model

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 Go to latest Published: Dec 31, 2024 License: MIT Imports: 2 Imported by: 0

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Constants

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Variables

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Functions

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Types

type AverageCandle 

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

平均足

func NewAverageCandle 

func NewAverageCandle(candles []Candle) *AverageCandle

func (*AverageCandle) Closes 

func (ac *AverageCandle) Closes() []float64

func (*AverageCandle) High 

func (ac *AverageCandle) High() []float64

func (*AverageCandle) Lows 

func (ac *AverageCandle) Lows() []float64

func (*AverageCandle) Opens 

func (ac *AverageCandle) Opens() []float64

type BBands 

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

ボリンジャーバンド

func NewBBands 

func NewBBands(inReal []float64, n int, k float64) *BBands

func (*BBands) Down 

func (bbands *BBands) Down() []float64

func (*BBands) K 

func (bbands *BBands) K() float64

func (*BBands) Mid 

func (bbands *BBands) Mid() []float64

func (*BBands) N 

func (bbands *BBands) N() int

func (*BBands) Up 

func (bbands *BBands) Up() []float64

type Balance 

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

func NewBalance 

func NewBalance(currencyCode string, amount, available float64) *Balance

func (*Balance) Amount 

func (b *Balance) Amount() float64

func (*Balance) Available 

func (b *Balance) Available() float64

func (*Balance) CurrencyCode 

func (b *Balance) CurrencyCode() string

type Candle 

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

func NewCandle 

func NewCandle(productCode string, duration time.Duration, candleTime CandleTime, open, close, high, low, volume float64) *Candle

func (*Candle) Close 

func (candle *Candle) Close() float64

func (*Candle) Duration 

func (candle *Candle) Duration() time.Duration

func (*Candle) High 

func (candle *Candle) High() float64

func (*Candle) Low 

func (candle *Candle) Low() float64

func (*Candle) Open 

func (candle *Candle) Open() float64

func (*Candle) ProductCode 

func (candle *Candle) ProductCode() string

func (*Candle) Time 

func (candle *Candle) Time() CandleTime

func (*Candle) Volume 

func (candle *Candle) Volume() float64

type CandleTime 

type CandleTime time.Time

func NewCandleTime 

func NewCandleTime(timeTime time.Time) CandleTime

func NewCandleTimeByString 

func NewCandleTimeByString(timeString string) CandleTime

UTCでパースして返す

func (CandleTime) Equal 

func (candleTime CandleTime) Equal(compareTime CandleTime) bool

func (CandleTime) Format 

func (candleTime CandleTime) Format(layout string) string

func (CandleTime) Time 

func (candleTime CandleTime) Time() time.Time

func (CandleTime) TruncateHour 

func (candleTime CandleTime) TruncateHour(localTime *time.Location, hour int) CandleTime

hour時を境に切り捨てた時間

type ChildOrderType 

type ChildOrderType string
const (
	ChildOrderTypeLimit  ChildOrderType = "LIMIT"  // 指値注文
	ChildOrderTypeMarket ChildOrderType = "MARKET" // 成行注文
)

type DataFrame 

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

func NewDataFrame 

func NewDataFrame(productCode string, candles []Candle, events *SignalEvents) *DataFrame

func (*DataFrame) AddAverageCandle 

func (df *DataFrame) AddAverageCandle() bool

func (*DataFrame) AddBBands 

func (df *DataFrame) AddBBands(n int, k float64) bool

func (*DataFrame) AddBacktestEvents 

func (df *DataFrame) AddBacktestEvents(events *SignalEvents)

func (*DataFrame) AddEMA 

func (df *DataFrame) AddEMA(period int) bool

func (*DataFrame) AddIchimoku 

func (df *DataFrame) AddIchimoku() bool

func (*DataFrame) AddMACD 

func (df *DataFrame) AddMACD(inFastPeriod, inSlowPeriod, inSignalPeriod int) bool

func (*DataFrame) AddRSI 

func (df *DataFrame) AddRSI(period int) bool

func (*DataFrame) AddSMA 

func (df *DataFrame) AddSMA(period int) bool

func (*DataFrame) AverageCandle 

func (df *DataFrame) AverageCandle() *AverageCandle

func (*DataFrame) BBands 

func (df *DataFrame) BBands() *BBands

func (*DataFrame) BacktestEvents 

func (df *DataFrame) BacktestEvents() *SignalEvents

func (*DataFrame) Candles 

func (df *DataFrame) Candles() []Candle

func (*DataFrame) Closes 

func (df *DataFrame) Closes() []float64

func (*DataFrame) EMAs 

func (df *DataFrame) EMAs() []EMA

func (*DataFrame) Events 

func (df *DataFrame) Events() *SignalEvents

func (*DataFrame) Highs 

func (df *DataFrame) Highs() []float64

func (*DataFrame) IchimokuCloud 

func (df *DataFrame) IchimokuCloud() *IchimokuCloud

func (*DataFrame) IsBoxedRange 

func (df *DataFrame) IsBoxedRange(period, at int) bool

レンジ相場かどうか判定する 一定期間RSIが40-60の間を推移していれば，レンジ相場

func (*DataFrame) Lows 

func (df *DataFrame) Lows() []float64

func (*DataFrame) MACD 

func (df *DataFrame) MACD() *MACD

func (*DataFrame) Opens 

func (df *DataFrame) Opens() []float64

func (*DataFrame) ProductCode 

func (df *DataFrame) ProductCode() string

func (*DataFrame) RSI 

func (df *DataFrame) RSI() *RSI

func (*DataFrame) SMAs 

func (df *DataFrame) SMAs() []SMA

func (*DataFrame) Times 

func (df *DataFrame) Times() []CandleTime

func (*DataFrame) Volumes 

func (df *DataFrame) Volumes() []float64

type EMA 

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

指数平滑移動平均線

func NewEMA 

func NewEMA(inReal []float64, period int) *EMA

func (*EMA) Period 

func (ema *EMA) Period() int

func (*EMA) Values 

func (ema *EMA) Values() []float64

type IchimokuCloud 

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

一目均衡表

func NewIchimokuCloud 

func NewIchimokuCloud(inReal []float64) *IchimokuCloud

func (*IchimokuCloud) Chikou 

func (ichimokuCloud *IchimokuCloud) Chikou() []float64

func (*IchimokuCloud) Kijun 

func (ichimokuCloud *IchimokuCloud) Kijun() []float64

func (*IchimokuCloud) SenkouA 

func (ichimokuCloud *IchimokuCloud) SenkouA() []float64

func (*IchimokuCloud) SenkouB 

func (ichimokuCloud *IchimokuCloud) SenkouB() []float64

func (*IchimokuCloud) Tenkan 

func (ichimokuCloud *IchimokuCloud) Tenkan() []float64

type MACD 

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

Moving Average Convergence/Divergence: 移動平均・収束拡散

func NewMACD 

func NewMACD(inReal []float64, inFastPeriod, inSlowPeriod, inSignalPeriod int) *MACD

func (*MACD) FastPeriod 

func (macd *MACD) FastPeriod() int

func (*MACD) Macd 

func (macd *MACD) Macd() []float64

func (*MACD) MacdHist 

func (macd *MACD) MacdHist() []float64

func (*MACD) MacdSignal 

func (macd *MACD) MacdSignal() []float64

func (*MACD) SignalPeriod 

func (macd *MACD) SignalPeriod() int

func (*MACD) SlowPeriod 

func (macd *MACD) SlowPeriod() int

type Order 

type Order struct {
	ID                     int            `json:"id"`
	ProductCode            string         `json:"product_code"`
	ChildOrderType         ChildOrderType `json:"child_order_type"`
	Side                   OrderSide      `json:"side"`
	Price                  float64        `json:"price"`
	AveragePrice           float64        `json:"average_price"`
	Size                   float64        `json:"size"`
	MinuteToExpires        int            `json:"minute_to_expire"`
	TimeInForce            TimeInForce    `json:"time_in_force"`
	ChildOrderID           string         `json:"child_order_id"`
	ChildOrderState        OrderState     `json:"child_order_state"`
	ExpireDate             string         `json:"expire_date"`
	ChildOrderDate         string         `json:"child_order_date"`
	ChildOrderAcceptanceID string         `json:"child_order_acceptance_id"`
	OutstandingSize        float64        `json:"outstanding_size"`
	CancelSize             float64        `json:"cancel_size"`
	ExecutedSize           float64        `json:"executed_size"`
	TotalCommission        float64        `json:"total_commission"`
}

新規注文リクエスト 注文一覧レスポンス

func NewBuyOrder 

func NewBuyOrder(productCode string, size float64) *Order

func NewSellOrder 

func NewSellOrder(productCode string, size float64) *Order

type OrderSide 

type OrderSide string
const (
	OrderSideBuy  OrderSide = "BUY"  // 買い注文
	OrderSideSell OrderSide = "SELL" // 売り注文
)

type OrderState 

type OrderState string
const (
	OrderStateActive    OrderState = "ACTIVE"    // オープンな注文
	OrderStateCompleted OrderState = "COMPLETED" // 全額が取引完了した注文
	OrderStateCanceled  OrderState = "CANCELED"  // キャンセルした注文
	OrderStateExpired   OrderState = "EXPIRED"   // 有効期限に到達したため取り消された注文
	OrderStateRejected  OrderState = "REJECTED"  // 失敗した注文
)

type RSI 

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

Relative Strength Index

func NewRSI 

func NewRSI(inReal []float64, period int) *RSI

func (*RSI) Period 

func (rsi *RSI) Period() int

func (*RSI) Values 

func (rsi *RSI) Values() []float64

type SMA 

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

単純移動平均

func NewSMA 

func NewSMA(inReal []float64, period int) *SMA

func (*SMA) Period 

func (sma *SMA) Period() int

func (*SMA) Values 

func (sma *SMA) Values() []float64

type SignalEvent 

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

func NewSignalEvent 

func NewSignalEvent(timeTime time.Time, productCode string, side OrderSide, price float64, size float64) *SignalEvent

func (*SignalEvent) Price 

func (s *SignalEvent) Price() float64

func (*SignalEvent) ProductCode 

func (s *SignalEvent) ProductCode() string

func (*SignalEvent) Side 

func (s *SignalEvent) Side() OrderSide

func (*SignalEvent) Size 

func (s *SignalEvent) Size() float64

func (*SignalEvent) Time 

func (s *SignalEvent) Time() time.Time

type SignalEvents 

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

func NewSignalEvents 

func NewSignalEvents(signals []SignalEvent) *SignalEvents

func (*SignalEvents) AddBuySignal 

func (s *SignalEvents) AddBuySignal(signal SignalEvent) bool

func (*SignalEvents) AddSellSignal 

func (s *SignalEvents) AddSellSignal(signal SignalEvent) bool

func (*SignalEvents) CanBuyAt 

func (s *SignalEvents) CanBuyAt(timeTime time.Time) bool

func (*SignalEvents) CanSellAt 

func (s *SignalEvents) CanSellAt(timeTime time.Time) bool

func (*SignalEvents) EstimateProfit 

func (s *SignalEvents) EstimateProfit() float64

買って売ってを繰り返した履歴データから，利益を推定

func (*SignalEvents) LastSignal 

func (s *SignalEvents) LastSignal() *SignalEvent

func (*SignalEvents) Profit 

func (s *SignalEvents) Profit() float64

func (*SignalEvents) ShouldCutLoss 

func (s *SignalEvents) ShouldCutLoss(currentPrice, stopLimitPercent float64) bool

損切りすべきか判断する 最近の買い注文の後

func (*SignalEvents) Signals 

func (s *SignalEvents) Signals() []SignalEvent

type Ticker 

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

func NewTicker 

func NewTicker(productCode, state string, timestamp string, tickID int, bestBid, bestAsk, bestBidSize, bestAskSize, totalBidDepth, totalAskDepth, marketBidSize, marketAskSize, ltp, volume, volumeByProduct float64) *Ticker

func (*Ticker) BestAsk 

func (t *Ticker) BestAsk() float64

func (*Ticker) BestBid 

func (t *Ticker) BestBid() float64

func (*Ticker) MidPrice 

func (t *Ticker) MidPrice() float64

func (*Ticker) ProductCode 

func (t *Ticker) ProductCode() string

func (*Ticker) Timestamp 

func (t *Ticker) Timestamp() string

func (*Ticker) Volume 

func (t *Ticker) Volume() float64

type TimeInForce 

type TimeInForce string

執行数量条件 

const (
	TimeInForceGTC TimeInForce = "GTC" // default
	TimeInForceIOC TimeInForce = "IOC"
	TimeInForceFOK TimeInForce = "FOK"
)

type TradeParams 

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

func NewBasicTradeParams 

func NewBasicTradeParams(productCode string, size float64) *TradeParams

func NewTradeParams 

func NewTradeParams(tradeEnable bool, productCode string, size float64,
	smaEnable bool, smaPeriod1, smaPeriod2, smaPeriod3 int,
	emaEnable bool, emaPeriod1, emaPeriod2, emaPeriod3 int,
	bbandsEnable bool, bbandsN int, bbandsK float64,
	ichimokuEnable bool,
	rsiEnable bool, rsiPeriod int, rsiBuyThread, rsiSellThread float64,
	macdEnable bool, macdFastPeriod, macdSlowPeriod, macdSignalPeriod int,
	stopLimitPercent float64) *TradeParams

func (*TradeParams) BBandsEnable 

func (tp *TradeParams) BBandsEnable() bool

func (*TradeParams) BBandsK 

func (tp *TradeParams) BBandsK() float64

func (*TradeParams) BBandsN 

func (tp *TradeParams) BBandsN() int

func (*TradeParams) EMAEnable 

func (tp *TradeParams) EMAEnable() bool

func (*TradeParams) EMAPeriod1 

func (tp *TradeParams) EMAPeriod1() int

func (*TradeParams) EMAPeriod2 

func (tp *TradeParams) EMAPeriod2() int

func (*TradeParams) EMAPeriod3 

func (tp *TradeParams) EMAPeriod3() int

func (*TradeParams) EnableBBands 

func (tp *TradeParams) EnableBBands(enable bool)

func (*TradeParams) EnableEMA 

func (tp *TradeParams) EnableEMA(enable bool)

func (*TradeParams) EnableIchimoku 

func (tp *TradeParams) EnableIchimoku(enable bool)

func (*TradeParams) EnableMACD 

func (tp *TradeParams) EnableMACD(enable bool)

func (*TradeParams) EnableRSI 

func (tp *TradeParams) EnableRSI(enable bool)

func (*TradeParams) EnableSMA 

func (tp *TradeParams) EnableSMA(enable bool)

func (*TradeParams) IchimokuEnable 

func (tp *TradeParams) IchimokuEnable() bool

func (*TradeParams) MACDEnable 

func (tp *TradeParams) MACDEnable() bool

func (*TradeParams) MACDFastPeriod 

func (tp *TradeParams) MACDFastPeriod() int

func (*TradeParams) MACDSignalPeriod 

func (tp *TradeParams) MACDSignalPeriod() int

func (*TradeParams) MACDSlowPeriod 

func (tp *TradeParams) MACDSlowPeriod() int

func (*TradeParams) ProductCode 

func (tp *TradeParams) ProductCode() string

func (*TradeParams) RSIBuyThread 

func (tp *TradeParams) RSIBuyThread() float64

func (*TradeParams) RSIEnable 

func (tp *TradeParams) RSIEnable() bool

func (*TradeParams) RSIPeriod 

func (tp *TradeParams) RSIPeriod() int

func (*TradeParams) RSISellThread 

func (tp *TradeParams) RSISellThread() float64

func (*TradeParams) SMAEnable 

func (tp *TradeParams) SMAEnable() bool

func (*TradeParams) SMAPeriod1 

func (tp *TradeParams) SMAPeriod1() int

func (*TradeParams) SMAPeriod2 

func (tp *TradeParams) SMAPeriod2() int

func (*TradeParams) SMAPeriod3 

func (tp *TradeParams) SMAPeriod3() int

func (*TradeParams) Size 

func (tp *TradeParams) Size() float64

func (*TradeParams) StopLimitPercent 

func (tp *TradeParams) StopLimitPercent() float64

func (*TradeParams) TradeEnable 

func (tp *TradeParams) TradeEnable() bool

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