util

Documentation

Index

• func CalculateLogReturns(prices []float64) []float64
• func CalculateVolatility(returns []float64, window int) float64
• func LogExecutionTime(start time.Time, name string, fields interface{}, logger *zerolog.Logger)
• func Revision() string

Functions

func CalculateLogReturns

func CalculateLogReturns(prices []float64) []float64

CalculateLogReturns calculates the logarithmic returns from a series of prices

func CalculateVolatility

func CalculateVolatility(returns []float64, window int) float64

CalculateVolatility calculates the standard deviation of returns for a given window

func LogExecutionTime

func LogExecutionTime(start time.Time, name string, fields interface{}, logger *zerolog.Logger)

func Revision

func Revision() string

Revision retrieves the VCS revision from build info. Available only if the build was done with -buildvcs flag.