factorzoo

Documentation

Index

• Constants
• func KLineAmplitudeMapper(k types.KLine) float64
• type Correlation
  • func (inc *Correlation) Bind(updater indicator.KLineWindowUpdater)
  • func (inc *Correlation) EmitUpdate(value float64)
  • func (inc *Correlation) Last() float64
  • func (inc *Correlation) OnUpdate(cb func(value float64))
• type IntervalWindowSetting
• type KLineValueMapper
• type Strategy
  • func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error
  • func (s *Strategy) ID() string
  • func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, ...) error
  • func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)

Constants

const ID = "factorzoo"

Functions

func KLineAmplitudeMapper

func KLineAmplitudeMapper(k types.KLine) float64

Types

type Correlation

type Correlation struct {
	types.IntervalWindow
	Values  types.Float64Slice
	EndTime time.Time

	UpdateCallbacks []func(value float64)
}

func (*Correlation) Bind

func (inc *Correlation) Bind(updater indicator.KLineWindowUpdater)

func (*Correlation) EmitUpdate

func (inc *Correlation) EmitUpdate(value float64)

func (*Correlation) Last

func (inc *Correlation) Last() float64

func (*Correlation) OnUpdate

func (inc *Correlation) OnUpdate(cb func(value float64))

type IntervalWindowSetting

type IntervalWindowSetting struct {
	types.IntervalWindow
}

type KLineValueMapper

type KLineValueMapper func(k types.KLine) float64

type Strategy

type Strategy struct {
	Symbol   string `json:"symbol"`
	Market   types.Market
	Interval types.Interval   `json:"interval"`
	Quantity fixedpoint.Value `json:"quantity"`

	Position *types.Position `json:"position,omitempty"`

	Ret   []float64
	Alpha [][]float64

	T int64
	// contains filtered or unexported fields
}

func (*Strategy) ClosePosition

func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error

func (*Strategy) ID

func (s *Strategy) ID() string

func (*Strategy) Run

func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error

func (*Strategy) Subscribe

func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)