ func (ta *TA) Sin() *TA

+ func (ta *TA) Sinh() *TA

+ func (ta *TA) Slice(i, j int) *TA

+ func (ta *TA) Split(segSize int, copy bool) []*TA

+ func (ta *TA) SplitFn(fn func(idx int, v Decimal) (split bool), copy bool) []*TA

+ func (ta *TA) Sqrt() *TA

+ func (ta *TA) Sub(o *TA) *TA

+ func (ta *TA) Sum() Decimal

+ func (ta *TA) TEMA(period int) (*TA, Study)

+ func (ta *TA) Tan() *TA

+ func (ta *TA) Tanh() *TA

+ func (ta *TA) WMA(period int) (*TA, Study)

v0.0.3-alpha

Sep 7, 2020

v0.0.2-alpha

Sep 7, 2020

v0.0.1-alpha

Sep 3, 2020

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