core

Documentation

Index

• func CalcAverageTrade(profits []float64, filter []int8) float64
• func CalcDrawDown(equity *[]float64, drawDown *[]float64) float64
• func CalcWinningPercentage(profits []float64, filter []int8) float64
• func LinearRegression(x []time.Time, y []float64) float64
• func Trunc2d(value float64) float64
• type Date
  • func (ed Date) IsNil() bool
  • func (ed Date) String() string
• type Serie
  • func (p *Serie) AddPoint(t time.Time, value float64)
• type SortedResults
  • func NewSortedResults(maxSize int, comparator utils.Comparator) *SortedResults
  • func (sr *SortedResults) Add(item any)
  • func (sr *SortedResults) ToList() []any
• type WorkerPool
  • func (p *WorkerPool) Init(numWorkers, queueSize int)
  • func (p *WorkerPool) ShutDown() bool
  • func (p *WorkerPool) Submit(task func())

Functions

func CalcAverageTrade

func CalcAverageTrade(profits []float64, filter []int8) float64

func CalcDrawDown

func CalcDrawDown(equity *[]float64, drawDown *[]float64) float64

func CalcWinningPercentage

func CalcWinningPercentage(profits []float64, filter []int8) float64

func LinearRegression

func LinearRegression(x []time.Time, y []float64) float64

func Trunc2d

func Trunc2d(value float64) float64

Types

type Date

type Date int

func (Date) IsNil

func (ed Date) IsNil() bool

func (Date) String

func (ed Date) String() string

type Serie

type Serie struct {
	Time   []time.Time `json:"time"`
	Values []float64   `json:"values"`
}

func (*Serie) AddPoint

func (p *Serie) AddPoint(t time.Time, value float64)

type SortedResults

type SortedResults struct {
	Size    int
	MaxSize int
	Tree    *avl.Tree
}

func NewSortedResults

func NewSortedResults(maxSize int, comparator utils.Comparator) *SortedResults

func (*SortedResults) Add

func (sr *SortedResults) Add(item any)

func (*SortedResults) ToList

func (sr *SortedResults) ToList() []any

type WorkerPool

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

func (*WorkerPool) Init

func (p *WorkerPool) Init(numWorkers, queueSize int)

func (*WorkerPool) ShutDown

func (p *WorkerPool) ShutDown() bool

func (*WorkerPool) Submit

func (p *WorkerPool) Submit(task func())