queryhelper

package

v1.3.6-rc-21 Latest Latest Go to latest Published: Jan 16, 2022 License: GPL-2.0 Imports: 4 Imported by: 0

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func FilterMA(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint)

func FilterMAIR(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint)

func FilterVWAP(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint)

func FilterVWAPIR(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint)

func GetData() string

GetData Returns trades

type Block struct {
	Trades    []dia.Trade
	TimeStamp int64
}

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

func NewBlockGenerator(trades []dia.Trade) *Blockgenerator

func (bg *Blockgenerator) GenerateShift(firstBlockStartTime, blockSizeSeconds, blockShiftSeconds int64) (tradeBlocks []Block)

func (bg *Blockgenerator) GenerateSize(blockSizeSeconds int64) (tradeBlocks []Block)