bbgo_origin/pkg/indicator
2022-12-22 11:55:17 +09:00
..
ad_callbacks.go Add ad indicator 2021-05-10 20:39:27 +08:00
ad.go all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
alma_callbacks.go feature: add basic implementation of alma indicator 2022-06-14 16:56:37 +09:00
alma_test.go indicator: canonicalize the CalculateAndUpdate method call 2022-07-14 09:18:42 +08:00
alma.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
atr_callbacks.go atrp: multiple 100 for percentage 2022-07-12 22:54:47 +08:00
atr_test.go all: refactor standard indicator helper and fix tests 2022-07-26 18:35:50 +08:00
atr.go fix: unlimited length of indicators, add draw elapsed to drift 2022-10-27 17:35:50 +09:00
atrp_callbacks.go atrp: multiple 100 for percentage 2022-07-12 22:54:47 +08:00
atrp.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
boll_callbacks.go implement grid strategy update orders method 2020-10-31 18:29:58 +08:00
boll_test.go indicator: clean up bollinger band indicator api usage 2022-07-14 14:26:08 +08:00
boll.go all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
ca_callbacks.go fix: window update in indicators. add: cumulative average, triangular moving average 2022-04-26 17:32:31 +09:00
cci_callbacks.go feature: add cci indicator 2022-05-09 19:55:14 +09:00
cci_test.go fix: index range in float64slice and wrong formula given by investopedia, test: add cci test 2022-05-10 17:15:26 +09:00
cci.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
cma.go all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
const.go feature: add plot for series. add autocorrelation. add clone for indicators/series 2022-07-26 18:00:05 +09:00
dema_callbacks.go feature: add some new ma indicators 2022-04-19 19:22:22 +09:00
dema_test.go fix all indicators for KLineCalculateUpdater interface 2022-07-14 10:28:53 +08:00
dema.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
dmi_callbacks.go indicator: improve rma preload 2022-07-14 10:54:46 +08:00
dmi_test.go fix all indicators for KLineCalculateUpdater interface 2022-07-14 10:28:53 +08:00
dmi.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
drift_callbacks.go feature: add drift indicator, split heikinashi's Queue 2022-06-08 01:21:18 +08:00
drift_test.go indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
drift.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
emv_callbacks.go feature: add emv indicator, fix: sma 2022-05-31 16:28:38 +09:00
emv_test.go indicator/sma: clean CalculateAndUpdate and make cache field private 2022-07-14 11:34:53 +08:00
emv.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
ewma_callbacks.go indicator: make callback field private 2022-07-14 09:18:43 +08:00
ewma_test.go indicator: rename KLinePriceMapper to KLineValueMapper 2022-08-24 17:53:22 +08:00
ewma.go fix: unlimited length of indicators, add draw elapsed to drift 2022-10-27 17:35:50 +09:00
fisher.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
fishertransform_callbacks.go feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml 2022-07-28 19:34:12 +09:00
ghfilter_callbacks.go feature: add G-H filter and Kalman filter 2022-09-04 21:48:05 +08:00
ghfilter_test.go feature: add G-H filter and Kalman filter 2022-09-04 21:48:05 +08:00
ghfilter.go indicator: GH & Kalman filters: remove deprecated method implementation 2022-09-05 16:51:30 +08:00
gma_callbacks.go feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation 2022-08-23 17:22:45 +09:00
gma_test.go feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation 2022-08-23 17:22:45 +09:00
gma.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
hull_callbacks.go indicator: make callback field private 2022-07-14 09:18:43 +08:00
hull_test.go all: refactor standard indicator helper and fix tests 2022-07-26 18:35:50 +08:00
hull.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
interface.go bbgo: refactor standard indicator set 2022-07-26 18:07:43 +08:00
kalmanfilter_callbacks.go feature: add G-H filter and Kalman filter 2022-09-04 21:48:05 +08:00
kalmanfilter_test.go feature: add G-H filter and Kalman filter 2022-09-04 21:48:05 +08:00
kalmanfilter.go indicator: GH & Kalman filters: remove deprecated method implementation 2022-09-05 16:51:30 +08:00
klingeroscillator_callbacks.go feature: add tsi and klinger oscillator, fix wdrift div 0 issue 2022-12-22 11:55:17 +09:00
klingeroscillator.go feature: add tsi and klinger oscillator, fix wdrift div 0 issue 2022-12-22 11:55:17 +09:00
line.go indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
linreg_callbacks.go indicator/linreg: LinReg indicator 2022-10-21 16:14:47 +08:00
linreg.go strategy/linregmaker: dynamic qty uses linreg slope ratio 2022-11-22 18:24:04 +08:00
low_callbacks.go add low indicator 2022-07-26 17:27:38 +08:00
low.go all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
macd_callbacks.go indicator: improve macd indicator update callback 2022-09-15 17:53:12 +08:00
macd_test.go bbgo: integrate MACD indicator into standard indicator set 2022-09-14 18:33:06 +08:00
macd.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
mapper.go indicator: rename KLinePriceMapper to KLineValueMapper 2022-08-24 17:53:22 +08:00
obv_callbacks.go indicator: make callback field private 2022-07-14 09:18:43 +08:00
obv_test.go all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
obv.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
pivot_callbacks.go fix pivot indicator: filter out zero lows and highs 2022-06-10 15:17:06 +08:00
pivot.go all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
pivothigh_callbacks.go indicator: update pivot low and pivot high indicator 2022-08-31 01:44:38 +08:00
pivothigh.go fix: fix pivothigh indicator use high instead of low 2022-09-06 23:39:13 +08:00
pivotlow_callbacks.go indicator: rewrite pivotlow indicator 2022-07-26 17:00:17 +08:00
pivotlow_test.go indicator: update pivot low and pivot high indicator 2022-08-31 01:44:38 +08:00
pivotlow.go indicator: refactor pivot function to floats 2022-09-15 17:12:10 +08:00
psar_callbacks.go feature: add psar 2022-12-22 11:55:17 +09:00
psar_test.go feature: add sar indicator 2022-12-22 11:55:17 +09:00
psar.go feature: add sar indicator 2022-12-22 11:55:17 +09:00
rma_callbacks.go indicator: make callback field private 2022-07-14 09:18:43 +08:00
rma.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
rsi_callbacks.go indicator/rsi: make update callback field private 2022-07-14 09:18:43 +08:00
rsi_test.go all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
rsi.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
sma_callbacks.go add updater to indicators 2020-12-03 18:14:16 +08:00
sma_test.go indicator: fix test cases 2022-07-26 18:07:43 +08:00
sma.go fix: unlimited length of indicators, add draw elapsed to drift 2022-10-27 17:35:50 +09:00
ssf_callbacks.go feature: add Ehler's Super smoother filter 2022-06-15 20:09:33 +09:00
ssf_test.go indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
ssf.go all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
stddev_callbacks.go indicator: rewrite boll indicator with stddev indicator 2022-07-14 14:26:08 +08:00
stddev.go fix: unlimited length of indicators, add draw elapsed to drift 2022-10-27 17:35:50 +09:00
stoch_callbacks.go Rename KD to STOCH 2021-05-22 05:52:10 +08:00
stoch_test.go indicator: fix test cases 2022-07-26 18:07:43 +08:00
stoch.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
supertrend_callbacks.go indicator: supertrend 2022-06-07 16:44:15 +08:00
supertrend.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
tema_callbacks.go feature: add some new ma indicators 2022-04-19 19:22:22 +09:00
tema_test.go indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
tema.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
till_callbacks.go indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
till_test.go indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
till.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
tma_callbacks.go fix: window update in indicators. add: cumulative average, triangular moving average 2022-04-26 17:32:31 +09:00
tma.go all: fix interval window struct usage 2022-08-24 18:17:37 +08:00
tsi_callbacks.go feature: add tsi and klinger oscillator, fix wdrift div 0 issue 2022-12-22 11:55:17 +09:00
tsi_test.go fix: tsi, add test 2022-12-22 11:55:17 +09:00
tsi.go fix: tsi, add test 2022-12-22 11:55:17 +09:00
util.go feature: add plot for series. add autocorrelation. add clone for indicators/series 2022-07-26 18:00:05 +09:00
vidya_callbacks.go indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
vidya_test.go test: add test cases for dema, hull, tema, till, vidya and zlema indicators 2022-04-22 19:02:26 +09:00
vidya.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
volatility_callbacks.go indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
volatility.go all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
volumeprofile.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
vwap_callbacks.go indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
vwap_test.go indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
vwap.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
vwma_callbacks.go indicator: rewrite VWMA calculator 2022-07-14 15:57:17 +08:00
vwma.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
wdrift_test.go feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation 2022-08-23 17:22:45 +09:00
wdrift.go feature: add tsi and klinger oscillator, fix wdrift div 0 issue 2022-12-22 11:55:17 +09:00
weighteddrift_callbacks.go feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation 2022-08-23 17:22:45 +09:00
wwma_callbacks.go feature: add some new ma indicators 2022-04-19 19:22:22 +09:00
wwma.go all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
zlema_callbacks.go indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
zlema_test.go indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
zlema.go doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00