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techan

package module

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Versions in this module

v0

v0.14.0

Apr 13, 2021

Changes in this version

+ var SimpleTimeFormatRegex = regexp.MustCompile(`T\d{2}:\d{2}:\d{2}`)

+ type AverageLossAnalysis struct

+ func (a AverageLossAnalysis) Analyze(record *TradingRecord) float64

+ type AverageWinAnalysis struct

+ func (a AverageWinAnalysis) Analyze(record *TradingRecord) float64

+ type CommissionAnalysis struct

+ Commission float64

+ func (ca CommissionAnalysis) Analyze(record *TradingRecord) float64

+ type LoseStreakAnalysis struct

+ func (l LoseStreakAnalysis) Analyze(record *TradingRecord) float64

+ type MaxLossAnalysis struct

+ func (m MaxLossAnalysis) Analyze(record *TradingRecord) float64

+ type MaxWinAnalysis struct

+ func (m MaxWinAnalysis) Analyze(record *TradingRecord) float64

+ type OpenPLAnalysis struct

+ LastCandle *Candle

+ func (o OpenPLAnalysis) Analyze(record *TradingRecord) float64

type Position

+ func (p *Position) ChangeStopLoss(newSLPrice big.Decimal) bool

+ func (p *Position) ChangeTakeProfit(newTPPrice big.Decimal) bool

+ func (p *Position) ShouldClose(currentPrice big.Decimal) bool

type Rule

+ func NewTakeProfitRule(series *TimeSeries, tolerance float64) Rule

+ type WinStreakAnalysis struct

+ func (w WinStreakAnalysis) Analyze(record *TradingRecord) float64

v0.13.0

Nov 22, 2020

v0.12.3

Mar 31, 2021

v0.12.2

Mar 31, 2021

Changes in this version

type Rule

+ func Not(r1 Rule) Rule

v0.12.1

Mar 31, 2021

Changes in this version

+ const SimpleDateFormat

+ const SimpleDateFormatV2

+ const SimpleDateTimeFormat

+ const SimpleTimeFormat

+ var SimpleDateFormatV2Regex = regexp.MustCompile(`\d{4}-\d{2}-\d{2}`)

+ var SimpleTimeFomatRegex = regexp.MustCompile(`T\d{2}:\d{2}:\d{2}`)

+ func Abs(b int) int

+ func Max(i, j int) int

+ func Min(i, j int) int

+ func Pow(i, j int) int

+ type Analysis interface

+ Analyze func(*TradingRecord) float64

+ type AverageProfitAnalysis struct

+ func (apa AverageProfitAnalysis) Analyze(record *TradingRecord) float64

+ type BuyAndHoldAnalysis struct

+ StartingMoney float64

+ TimeSeries *TimeSeries

+ func (baha BuyAndHoldAnalysis) Analyze(record *TradingRecord) float64

+ type Candle struct

+ ClosePrice big.Decimal

+ MaxPrice big.Decimal

+ MinPrice big.Decimal

+ OpenPrice big.Decimal

+ Period TimePeriod

+ TradeCount uint

+ Volume big.Decimal

+ func NewCandle(period TimePeriod) (c *Candle)

+ func (c *Candle) AddTrade(tradeAmount, tradePrice big.Decimal)

+ func (c *Candle) String() string

+ type DecreaseRule struct

+ func (dr DecreaseRule) IsSatisfied(index int, record *TradingRecord) bool

+ type DerivativeIndicator struct

+ Indicator Indicator

+ func (di DerivativeIndicator) Calculate(index int) big.Decimal

+ type IncreaseRule struct

+ func (ir IncreaseRule) IsSatisfied(index int, record *TradingRecord) bool

+ type Indicator interface

+ Calculate func(int) big.Decimal

+ func NewAroonDownIndicator(indicator Indicator, window int) Indicator

+ func NewAroonUpIndicator(indicator Indicator, window int) Indicator

+ func NewAverageGainsIndicator(indicator Indicator, window int) Indicator

+ func NewAverageLossesIndicator(indicator Indicator, window int) Indicator

+ func NewAverageTrueRangeIndicator(series *TimeSeries, window int) Indicator

+ func NewBollingerLowerBandIndicator(indicator Indicator, window int, sigma float64) Indicator

+ func NewBollingerUpperBandIndicator(indicator Indicator, window int, sigma float64) Indicator

+ func NewCCIIndicator(ts *TimeSeries, window int) Indicator

+ func NewClosePriceIndicator(series *TimeSeries) Indicator

+ func NewConstantIndicator(constant float64) Indicator

+ func NewCumulativeGainsIndicator(indicator Indicator, window int) Indicator

+ func NewCumulativeLossesIndicator(indicator Indicator, window int) Indicator

+ func NewDifferenceIndicator(minuend, subtrahend Indicator) Indicator

+ func NewEMAIndicator(indicator Indicator, window int) Indicator

+ func NewFastStochasticIndicator(series *TimeSeries, timeframe int) Indicator

+ func NewFixedIndicator(vals ...float64) Indicator

+ func NewGainIndicator(indicator Indicator) Indicator

+ func NewHighPriceIndicator(series *TimeSeries) Indicator

+ func NewKeltnerChannelLowerIndicator(series *TimeSeries, window int) Indicator

+ func NewKeltnerChannelUpperIndicator(series *TimeSeries, window int) Indicator

+ func NewLossIndicator(indicator Indicator) Indicator

+ func NewLowPriceIndicator(series *TimeSeries) Indicator

+ func NewMACDHistogramIndicator(macdIdicator Indicator, signalLinewindow int) Indicator

+ func NewMACDIndicator(baseIndicator Indicator, shortwindow, longwindow int) Indicator

+ func NewMMAIndicator(indicator Indicator, window int) Indicator

+ func NewMaximumDrawdownIndicator(ind Indicator, window int) Indicator

+ func NewMaximumValueIndicator(ind Indicator, window int) Indicator

+ func NewMeanDeviationIndicator(indicator Indicator, window int) Indicator

+ func NewMinimumValueIndicator(ind Indicator, window int) Indicator

+ func NewOpenPriceIndicator(series *TimeSeries) Indicator

+ func NewPercentChangeIndicator(indicator Indicator) Indicator

+ func NewRelativeStrengthIndexIndicator(indicator Indicator, timeframe int) Indicator

+ func NewRelativeStrengthIndicator(indicator Indicator, timeframe int) Indicator

+ func NewRelativeVigorIndexIndicator(series *TimeSeries) Indicator

+ func NewRelativeVigorSignalLine(series *TimeSeries) Indicator

+ func NewSimpleMovingAverage(indicator Indicator, window int) Indicator

+ func NewSlowStochasticIndicator(k Indicator, window int) Indicator

+ func NewStandardDeviationIndicator(ind Indicator) Indicator

+ func NewTrendlineIndicator(indicator Indicator, window int) Indicator

+ func NewTrueRangeIndicator(series *TimeSeries) Indicator

+ func NewTypicalPriceIndicator(series *TimeSeries) Indicator

+ func NewVarianceIndicator(ind Indicator) Indicator

+ func NewVolumeIndicator(series *TimeSeries) Indicator

+ func NewWindowedStandardDeviationIndicator(ind Indicator, window int) Indicator

+ type LogTradesAnalysis struct

+ func (lta LogTradesAnalysis) Analyze(record *TradingRecord) float64

+ type NumTradesAnalysis struct

+ func (nta NumTradesAnalysis) Analyze(record *TradingRecord) float64

+ type Order struct

+ Amount big.Decimal

+ ExecutionTime time.Time

+ Price big.Decimal

+ Security string

+ Side OrderSide

+ type OrderSide int

+ const BUY

+ const SELL

+ type OverIndicatorRule struct

+ First Indicator

+ Second Indicator

+ func (oir OverIndicatorRule) IsSatisfied(index int, record *TradingRecord) bool

+ type PercentGainAnalysis struct

+ func (pga PercentGainAnalysis) Analyze(record *TradingRecord) float64

+ type PeriodProfitAnalysis struct

+ Period time.Duration

+ func (ppa PeriodProfitAnalysis) Analyze(record *TradingRecord) float64

+ type Position struct

+ func NewPosition(openOrder Order) (t *Position)

+ func (p *Position) CostBasis() big.Decimal

+ func (p *Position) Enter(order Order)

+ func (p *Position) EntranceOrder() *Order

+ func (p *Position) Exit(order Order)

+ func (p *Position) ExitOrder() *Order

+ func (p *Position) ExitValue() big.Decimal

+ func (p *Position) IsClosed() bool

+ func (p *Position) IsLong() bool

+ func (p *Position) IsNew() bool

+ func (p *Position) IsOpen() bool

+ func (p *Position) IsShort() bool

+ type PositionNewRule struct

+ func (pnr PositionNewRule) IsSatisfied(index int, record *TradingRecord) bool

+ type PositionOpenRule struct

+ func (pnr PositionOpenRule) IsSatisfied(index int, record *TradingRecord) bool

+ type ProfitableTradesAnalysis struct

+ func (pta ProfitableTradesAnalysis) Analyze(record *TradingRecord) float64

+ type Rule interface

+ IsSatisfied func(index int, record *TradingRecord) bool

+ func And(r1, r2 Rule) Rule

+ func NewCrossDownIndicatorRule(upper, lower Indicator) Rule

+ func NewCrossUpIndicatorRule(upper, lower Indicator) Rule

+ func NewPercentChangeRule(indicator Indicator, percent float64) Rule

+ func NewStopLossRule(series *TimeSeries, lossTolerance float64) Rule

+ func Or(r1, r2 Rule) Rule

+ type RuleStrategy struct

+ EntryRule Rule

+ ExitRule Rule

+ UnstablePeriod int

+ func (rs RuleStrategy) ShouldEnter(index int, record *TradingRecord) bool

+ func (rs RuleStrategy) ShouldExit(index int, record *TradingRecord) bool

+ type Strategy interface

+ ShouldEnter func(index int, record *TradingRecord) bool

+ ShouldExit func(index int, record *TradingRecord) bool

+ type TimePeriod struct

+ End time.Time

+ Start time.Time

+ func NewTimePeriod(start time.Time, period time.Duration) TimePeriod

+ func Parse(timerange string) (tr TimePeriod, err error)

+ func ParseTimePeriod(period string) (TimePeriod, error)

+ func (tp TimePeriod) Advance(iterations int) TimePeriod

+ func (tp TimePeriod) Format(layout string) string

+ func (tp TimePeriod) In(location *time.Location) TimePeriod

+ func (tp TimePeriod) Length() time.Duration

+ func (tp TimePeriod) Since(other TimePeriod) time.Duration

+ func (tp TimePeriod) String() string

+ func (tp TimePeriod) UTC() TimePeriod

+ type TimeSeries struct

+ Candles []*Candle

+ func NewTimeSeries() (t *TimeSeries)

+ func (ts *TimeSeries) AddCandle(candle *Candle) bool

+ func (ts *TimeSeries) LastCandle() *Candle

+ func (ts *TimeSeries) LastIndex() int

+ type TotalProfitAnalysis struct

+ func (tps TotalProfitAnalysis) Analyze(record *TradingRecord) float64

+ type TradingRecord struct

+ Trades []*Position

+ func NewTradingRecord() (t *TradingRecord)

+ func (tr *TradingRecord) CurrentPosition() *Position

+ func (tr *TradingRecord) LastTrade() *Position

+ func (tr *TradingRecord) Operate(order Order)

+ type UnderIndicatorRule struct

+ First Indicator

+ Second Indicator

+ func (uir UnderIndicatorRule) IsSatisfied(index int, record *TradingRecord) bool