filters

Documentation

Overview

FilterMAIR implements a trimmed moving average. Outliers are eliminated using interquartile range see: https://en.wikipedia.org/wiki/Interquartile_range

FilterMEDIR implements a trimmed median. Outliers are eliminated using interquartile range see: https://en.wikipedia.org/wiki/Interquartile_range

Index

• type Filter
• type FilterMA
  • func NewFilterMA(symbol string, exchange string, currentTime time.Time, param int) *FilterMA
• type FilterMAIR
  • func NewFilterMAIR(symbol string, exchange string, currentTime time.Time, memory int) *FilterMAIR
• type FilterMEDIR
  • func NewFilterMEDIR(symbol string, exchange string, currentTime time.Time, memory int) *FilterMEDIR
• type FilterTLT
  • func NewFilterTLT(symbol string, exchange string) *FilterTLT
• type FilterVOL
  • func NewFilterVOL(symbol string, exchange string, memory int) *FilterVOL
• type FiltersBlockService
  • func NewFiltersBlockService(previousBlockFilters []dia.FilterPoint, datastore models.Datastore, ...) *FiltersBlockService
  • func (s *FiltersBlockService) Close() error
  • func (s *FiltersBlockService) ProcessTradesBlock(tradesBlock *dia.TradesBlock)

Types

type Filter

type Filter interface {
	// contains filtered or unexported methods
}

Filter defines a filter's methods processing trades from the tradesBlockService

type FilterMA

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

func NewFilterMA

func NewFilterMA(symbol string, exchange string, currentTime time.Time, param int) *FilterMA

type FilterMAIR

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

FilterMAIR contains the configuration parameters of the filter

func NewFilterMAIR

func NewFilterMAIR(symbol string, exchange string, currentTime time.Time, memory int) *FilterMAIR

NewFilterMAIR creates a FilterMAIR

type FilterMEDIR

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

FilterMEDIR contains the configuration parameters of the filter

func NewFilterMEDIR

func NewFilterMEDIR(symbol string, exchange string, currentTime time.Time, memory int) *FilterMEDIR

NewFilterMEDIR creates a FilterMEDIR

type FilterTLT

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

func NewFilterTLT

func NewFilterTLT(symbol string, exchange string) *FilterTLT

type FilterVOL

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

func NewFilterVOL

func NewFilterVOL(symbol string, exchange string, memory int) *FilterVOL

type FiltersBlockService

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

func NewFiltersBlockService

func NewFiltersBlockService(previousBlockFilters []dia.FilterPoint, datastore models.Datastore, chanFiltersBlock chan *dia.FiltersBlock) *FiltersBlockService

func (*FiltersBlockService) Close

func (s *FiltersBlockService) Close() error

func (*FiltersBlockService) ProcessTradesBlock

func (s *FiltersBlockService) ProcessTradesBlock(tradesBlock *dia.TradesBlock)