candlestick

Documentation

Index

• Variables
• func PriceByType(open, high, low, close float64, pt PriceType) float64
• type Candlestick
  • func MergeListIntoOneCandlestick(csl *List, per period.Symbol) (time.Time, Candlestick)
  • func (cs Candlestick) Equal(b Candlestick) bool
  • func (cs Candlestick) PriceByType(pt PriceType) float64
  • func (cs Candlestick) String() string
• type List
  • func NewList(exchange, pair string, period period.Symbol) *List
  • func NewListFrom(l *List) *List
  • func (l List) Extract(start, end time.Time, limit uint) *List
  • func (l *List) FillMissing(start, end time.Time, filling Candlestick) error
  • func (cl List) GetMissingRange(start, end time.Time, limit uint) []timeserie.TimeRange
  • func (cl List) GetMissingTimes(start, end time.Time, limit uint) []time.Time
  • func (cl List) GetUncompleteRange() []timeserie.TimeRange
  • func (cl List) GetUncompleteTimes() []time.Time
  • func (l *List) Merge(l2 *List, options *timeserie.MergeOptions) error
  • func (l *List) MustSet(t time.Time, c Candlestick) *List
  • func (l *List) ReplaceUncomplete(l2 *List)
  • func (l *List) Set(t time.Time, c Candlestick) error
  • func (l List) String() string
• type PriceType
  • func (pt PriceType) String() string
  • func (pt PriceType) Validate() error

Variables

var (
	ErrPeriodMismatch   = errors.New("period-mismatch")
	ErrCandlestickType  = errors.New("struct-not-candlestick")
	ErrExchangeMismatch = errors.New("exchange-mismatch")
	ErrPairMismatch     = errors.New("pair-mismatch")
)

var (
	ErrInvalidPriceType = errors.New("invalid-price-type")
)

var PriceTypes = []PriceType{
	PriceTypeIsOpen,
	PriceTypeIsHigh,
	PriceTypeIsLow,
	PriceTypeIsClose,
}

Functions

func PriceByType

func PriceByType(open, high, low, close float64, pt PriceType) float64

Types

type Candlestick

type Candlestick struct {
	Open       float64 `bson:"open"     json:"open,omitempty"`
	High       float64 `bson:"high"     json:"high,omitempty"`
	Low        float64 `bson:"low"      json:"low,omitempty"`
	Close      float64 `bson:"close"    json:"close,omitempty"`
	Volume     float64 `bson:"volume"   json:"volume,omitempty"`
	Uncomplete bool    `bson:"complete" json:"uncomplete,omitempty"`
}

func MergeListIntoOneCandlestick

func MergeListIntoOneCandlestick(csl *List, per period.Symbol) (time.Time, Candlestick)

func (Candlestick) Equal

func (cs Candlestick) Equal(b Candlestick) bool

func (Candlestick) PriceByType

func (cs Candlestick) PriceByType(pt PriceType) float64

func (Candlestick) String

func (cs Candlestick) String() string

type List

type List struct {
	Exchange string
	Pair     string
	Period   period.Symbol
	timeserie.TimeSerie[Candlestick]
}

func NewList

func NewList(exchange, pair string, period period.Symbol) *List

func NewListFrom

func NewListFrom(l *List) *List

func (List) Extract

func (l List) Extract(start, end time.Time, limit uint) *List

func (*List) FillMissing

func (l *List) FillMissing(start, end time.Time, filling Candlestick) error

FillMissing will add the 'filling' candlestick at each interval between 'start' included and 'end' included when there is a missing candlestick at the tested interval.

func (List) GetMissingRange

func (cl List) GetMissingRange(start, end time.Time, limit uint) []timeserie.TimeRange

func (List) GetMissingTimes

func (cl List) GetMissingTimes(start, end time.Time, limit uint) []time.Time

GetMissingTimes returns an array of missing time in the candlestick list

func (List) GetUncompleteRange

func (cl List) GetUncompleteRange() []timeserie.TimeRange

func (List) GetUncompleteTimes

func (cl List) GetUncompleteTimes() []time.Time

GetUncompleteTimes returns an array of time from candlesticks that are marked as uncomplete (i.e. data pulled when candlestick covering time was not complete)

func (*List) Merge

func (l *List) Merge(l2 *List, options *timeserie.MergeOptions) error

func (*List) MustSet

func (l *List) MustSet(t time.Time, c Candlestick) *List

func (*List) ReplaceUncomplete

func (l *List) ReplaceUncomplete(l2 *List)

func (*List) Set

func (l *List) Set(t time.Time, c Candlestick) error

func (List) String

func (l List) String() string

type PriceType

type PriceType string

const (
	PriceTypeIsOpen  PriceType = "open"
	PriceTypeIsHigh  PriceType = "high"
	PriceTypeIsLow   PriceType = "low"
	PriceTypeIsClose PriceType = "close"
)

func (PriceType) String

func (pt PriceType) String() string

func (PriceType) Validate

func (pt PriceType) Validate() error