moving_average

Documentation

Index

• type ArrayContainer
  • func NewArrayContainer(a array.Interface) *ArrayContainer
  • func (a *ArrayContainer) Array() array.Interface
  • func (a *ArrayContainer) IsNull(i int) bool
  • func (a *ArrayContainer) IsValid(i int) bool
  • func (a *ArrayContainer) Len() int
  • func (a *ArrayContainer) OrigValue(i int) interface{}
  • func (a *ArrayContainer) Release()
  • func (a *ArrayContainer) Slice(i int, j int) *ArrayContainer
  • func (a *ArrayContainer) Value(i int) values.Value
• type ExponentialMovingAverage
  • func New(inTimePeriod int, numCols int) *ExponentialMovingAverage
  • func (r *ExponentialMovingAverage) Add(v float64, bj int) float64
  • func (r *ExponentialMovingAverage) AddNull(bj int)
  • func (r *ExponentialMovingAverage) DoNumeric(vs *ArrayContainer, b execute.TableBuilder, bj int, ...) error
  • func (r *ExponentialMovingAverage) Finish(cols []flux.ColMeta, builder execute.TableBuilder, valueIdx int) error
  • func (r *ExponentialMovingAverage) GetEMA(bj int) []interface{}
  • func (r *ExponentialMovingAverage) LastVal(bj int) interface{}
  • func (r *ExponentialMovingAverage) PassThrough(vs *ArrayContainer, b execute.TableBuilder, bj int) error
  • func (r *ExponentialMovingAverage) PassThroughTime(vs *array.Int64, b execute.TableBuilder, bj int) error
  • func (r *ExponentialMovingAverage) Value(bj int) float64

Types

type ArrayContainer

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

func NewArrayContainer

func NewArrayContainer(a array.Interface) *ArrayContainer

func (*ArrayContainer) Array

func (a *ArrayContainer) Array() array.Interface

func (*ArrayContainer) IsNull

func (a *ArrayContainer) IsNull(i int) bool

func (*ArrayContainer) IsValid

func (a *ArrayContainer) IsValid(i int) bool

func (*ArrayContainer) Len

func (a *ArrayContainer) Len() int

func (*ArrayContainer) OrigValue

func (a *ArrayContainer) OrigValue(i int) interface{}

func (*ArrayContainer) Release

func (a *ArrayContainer) Release()

func (*ArrayContainer) Slice

func (a *ArrayContainer) Slice(i int, j int) *ArrayContainer

func (*ArrayContainer) Value

func (a *ArrayContainer) Value(i int) values.Value

type ExponentialMovingAverage

type ExponentialMovingAverage struct {
	Multiplier float64
	// contains filtered or unexported fields
}

func New

func New(inTimePeriod int, numCols int) *ExponentialMovingAverage

func (*ExponentialMovingAverage) Add

func (r *ExponentialMovingAverage) Add(v float64, bj int) float64

Used when we need to do EMA step by step

func (*ExponentialMovingAverage) AddNull

func (r *ExponentialMovingAverage) AddNull(bj int)

Used when we need to do EMA step by step Skips over the null, increments cursor

func (*ExponentialMovingAverage) DoNumeric

func (r *ExponentialMovingAverage) DoNumeric(vs *ArrayContainer, b execute.TableBuilder, bj int, doExponentialMovingAverage bool, appendToTable bool) error

func (*ExponentialMovingAverage) Finish

func (r *ExponentialMovingAverage) Finish(cols []flux.ColMeta, builder execute.TableBuilder, valueIdx int) error

If we don't have enough values for a proper EMA, just append the last value (which is the average of the values so far)

func (*ExponentialMovingAverage) GetEMA

func (r *ExponentialMovingAverage) GetEMA(bj int) []interface{}

func (*ExponentialMovingAverage) LastVal

func (r *ExponentialMovingAverage) LastVal(bj int) interface{}

The last value encountered

func (*ExponentialMovingAverage) PassThrough

func (r *ExponentialMovingAverage) PassThrough(vs *ArrayContainer, b execute.TableBuilder, bj int) error

func (*ExponentialMovingAverage) PassThroughTime

func (r *ExponentialMovingAverage) PassThroughTime(vs *array.Int64, b execute.TableBuilder, bj int) error

func (*ExponentialMovingAverage) Value

func (r *ExponentialMovingAverage) Value(bj int) float64

The current EMA value