queryhelper

Documentation

Index

• func FilterEMA(points []dia.FilterPoint, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint)
• 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 FilterMEDIR(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
• type Block
• type Blockgenerator
  • func NewBlockGenerator(trades []dia.Trade) *Blockgenerator
  • func (bg *Blockgenerator) GenerateShift(firstBlockStartTime, blockSizeSeconds, blockShiftSeconds int64) (tradeBlocks []Block)
  • func (bg *Blockgenerator) GenerateSize(blockSizeSeconds int64) (tradeBlocks []Block)

Functions

func FilterEMA

func FilterEMA(points []dia.FilterPoint, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint)

func FilterMA

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

func FilterMAIR

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

func FilterMEDIR

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

func FilterVWAP

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

func FilterVWAPIR

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

func GetData

func GetData() string

GetData Returns trades

Types

type Block

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

type Blockgenerator

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

func NewBlockGenerator

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

func (*Blockgenerator) GenerateShift

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

func (*Blockgenerator) GenerateSize

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