72 Commits

Author	SHA1	Message	Date
zenix	22d8c2efff	feature: add some new ma indicators	2022-04-19 19:22:22 +09:00
なるみ	7b4c68f766	indicator: add average true range indicator	2022-04-17 17:30:49 +08:00
Fredrik	f866787c21	improved indicators	2022-04-14 23:43:04 +02:00
Zenix	b57c94fe12	Merge pull request #505 from zenixls2/feature/series ... feature: add pinescript series interface	2022-04-13 11:13:56 +09:00
なるみ	0de03e37fc	Rename AbsoluteValues to Abs	2022-04-11 23:39:25 +08:00
zenix	af61952e40	fix: series not been updated	2022-04-11 17:04:56 +09:00
zenix	be0755d755	fix: simplify stoch indicator using float64slice. add ToReverseArray	2022-04-11 17:04:56 +09:00
zenix	339d36d61b	feature: add mean, abs, sum, toArray, and dot operations on series. implement Float64Slice as series	2022-04-11 17:04:56 +09:00
zenix	7778f9b590	feature: add NextCross function for future cross point prediction. modify line api to use index instead of timestamp as x.	2022-04-11 17:04:56 +09:00
zenix	e171101d90	fix: ad NaN error. feature: Line indicator init functions. feature: indicator manual	2022-04-11 17:04:56 +09:00
zenix	567e7bd214	add ad,macd,rsi,sma,stoch,vwap,vwma to Series interface	2022-04-11 17:04:56 +09:00
zenix	fac61f27dc	feature: add pinescript series interface	2022-04-11 17:04:56 +09:00
なるみ	18aa60077b	Make VWAP better	2022-03-29 17:18:04 +08:00
なるみ	e92a872059	Fix test case	2022-03-29 02:45:33 +08:00
なるみ	e68d5f0536	Rename variables	2022-03-29 02:40:08 +08:00
なるみ	42d6bf03b5	Rename functions	2022-03-29 02:36:34 +08:00
なるみ	2a6f1f410d	Simplify	2022-03-29 02:21:22 +08:00
なるみ	b074f03507	Add RSI indicator	2022-03-29 02:10:35 +08:00
zenix	8648528435	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +09:00
zenix	9978a3cf90	fix unmarshal behavior to gain more precision	2022-02-15 12:01:39 +09:00
zenix	b8bf2af14d	fixedpoint for exchange and indicators, some fixes in types	2022-02-15 12:01:38 +09:00
zenix	e221f54397	add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value ... change pnl report to use fixedpoint fix: migrate kline to use fixedpoint	2022-02-15 12:00:39 +09:00
c9s	cb189d885c	fix backtest for limit maker order and bollpp strategy	2022-01-08 02:18:44 +08:00
c9s	8b93aeeeb2	fix ewma truncation	2021-12-22 00:54:13 +08:00
austin362667	f9cf71cef3	indicator: add kline close volatility ... indicator: add kline close volatility	2021-12-19 14:20:09 +08:00
なるみ	b144d8e107	feature: add volume weighted moving average indicator	2021-12-17 14:36:39 +08:00
TonyQ	3e45035ab1	database: sqlite3 issue fix ... database: upgrade gosqllite3 version for increasing variable amount limit types: update kline starttime/endtime field to prevent sqlite3 time parsing issue. fix #215	2021-12-15 14:34:31 +08:00
c9s	513a799ced	fix ewma calculation	2021-11-22 02:14:44 +08:00
c9s	540722e430	adjust ewma truncate size	2021-11-22 01:17:08 +08:00
Kakashi Liu	8938478d93	Truncate emwa slice to be the same size as given kLines	2021-10-19 21:38:12 +08:00
c9s	3581c1768c	fix SMA indicator value length check	2021-10-14 14:22:07 +08:00
c9s	01bdef502b	indicator: rename consts for max ma values	2021-06-28 14:33:27 +08:00
c9s	4ccbb82237	indicator: truncate values if length exceeded	2021-06-28 14:33:23 +08:00
なるみ	2052d05bb3	Move Float64Slice to types	2021-05-22 20:20:48 +08:00
なるみ	0377a7321e	Rename KD to STOCH	2021-05-22 05:52:10 +08:00
なるみ	b9ced0955d	Fix test	2021-05-22 05:36:38 +08:00
なるみ	ec6cbb05aa	Add kd_test.go	2021-05-22 05:00:27 +08:00
なるみ	b82fbbb2ab	Add pop, max, min, sum, mean and tail methods to Float64Slice	2021-05-22 03:28:25 +08:00
なるみ	c58e252ff2	Add stochastic oscillator indicator	2021-05-22 03:24:09 +08:00
なるみ	f1d88188e8	Fix test case	2021-05-12 14:39:10 +08:00
Yo-An Lin	3b61a16a81	Merge pull request #227 from narumiruna/feature/add-ad-indicator	2021-05-12 09:22:09 +08:00
なるみ	7cc5485bff	Add ad indicator	2021-05-10 20:39:27 +08:00
なるみ	f82a344964	Rename test function	2021-05-10 18:16:12 +08:00
なるみ	67f66153ab	Add obv test	2021-05-10 17:46:46 +08:00
なるみ	a2d7a40147	Add obv indicator	2021-05-10 17:17:50 +08:00
なるみ	52248fcf2e	feature: add MACD indicator (#219)	2021-05-09 00:56:44 +08:00
なるみ	3f39131d76	feature: add volume weighted average price (vwap) indicator (#211)	2021-05-08 02:09:45 +08:00
c9s	0222c33330	fix kline tail method	2020-12-08 10:26:20 +08:00
c9s	9eaf69388c	add fixedpoint json marshaling	2020-12-07 23:03:06 +08:00
c9s	c5d002a0b0	fix market data kline registration	2020-12-05 13:32:41 +08:00