queryhelper

package
v1.4.202 Latest Latest
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This package is not in the latest version of its module.

 Go to latest Published: Apr 13, 2023 License: GPL-2.0 Imports: 5 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func FilterEMA added in v1.4.0 

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

func FilterMA 

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

func FilterMAIR 

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

func FilterMEDIR added in v1.4.0 

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

func FilterVOL added in v1.4.2 

func FilterVOL(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterVWAP 

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

func FilterVWAPIR 

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

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) GenerateBlocks added in v1.4.113 

func (bg *Blockgenerator) GenerateBlocks(blockSizeSeconds int64, blockShiftSeconds int64, bins []utils.TimeBin) (tradeBlocks []Block)

Source Files

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