Documentation
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Index ¶
- type BollingerBandsResult
- type Indicator
- type IndicatorATR
- type IndicatorBollingerBands
- func (indicator *IndicatorBollingerBands) Add(x ...float64) (y *BollingerBandsResult, ok bool)
- func (indicator *IndicatorBollingerBands) IsWarm() bool
- func (indicator *IndicatorBollingerBands) MarshalJSON() (b []byte, err error)
- func (indicator *IndicatorBollingerBands) UnmarshalJSON(b []byte) (err error)
- type IndicatorEMA
- type IndicatorRMA
- type IndicatorSMA
- type IndicatorTR
- type SamplerCandleDecimal
- func (sampler *SamplerCandleDecimal) OnPx(px decimal.Decimal, t time.Time) (candle *gomposable.OHLCVT[decimal.Decimal], gotSlice bool)
- func (sampler *SamplerCandleDecimal) OnVolume(vol decimal.Decimal, t time.Time) (candle *gomposable.OHLCVT[decimal.Decimal], gotSlice bool)
- func (sampler *SamplerCandleDecimal) Overwrite(candle gomposable.OHLCVTAble[decimal.Decimal])
- type SamplerCandleFloat64
- func (sampler *SamplerCandleFloat64) OnPx(px float64, t time.Time) (candle *gomposable.OHLCVT[float64], gotSlice bool)
- func (sampler *SamplerCandleFloat64) OnVolume(vol float64, t time.Time) (candle *gomposable.OHLCVT[float64], gotSlice bool)
- func (sampler *SamplerCandleFloat64) Overwrite(candle gomposable.OHLCVTAble[float64])
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type BollingerBandsResult ¶
type BollingerBandsResult struct {
gomposable.Bands[float64]
Basis float64 `json:"basis"`
}
type Indicator ¶
type Indicator interface {
IsWarm() bool
}
Indicator defined the common behaviour of all package indicators.
type IndicatorATR ¶
type IndicatorATR struct {
// contains filtered or unexported fields
}
IndcatorAtr calculates Average True Range. @see: https://www.investopedia.com/terms/a/atr.asp
func NewIndicatorATR ¶
func NewIndicatorATR(window int) *IndicatorATR
NewIndicatorATR creates an instance of the IndicatorAtr for given `window`.
func (*IndicatorATR) Add ¶
func (indicator *IndicatorATR) Add(candles ...gomposable.OHLCAble[float64]) (y float64, ok bool)
func (*IndicatorATR) IsWarm ¶
func (indicator *IndicatorATR) IsWarm() bool
func (*IndicatorATR) MarshalJSON ¶
func (indicator *IndicatorATR) MarshalJSON() (b []byte, err error)
MarshalJSON implements json.Marshaler interface.
func (*IndicatorATR) UnmarshalJSON ¶
func (indicator *IndicatorATR) UnmarshalJSON(b []byte) (err error)
UnmarshalJSON implements json.Unmarshaler interface.
type IndicatorBollingerBands ¶
type IndicatorBollingerBands struct {
// contains filtered or unexported fields
}
IndicatorBollingerBands calculates Bollinger Bands. @see: https://www.investopedia.com/terms/b/bollingerbands.asp
func NewIndicatorBollingerBands ¶
func NewIndicatorBollingerBands(window int, sigma float64) *IndicatorBollingerBands
NewIndicatorBollingerBands creates an instance of the IndicatorBollingerBands for given `window` and `sigma`.
func (*IndicatorBollingerBands) Add ¶
func (indicator *IndicatorBollingerBands) Add(x ...float64) (y *BollingerBandsResult, ok bool)
Add records given `x...` and reports the bollinger bands. The retured `ok` value reports whether the indicator is ready to produce result.
func (*IndicatorBollingerBands) IsWarm ¶
func (indicator *IndicatorBollingerBands) IsWarm() bool
IsWarm reports whether the indicator is ready to produce result.
func (*IndicatorBollingerBands) MarshalJSON ¶
func (indicator *IndicatorBollingerBands) MarshalJSON() (b []byte, err error)
MarshalJSON implements json.Marshaler interface.
func (*IndicatorBollingerBands) UnmarshalJSON ¶
func (indicator *IndicatorBollingerBands) UnmarshalJSON(b []byte) (err error)
UnmarshalJSON implements json.Unmarshaler interface.
type IndicatorEMA ¶
type IndicatorEMA struct {
// contains filtered or unexported fields
}
IndicatorEMA calculates exponential moving average.
EMA today = α Px today + (1 − α) EMA yesterday α = 2 / (window + 1)
func NewIndicatorEMA ¶
func NewIndicatorEMA(window int) *IndicatorEMA
NewIndicatorEMA creates an instance of the IndicatorEMA for given `window`.
func (*IndicatorEMA) Add ¶
func (indicator *IndicatorEMA) Add(x ...float64) (y float64, ok bool)
Add records given `x...` and reports the exponential moving average. The retured `ok` value reports whether the indicator is ready to produce result.
func (*IndicatorEMA) IsWarm ¶
func (indicator *IndicatorEMA) IsWarm() bool
IsWarm reports whether the indicator is ready to produce result.
func (*IndicatorEMA) MarshalJSON ¶
func (indicator *IndicatorEMA) MarshalJSON() (b []byte, err error)
MarshalJSON implements json.Marshaler interface.
func (*IndicatorEMA) UnmarshalJSON ¶
func (indicator *IndicatorEMA) UnmarshalJSON(b []byte) (err error)
UnmarshalJSON implements json.Unmarshaler interface.
type IndicatorRMA ¶
type IndicatorRMA struct {
// contains filtered or unexported fields
}
IndicatorRMA calculates the TradingView `RMA` (It is the exponentially weighted moving average with alpha = 1 / length.). @see: https://www.tradingview.com/pine-script-reference/v5/#fun_ta{dot}rma
func NewIndicatorRMA ¶
func NewIndicatorRMA(window int) *IndicatorRMA
func (*IndicatorRMA) IsWarm ¶
func (indicator *IndicatorRMA) IsWarm() bool
func (*IndicatorRMA) MarshalJSON ¶
func (indicator *IndicatorRMA) MarshalJSON() (b []byte, err error)
MarshalJSON implements json.Marshaler interface.
func (*IndicatorRMA) UnmarshalJSON ¶
func (indicator *IndicatorRMA) UnmarshalJSON(b []byte) (err error)
UnmarshalJSON implements json.Unmarshaler interface.
type IndicatorSMA ¶
type IndicatorSMA struct {
// contains filtered or unexported fields
}
IndicatorSMA calculates simple moving average. @see: https://www.investopedia.com/terms/s/sma.asp
func NewIndicatorSMA ¶
func NewIndicatorSMA(window int) *IndicatorSMA
NewIndicatorSMA create instance of IndicatorSMA for given `window`.
func (*IndicatorSMA) Add ¶
func (indicator *IndicatorSMA) Add(x ...float64) (y float64, ok bool)
Add records given `x...` and reports the simple moving average. The retured `ok` value reports whether the indicator is ready to produce result.
func (*IndicatorSMA) IsWarm ¶
func (indicator *IndicatorSMA) IsWarm() bool
IsWarm reports whether the indicator is ready to produce result.
func (*IndicatorSMA) MarshalJSON ¶
func (indicator *IndicatorSMA) MarshalJSON() (b []byte, err error)
MarshalJSON implements json.Marshaler interface.
func (*IndicatorSMA) UnmarshalJSON ¶
func (indicator *IndicatorSMA) UnmarshalJSON(b []byte) (err error)
UnmarshalJSON implements json.Unmarshaler interface.
type IndicatorTR ¶
type IndicatorTR struct {
// contains filtered or unexported fields
}
IndicatorTR calculate True Range.
func NewIndicatorTR ¶
func NewIndicatorTR() *IndicatorTR
NewIndicatorTR creates an instance of the IndicatorTR.
func (*IndicatorTR) Add ¶
func (indicator *IndicatorTR) Add(candles ...gomposable.OHLCAble[float64]) (y float64, ok bool)
func (*IndicatorTR) MarshalJSON ¶
func (indicator *IndicatorTR) MarshalJSON() (b []byte, err error)
MarshalJSON implements json.Marshaler interface.
func (*IndicatorTR) UnmarshalJSON ¶
func (indicator *IndicatorTR) UnmarshalJSON(b []byte) (err error)
UnmarshalJSON implements json.Unmarshaler interface.
type SamplerCandleDecimal ¶
type SamplerCandleDecimal struct {
// contains filtered or unexported fields
}
func NewCandleSamplerDecimal ¶
func NewCandleSamplerDecimal(d time.Duration) *SamplerCandleDecimal
func (*SamplerCandleDecimal) OnPx ¶
func (sampler *SamplerCandleDecimal) OnPx(px decimal.Decimal, t time.Time) (candle *gomposable.OHLCVT[decimal.Decimal], gotSlice bool)
func (*SamplerCandleDecimal) OnVolume ¶
func (sampler *SamplerCandleDecimal) OnVolume(vol decimal.Decimal, t time.Time) (candle *gomposable.OHLCVT[decimal.Decimal], gotSlice bool)
func (*SamplerCandleDecimal) Overwrite ¶
func (sampler *SamplerCandleDecimal) Overwrite(candle gomposable.OHLCVTAble[decimal.Decimal])
type SamplerCandleFloat64 ¶
type SamplerCandleFloat64 struct {
// contains filtered or unexported fields
}
func NewCandleSamplerFloat64 ¶
func NewCandleSamplerFloat64(d time.Duration) *SamplerCandleFloat64
func (*SamplerCandleFloat64) OnPx ¶
func (sampler *SamplerCandleFloat64) OnPx(px float64, t time.Time) (candle *gomposable.OHLCVT[float64], gotSlice bool)
func (*SamplerCandleFloat64) OnVolume ¶
func (sampler *SamplerCandleFloat64) OnVolume(vol float64, t time.Time) (candle *gomposable.OHLCVT[float64], gotSlice bool)
func (*SamplerCandleFloat64) Overwrite ¶
func (sampler *SamplerCandleFloat64) Overwrite(candle gomposable.OHLCVTAble[float64])
Source Files