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all: rename Minus() to Sub()
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parent
648e99f52a
commit
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@ -5,10 +5,11 @@ import (
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"fmt"
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"os"
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"github.com/wcharczuk/go-chart/v2"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/interact"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/wcharczuk/go-chart/v2"
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)
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func (s *Strategy) InitDrawCommands(profit, cumProfit types.Series) {
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@ -76,7 +77,7 @@ func (s *Strategy) DrawIndicators(time types.Time) *types.Canvas {
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// canvas.Plot("upband", s.ma.Add(s.stdevHigh), time, length)
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canvas.Plot("ma", s.ma, time, length)
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// canvas.Plot("downband", s.ma.Minus(s.stdevLow), time, length)
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// canvas.Plot("downband", s.ma.Sub(s.stdevLow), time, length)
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fmt.Printf("%f %f\n", highestPrice, hi)
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canvas.Plot("trend", s.trendLine, time, length)
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@ -408,8 +408,8 @@ type MinusSeriesResult struct {
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b Series
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}
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// Minus two series, result[i] = a[i] - b[i]
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func Minus(a interface{}, b interface{}) SeriesExtend {
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// Sub two series, result[i] = a[i] - b[i]
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func Sub(a interface{}, b interface{}) SeriesExtend {
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aa := switchIface(a)
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bb := switchIface(b)
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return NewSeries(&MinusSeriesResult{aa, bb})
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@ -1,7 +1,7 @@
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package types
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import (
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//"os"
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// "os"
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"math"
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"testing"
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"time"
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@ -22,7 +22,7 @@ func TestQueue(t *testing.T) {
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}
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func TestFloat(t *testing.T) {
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var a Series = Minus(3., 2.)
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var a Series = Sub(3., 2.)
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assert.Equal(t, a.Last(), 1.)
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assert.Equal(t, a.Index(100), 1.)
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}
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@ -44,7 +44,7 @@ func TestNextCross(t *testing.T) {
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func TestFloat64Slice(t *testing.T) {
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var a = floats.Slice{1.0, 2.0, 3.0}
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var b = floats.Slice{1.0, 2.0, 3.0}
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var c Series = Minus(&a, &b)
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var c Series = Sub(&a, &b)
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a = append(a, 4.0)
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b = append(b, 3.0)
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assert.Equal(t, c.Last(), 1.)
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@ -233,9 +233,9 @@ func TestPlot(t *testing.T) {
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ct.Plot("test", &a, Time(time.Now()), 4)
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assert.Equal(t, ct.Interval, Interval5m)
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assert.Equal(t, ct.Series[0].(chart.TimeSeries).Len(), 4)
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//f, _ := os.Create("output.png")
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//defer f.Close()
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//ct.Render(chart.PNG, f)
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// f, _ := os.Create("output.png")
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// defer f.Close()
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// ct.Render(chart.PNG, f)
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}
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func TestFilter(t *testing.T) {
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@ -2,6 +2,9 @@ package types
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import "github.com/c9s/bbgo/pkg/datatype/floats"
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// SeriesBase is a wrapper of the Series interface
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// You can assign a data container that implements the Series interface
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// And this SeriesBase struct provides the implemented methods for manipulating your data
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type SeriesBase struct {
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Series
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}
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@ -68,7 +71,7 @@ func (s *SeriesBase) Add(b interface{}) SeriesExtend {
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}
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func (s *SeriesBase) Minus(b interface{}) SeriesExtend {
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return Minus(s, b)
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return Sub(s, b)
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}
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func (s *SeriesBase) Div(b interface{}) SeriesExtend {
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@ -126,7 +126,7 @@ func (s *IntervalProfitCollector) GetSharpe() float64 {
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if s.Profits == nil {
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panic("profits array empty. Did you create IntervalProfitCollector instance using NewIntervalProfitCollector?")
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}
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return Sharpe(Minus(s.Profits, 1.), s.Profits.Length(), true, false)
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return Sharpe(Sub(s.Profits, 1.), s.Profits.Length(), true, false)
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}
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// Get sortino value with the interval of profit collected.
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@ -138,11 +138,11 @@ func (s *IntervalProfitCollector) GetSortino() float64 {
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if s.Profits == nil {
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panic("profits array empty. Did you create IntervalProfitCollector instance using NewIntervalProfitCollector?")
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}
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return Sortino(Minus(s.Profits, 1.), 0., s.Profits.Length(), true, false)
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return Sortino(Sub(s.Profits, 1.), 0., s.Profits.Length(), true, false)
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}
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func (s *IntervalProfitCollector) GetOmega() float64 {
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return Omega(Minus(s.Profits, 1.))
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return Omega(Sub(s.Profits, 1.))
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}
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func (s IntervalProfitCollector) MarshalYAML() (interface{}, error) {
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