techan

package module

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Versions in this module

v1

v1.0.26

Aug 6, 2021

v1.0.25

Aug 6, 2021

v1.0.24

Aug 6, 2021

v1.0.23

Aug 6, 2021

v1.0.22

Aug 6, 2021

v1.0.21

Aug 6, 2021

v1.0.20

Aug 6, 2021

Changes in this version

+ func FloatFromPool() *big2.Float

v1.0.19

Aug 6, 2021

v1.0.18

Aug 6, 2021

v1.0.17

Aug 6, 2021

v1.0.16

Aug 6, 2021

v1.0.15

Aug 6, 2021

v1.0.14

Aug 6, 2021

v1.0.13

Aug 6, 2021

v1.0.12

Aug 6, 2021

v1.0.11

Aug 6, 2021

v1.0.10

Aug 4, 2021

v1.0.9

Aug 4, 2021

v1.0.8

Aug 4, 2021

Changes in this version

type Candle

+ func CandleFromPool() *Candle

+ func (c *Candle) ReturnToPool()

type TimeSeries

+ func TimeSeriesFromPool() *TimeSeries

+ func (ts *TimeSeries) ReturnToPool()

v1.0.7

Aug 4, 2021

v1.0.6

Jul 28, 2021

v1.0.5

Jul 28, 2021

Changes in this version

+ func NewRistrettoCache() *ristretto.Cache

v1.0.4

Jul 13, 2021

Changes in this version

type Indicator

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

v1.0.3

Jul 8, 2021

v1.0.2

Jul 8, 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 *decimal.Big

+ MaxPrice *decimal.Big

+ MinPrice *decimal.Big

+ OpenPrice *decimal.Big

+ Period TimePeriod

+ TradeCount uint

+ Volume *decimal.Big

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

+ func (c *Candle) AddTrade(tradeAmount, tradePrice *decimal.Big)

+ 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) *decimal.Big

+ type IncreaseRule struct

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

+ type Indicator interface

+ Calculate func(int) *decimal.Big

+ 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 string

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

+ type Order struct

+ Amount *decimal.Big

+ ExecutionTime time.Time

+ Price *decimal.Big

+ 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() *decimal.Big

+ 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() *decimal.Big

+ 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

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