144 Commits

Author	SHA1	Message	Date
c9s	808d742efc	bbgo: add CCI helper	2022-07-26 18:07:43 +08:00
c9s	f5e64e8e70	bbgo: add ATR, ATRP, EMV to the standard indicator set	2022-07-26 18:07:43 +08:00
c9s	46afc54559	bbgo: refactor standard indicator set	2022-07-26 18:07:43 +08:00
c9s	94efa8890b	rename inf.go to interface.go	2022-07-26 18:07:43 +08:00
c9s	82673e501b	indicator: fix test cases	2022-07-26 18:07:43 +08:00
c9s	16c62eab2b	indicator/pivotlow: drop the legacy CalculateAndUpdate	2022-07-26 17:33:09 +08:00
c9s	0df321c880	indicator: drop the legacy CalculateAndUpdate for standard indicators	2022-07-26 17:30:41 +08:00
c9s	8bf9b280fc	add low indicator	2022-07-26 17:27:38 +08:00
c9s	eeab328648	indicator: rewrite pivotlow indicator	2022-07-26 17:00:17 +08:00
c9s	44c3e5a6f7	indicator: split pivot low indicator	2022-07-26 16:50:45 +08:00
c9s	ea08a61e28	indicator/stoch: simplify CalculateAndUpdate	2022-07-21 01:35:27 +08:00
c9s	86c1619e50	indicator/stoch: move emitUpdate	2022-07-21 01:35:03 +08:00
c9s	9c89359a5f	indicator/stoch: move endTime check to pushK	2022-07-21 01:34:35 +08:00
c9s	6e043ba129	indicator/till: fix e1 check	2022-07-21 01:33:30 +08:00
c9s	a821641dcf	indicator/atr: implement LoadK and BindK	2022-07-21 01:27:38 +08:00
c9s	0b9d6939f3	indicator/till: add zero time check	2022-07-21 01:22:28 +08:00
c9s	2523c2261b	indicator/till: refactor CalculateAndUpdate	2022-07-21 01:21:29 +08:00
c9s	9f937f529e	bbgo: refactor standard indicator	2022-07-21 01:05:08 +08:00
c9s	4300e00580	indicator/rma: move endTime update to PushK	2022-07-21 01:05:08 +08:00
c9s	dd3bd6a325	indicator: rewrite VWMA calculator	2022-07-14 15:57:17 +08:00
c9s	2ef8ecf3d9	indicator: clean up bollinger band indicator api usage	2022-07-14 14:26:08 +08:00
c9s	a5715c6aee	indicator: rewrite boll indicator with stddev indicator	2022-07-14 14:26:08 +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	7696c9f21e	indicator: improve rma preload	2022-07-14 10:54:46 +08:00
c9s	da4dbf4800	indicator: macd: add link for macd https://school.stockcharts.com/doku.php?id=technical_indicators:macd-histogram	2022-07-14 10:45:22 +08:00
c9s	0b07fb5a83	indicator/macd: drop the legacy func calculateMACD	2022-07-14 10:36:16 +08:00
c9s	a7b7ed6610	rename to KLineClosedEmitter	2022-07-14 10:33:10 +08:00
c9s	77264342ce	indicator: add KLineLoader interface	2022-07-14 10:31:38 +08:00
c9s	cb481c660f	fix all indicators for KLineCalculateUpdater interface	2022-07-14 10:28:53 +08:00
c9s	e6c634690b	indicator: clean up ewma's CalculateAndUpdate	2022-07-14 09:29:54 +08:00
c9s	8d8d9a7c59	indicator/rsi: make update callback field private	2022-07-14 09:18:43 +08:00
c9s	b2538b6960	indicator: make callback field private	2022-07-14 09:18:43 +08:00
c9s	2a3118a086	indicator: clean up and update calculator method names	2022-07-14 09:18:42 +08:00
c9s	c27f416dbc	indicator: canonicalize the CalculateAndUpdate method call ... also fix the xmaker boll indicator preloading	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
c9s	f91e1afe95	atrp: multiple 100 for percentage	2022-07-12 22:54:47 +08:00
zenix	70f4676340	feature: extend indicators, extend seriesbase methods	2022-06-29 21:49:02 +09:00
c9s	b9cbb9d478	skeleton: add detailed comment to the skeleton	2022-06-22 23:18:11 +08:00
zenix	55fa4cc8f1	fix: apply gofmt on all files, add revive action	2022-06-17 16:06:59 +09:00
Andy Cheng	5c8cc397f9	Merge pull request #720 from andycheng123/fix/supertrend ... fix: fix strategy supertrend	2022-06-17 10:26:09 +08:00
zenix	126974cd79	feature: dmi add test, fix: rma with Adjust setting (follow the implementation of pandas.DataFrame.ewm)	2022-06-16 19:55:14 +09:00
zenix	0a4379eec9	feature: add dmi indicator	2022-06-16 19:26:16 +09:00
zenix	0377ecd42d	fix: ssf less indent	2022-06-16 13:02:00 +09:00
zenix	f4c4d631f8	feature: add Ehler's Super smoother filter	2022-06-15 20:09:33 +09:00
Andy Cheng	ae935971f4	indicator: fix wrong supertrend signal due to atr window not satisfied yet	2022-06-15 12:23:41 +08:00
Zenix	92b21e8fe6	Merge pull request #707 from zenixls2/feature/alma ... feature: add basic implementation of alma indicator	2022-06-15 09:00:42 +09:00
c9s	5210b97a23	xmaker: update klines to boll indicator	2022-06-15 01:17:41 +08:00
zenix	f2c5ef296a	feature: alma indicator add test	2022-06-14 17:51:06 +09:00