indicator

package
v1.40.1 Latest Latest
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 Go to latest Published: Sep 5, 2022 License: AGPL-3.0 Imports: 7 Imported by: 28

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Index

Constants

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const DPeriod int = 3
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const DefaultEMVScale float64 = 100000000.
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const MaxNumOfALMA = 5_000
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const MaxNumOfALMATruncateSize = 100
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const MaxNumOfEWMA = 5_000

These numbers should be aligned with bbgo MaxNumOfKLines and MaxNumOfKLinesTruncate

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const MaxNumOfEWMATruncateSize = 100
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const MaxNumOfSMA = 5_000
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const MaxNumOfSMATruncateSize = 100
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const MaxNumOfVOL = 5_000
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const MaxNumOfVOLTruncateSize = 100
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const MaxNumOfWWMA = 5_000
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const MaxNumOfWWMATruncateSize = 100

Variables

This section is empty.

Functions

func CalculateKLinesEMA added in v1.3.1 

func CalculateKLinesEMA(allKLines []types.KLine, priceF KLineValueMapper, window int) float64

func KLineClosePriceMapper added in v1.2.1 

func KLineClosePriceMapper(k types.KLine) float64

func KLineHighPriceMapper added in v1.33.0 

func KLineHighPriceMapper(k types.KLine) float64

func KLineLowPriceMapper added in v1.33.0 

func KLineLowPriceMapper(k types.KLine) float64

func KLineOpenPriceMapper added in v1.2.1 

func KLineOpenPriceMapper(k types.KLine) float64

func KLinePriceVolumeMapper added in v1.21.0 

func KLinePriceVolumeMapper(k types.KLine) float64

func KLineTypicalPriceMapper added in v1.16.0 

func KLineTypicalPriceMapper(k types.KLine) float64

func KLineVolumeMapper added in v1.21.0 

func KLineVolumeMapper(k types.KLine) float64

func MapKLinePrice added in v1.2.1 

func MapKLinePrice(kLines []types.KLine, f KLineValueMapper) (prices []float64)

Types 

type AD struct {
	types.SeriesBase
	types.IntervalWindow
	Values   floats.Slice
	PrePrice float64

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
}

ad implements accumulation/distribution indicator

Accumulation/Distribution Indicator (A/D) - https://www.investopedia.com/terms/a/accumulationdistribution.asp

func (*AD) Bind added in v1.16.0 

func (inc *AD) Bind(updater KLineWindowUpdater)

func (*AD) CalculateAndUpdate added in v1.37.0 

func (inc *AD) CalculateAndUpdate(kLines []types.KLine)

func (*AD) EmitUpdate added in v1.16.0 

func (inc *AD) EmitUpdate(value float64)

func (*AD) Index added in v1.30.2 

func (inc *AD) Index(i int) float64

func (*AD) Last added in v1.16.0 

func (inc *AD) Last() float64

func (*AD) Length added in v1.30.2 

func (inc *AD) Length() int

func (*AD) OnUpdate added in v1.16.0 

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

func (*AD) Update added in v1.29.0 

func (inc *AD) Update(high, low, cloze, volume float64)

type ALMA added in v1.34.0 

type ALMA struct {
	types.SeriesBase
	types.IntervalWindow         // required
	Offset               float64 // required: recommend to be 0.5
	Sigma                int     // required: recommend to be 5

	Values          floats.Slice
	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: Arnaud Legoux Moving Average Refer: https://capital.com/arnaud-legoux-moving-average Also check https://github.com/DaveSkender/Stock.Indicators/blob/main/src/a-d/Alma/Alma.cs @param offset: Gaussian applied to the combo line. 1->ema, 0->sma @param sigma: the standard deviation applied to the combo line. This makes the combo line sharper

func (*ALMA) Bind added in v1.34.0 

func (inc *ALMA) Bind(updater KLineWindowUpdater)

func (*ALMA) CalculateAndUpdate added in v1.37.0 

func (inc *ALMA) CalculateAndUpdate(allKLines []types.KLine)

func (*ALMA) EmitUpdate added in v1.34.0 

func (inc *ALMA) EmitUpdate(value float64)

func (*ALMA) Index added in v1.34.0 

func (inc *ALMA) Index(i int) float64

func (*ALMA) Last added in v1.34.0 

func (inc *ALMA) Last() float64

func (*ALMA) Length added in v1.34.0 

func (inc *ALMA) Length() int

func (*ALMA) OnUpdate added in v1.34.0 

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

func (*ALMA) Update added in v1.34.0 

func (inc *ALMA) Update(value float64)

type ATR added in v1.31.0 

type ATR struct {
	types.SeriesBase
	types.IntervalWindow
	PercentageVolatility floats.Slice

	PreviousClose float64
	RMA           *RMA

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
}

func (*ATR) Clone added in v1.38.0 

func (inc *ATR) Clone() *ATR

func (*ATR) EmitUpdate added in v1.31.0 

func (inc *ATR) EmitUpdate(value float64)

func (*ATR) Index added in v1.31.0 

func (inc *ATR) Index(i int) float64

func (*ATR) Last added in v1.31.0 

func (inc *ATR) Last() float64

func (*ATR) Length added in v1.31.0 

func (inc *ATR) Length() int

func (*ATR) OnUpdate added in v1.31.0 

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

func (*ATR) PushK added in v1.37.0 

func (inc *ATR) PushK(k types.KLine)

func (*ATR) TestUpdate added in v1.38.0 

func (inc *ATR) TestUpdate(high, low, cloze float64) *ATR

func (*ATR) Update added in v1.31.0 

func (inc *ATR) Update(high, low, cloze float64)

type ATRP added in v1.37.0 

type ATRP struct {
	types.SeriesBase
	types.IntervalWindow
	PercentageVolatility floats.Slice

	PreviousClose float64
	RMA           *RMA

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
}

ATRP is the average true range percentage See also https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/atrp

Calculation: 

ATRP = (Average True Range / Close) * 100

func (*ATRP) Bind added in v1.37.0 

func (inc *ATRP) Bind(updater KLineWindowUpdater)

func (*ATRP) CalculateAndUpdate added in v1.37.0 

func (inc *ATRP) CalculateAndUpdate(kLines []types.KLine)

func (*ATRP) EmitUpdate added in v1.37.0 

func (inc *ATRP) EmitUpdate(value float64)

func (*ATRP) Index added in v1.37.0 

func (inc *ATRP) Index(i int) float64

func (*ATRP) Last added in v1.37.0 

func (inc *ATRP) Last() float64

func (*ATRP) Length added in v1.37.0 

func (inc *ATRP) Length() int

func (*ATRP) OnUpdate added in v1.37.0 

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

func (*ATRP) PushK added in v1.37.0 

func (inc *ATRP) PushK(k types.KLine)

func (*ATRP) Update added in v1.37.0 

func (inc *ATRP) Update(high, low, cloze float64)

type BOLL 

type BOLL struct {
	types.IntervalWindow

	// K is the multiplier of Std, generally it's 2
	K float64

	SMA    *SMA
	StdDev *StdDev

	UpBand   floats.Slice
	DownBand floats.Slice

	EndTime time.Time
	// contains filtered or unexported fields
}

func (*BOLL) Bind 

func (inc *BOLL) Bind(updater KLineWindowUpdater)

func (*BOLL) BindK added in v1.38.0 

func (inc *BOLL) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*BOLL) CalculateAndUpdate added in v1.37.0 

func (inc *BOLL) CalculateAndUpdate(allKLines []types.KLine)

func (*BOLL) EmitUpdate 

func (inc *BOLL) EmitUpdate(sma float64, upBand float64, downBand float64)

func (*BOLL) GetDownBand added in v1.30.2 

func (inc *BOLL) GetDownBand() types.SeriesExtend

func (*BOLL) GetSMA added in v1.30.2 

func (inc *BOLL) GetSMA() types.SeriesExtend

func (*BOLL) GetStdDev added in v1.30.2 

func (inc *BOLL) GetStdDev() types.SeriesExtend

func (*BOLL) GetUpBand added in v1.30.2 

func (inc *BOLL) GetUpBand() types.SeriesExtend

func (*BOLL) LastDownBand 

func (inc *BOLL) LastDownBand() float64

func (*BOLL) LastUpBand 

func (inc *BOLL) LastUpBand() float64

func (*BOLL) LoadK added in v1.38.0 

func (inc *BOLL) LoadK(allKLines []types.KLine)

func (*BOLL) OnUpdate 

func (inc *BOLL) OnUpdate(cb func(sma float64, upBand float64, downBand float64))

func (*BOLL) PushK added in v1.37.0 

func (inc *BOLL) PushK(k types.KLine)

func (*BOLL) Update added in v1.34.0 

func (inc *BOLL) Update(value float64)

type BandType added in v1.30.2 

type BandType int

type CA added in v1.31.0 

type CA struct {
	types.SeriesBase
	Interval types.Interval
	Values   floats.Slice

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: Cumulative Moving Average, Cumulative Average Refer: https://en.wikipedia.org/wiki/Moving_average

func (*CA) Bind added in v1.31.0 

func (inc *CA) Bind(updater KLineWindowUpdater)

func (*CA) CalculateAndUpdate added in v1.37.0 

func (inc *CA) CalculateAndUpdate(allKLines []types.KLine)

func (*CA) EmitUpdate added in v1.31.0 

func (inc *CA) EmitUpdate(value float64)

func (*CA) Index added in v1.31.0 

func (inc *CA) Index(i int) float64

func (*CA) Last added in v1.31.0 

func (inc *CA) Last() float64

func (*CA) Length added in v1.31.0 

func (inc *CA) Length() int

func (*CA) OnUpdate added in v1.31.0 

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

func (*CA) PushK added in v1.37.0 

func (inc *CA) PushK(k types.KLine)

func (*CA) Update added in v1.31.0 

func (inc *CA) Update(x float64)

type CCI added in v1.33.0 

type CCI struct {
	types.SeriesBase
	types.IntervalWindow
	Input        floats.Slice
	TypicalPrice floats.Slice
	MA           floats.Slice
	Values       floats.Slice

	UpdateCallbacks []func(value float64)
}

Refer: Commodity Channel Index Refer URL: http://www.andrewshamlet.net/2017/07/08/python-tutorial-cci with modification of ddof=0 to let standard deviation to be divided by N instead of N-1

func (*CCI) Bind added in v1.33.0 

func (inc *CCI) Bind(updater KLineWindowUpdater)

func (*CCI) CalculateAndUpdate added in v1.37.0 

func (inc *CCI) CalculateAndUpdate(allKLines []types.KLine)

func (*CCI) EmitUpdate added in v1.33.0 

func (inc *CCI) EmitUpdate(value float64)

func (*CCI) Index added in v1.33.0 

func (inc *CCI) Index(i int) float64

func (*CCI) Last added in v1.33.0 

func (inc *CCI) Last() float64

func (*CCI) Length added in v1.33.0 

func (inc *CCI) Length() int

func (*CCI) OnUpdate added in v1.33.0 

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

func (*CCI) PushK added in v1.37.0 

func (inc *CCI) PushK(k types.KLine)

func (*CCI) Update added in v1.33.0 

func (inc *CCI) Update(value float64)

type DEMA added in v1.31.0 

type DEMA struct {
	types.IntervalWindow
	types.SeriesBase
	Values floats.Slice

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

func (*DEMA) Bind added in v1.31.0 

func (inc *DEMA) Bind(updater KLineWindowUpdater)

func (*DEMA) CalculateAndUpdate added in v1.37.0 

func (inc *DEMA) CalculateAndUpdate(allKLines []types.KLine)

func (*DEMA) Clone added in v1.38.0 

func (inc *DEMA) Clone() *DEMA

func (*DEMA) EmitUpdate added in v1.31.0 

func (inc *DEMA) EmitUpdate(value float64)

func (*DEMA) Index added in v1.31.0 

func (inc *DEMA) Index(i int) float64

func (*DEMA) Last added in v1.31.0 

func (inc *DEMA) Last() float64

func (*DEMA) Length added in v1.31.0 

func (inc *DEMA) Length() int

func (*DEMA) OnUpdate added in v1.31.0 

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

func (*DEMA) PushK added in v1.37.0 

func (inc *DEMA) PushK(k types.KLine)

func (*DEMA) TestUpdate added in v1.38.0 

func (inc *DEMA) TestUpdate(value float64) *DEMA

func (*DEMA) Update added in v1.31.0 

func (inc *DEMA) Update(value float64)

type DMI added in v1.35.0 

type DMI struct {
	types.IntervalWindow

	ADXSmoothing int

	DMP               types.UpdatableSeriesExtend
	DMN               types.UpdatableSeriesExtend
	DIPlus            *types.Queue
	DIMinus           *types.Queue
	ADX               types.UpdatableSeriesExtend
	PrevHigh, PrevLow float64
	// contains filtered or unexported fields
}

Refer: https://www.investopedia.com/terms/d/dmi.asp Refer: https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/trend/adx.py

Directional Movement Index an indicator developed by J. Welles Wilder in 1978 that identifies in which direction the price of an asset is moving.

func (*DMI) Bind added in v1.35.0 

func (inc *DMI) Bind(updater KLineWindowUpdater)

func (*DMI) CalculateAndUpdate added in v1.37.0 

func (inc *DMI) CalculateAndUpdate(allKLines []types.KLine)

func (*DMI) EmitUpdate added in v1.35.0 

func (inc *DMI) EmitUpdate(diplus float64, diminus float64, adx float64)

func (*DMI) GetADX added in v1.35.0 

func (inc *DMI) GetADX() types.SeriesExtend

func (*DMI) GetDIMinus added in v1.35.0 

func (inc *DMI) GetDIMinus() types.SeriesExtend

func (*DMI) GetDIPlus added in v1.35.0 

func (inc *DMI) GetDIPlus() types.SeriesExtend

func (*DMI) Length added in v1.35.0 

func (inc *DMI) Length() int

func (*DMI) OnUpdate added in v1.35.0 

func (inc *DMI) OnUpdate(cb func(diplus float64, diminus float64, adx float64))

func (*DMI) PushK added in v1.37.0 

func (inc *DMI) PushK(k types.KLine)

func (*DMI) Update added in v1.35.0 

func (inc *DMI) Update(high, low, cloze float64)

type Drift added in v1.33.1 

type Drift struct {
	types.SeriesBase
	types.IntervalWindow

	Values    floats.Slice
	MA        types.UpdatableSeriesExtend
	LastValue float64

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: https://tradingview.com/script/aDymGrFx-Drift-Study-Inspired-by-Monte-Carlo-Simulations-with-BM-KL/ Brownian Motion's drift factor could be used in Monte Carlo Simulations

func (*Drift) Bind added in v1.33.1 

func (inc *Drift) Bind(updater KLineWindowUpdater)

func (*Drift) CalculateAndUpdate added in v1.37.0 

func (inc *Drift) CalculateAndUpdate(allKLines []types.KLine)

func (*Drift) Clone added in v1.38.0 

func (inc *Drift) Clone() (out *Drift)

func (*Drift) EmitUpdate added in v1.33.1 

func (inc *Drift) EmitUpdate(value float64)

func (*Drift) Index added in v1.33.1 

func (inc *Drift) Index(i int) float64

func (*Drift) Last added in v1.33.1 

func (inc *Drift) Last() float64

func (*Drift) Length added in v1.33.1 

func (inc *Drift) Length() int

func (*Drift) OnUpdate added in v1.33.1 

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

func (*Drift) PushK added in v1.37.0 

func (inc *Drift) PushK(k types.KLine)

func (*Drift) TestUpdate added in v1.38.0 

func (inc *Drift) TestUpdate(value float64) *Drift

func (*Drift) Update added in v1.33.1 

func (inc *Drift) Update(value float64)

func (*Drift) ZeroPoint added in v1.38.0 

func (inc *Drift) ZeroPoint() float64

Assume that MA is SMA

type EMV added in v1.33.0 

type EMV struct {
	types.SeriesBase
	types.IntervalWindow

	Values   *SMA
	EMVScale float64

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

func (*EMV) EmitUpdate added in v1.33.0 

func (inc *EMV) EmitUpdate(value float64)

func (*EMV) Index added in v1.33.0 

func (inc *EMV) Index(i int) float64

func (*EMV) Last added in v1.33.0 

func (inc *EMV) Last() float64

func (*EMV) Length added in v1.33.0 

func (inc *EMV) Length() int

func (*EMV) OnUpdate added in v1.33.0 

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

func (*EMV) PushK added in v1.37.0 

func (inc *EMV) PushK(k types.KLine)

func (*EMV) Update added in v1.33.0 

func (inc *EMV) Update(high, low, vol float64)

type EWMA 

type EWMA struct {
	types.IntervalWindow
	types.SeriesBase

	Values  floats.Slice
	EndTime time.Time
	// contains filtered or unexported fields
}

func (*EWMA) Clone added in v1.38.0 

func (inc *EWMA) Clone() *EWMA

func (*EWMA) EmitUpdate added in v1.2.1 

func (inc *EWMA) EmitUpdate(value float64)

func (*EWMA) Index added in v1.30.2 

func (inc *EWMA) Index(i int) float64

func (*EWMA) Last 

func (inc *EWMA) Last() float64

func (*EWMA) Length added in v1.30.2 

func (inc *EWMA) Length() int

func (*EWMA) OnUpdate added in v1.2.1 

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

func (*EWMA) PushK added in v1.37.0 

func (inc *EWMA) PushK(k types.KLine)

func (*EWMA) TestUpdate added in v1.38.0 

func (inc *EWMA) TestUpdate(value float64) *EWMA

func (*EWMA) Update added in v1.16.0 

func (inc *EWMA) Update(value float64)

type FisherTransform added in v1.38.0 

type FisherTransform struct {
	types.SeriesBase
	types.IntervalWindow

	Values floats.Slice

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

func (*FisherTransform) Clone added in v1.38.0 

func (inc *FisherTransform) Clone() types.UpdatableSeriesExtend

func (*FisherTransform) EmitUpdate added in v1.38.0 

func (inc *FisherTransform) EmitUpdate(value float64)

func (*FisherTransform) Index added in v1.38.0 

func (inc *FisherTransform) Index(i int) float64

func (*FisherTransform) Last added in v1.38.0 

func (inc *FisherTransform) Last() float64

func (*FisherTransform) Length added in v1.38.0 

func (inc *FisherTransform) Length() int

func (*FisherTransform) OnUpdate added in v1.38.0 

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

func (*FisherTransform) Update added in v1.38.0 

func (inc *FisherTransform) Update(value float64)

type GMA added in v1.40.0 

type GMA struct {
	types.SeriesBase
	types.IntervalWindow
	SMA             *SMA
	UpdateCallbacks []func(value float64)
}

Geometric Moving Average

func (*GMA) BindK added in v1.40.0 

func (inc *GMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*GMA) Clone added in v1.40.0 

func (inc *GMA) Clone() (out *GMA)

func (*GMA) EmitUpdate added in v1.40.0 

func (inc *GMA) EmitUpdate(value float64)

func (*GMA) Index added in v1.40.0 

func (inc *GMA) Index(i int) float64

func (*GMA) Last added in v1.40.0 

func (inc *GMA) Last() float64

func (*GMA) Length added in v1.40.0 

func (inc *GMA) Length() int

func (*GMA) LoadK added in v1.40.0 

func (inc *GMA) LoadK(allKLines []types.KLine)

func (*GMA) OnUpdate added in v1.40.0 

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

func (*GMA) PushK added in v1.40.0 

func (inc *GMA) PushK(k types.KLine)

func (*GMA) TestUpdate added in v1.40.0 

func (inc *GMA) TestUpdate(value float64) *GMA

func (*GMA) Update added in v1.40.0 

func (inc *GMA) Update(value float64)

type HULL added in v1.31.0 

type HULL struct {
	types.SeriesBase
	types.IntervalWindow
	// contains filtered or unexported fields
}

Refer: Hull Moving Average Refer URL: https://fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/hull-moving-average

func (*HULL) EmitUpdate added in v1.31.0 

func (inc *HULL) EmitUpdate(value float64)

func (*HULL) Index added in v1.31.0 

func (inc *HULL) Index(i int) float64

func (*HULL) Last added in v1.31.0 

func (inc *HULL) Last() float64

func (*HULL) Length added in v1.31.0 

func (inc *HULL) Length() int

func (*HULL) OnUpdate added in v1.31.0 

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

func (*HULL) PushK added in v1.38.0 

func (inc *HULL) PushK(k types.KLine)

func (*HULL) Update added in v1.31.0 

func (inc *HULL) Update(value float64)

type KLineCalculateUpdater added in v1.37.0 

type KLineCalculateUpdater interface {
	CalculateAndUpdate(allKLines []types.KLine)
}

type KLineClosedBinder added in v1.37.0 

type KLineClosedBinder interface {
	BindK(target KLineClosedEmitter, symbol string, interval types.Interval)
}

type KLineClosedEmitter added in v1.37.0 

type KLineClosedEmitter interface {
	OnKLineClosed(func(k types.KLine))
}

KLineClosedEmitter is currently applied to the market data stream the market data stream emits the KLine closed event to the listeners.

type KLinePusher added in v1.37.0 

type KLinePusher interface {
	PushK(k types.KLine)
}

KLinePusher provides an interface for API user to push kline value to the indicator. The indicator implements its own way to calculate the value from the given kline object.

type KLineValueMapper added in v1.33.0 

type KLineValueMapper func(k types.KLine) float64

type KLineWindowUpdater 

type KLineWindowUpdater interface {
	OnKLineWindowUpdate(func(interval types.Interval, window types.KLineWindow))
}

type Line added in v1.30.2 

type Line struct {
	types.SeriesBase
	types.IntervalWindow

	Interval types.Interval
	// contains filtered or unexported fields
}

Line indicator is a utility that helps to simulate either the 1. trend 2. support 3. resistance of the market data, defined with series interface

func NewLine added in v1.30.2 

func NewLine(startIndex int, startValue float64, endIndex int, endValue float64, interval types.Interval) *Line

func (*Line) Bind added in v1.30.2 

func (l *Line) Bind(updater KLineWindowUpdater)

func (*Line) Index added in v1.30.2 

func (l *Line) Index(i int) float64

func (*Line) Last added in v1.30.2 

func (l *Line) Last() float64

func (*Line) Length added in v1.30.2 

func (l *Line) Length() int

func (*Line) SetXY1 added in v1.30.2 

func (l *Line) SetXY1(index int, value float64)

func (*Line) SetXY2 added in v1.30.2 

func (l *Line) SetXY2(index int, value float64)

type Low added in v1.38.0 

type Low struct {
	types.IntervalWindow
	types.SeriesBase

	Values  floats.Slice
	EndTime time.Time
	// contains filtered or unexported fields
}

func (*Low) EmitUpdate added in v1.38.0 

func (inc *Low) EmitUpdate(value float64)

func (*Low) OnUpdate added in v1.38.0 

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

func (*Low) PushK added in v1.38.0 

func (inc *Low) PushK(k types.KLine)

func (*Low) Update added in v1.38.0 

func (inc *Low) Update(value float64)

type MACD added in v1.16.0 

type MACD struct {
	types.IntervalWindow     // 9
	ShortPeriod          int // 12
	LongPeriod           int // 26
	Values               floats.Slice
	FastEWMA             *EWMA
	SlowEWMA             *EWMA
	SignalLine           *EWMA
	Histogram            floats.Slice

	EndTime time.Time
	// contains filtered or unexported fields
}

func (*MACD) EmitUpdate added in v1.16.0 

func (inc *MACD) EmitUpdate(value float64)

func (*MACD) Last added in v1.37.0 

func (inc *MACD) Last() float64

func (*MACD) Length added in v1.38.0 

func (inc *MACD) Length() int

func (*MACD) MACD added in v1.30.2 

func (inc *MACD) MACD() types.SeriesExtend

func (*MACD) OnUpdate added in v1.16.0 

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

func (*MACD) PushK added in v1.37.0 

func (inc *MACD) PushK(k types.KLine)

func (*MACD) Singals added in v1.30.2 

func (inc *MACD) Singals() types.SeriesExtend

func (*MACD) Update added in v1.29.0 

func (inc *MACD) Update(x float64)

type MACDValues added in v1.30.2 

type MACDValues struct {
	types.SeriesBase
	*MACD
}

func (*MACDValues) Index added in v1.30.2 

func (inc *MACDValues) Index(i int) float64

func (*MACDValues) Last added in v1.30.2 

func (inc *MACDValues) Last() float64

func (*MACDValues) Length added in v1.30.2 

func (inc *MACDValues) Length() int

type OBV added in v1.16.0 

type OBV struct {
	types.SeriesBase
	types.IntervalWindow
	Values   floats.Slice
	PrePrice float64
	EndTime  time.Time
	// contains filtered or unexported fields
}

obv implements on-balance volume indicator

On-Balance Volume (OBV) Definition - https://www.investopedia.com/terms/o/onbalancevolume.asp

func (*OBV) Bind added in v1.16.0 

func (inc *OBV) Bind(updater KLineWindowUpdater)

func (*OBV) CalculateAndUpdate added in v1.37.0 

func (inc *OBV) CalculateAndUpdate(kLines []types.KLine)

func (*OBV) EmitUpdate added in v1.16.0 

func (inc *OBV) EmitUpdate(value float64)

func (*OBV) Index added in v1.36.0 

func (inc *OBV) Index(i int) float64

func (*OBV) Last added in v1.16.0 

func (inc *OBV) Last() float64

func (*OBV) OnUpdate added in v1.16.0 

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

func (*OBV) PushK added in v1.37.0 

func (inc *OBV) PushK(k types.KLine)

func (*OBV) Update added in v1.29.0 

func (inc *OBV) Update(price, volume float64)

type Pivot added in v1.33.0 

type Pivot struct {
	types.IntervalWindow

	// Values
	Lows  floats.Slice // higher low
	Highs floats.Slice // lower high

	EndTime time.Time
	// contains filtered or unexported fields
}

func (*Pivot) Bind added in v1.33.0 

func (inc *Pivot) Bind(updater KLineWindowUpdater)

func (*Pivot) CalculateAndUpdate added in v1.37.0 

func (inc *Pivot) CalculateAndUpdate(klines []types.KLine)

func (*Pivot) EmitUpdate added in v1.33.0 

func (inc *Pivot) EmitUpdate(valueLow float64, valueHigh float64)

func (*Pivot) LastHigh added in v1.33.0 

func (inc *Pivot) LastHigh() float64

func (*Pivot) LastLow added in v1.33.0 

func (inc *Pivot) LastLow() float64

func (*Pivot) OnUpdate added in v1.33.0 

func (inc *Pivot) OnUpdate(cb func(valueLow float64, valueHigh float64))

type PivotHigh added in v1.40.0 

type PivotHigh struct {
	types.SeriesBase

	types.IntervalWindow

	Highs   floats.Slice
	Values  floats.Slice
	EndTime time.Time
	// contains filtered or unexported fields
}

func (*PivotHigh) EmitUpdate added in v1.40.0 

func (inc *PivotHigh) EmitUpdate(value float64)

func (*PivotHigh) Last added in v1.40.0 

func (inc *PivotHigh) Last() float64

func (*PivotHigh) Length added in v1.40.0 

func (inc *PivotHigh) Length() int

func (*PivotHigh) OnUpdate added in v1.40.0 

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

func (*PivotHigh) PushK added in v1.40.0 

func (inc *PivotHigh) PushK(k types.KLine)

func (*PivotHigh) Update added in v1.40.0 

func (inc *PivotHigh) Update(value float64)

type PivotLow added in v1.38.0 

type PivotLow struct {
	types.SeriesBase

	types.IntervalWindow

	Lows    floats.Slice
	Values  floats.Slice
	EndTime time.Time
	// contains filtered or unexported fields
}

func (*PivotLow) EmitUpdate added in v1.38.0 

func (inc *PivotLow) EmitUpdate(value float64)

func (*PivotLow) Last added in v1.38.0 

func (inc *PivotLow) Last() float64

func (*PivotLow) Length added in v1.38.0 

func (inc *PivotLow) Length() int

func (*PivotLow) OnUpdate added in v1.38.0 

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

func (*PivotLow) PushK added in v1.38.0 

func (inc *PivotLow) PushK(k types.KLine)

func (*PivotLow) Update added in v1.38.0 

func (inc *PivotLow) Update(value float64)

type RMA added in v1.31.0 

type RMA struct {
	types.SeriesBase
	types.IntervalWindow

	Values  floats.Slice
	EndTime time.Time

	Adjust bool
	// contains filtered or unexported fields
}

Running Moving Average Refer: https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/overlap/rma.py#L5 Refer: https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.ewm.html#pandas-dataframe-ewm

func (*RMA) Bind added in v1.31.0 

func (inc *RMA) Bind(updater KLineWindowUpdater)

func (*RMA) CalculateAndUpdate added in v1.37.0 

func (inc *RMA) CalculateAndUpdate(kLines []types.KLine)

func (*RMA) Clone added in v1.38.0 

func (inc *RMA) Clone() types.UpdatableSeriesExtend

func (*RMA) EmitUpdate added in v1.31.0 

func (inc *RMA) EmitUpdate(value float64)

func (*RMA) Index added in v1.31.0 

func (inc *RMA) Index(i int) float64

func (*RMA) Last added in v1.31.0 

func (inc *RMA) Last() float64

func (*RMA) Length added in v1.31.0 

func (inc *RMA) Length() int

func (*RMA) OnUpdate added in v1.31.0 

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

func (*RMA) PushK added in v1.37.0 

func (inc *RMA) PushK(k types.KLine)

func (*RMA) Update added in v1.31.0 

func (inc *RMA) Update(x float64)

type RSI added in v1.29.0 

type RSI struct {
	types.SeriesBase
	types.IntervalWindow
	Values          floats.Slice
	Prices          floats.Slice
	PreviousAvgLoss float64
	PreviousAvgGain float64

	EndTime time.Time
	// contains filtered or unexported fields
}

rsi implements Relative Strength Index (RSI)

https://www.investopedia.com/terms/r/rsi.asp

func (*RSI) Bind added in v1.29.0 

func (inc *RSI) Bind(updater KLineWindowUpdater)

func (*RSI) CalculateAndUpdate added in v1.37.0 

func (inc *RSI) CalculateAndUpdate(kLines []types.KLine)

func (*RSI) EmitUpdate added in v1.29.0 

func (inc *RSI) EmitUpdate(value float64)

func (*RSI) Index added in v1.30.2 

func (inc *RSI) Index(i int) float64

func (*RSI) Last added in v1.29.0 

func (inc *RSI) Last() float64

func (*RSI) Length added in v1.30.2 

func (inc *RSI) Length() int

func (*RSI) OnUpdate added in v1.29.0 

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

func (*RSI) PushK added in v1.37.0 

func (inc *RSI) PushK(k types.KLine)

func (*RSI) Update added in v1.29.0 

func (inc *RSI) Update(price float64)

type SMA 

type SMA struct {
	types.SeriesBase
	types.IntervalWindow
	Values floats.Slice

	EndTime time.Time

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

func (*SMA) BindK added in v1.37.0 

func (inc *SMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*SMA) Clone added in v1.38.0 

func (inc *SMA) Clone() types.UpdatableSeriesExtend

func (*SMA) EmitUpdate added in v1.2.1 

func (inc *SMA) EmitUpdate(value float64)

func (*SMA) Index added in v1.30.2 

func (inc *SMA) Index(i int) float64

func (*SMA) Last 

func (inc *SMA) Last() float64

func (*SMA) Length added in v1.30.2 

func (inc *SMA) Length() int

func (*SMA) LoadK added in v1.38.0 

func (inc *SMA) LoadK(allKLines []types.KLine)

func (*SMA) OnUpdate added in v1.2.1 

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

func (*SMA) PushK added in v1.37.0 

func (inc *SMA) PushK(k types.KLine)

func (*SMA) Update added in v1.30.2 

func (inc *SMA) Update(value float64)

type SSF added in v1.34.0 

type SSF struct {
	types.SeriesBase
	types.IntervalWindow
	Poles int

	Values floats.Slice

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: https://easylanguagemastery.com/indicators/predictive-indicators/ Refer: https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/overlap/ssf.py Ehler's Super Smoother Filter

John F. Ehlers's solution to reduce lag and remove aliasing noise with his research in aerospace analog filter design. This indicator comes with two versions determined by the keyword poles. By default, it uses two poles but there is an option for three poles. Since SSF is a (Resursive) Digital Filter, the number of poles determine how many prior recursive SSF bars to include in the design of the filter. So two poles uses two prior SSF bars and three poles uses three prior SSF bars for their filter calculations.

func (*SSF) Bind added in v1.34.0 

func (inc *SSF) Bind(updater KLineWindowUpdater)

func (*SSF) CalculateAndUpdate added in v1.37.0 

func (inc *SSF) CalculateAndUpdate(allKLines []types.KLine)

func (*SSF) EmitUpdate added in v1.34.0 

func (inc *SSF) EmitUpdate(value float64)

func (*SSF) Index added in v1.34.0 

func (inc *SSF) Index(i int) float64

func (*SSF) Last added in v1.34.0 

func (inc *SSF) Last() float64

func (*SSF) Length added in v1.34.0 

func (inc *SSF) Length() int

func (*SSF) OnUpdate added in v1.34.0 

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

func (*SSF) PushK added in v1.37.0 

func (inc *SSF) PushK(k types.KLine)

func (*SSF) Update added in v1.34.0 

func (inc *SSF) Update(value float64)

type STOCH added in v1.17.0 

type STOCH struct {
	types.IntervalWindow
	K floats.Slice
	D floats.Slice

	HighValues floats.Slice
	LowValues  floats.Slice

	EndTime         time.Time
	UpdateCallbacks []func(k float64, d float64)
}

stoch implements stochastic oscillator indicator

Stochastic Oscillator - https://www.investopedia.com/terms/s/stochasticoscillator.asp

func (*STOCH) EmitUpdate added in v1.17.0 

func (inc *STOCH) EmitUpdate(k float64, d float64)

func (*STOCH) GetD added in v1.30.2 

func (inc *STOCH) GetD() types.Series

func (*STOCH) GetK added in v1.30.2 

func (inc *STOCH) GetK() types.Series

func (*STOCH) LastD added in v1.17.0 

func (inc *STOCH) LastD() float64

func (*STOCH) LastK added in v1.17.0 

func (inc *STOCH) LastK() float64

func (*STOCH) OnUpdate added in v1.17.0 

func (inc *STOCH) OnUpdate(cb func(k float64, d float64))

func (*STOCH) PushK added in v1.37.0 

func (inc *STOCH) PushK(k types.KLine)

func (*STOCH) Update added in v1.31.0 

func (inc *STOCH) Update(high, low, cloze float64)

type Simple added in v1.38.0 

type Simple interface {
	KLinePusher
	Last() float64
	OnUpdate(f func(value float64))
}

Simple is the simple indicator that only returns one float64 value

type StdDev added in v1.37.0 

type StdDev struct {
	types.SeriesBase
	types.IntervalWindow
	Values floats.Slice

	EndTime time.Time
	// contains filtered or unexported fields
}

func (*StdDev) Bind added in v1.37.0 

func (inc *StdDev) Bind(updater KLineWindowUpdater)

func (*StdDev) CalculateAndUpdate added in v1.37.0 

func (inc *StdDev) CalculateAndUpdate(allKLines []types.KLine)

func (*StdDev) EmitUpdate added in v1.37.0 

func (inc *StdDev) EmitUpdate(value float64)

func (*StdDev) Index added in v1.37.0 

func (inc *StdDev) Index(i int) float64

func (*StdDev) Last added in v1.37.0 

func (inc *StdDev) Last() float64

func (*StdDev) Length added in v1.37.0 

func (inc *StdDev) Length() int

func (*StdDev) OnUpdate added in v1.37.0 

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

func (*StdDev) PushK added in v1.37.0 

func (inc *StdDev) PushK(k types.KLine)

func (*StdDev) Update added in v1.37.0 

func (inc *StdDev) Update(value float64)

type Supertrend added in v1.33.0 

type Supertrend struct {
	types.SeriesBase
	types.IntervalWindow
	ATRMultiplier float64 `json:"atrMultiplier"`

	AverageTrueRange *ATR

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

func (*Supertrend) Bind added in v1.33.0 

func (inc *Supertrend) Bind(updater KLineWindowUpdater)

func (*Supertrend) BindK added in v1.39.0 

func (inc *Supertrend) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*Supertrend) CalculateAndUpdate added in v1.37.0 

func (inc *Supertrend) CalculateAndUpdate(kLines []types.KLine)

func (*Supertrend) EmitUpdate added in v1.33.0 

func (inc *Supertrend) EmitUpdate(value float64)

func (*Supertrend) GetSignal added in v1.33.0 

func (inc *Supertrend) GetSignal() types.Direction

func (*Supertrend) Index added in v1.33.0 

func (inc *Supertrend) Index(i int) float64

func (*Supertrend) Last added in v1.33.0 

func (inc *Supertrend) Last() float64

func (*Supertrend) Length added in v1.33.0 

func (inc *Supertrend) Length() int

func (*Supertrend) LoadK added in v1.39.0 

func (inc *Supertrend) LoadK(allKLines []types.KLine)

func (*Supertrend) OnUpdate added in v1.33.0 

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

func (*Supertrend) PushK added in v1.37.0 

func (inc *Supertrend) PushK(k types.KLine)

func (*Supertrend) Update added in v1.33.0 

func (inc *Supertrend) Update(highPrice, lowPrice, closePrice float64)

type TEMA added in v1.31.0 

type TEMA struct {
	types.SeriesBase
	types.IntervalWindow
	Values floats.Slice
	A1     *EWMA
	A2     *EWMA
	A3     *EWMA

	UpdateCallbacks []func(value float64)
}

func (*TEMA) Bind added in v1.31.0 

func (inc *TEMA) Bind(updater KLineWindowUpdater)

func (*TEMA) CalculateAndUpdate added in v1.37.0 

func (inc *TEMA) CalculateAndUpdate(allKLines []types.KLine)

func (*TEMA) EmitUpdate added in v1.31.0 

func (inc *TEMA) EmitUpdate(value float64)

func (*TEMA) Index added in v1.31.0 

func (inc *TEMA) Index(i int) float64

func (*TEMA) Last added in v1.31.0 

func (inc *TEMA) Last() float64

func (*TEMA) Length added in v1.31.0 

func (inc *TEMA) Length() int

func (*TEMA) OnUpdate added in v1.31.0 

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

func (*TEMA) PushK added in v1.37.0 

func (inc *TEMA) PushK(k types.KLine)

func (*TEMA) Update added in v1.31.0 

func (inc *TEMA) Update(value float64)

type TILL added in v1.31.0 

type TILL struct {
	types.SeriesBase
	types.IntervalWindow
	VolumeFactor float64
	// contains filtered or unexported fields
}

Refer: Tillson T3 Moving Average Refer URL: https://tradingpedia.com/forex-trading-indicator/t3-moving-average-indicator/

func (*TILL) Bind added in v1.31.0 

func (inc *TILL) Bind(updater KLineWindowUpdater)

func (*TILL) BindK added in v1.38.0 

func (inc *TILL) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*TILL) CalculateAndUpdate added in v1.37.0 

func (inc *TILL) CalculateAndUpdate(allKLines []types.KLine)

func (*TILL) EmitUpdate added in v1.31.0 

func (inc *TILL) EmitUpdate(value float64)

func (*TILL) Index added in v1.31.0 

func (inc *TILL) Index(i int) float64

func (*TILL) Last added in v1.31.0 

func (inc *TILL) Last() float64

func (*TILL) Length added in v1.31.0 

func (inc *TILL) Length() int

func (*TILL) LoadK added in v1.38.0 

func (inc *TILL) LoadK(allKLines []types.KLine)

func (*TILL) OnUpdate added in v1.31.0 

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

func (*TILL) PushK added in v1.37.0 

func (inc *TILL) PushK(k types.KLine)

func (*TILL) Update added in v1.31.0 

func (inc *TILL) Update(value float64)

type TMA added in v1.31.0 

type TMA struct {
	types.SeriesBase
	types.IntervalWindow

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: Triangular Moving Average Refer URL: https://ja.wikipedia.org/wiki/移動平均

func (*TMA) Bind added in v1.31.0 

func (inc *TMA) Bind(updater KLineWindowUpdater)

func (*TMA) CalculateAndUpdate added in v1.37.0 

func (inc *TMA) CalculateAndUpdate(allKLines []types.KLine)

func (*TMA) EmitUpdate added in v1.31.0 

func (inc *TMA) EmitUpdate(value float64)

func (*TMA) Index added in v1.31.0 

func (inc *TMA) Index(i int) float64

func (*TMA) Last added in v1.31.0 

func (inc *TMA) Last() float64

func (*TMA) Length added in v1.31.0 

func (inc *TMA) Length() int

func (*TMA) OnUpdate added in v1.31.0 

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

func (*TMA) PushK added in v1.37.0 

func (inc *TMA) PushK(k types.KLine)

func (*TMA) Update added in v1.31.0 

func (inc *TMA) Update(value float64)

type VIDYA added in v1.31.0 

type VIDYA struct {
	types.SeriesBase
	types.IntervalWindow
	Values floats.Slice
	// contains filtered or unexported fields
}

Refer: Variable Index Dynamic Average Refer URL: https://metatrader5.com/en/terminal/help/indicators/trend_indicators/vida

func (*VIDYA) Bind added in v1.31.0 

func (inc *VIDYA) Bind(updater KLineWindowUpdater)

func (*VIDYA) CalculateAndUpdate added in v1.37.0 

func (inc *VIDYA) CalculateAndUpdate(allKLines []types.KLine)

func (*VIDYA) EmitUpdate added in v1.31.0 

func (inc *VIDYA) EmitUpdate(value float64)

func (*VIDYA) Index added in v1.31.0 

func (inc *VIDYA) Index(i int) float64

func (*VIDYA) Last added in v1.31.0 

func (inc *VIDYA) Last() float64

func (*VIDYA) Length added in v1.31.0 

func (inc *VIDYA) Length() int

func (*VIDYA) OnUpdate added in v1.31.0 

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

func (*VIDYA) PushK added in v1.37.0 

func (inc *VIDYA) PushK(k types.KLine)

func (*VIDYA) Update added in v1.31.0 

func (inc *VIDYA) Update(value float64)

type VWAP added in v1.16.0 

type VWAP struct {
	types.SeriesBase
	types.IntervalWindow
	Values      floats.Slice
	Prices      floats.Slice
	Volumes     floats.Slice
	WeightedSum float64
	VolumeSum   float64

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
}

vwap implements the volume weighted average price (VWAP) indicator:

Volume Weighted Average Price (VWAP) Definition - https://www.investopedia.com/terms/v/vwap.asp

Volume-Weighted Average Price (VWAP) Explained - https://academy.binance.com/en/articles/volume-weighted-average-price-vwap-explained

func (*VWAP) Bind added in v1.16.0 

func (inc *VWAP) Bind(updater KLineWindowUpdater)

func (*VWAP) CalculateAndUpdate added in v1.37.0 

func (inc *VWAP) CalculateAndUpdate(allKLines []types.KLine)

func (*VWAP) EmitUpdate added in v1.16.0 

func (inc *VWAP) EmitUpdate(value float64)

func (*VWAP) Index added in v1.30.2 

func (inc *VWAP) Index(i int) float64

func (*VWAP) Last added in v1.29.0 

func (inc *VWAP) Last() float64

func (*VWAP) Length added in v1.30.2 

func (inc *VWAP) Length() int

func (*VWAP) OnUpdate added in v1.16.0 

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

func (*VWAP) PushK added in v1.37.0 

func (inc *VWAP) PushK(k types.KLine)

func (*VWAP) Update added in v1.29.0 

func (inc *VWAP) Update(price, volume float64)

type VWMA added in v1.21.0 

type VWMA struct {
	types.SeriesBase
	types.IntervalWindow

	Values         floats.Slice
	PriceVolumeSMA *SMA
	VolumeSMA      *SMA

	EndTime time.Time
	// contains filtered or unexported fields
}

vwma implements the volume weighted moving average (VWMA) indicator:

Calculation: 

pv = element-wise multiplication of close prices and volumes
VWMA = SMA(pv, window) / SMA(volumes, window)

Volume Weighted Moving Average - https://www.motivewave.com/studies/volume_weighted_moving_average.htm

func (*VWMA) Bind added in v1.21.0 

func (inc *VWMA) Bind(updater KLineWindowUpdater)

func (*VWMA) CalculateAndUpdate added in v1.37.0 

func (inc *VWMA) CalculateAndUpdate(allKLines []types.KLine)

func (*VWMA) EmitUpdate added in v1.21.0 

func (inc *VWMA) EmitUpdate(value float64)

func (*VWMA) Index added in v1.30.2 

func (inc *VWMA) Index(i int) float64

func (*VWMA) Last added in v1.21.0 

func (inc *VWMA) Last() float64

func (*VWMA) Length added in v1.30.2 

func (inc *VWMA) Length() int

func (*VWMA) OnUpdate added in v1.21.0 

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

func (*VWMA) PushK added in v1.40.0 

func (inc *VWMA) PushK(k types.KLine)

func (*VWMA) Update added in v1.37.0 

func (inc *VWMA) Update(price, volume float64)

type Volatility added in v1.37.0 

type Volatility struct {
	types.SeriesBase
	types.IntervalWindow
	Values  floats.Slice
	EndTime time.Time

	UpdateCallbacks []func(value float64)
}

func (*Volatility) Bind added in v1.37.0 

func (inc *Volatility) Bind(updater KLineWindowUpdater)

func (*Volatility) CalculateAndUpdate added in v1.37.0 

func (inc *Volatility) CalculateAndUpdate(allKLines []types.KLine)

func (*Volatility) EmitUpdate added in v1.37.0 

func (inc *Volatility) EmitUpdate(value float64)

func (*Volatility) Index added in v1.37.0 

func (inc *Volatility) Index(i int) float64

func (*Volatility) Last added in v1.37.0 

func (inc *Volatility) Last() float64

func (*Volatility) Length added in v1.37.0 

func (inc *Volatility) Length() int

func (*Volatility) OnUpdate added in v1.37.0 

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

type WWMA added in v1.31.0 

type WWMA struct {
	types.SeriesBase
	types.IntervalWindow
	Values       floats.Slice
	LastOpenTime time.Time

	UpdateCallbacks []func(value float64)
}

func (*WWMA) Bind added in v1.31.0 

func (inc *WWMA) Bind(updater KLineWindowUpdater)

func (*WWMA) CalculateAndUpdate added in v1.37.0 

func (inc *WWMA) CalculateAndUpdate(allKLines []types.KLine)

func (*WWMA) EmitUpdate added in v1.31.0 

func (inc *WWMA) EmitUpdate(value float64)

func (*WWMA) Index added in v1.31.0 

func (inc *WWMA) Index(i int) float64

func (*WWMA) Last added in v1.31.0 

func (inc *WWMA) Last() float64

func (*WWMA) Length added in v1.31.0 

func (inc *WWMA) Length() int

func (*WWMA) OnUpdate added in v1.31.0 

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

func (*WWMA) PushK added in v1.37.0 

func (inc *WWMA) PushK(k types.KLine)

func (*WWMA) Update added in v1.31.0 

func (inc *WWMA) Update(value float64)

type WeightedDrift added in v1.40.0 

type WeightedDrift struct {
	types.SeriesBase
	types.IntervalWindow

	Values          floats.Slice
	MA              types.UpdatableSeriesExtend
	Weight          *types.Queue
	LastValue       float64
	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: https://tradingview.com/script/aDymGrFx-Drift-Study-Inspired-by-Monte-Carlo-Simulations-with-BM-KL/ Brownian Motion's drift factor could be used in Monte Carlo Simulations

func (*WeightedDrift) Bind added in v1.40.0 

func (inc *WeightedDrift) Bind(updater KLineWindowUpdater)

func (*WeightedDrift) CalculateAndUpdate added in v1.40.0 

func (inc *WeightedDrift) CalculateAndUpdate(allKLines []types.KLine)

func (*WeightedDrift) Clone added in v1.40.0 

func (inc *WeightedDrift) Clone() (out *WeightedDrift)

func (*WeightedDrift) EmitUpdate added in v1.40.0 

func (inc *WeightedDrift) EmitUpdate(value float64)

func (*WeightedDrift) Index added in v1.40.0 

func (inc *WeightedDrift) Index(i int) float64

func (*WeightedDrift) Last added in v1.40.0 

func (inc *WeightedDrift) Last() float64

func (*WeightedDrift) Length added in v1.40.0 

func (inc *WeightedDrift) Length() int

func (*WeightedDrift) OnUpdate added in v1.40.0 

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

func (*WeightedDrift) PushK added in v1.40.0 

func (inc *WeightedDrift) PushK(k types.KLine)

func (*WeightedDrift) TestUpdate added in v1.40.0 

func (inc *WeightedDrift) TestUpdate(value float64, weight float64) *WeightedDrift

func (*WeightedDrift) Update added in v1.40.0 

func (inc *WeightedDrift) Update(value float64, weight float64)

func (*WeightedDrift) ZeroPoint added in v1.40.0 

func (inc *WeightedDrift) ZeroPoint() float64

Assume that MA is SMA

type ZLEMA added in v1.31.0 

type ZLEMA struct {
	types.SeriesBase
	types.IntervalWindow
	// contains filtered or unexported fields
}

func (*ZLEMA) Bind added in v1.31.0 

func (inc *ZLEMA) Bind(updater KLineWindowUpdater)

func (*ZLEMA) CalculateAndUpdate added in v1.37.0 

func (inc *ZLEMA) CalculateAndUpdate(allKLines []types.KLine)

func (*ZLEMA) EmitUpdate added in v1.31.0 

func (inc *ZLEMA) EmitUpdate(value float64)

func (*ZLEMA) Index added in v1.31.0 

func (inc *ZLEMA) Index(i int) float64

func (*ZLEMA) Last added in v1.31.0 

func (inc *ZLEMA) Last() float64

func (*ZLEMA) Length added in v1.31.0 

func (inc *ZLEMA) Length() int

func (*ZLEMA) OnUpdate added in v1.31.0 

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

func (*ZLEMA) PushK added in v1.37.0 

func (inc *ZLEMA) PushK(k types.KLine)

func (*ZLEMA) Update added in v1.31.0 

func (inc *ZLEMA) Update(value float64)

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