Commit Graph

38 Commits

Author SHA1 Message Date
c9s
5953fe49d1
all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
c9s
d71fd362b7
indicator: rename KLinePriceMapper to KLineValueMapper 2022-08-24 17:53:22 +08:00
Yo-An Lin
4fd571d712
Merge pull request #813 from zenixls2/feature/drift_study
feature: drift study
2022-07-27 11:29:48 +08:00
c9s
0df321c880
indicator: drop the legacy CalculateAndUpdate for standard indicators 2022-07-26 17:30:41 +08:00
zenix
586f1ff269 fix: clone on sma 2022-07-26 18:00:05 +09:00
zenix
c51a99400d feature: add plot for series. add autocorrelation. add clone for indicators/series 2022-07-26 18:00:05 +09:00
c9s
9f937f529e
bbgo: refactor standard indicator 2022-07-21 01:05:08 +08:00
c9s
dd3bd6a325
indicator: rewrite VWMA calculator 2022-07-14 15:57:17 +08:00
c9s
975d0d6995
indicator: pull out emit update 2022-07-14 11:36:34 +08:00
c9s
bbf01275cc
indicator/sma: clean CalculateAndUpdate and make cache field private 2022-07-14 11:34:53 +08:00
c9s
2a3118a086
indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
zenix
d1689a3b14 fix: add error message on wrong sizeof klines passed in calculateSMA 2022-07-13 12:33:57 +09:00
zenix
4e2adcf29e fix: sma calculation, length, and add test case 2022-07-13 12:28:41 +09:00
zenix
70f4676340 feature: extend indicators, extend seriesbase methods 2022-06-29 21:49:02 +09:00
zenix
a2a186cfbb feature: add emv indicator, fix: sma 2022-05-31 16:28:38 +09:00
zenix
af61952e40 fix: series not been updated 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
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
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
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
c9s
c5d002a0b0 fix market data kline registration 2020-12-05 13:32:41 +08:00
c9s
900f822559 improve and fix ewma calculation 2020-12-05 13:32:41 +08:00
c9s
22771288eb fix sma kline window check 2020-12-03 20:42:26 +08:00
c9s
f4aee5234a add updater to indicators 2020-12-03 18:14:16 +08:00
c9s
d49b2be543 add bollinger indicator 2020-10-29 17:51:20 +08:00
c9s
c71f013916 let SMA indicator and EWMA indicator use IntervalWindow type 2020-10-29 07:51:23 +08:00
c9s
6d8ec7894e refactor standard indicator set with store 2020-10-29 07:40:02 +08:00
c9s
f4474c6a6d add check for sma caluclation 2020-10-28 17:48:16 +08:00
c9s
2680ad5072 refactor environment, market data store, injection and add swing strategy 2020-10-28 17:48:16 +08:00
c9s
e2df24f31c support standard indicatorset 2020-10-28 09:43:19 +08:00
c9s
50693ae845 implement ewma and sma 2020-10-28 09:13:57 +08:00