indicatorv2

package
v1.61.0 Latest Latest
Warning

This package is not in the latest version of its module.

 Go to latest Published: Dec 23, 2024 License: AGPL-3.0 Imports: 5 Imported by: 10

Documentation

Index

Constants

View Source 
const DPeriod int = 3
View Source 
const MaxNumOfKLines = 4_000
View Source 
const MaxNumOfRMA = 1000
View Source 
const MaxSliceSize = 5000

MaxSliceSize is the maximum slice size byte size = 8 * 5000 = 40KB per slice

View Source 
const TruncateSize = 1000

TruncateSize is the truncate size for the slice per truncate call

Variables

This section is empty.

Functions

This section is empty.

Types

type ADXStream added in v1.59.0 

type ADXStream struct {
	*RMAStream

	Plus, Minus *types.Float64Series
	// contains filtered or unexported fields
}

func ADX added in v1.59.0 

func ADX(source KLineSubscription, window int) *ADXStream

func (*ADXStream) Truncate added in v1.59.0 

func (s *ADXStream) Truncate()

type ATRPStream 

type ATRPStream struct {
	*types.Float64Series
}

func ATRP2 

func ATRP2(source KLineSubscription, window int) *ATRPStream

type ATRStream 

type ATRStream struct {
	// embedded struct
	*RMAStream
}

func ATR2 

func ATR2(source KLineSubscription, window int) *ATRStream

type BOLLStream 

type BOLLStream struct {
	// the band series
	*types.Float64Series

	UpBand, DownBand *types.Float64Series

	SMA    *SMAStream
	StdDev *StdDevStream
	// contains filtered or unexported fields
}

func BOLL 

func BOLL(source types.Float64Source, window int, k float64) *BOLLStream

BOOL2 is bollinger indicator the data flow:

priceSource -> 

-> calculate SMA
-> calculate stdDev -> calculate bandWidth -> get latest SMA -> upBand, downBand

func (*BOLLStream) Calculate 

func (s *BOLLStream) Calculate(v float64) float64

func (*BOLLStream) Truncate added in v1.61.0 

func (s *BOLLStream) Truncate()

type CCIStream 

type CCIStream struct {
	*types.Float64Series

	TypicalPrice *types.Float64Series
	// contains filtered or unexported fields
}

func CCI 

func CCI(source types.Float64Source, window int) *CCIStream

func (*CCIStream) Calculate 

func (s *CCIStream) Calculate(value float64) float64

type CMAStream 

type CMAStream struct {
	*types.Float64Series
}

func CMA2 

func CMA2(source types.Float64Source) *CMAStream

func (*CMAStream) Calculate 

func (s *CMAStream) Calculate(x float64) float64

func (*CMAStream) Truncate 

func (s *CMAStream) Truncate()

type CrossStream 

type CrossStream struct {
	*types.Float64Series
	// contains filtered or unexported fields
}

CrossStream subscribes 2 upstreams, and calculate the cross signal

func Cross 

func Cross(a, b types.Float64Source) *CrossStream

Cross creates the CrossStream object:

cross := Cross(fastEWMA, slowEWMA)

type CrossType 

type CrossType float64
const (
	CrossOver  CrossType = 1.0
	CrossUnder CrossType = -1.0
)

type EWMAStream 

type EWMAStream struct {
	*types.Float64Series
	// contains filtered or unexported fields
}

func EWMA2 

func EWMA2(source types.Float64Source, window int) *EWMAStream

func (*EWMAStream) Calculate 

func (s *EWMAStream) Calculate(v float64) float64

type KLineStream 

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

func KLines 

func KLines(source types.Stream, symbol string, interval types.Interval) *KLineStream

KLines creates a KLine stream that pushes the klines to the subscribers

func (*KLineStream) AddSubscriber 

func (s *KLineStream) AddSubscriber(f func(k types.KLine))

AddSubscriber adds the subscriber function and push historical data to the subscriber

func (*KLineStream) BackFill 

func (s *KLineStream) BackFill(kLines []types.KLine)

func (*KLineStream) EmitUpdate 

func (s *KLineStream) EmitUpdate(k types.KLine)

func (*KLineStream) Last 

func (s *KLineStream) Last(i int) *types.KLine

func (*KLineStream) Length 

func (s *KLineStream) Length() int

func (*KLineStream) OnUpdate 

func (s *KLineStream) OnUpdate(cb func(k types.KLine))

type KLineSubscription 

type KLineSubscription interface {
	AddSubscriber(f func(k types.KLine))
	Length() int
	Last(i int) *types.KLine
}

type KeltnerStream added in v1.57.0 

type KeltnerStream struct {
	types.SeriesBase

	EWMA   *EWMAStream
	StdDev *StdDevStream
	ATR    *ATRStream

	Mid                              *types.Float64Series
	FirstUpperBand, FirstLowerBand   *types.Float64Series
	SecondUpperBand, SecondLowerBand *types.Float64Series
	ThirdUpperBand, ThirdLowerBand   *types.Float64Series
	// contains filtered or unexported fields
}

func Keltner added in v1.57.0 

func Keltner(source KLineSubscription, window, atrLength int) *KeltnerStream

type MACDStream 

type MACDStream struct {
	*SubtractStream

	FastEWMA, SlowEWMA, Signal *EWMAStream
	Histogram                  *SubtractStream
	// contains filtered or unexported fields
}

func MACD2 

func MACD2(source types.Float64Source, shortWindow, longWindow, signalWindow int) *MACDStream

type MultiplyStream 

type MultiplyStream struct {
	*types.Float64Series
	// contains filtered or unexported fields
}

func Multiply 

func Multiply(a, b types.Float64Source) *MultiplyStream

type PivotHighStream 

type PivotHighStream struct {
	*types.Float64Series
	// contains filtered or unexported fields
}

func PivotHigh added in v1.53.0 

func PivotHigh(source types.Float64Source, window int, args ...int) *PivotHighStream

type PivotLowStream 

type PivotLowStream struct {
	*types.Float64Series
	// contains filtered or unexported fields
}

func PivotLow 

func PivotLow(source types.Float64Source, window int, args ...int) *PivotLowStream

type PriceStream 

type PriceStream struct {
	*types.Float64Series
	// contains filtered or unexported fields
}

func ClosePrices 

func ClosePrices(source KLineSubscription) *PriceStream

func HLC3 

func HLC3(source KLineSubscription) *PriceStream

func HighPrices 

func HighPrices(source KLineSubscription) *PriceStream

func LowPrices 

func LowPrices(source KLineSubscription) *PriceStream

func OpenPrices 

func OpenPrices(source KLineSubscription) *PriceStream

func Price 

func Price(source KLineSubscription, mapper types.KLineValueMapper) *PriceStream

func Volumes 

func Volumes(source KLineSubscription) *PriceStream

func (*PriceStream) AddSubscriber 

func (s *PriceStream) AddSubscriber(f func(v float64))

AddSubscriber adds the subscriber function and push historical data to the subscriber

func (*PriceStream) PushAndEmit 

func (s *PriceStream) PushAndEmit(v float64)

type RMAStream 

type RMAStream struct {
	// embedded structs
	*types.Float64Series

	// config fields
	Adjust bool
	// contains filtered or unexported fields
}

func RMA2 

func RMA2(source types.Float64Source, window int, adjust bool) *RMAStream

func (*RMAStream) Calculate 

func (s *RMAStream) Calculate(x float64) float64

func (*RMAStream) Truncate 

func (s *RMAStream) Truncate()

type RSIStream 

type RSIStream struct {
	// embedded structs
	*types.Float64Series
	// contains filtered or unexported fields
}

func RSI2 

func RSI2(source types.Float64Source, window int) *RSIStream

func (*RSIStream) Calculate 

func (s *RSIStream) Calculate(_ float64) float64

type SMAStream 

type SMAStream struct {
	*types.Float64Series
	// contains filtered or unexported fields
}

func SMA 

func SMA(source types.Float64Source, window int) *SMAStream

func (*SMAStream) Calculate 

func (s *SMAStream) Calculate(v float64) float64

func (*SMAStream) Truncate 

func (s *SMAStream) Truncate()

type SMMAStream added in v1.58.0 

type SMMAStream struct {
	*types.Float64Series
	// contains filtered or unexported fields
}

func SMMA2 added in v1.58.0 

func SMMA2(source types.Float64Source, window int) *SMMAStream

func (*SMMAStream) Calculate added in v1.58.0 

func (s *SMMAStream) Calculate(v float64) float64

type StdDevStream 

type StdDevStream struct {
	*types.Float64Series
	// contains filtered or unexported fields
}

func StdDev 

func StdDev(source types.Float64Source, window int) *StdDevStream

func (*StdDevStream) Calculate 

func (s *StdDevStream) Calculate(x float64) float64

func (*StdDevStream) Truncate added in v1.61.0 

func (s *StdDevStream) Truncate()

type StochStream 

type StochStream struct {
	types.SeriesBase

	K, D floats.Slice
	// contains filtered or unexported fields
}

func Stoch 

func Stoch(source KLineSubscription, window, dPeriod int) *StochStream

Stochastic Oscillator

func (*StochStream) EmitUpdate 

func (S *StochStream) EmitUpdate(k float64, d float64)

func (*StochStream) OnUpdate 

func (S *StochStream) OnUpdate(cb func(k float64, d float64))

type SubtractStream 

type SubtractStream struct {
	*types.Float64Series
	// contains filtered or unexported fields
}

SubtractStream subscribes 2 upstream data, and then subtract these 2 values

func Subtract 

func Subtract(a, b types.Float64Source) *SubtractStream

Subtract creates the SubtractStream object subtract := Subtract(longEWMA, shortEWMA)

type TRStream 

type TRStream struct {
	// embedded struct
	*types.Float64Series
	// contains filtered or unexported fields
}

This TRStream calculates the ATR first

func TR2 

func TR2(source KLineSubscription) *TRStream

Source Files

View all Source files

Jump to

Keyboard shortcuts

? : This menu
/ : Search site
f or F : Jump to
y or Y : Canonical URL
go.dev uses cookies from Google to deliver and enhance the quality of its services and to analyze traffic. Learn more.