all: rename Minus() to Sub()

pkg/strategy/drift/draw.go

@@ -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)

pkg/types/indicator.go

@@ -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})

pkg/types/indicator_test.go

@@ -1,7 +1,7 @@
 package types
 
 import (
-	//"os"
+	// "os"
 	"math"
 	"testing"
 	"time"
@@ -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.)
@@ -233,9 +233,9 @@ func TestPlot(t *testing.T) {
 	ct.Plot("test", &a, Time(time.Now()), 4)
 	assert.Equal(t, ct.Interval, Interval5m)
 	assert.Equal(t, ct.Series[0].(chart.TimeSeries).Len(), 4)
-	//f, _ := os.Create("output.png")
-	//defer f.Close()
-	//ct.Render(chart.PNG, f)
+	// f, _ := os.Create("output.png")
+	// defer f.Close()
+	// ct.Render(chart.PNG, f)
 }
 
 func TestFilter(t *testing.T) {

pkg/types/seriesbase_imp.go

@@ -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 {

pkg/types/trade_stats.go

@@ -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) {