simulate

package
v0.0.0-...-570c6ec Latest Latest
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Published: Sep 29, 2019 License: MIT Imports: 5 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func MedianPerformance

func MedianPerformance(funds []*xpfunds.Fund, maxDuration, minMonths, maxNumFunds int, s Strategy) float64

Types

type Strategy

type Strategy interface {
	Name() string

	Choose(funds []*xpfunds.Fund, end int) []*xpfunds.Fund
}

type Weighted

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

func NewWeighted

func NewWeighted(maxMonths int, weight []float64) *Weighted

func (*Weighted) Choose

func (w *Weighted) Choose(funds []*xpfunds.Fund, end int) []*xpfunds.Fund

func (*Weighted) FeatureCount

func (w *Weighted) FeatureCount() int

func (*Weighted) Name

func (w *Weighted) Name() string

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