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all: rename Minus() to Sub()

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c9s 2023-05-26 15:04:58 +08:00
parent 648e99f52a
commit 9fac61351d
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GPG Key ID: 7385E7E464CB0A54
5 changed files with 18 additions and 14 deletions
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5
pkg/strategy/drift/draw.go
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@ -5,10 +5,11 @@ import (
"fmt"
"os"
"github.com/wcharczuk/go-chart/v2"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/interact"
"github.com/c9s/bbgo/pkg/types"
"github.com/wcharczuk/go-chart/v2"
)
func (s *Strategy) InitDrawCommands(profit, cumProfit types.Series) {
@ -76,7 +77,7 @@ func (s *Strategy) DrawIndicators(time types.Time) *types.Canvas {
// canvas.Plot("upband", s.ma.Add(s.stdevHigh), time, length)
canvas.Plot("ma", s.ma, time, length)
// canvas.Plot("downband", s.ma.Minus(s.stdevLow), time, length)
// canvas.Plot("downband", s.ma.Sub(s.stdevLow), time, length)
fmt.Printf("%f %f\n", highestPrice, hi)
canvas.Plot("trend", s.trendLine, time, length)

4
pkg/types/indicator.go
View File

@ -408,8 +408,8 @@ type MinusSeriesResult struct {
b Series
}
// Minus two series, result[i] = a[i] - b[i]
func Minus(a interface{}, b interface{}) SeriesExtend {
// Sub two series, result[i] = a[i] - b[i]
func Sub(a interface{}, b interface{}) SeriesExtend {
aa := switchIface(a)
bb := switchIface(b)
return NewSeries(&MinusSeriesResult{aa, bb})

4
pkg/types/indicator_test.go
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@ -22,7 +22,7 @@ func TestQueue(t *testing.T) {
}
func TestFloat(t *testing.T) {
var a Series = Minus(3., 2.)
var a Series = Sub(3., 2.)
assert.Equal(t, a.Last(), 1.)
assert.Equal(t, a.Index(100), 1.)
}
@ -44,7 +44,7 @@ func TestNextCross(t *testing.T) {
func TestFloat64Slice(t *testing.T) {
var a = floats.Slice{1.0, 2.0, 3.0}
var b = floats.Slice{1.0, 2.0, 3.0}
var c Series = Minus(&a, &b)
var c Series = Sub(&a, &b)
a = append(a, 4.0)
b = append(b, 3.0)
assert.Equal(t, c.Last(), 1.)

5
pkg/types/seriesbase_imp.go
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@ -2,6 +2,9 @@ package types
import "github.com/c9s/bbgo/pkg/datatype/floats"
// SeriesBase is a wrapper of the Series interface
// You can assign a data container that implements the Series interface
// And this SeriesBase struct provides the implemented methods for manipulating your data
type SeriesBase struct {
Series
}
@ -68,7 +71,7 @@ func (s *SeriesBase) Add(b interface{}) SeriesExtend {
}
func (s *SeriesBase) Minus(b interface{}) SeriesExtend {
return Minus(s, b)
return Sub(s, b)
}
func (s *SeriesBase) Div(b interface{}) SeriesExtend {

6
pkg/types/trade_stats.go
View File

@ -126,7 +126,7 @@ func (s *IntervalProfitCollector) GetSharpe() float64 {
if s.Profits == nil {
panic("profits array empty. Did you create IntervalProfitCollector instance using NewIntervalProfitCollector?")
}
return Sharpe(Minus(s.Profits, 1.), s.Profits.Length(), true, false)
return Sharpe(Sub(s.Profits, 1.), s.Profits.Length(), true, false)
}
// Get sortino value with the interval of profit collected.
@ -138,11 +138,11 @@ func (s *IntervalProfitCollector) GetSortino() float64 {
if s.Profits == nil {
panic("profits array empty. Did you create IntervalProfitCollector instance using NewIntervalProfitCollector?")
}
return Sortino(Minus(s.Profits, 1.), 0., s.Profits.Length(), true, false)
return Sortino(Sub(s.Profits, 1.), 0., s.Profits.Length(), true, false)
}
func (s *IntervalProfitCollector) GetOmega() float64 {
return Omega(Minus(s.Profits, 1.))
return Omega(Sub(s.Profits, 1.))
}
func (s IntervalProfitCollector) MarshalYAML() (interface{}, error) {