sCandle

Documentation

Index

• Constants
• func GetIntervalMinutes(interval string) int64
• func GetIntervalSeconds(interval string) int64
• func GetIntervalSecondsMilli(interval string) int64
• func IsClosing(ts int64, interval string) bool
• func IsClosingMilli(ts int64, interval string) bool
• func IsSameMonth(ts1, ts2 int64) bool
• func NextTs(ts int64, interval string) int64
• func PrevTs(ts int64, interval string) int64
• func Verify(candles Candles, interval int64) []error
• func VerifyHighLow(obj *Candle) bool
• func VerifyHighs(obj *Candle) bool
• func VerifyInterval(obj_1, obj_2 *Candle, interval int64) bool
• func VerifyLows(obj *Candle) bool
• func VerifyOne(prevObj, obj *Candle, interval int64) error
• func VerifyOpenClose(obj_1, obj_2 *Candle) bool
• func VerifyZeros(obj *Candle) bool
• type Candle
  • func (c Candle) LogReturn() float64
  • func (c Candle) String(prec int) string
• type Candles
  • func GetFixes(prev *Candle, candles Candles, interval int64) Candles
• type Interval
  • func GetInterval(interval string) Interval
  • func GetIntervals(intervals ...string) (res []Interval)
  • func (i Interval) IsClosing(ts int64) bool
  • func (i Interval) IsClosingMilli(ts int64) bool
  • func (i Interval) IsDefault() bool
  • func (i Interval) Minutes() int64
  • func (i Interval) Next(ts int64) int64
  • func (i Interval) Prev(ts int64) int64
  • func (i Interval) Seconds() int64
  • func (i Interval) SecondsMilli() int64
  • func (i Interval) String() string
• type OHLC
  • func (o OHLC) String(prec int) string
• type OHLCV
  • func (o OHLCV) String(prec int) string
• type OHLCVs
• type OHLCs

Constants

const (
	Interval_1m  = Interval("1m")
	Interval_5m  = Interval("5m")
	Interval_15m = Interval("15m")
	Interval_30m = Interval("30m")
	Interval_1h  = Interval("1h")
	Interval_4h  = Interval("4h")
	Interval_D   = Interval("D")
	Interval_W   = Interval("W")
	Interval_M   = Interval("M")

	Interval_DEFAULT = Interval("DEFAULT")
)

Functions

func GetIntervalMinutes

func GetIntervalMinutes(interval string) int64

func GetIntervalSeconds

func GetIntervalSeconds(interval string) int64

func GetIntervalSecondsMilli

func GetIntervalSecondsMilli(interval string) int64

func IsClosing

func IsClosing(ts int64, interval string) bool

IsClosing, ts is in seconds

func IsClosingMilli

func IsClosingMilli(ts int64, interval string) bool

IsClosingMilli, ts is in milliseconds

func IsSameMonth

func IsSameMonth(ts1, ts2 int64) bool

func NextTs

func NextTs(ts int64, interval string) int64

NextTs, ts is in seconds

func PrevTs

func PrevTs(ts int64, interval string) int64

PrevTs, ts is in seconds

func Verify

func Verify(candles Candles, interval int64) []error

func VerifyHighLow

func VerifyHighLow(obj *Candle) bool

func VerifyHighs

func VerifyHighs(obj *Candle) bool

func VerifyInterval

func VerifyInterval(obj_1, obj_2 *Candle, interval int64) bool

func VerifyLows

func VerifyLows(obj *Candle) bool

func VerifyOne

func VerifyOne(prevObj, obj *Candle, interval int64) error

func VerifyOpenClose

func VerifyOpenClose(obj_1, obj_2 *Candle) bool

func VerifyZeros

func VerifyZeros(obj *Candle) bool

Types

type Candle

type Candle struct {
	UnixTs int64 `bson:"ts" json:"ts"`
	OHLCV  `bson:",inline"`
}

func (Candle) LogReturn

func (c Candle) LogReturn() float64

func (Candle) String

func (c Candle) String(prec int) string

type Candles

type Candles []*Candle

func GetFixes

func GetFixes(prev *Candle, candles Candles, interval int64) Candles

GetFixes, prev is the previous candle, candles is the list of candles to be fixed, interval is the candle interval in seconds return de candles from next to prev to the last candle in candles

type Interval

type Interval string

func GetInterval

func GetInterval(interval string) Interval

func GetIntervals

func GetIntervals(intervals ...string) (res []Interval)

func (Interval) IsClosing

func (i Interval) IsClosing(ts int64) bool

func (Interval) IsClosingMilli

func (i Interval) IsClosingMilli(ts int64) bool

func (Interval) IsDefault

func (i Interval) IsDefault() bool

func (Interval) Minutes

func (i Interval) Minutes() int64

func (Interval) Next

func (i Interval) Next(ts int64) int64

func (Interval) Prev

func (i Interval) Prev(ts int64) int64

func (Interval) Seconds

func (i Interval) Seconds() int64

func (Interval) SecondsMilli

func (i Interval) SecondsMilli() int64

func (Interval) String

func (i Interval) String() string

type OHLC

type OHLC struct {
	Open  float64 `bson:"o" json:"o"`
	High  float64 `bson:"h" json:"h"`
	Low   float64 `bson:"l" json:"l"`
	Close float64 `bson:"c" json:"c"`
}

func (OHLC) String

func (o OHLC) String(prec int) string

type OHLCV

type OHLCV struct {
	OHLC   `bson:",inline"`
	Volume float64 `bson:"v" json:"v"`
}

func (OHLCV) String

func (o OHLCV) String(prec int) string

type OHLCVs

type OHLCVs []*OHLCV

type OHLCs

type OHLCs []*OHLC