queryhelper

package

v1.4.264 Latest Latest Go to latest Published: Jun 13, 2023 License: GPL-2.0 Imports: 5 Imported by: 0

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

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

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

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

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

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

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

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) GenerateBlocks(blockSizeSeconds int64, blockShiftSeconds int64, bins []utils.TimeBin) (tradeBlocks []Block)