Documentation
¶
Index ¶
- type BackfillDailyRequest
- type Backtest
- func (h Backtest) CompareEvaluation(ctx context.Context, req CompareEvaluationRequest) (EvaluationDetailOutput, error)
- func (h Backtest) CompareRuns(ctx context.Context, req CompareBacktestRunsRequest) (BacktestRunComparisonOutput, error)
- func (h Backtest) DeleteStrategy(ctx context.Context, req DeleteBacktestStrategyRequest) (DeleteBacktestStrategyResult, error)
- func (h Backtest) InspectEvaluation(ctx context.Context, req InspectEvaluationRequest) (EvaluationDetailOutput, error)
- func (h Backtest) InspectRun(ctx context.Context, req InspectBacktestRunRequest) (BacktestRunOutput, error)
- func (h Backtest) InspectStrategy(ctx context.Context, req InspectBacktestStrategyRequest) (BacktestStrategyOutput, error)
- func (h Backtest) InspectUniverse(ctx context.Context, req InspectBacktestUniverseRequest) (BacktestUniverseOutput, error)
- func (h Backtest) ListEvaluations(ctx context.Context, _ ListEvaluationsRequest) (EvaluationListOutput, error)
- func (h Backtest) ListRuns(ctx context.Context, _ ListBacktestRunsRequest) (BacktestRunListOutput, error)
- func (h Backtest) ListStrategies(ctx context.Context, _ ListBacktestStrategiesRequest) (BacktestStrategyListOutput, error)
- func (h Backtest) RankEvaluation(ctx context.Context, req RankEvaluationRequest) (EvaluationRankOutput, error)
- func (h Backtest) Run(ctx context.Context, req RunBacktestRequest) (BacktestRunOutput, error)
- func (h Backtest) RunEvaluation(ctx context.Context, req RunEvaluationRequest) (EvaluationRunOutput, error)
- func (h Backtest) UpdateStrategy(ctx context.Context, req UpdateBacktestStrategyRequest) (BacktestStrategyOutput, error)
- func (h Backtest) Validate(ctx context.Context, req ValidateBacktestRequest) (BacktestValidationOutput, error)
- func (h Backtest) ValidateEvaluation(ctx context.Context, req ValidateEvaluationRequest) (EvaluationValidationOutput, error)
- type BacktestEquityRow
- type BacktestEventRow
- type BacktestFillRow
- type BacktestMetricRow
- type BacktestOrderRow
- type BacktestPositionRow
- type BacktestRunComparisonOutput
- type BacktestRunListOutput
- type BacktestRunOutput
- type BacktestRunSummaryView
- type BacktestStrategyListOutput
- type BacktestStrategyOutput
- type BacktestStrategyView
- type BacktestTradeRow
- type BacktestUniverseOutput
- type BacktestUniverseSnapshotSummary
- type BacktestUniverseSummary
- type BacktestValidationOutput
- type BacktestValidationView
- type CollectResultOutput
- type CompareBacktestRunsRequest
- type CompareEvaluationRequest
- type CompareScreenStrategiesRequest
- type Composition
- type ConstituentsOutput
- type CreateStrategyRequest
- type Daily
- func (h Daily) Backfill(ctx context.Context, req BackfillDailyRequest) (CollectResultOutput, error)
- func (h Daily) Coverage(ctx context.Context, req DailyCoverageRequest) (DailyCoverageOutput, error)
- func (h Daily) Ensure(ctx context.Context, req EnsureDailyRequest) (DailyBarsOutput, error)
- func (h Daily) Get(ctx context.Context, req GetDailyRequest) (DailyBarsOutput, error)
- func (h Daily) StorageSummary(ctx context.Context, req DailyStorageSummaryRequest) (DailyStorageSummaryOutput, error)
- func (h Daily) Sync(ctx context.Context, req SyncDailyRequest) (CollectResultOutput, error)
- type DailyBarsOutput
- type DailyCoverageOutput
- type DailyCoverageRequest
- type DailyStorageSummaryOutput
- type DailyStorageSummaryRequest
- type DeleteBacktestStrategyRequest
- type DeleteBacktestStrategyResult
- type DeleteStrategyRequest
- type DeleteStrategyResult
- type EnsureDailyRequest
- type EvaluationDetailOutput
- type EvaluationListOutput
- type EvaluationRankOutput
- type EvaluationRegimeSplitView
- type EvaluationRobustnessRow
- type EvaluationRunOutput
- type EvaluationSummaryView
- type EvaluationValidationOutput
- type FinancialStatementsOutput
- type Financials
- type GetDailyRequest
- type GetFinancialsRequest
- type GetIndexRequest
- type GetIntradayRequest
- type GetOrderbookRequest
- type GetQuoteRequest
- type Index
- type IndexBarsOutput
- type IndexCollectResultOutput
- type InspectBacktestRunRequest
- type InspectBacktestStrategyRequest
- type InspectBacktestUniverseRequest
- type InspectEvaluationRequest
- type InspectInstrumentRequest
- type InspectMarketRegimeRequest
- type InspectScreenPipelineRequest
- type InspectScreenRequest
- type InspectStrategyRequest
- type InspectStrategySetRequest
- type Instrument
- func (h Instrument) Inspect(ctx context.Context, req InspectInstrumentRequest) (InstrumentOutput, error)
- func (h Instrument) List(ctx context.Context, req ListInstrumentsRequest) (InstrumentsOutput, error)
- func (h Instrument) Sync(ctx context.Context, req SyncInstrumentsRequest) (InstrumentSyncOutput, error)
- type InstrumentOutput
- type InstrumentSyncOutput
- type InstrumentsOutput
- type Intraday
- type IntradayBarsOutput
- type ListBacktestRunsRequest
- type ListBacktestStrategiesRequest
- type ListConstituentsRequest
- type ListEvaluationsRequest
- type ListInstrumentsRequest
- type ListStrategiesRequest
- type ListTradesRequest
- type MarketRegimeOutput
- type Migration
- type MigrationApplyOutput
- type MigrationStatusOutput
- type Orderbook
- type OrderbookOutput
- type Quote
- type QuoteOutput
- type RankEvaluationRequest
- type RunBacktestRequest
- type RunEvaluationRequest
- type ScreenHistoryRequest
- type ScreenJQRequest
- type ScreenPipelineOutput
- type ScreenPipelineRequest
- type ScreenResultOutput
- type ScreenRunDetailOutput
- type ScreenRunHistoryOutput
- type ScreenStrategyComparisonOutput
- type ScreenStrategyRequest
- type Strategy
- func (h Strategy) CompareScreenStrategies(ctx context.Context, req CompareScreenStrategiesRequest) (ScreenStrategyComparisonOutput, error)
- func (h Strategy) Create(ctx context.Context, req CreateStrategyRequest) (StrategyDetailOutput, error)
- func (h Strategy) Delete(ctx context.Context, req DeleteStrategyRequest) (DeleteStrategyResult, error)
- func (h Strategy) History(ctx context.Context, req ScreenHistoryRequest) (ScreenRunHistoryOutput, error)
- func (h Strategy) Inspect(ctx context.Context, req InspectStrategyRequest) (StrategyDetailOutput, error)
- func (h Strategy) InspectMarketRegime(ctx context.Context, req InspectMarketRegimeRequest) (MarketRegimeOutput, error)
- func (h Strategy) InspectScreen(ctx context.Context, req InspectScreenRequest) (ScreenRunDetailOutput, error)
- func (h Strategy) InspectScreenPipeline(ctx context.Context, req InspectScreenPipelineRequest) (ScreenPipelineOutput, error)
- func (h Strategy) InspectStrategySet(ctx context.Context, req InspectStrategySetRequest) (StrategySetOutput, error)
- func (h Strategy) List(ctx context.Context, _ ListStrategiesRequest) (StrategyListOutput, error)
- func (h Strategy) Screen(ctx context.Context, req ScreenStrategyRequest) (ScreenRunDetailOutput, error)
- func (h Strategy) ScreenJQ(ctx context.Context, req ScreenJQRequest) (ScreenResultOutput, error)
- func (h Strategy) ScreenPipeline(ctx context.Context, req ScreenPipelineRequest) (ScreenPipelineOutput, error)
- func (h Strategy) Update(ctx context.Context, req UpdateStrategyRequest) (StrategyDetailOutput, error)
- func (h Strategy) UpsertScreenStrategy(ctx context.Context, req UpsertScreenStrategyRequest) (StrategyDetailOutput, error)
- type StrategyDetailOutput
- type StrategyListOutput
- type StrategySetOutput
- type SyncDailyRequest
- type SyncIndexRequest
- type SyncInstrumentsRequest
- type Trades
- type TradesOutput
- type UpdateBacktestStrategyRequest
- type UpdateStrategyRequest
- type UpsertScreenStrategyRequest
- type ValidateBacktestRequest
- type ValidateEvaluationRequest
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type BackfillDailyRequest ¶
type BackfillDailyRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
SecurityType provider.SecurityType
From string
To string
Workers int
Progress io.Writer
}
type Backtest ¶
type Backtest struct {
// contains filtered or unexported fields
}
func NewBacktest ¶
func NewBacktest(service backtestservice.Service) Backtest
func (Backtest) CompareEvaluation ¶
func (h Backtest) CompareEvaluation(ctx context.Context, req CompareEvaluationRequest) (EvaluationDetailOutput, error)
func (Backtest) CompareRuns ¶
func (h Backtest) CompareRuns(ctx context.Context, req CompareBacktestRunsRequest) (BacktestRunComparisonOutput, error)
func (Backtest) DeleteStrategy ¶
func (h Backtest) DeleteStrategy(ctx context.Context, req DeleteBacktestStrategyRequest) (DeleteBacktestStrategyResult, error)
func (Backtest) InspectEvaluation ¶
func (h Backtest) InspectEvaluation(ctx context.Context, req InspectEvaluationRequest) (EvaluationDetailOutput, error)
func (Backtest) InspectRun ¶
func (h Backtest) InspectRun(ctx context.Context, req InspectBacktestRunRequest) (BacktestRunOutput, error)
func (Backtest) InspectStrategy ¶
func (h Backtest) InspectStrategy(ctx context.Context, req InspectBacktestStrategyRequest) (BacktestStrategyOutput, error)
func (Backtest) InspectUniverse ¶
func (h Backtest) InspectUniverse(ctx context.Context, req InspectBacktestUniverseRequest) (BacktestUniverseOutput, error)
func (Backtest) ListEvaluations ¶
func (h Backtest) ListEvaluations(ctx context.Context, _ ListEvaluationsRequest) (EvaluationListOutput, error)
func (Backtest) ListRuns ¶
func (h Backtest) ListRuns(ctx context.Context, _ ListBacktestRunsRequest) (BacktestRunListOutput, error)
func (Backtest) ListStrategies ¶
func (h Backtest) ListStrategies(ctx context.Context, _ ListBacktestStrategiesRequest) (BacktestStrategyListOutput, error)
func (Backtest) RankEvaluation ¶
func (h Backtest) RankEvaluation(ctx context.Context, req RankEvaluationRequest) (EvaluationRankOutput, error)
func (Backtest) Run ¶
func (h Backtest) Run(ctx context.Context, req RunBacktestRequest) (BacktestRunOutput, error)
func (Backtest) RunEvaluation ¶
func (h Backtest) RunEvaluation(ctx context.Context, req RunEvaluationRequest) (EvaluationRunOutput, error)
func (Backtest) UpdateStrategy ¶
func (h Backtest) UpdateStrategy(ctx context.Context, req UpdateBacktestStrategyRequest) (BacktestStrategyOutput, error)
func (Backtest) Validate ¶
func (h Backtest) Validate(ctx context.Context, req ValidateBacktestRequest) (BacktestValidationOutput, error)
func (Backtest) ValidateEvaluation ¶
func (h Backtest) ValidateEvaluation(ctx context.Context, req ValidateEvaluationRequest) (EvaluationValidationOutput, error)
type BacktestEquityRow ¶
type BacktestEventRow ¶
type BacktestEventRow struct {
Time string `json:"time,omitempty" csv:"time"`
Layer string `json:"layer" csv:"layer"`
Type string `json:"type" csv:"type"`
Symbol string `json:"symbol,omitempty" csv:"symbol"`
Side string `json:"side,omitempty" csv:"side"`
Reason string `json:"reason" csv:"reason"`
Timeframe string `json:"timeframe,omitempty" csv:"timeframe"`
Session string `json:"session,omitempty" csv:"session"`
Status string `json:"status,omitempty" csv:"status"`
Quantity float64 `json:"quantity,omitempty" csv:"quantity"`
Price float64 `json:"price,omitempty" csv:"price"`
Notional float64 `json:"notional,omitempty" csv:"notional"`
Commission float64 `json:"commission,omitempty" csv:"commission"`
Tax float64 `json:"tax,omitempty" csv:"tax"`
ExchangeFee float64 `json:"exchange_fee,omitempty" csv:"exchange_fee"`
TotalCost float64 `json:"total_cost,omitempty" csv:"total_cost"`
SlippageBps float64 `json:"slippage_bps,omitempty" csv:"slippage_bps"`
}
type BacktestFillRow ¶
type BacktestFillRow struct {
Time string `json:"time" csv:"time"`
Type string `json:"type" csv:"type"`
Symbol string `json:"symbol" csv:"symbol"`
Side string `json:"side" csv:"side"`
Quantity float64 `json:"quantity" csv:"quantity"`
Price float64 `json:"price" csv:"price"`
Notional float64 `json:"notional" csv:"notional"`
Commission float64 `json:"commission" csv:"commission"`
Tax float64 `json:"tax" csv:"tax"`
ExchangeFee float64 `json:"exchange_fee" csv:"exchange_fee"`
TotalCost float64 `json:"total_cost" csv:"total_cost"`
SlippageBps float64 `json:"slippage_bps" csv:"slippage_bps"`
Reason string `json:"reason" csv:"reason"`
}
type BacktestMetricRow ¶
type BacktestOrderRow ¶
type BacktestPositionRow ¶
type BacktestPositionRow struct {
Symbol string `json:"symbol" csv:"symbol"`
Quantity float64 `json:"quantity" csv:"quantity"`
AvgPrice float64 `json:"avg_price" csv:"avg_price"`
MarketPrice float64 `json:"market_price" csv:"market_price"`
MarketValue float64 `json:"market_value" csv:"market_value"`
WeightPct float64 `json:"weight_pct" csv:"weight_pct"`
EntryTime string `json:"entry_time,omitempty" csv:"entry_time"`
}
type BacktestRunComparisonOutput ¶
type BacktestRunComparisonOutput struct {
Result backtestservice.BacktestRunComparison
}
func (BacktestRunComparisonOutput) CSVRows ¶
func (o BacktestRunComparisonOutput) CSVRows() any
func (BacktestRunComparisonOutput) JSONValue ¶
func (o BacktestRunComparisonOutput) JSONValue() any
func (BacktestRunComparisonOutput) NDJSONRows ¶
func (o BacktestRunComparisonOutput) NDJSONRows() any
func (BacktestRunComparisonOutput) TableRows ¶
func (o BacktestRunComparisonOutput) TableRows() ([]string, [][]string)
type BacktestRunListOutput ¶
type BacktestRunListOutput []backtestservice.SavedBacktestRun
func (BacktestRunListOutput) CSVRows ¶
func (o BacktestRunListOutput) CSVRows() any
func (BacktestRunListOutput) JSONValue ¶
func (o BacktestRunListOutput) JSONValue() any
func (BacktestRunListOutput) NDJSONRows ¶
func (o BacktestRunListOutput) NDJSONRows() any
func (BacktestRunListOutput) TableRows ¶
func (o BacktestRunListOutput) TableRows() ([]string, [][]string)
type BacktestRunOutput ¶
type BacktestRunOutput struct {
Result core.Result
SavedRun *backtestservice.SavedBacktestRun
View string
}
func (BacktestRunOutput) CSVRows ¶
func (o BacktestRunOutput) CSVRows() any
func (BacktestRunOutput) JSONValue ¶
func (o BacktestRunOutput) JSONValue() any
func (BacktestRunOutput) NDJSONRows ¶
func (o BacktestRunOutput) NDJSONRows() any
func (BacktestRunOutput) TableRows ¶
func (o BacktestRunOutput) TableRows() ([]string, [][]string)
type BacktestRunSummaryView ¶
type BacktestRunSummaryView struct {
ID string `json:"id,omitempty" csv:"id"`
StrategyName string `json:"strategy_name" csv:"strategy_name"`
RunName string `json:"run_name" csv:"run_name"`
Symbols int `json:"symbols" csv:"symbols"`
PeriodFrom string `json:"period_from" csv:"period_from"`
PeriodTo string `json:"period_to" csv:"period_to"`
Market string `json:"market" csv:"market"`
Timeframe string `json:"timeframe" csv:"timeframe"`
Timeframes core.TimeframeMetadata `json:"timeframes" csv:"-"`
Runtime core.RuntimeMetadata `json:"runtime" csv:"-"`
Currency string `json:"currency" csv:"currency"`
FinalEquity float64 `json:"final_equity" csv:"final_equity"`
Metrics core.Metrics `json:"metrics,omitempty" csv:"-"`
StrategyHash string `json:"strategy_hash,omitempty" csv:"strategy_hash"`
RunHash string `json:"run_hash,omitempty" csv:"run_hash"`
DataFingerprint string `json:"data_fingerprint" csv:"data_fingerprint"`
ResultHash string `json:"result_hash" csv:"result_hash"`
Universe backtestUniverseRow `json:"universe" csv:"-"`
Execution core.ExecutionAssumption `json:"execution" csv:"-"`
Instruments []core.InstrumentIdentity `json:"instruments,omitempty" csv:"-"`
}
type BacktestStrategyListOutput ¶
type BacktestStrategyListOutput []BacktestStrategyOutput
func (BacktestStrategyListOutput) CSVRows ¶
func (o BacktestStrategyListOutput) CSVRows() any
func (BacktestStrategyListOutput) JSONValue ¶
func (o BacktestStrategyListOutput) JSONValue() any
func (BacktestStrategyListOutput) NDJSONRows ¶
func (o BacktestStrategyListOutput) NDJSONRows() any
func (BacktestStrategyListOutput) TableRows ¶
func (o BacktestStrategyListOutput) TableRows() ([]string, [][]string)
type BacktestStrategyOutput ¶
type BacktestStrategyOutput struct {
Detail backtestservice.SavedStrategyDetail
IncludeSpec bool
}
func (BacktestStrategyOutput) CSVRows ¶
func (o BacktestStrategyOutput) CSVRows() any
func (BacktestStrategyOutput) JSONValue ¶
func (o BacktestStrategyOutput) JSONValue() any
func (BacktestStrategyOutput) NDJSONRows ¶
func (o BacktestStrategyOutput) NDJSONRows() any
func (BacktestStrategyOutput) TableRows ¶
func (o BacktestStrategyOutput) TableRows() ([]string, [][]string)
type BacktestStrategyView ¶
type BacktestStrategyView struct {
Name string `json:"name" csv:"name"`
Version int `json:"version" csv:"version"`
SchemaVersion int `json:"schema_version" csv:"schema_version"`
Indicators map[string]string `json:"indicators,omitempty" csv:"-"`
CreatedAt string `json:"created_at" csv:"created_at"`
UpdatedAt string `json:"updated_at" csv:"updated_at"`
SpecHash string `json:"spec_hash" csv:"spec_hash"`
Spec *core.StrategySpec `json:"spec,omitempty" csv:"-"`
}
type BacktestTradeRow ¶
type BacktestTradeRow struct {
Time string `json:"time" csv:"time"`
Symbol string `json:"symbol" csv:"symbol"`
Side string `json:"side" csv:"side"`
Quantity float64 `json:"quantity" csv:"quantity"`
Price float64 `json:"price" csv:"price"`
Notional float64 `json:"notional" csv:"notional"`
Commission float64 `json:"commission" csv:"commission"`
Tax float64 `json:"tax" csv:"tax"`
ExchangeFee float64 `json:"exchange_fee" csv:"exchange_fee"`
TotalCost float64 `json:"total_cost" csv:"total_cost"`
SlippageBps float64 `json:"slippage_bps" csv:"slippage_bps"`
Reason string `json:"reason" csv:"reason"`
RealizedPnL float64 `json:"realized_pnl" csv:"realized_pnl"`
Return float64 `json:"return" csv:"return"`
}
type BacktestUniverseOutput ¶
type BacktestUniverseOutput struct {
Explain core.UniverseExplain
View string
}
func (BacktestUniverseOutput) CSVRows ¶
func (o BacktestUniverseOutput) CSVRows() any
func (BacktestUniverseOutput) JSONValue ¶
func (o BacktestUniverseOutput) JSONValue() any
func (BacktestUniverseOutput) NDJSONRows ¶
func (o BacktestUniverseOutput) NDJSONRows() any
func (BacktestUniverseOutput) TableRows ¶
func (o BacktestUniverseOutput) TableRows() ([]string, [][]string)
type BacktestUniverseSummary ¶
type BacktestUniverseSummary struct {
Mode string `json:"mode"`
Schedule string `json:"schedule"`
PositionPolicy string `json:"position_policy"`
SelectedSymbols []string `json:"selected_symbols"`
SymbolCount int `json:"symbol_count"`
StepCount int `json:"step_count"`
DecisionCount int `json:"decision_count"`
SnapshotCount int `json:"snapshot_count"`
Steps []core.UniverseStepSummary `json:"steps,omitempty"`
Snapshots []BacktestUniverseSnapshotSummary `json:"snapshots,omitempty"`
RawView string `json:"raw_view"`
}
type BacktestValidationOutput ¶
type BacktestValidationOutput struct {
Result backtestservice.ValidationResult
View string
}
func (BacktestValidationOutput) CSVRows ¶
func (o BacktestValidationOutput) CSVRows() any
func (BacktestValidationOutput) JSONValue ¶
func (o BacktestValidationOutput) JSONValue() any
func (BacktestValidationOutput) NDJSONRows ¶
func (o BacktestValidationOutput) NDJSONRows() any
func (BacktestValidationOutput) TableRows ¶
func (o BacktestValidationOutput) TableRows() ([]string, [][]string)
type BacktestValidationView ¶
type BacktestValidationView struct {
Valid bool `json:"valid"`
StrategyName string `json:"strategy_name"`
RunName string `json:"run_name"`
Symbols []string `json:"symbols"`
Instruments []core.InstrumentIdentity `json:"instruments,omitempty"`
Period core.Period `json:"period"`
Market string `json:"market"`
Timeframe string `json:"timeframe"`
Timeframes core.TimeframeMetadata `json:"timeframes"`
Runtime core.RuntimeMetadata `json:"runtime"`
Currency string `json:"currency"`
Execution backtestservice.ExecutionSummary `json:"execution"`
Metrics []string `json:"metrics"`
Indicators map[string]string `json:"indicators,omitempty"`
Universe BacktestUniverseSummary `json:"universe"`
}
type CollectResultOutput ¶
type CollectResultOutput struct {
Result daily.CollectResult
}
func (CollectResultOutput) CSVRows ¶
func (o CollectResultOutput) CSVRows() any
func (CollectResultOutput) JSONValue ¶
func (o CollectResultOutput) JSONValue() any
func (CollectResultOutput) NDJSONRows ¶
func (o CollectResultOutput) NDJSONRows() any
func (CollectResultOutput) TableRows ¶
func (o CollectResultOutput) TableRows() ([]string, [][]string)
type Composition ¶
type Composition struct {
// contains filtered or unexported fields
}
func NewComposition ¶
func NewComposition(service composition.Service) Composition
func (Composition) List ¶
func (h Composition) List(ctx context.Context, req ListConstituentsRequest) (ConstituentsOutput, error)
type ConstituentsOutput ¶
type ConstituentsOutput struct {
Result compositionrole.ListResult
}
func (ConstituentsOutput) CSVRows ¶
func (o ConstituentsOutput) CSVRows() any
func (ConstituentsOutput) JSONValue ¶
func (o ConstituentsOutput) JSONValue() any
func (ConstituentsOutput) NDJSONRows ¶
func (o ConstituentsOutput) NDJSONRows() any
func (ConstituentsOutput) TableRows ¶
func (o ConstituentsOutput) TableRows() ([]string, [][]string)
type CreateStrategyRequest ¶
type CreateStrategyRequest struct {
Name string
Engine strategyservice.Engine
InputDataset string
QueryText string
}
type Daily ¶
type Daily struct {
// contains filtered or unexported fields
}
func (Daily) Backfill ¶
func (h Daily) Backfill(ctx context.Context, req BackfillDailyRequest) (CollectResultOutput, error)
func (Daily) Coverage ¶
func (h Daily) Coverage(ctx context.Context, req DailyCoverageRequest) (DailyCoverageOutput, error)
func (Daily) Ensure ¶
func (h Daily) Ensure(ctx context.Context, req EnsureDailyRequest) (DailyBarsOutput, error)
func (Daily) Get ¶
func (h Daily) Get(ctx context.Context, req GetDailyRequest) (DailyBarsOutput, error)
func (Daily) StorageSummary ¶
func (h Daily) StorageSummary(ctx context.Context, req DailyStorageSummaryRequest) (DailyStorageSummaryOutput, error)
func (Daily) Sync ¶
func (h Daily) Sync(ctx context.Context, req SyncDailyRequest) (CollectResultOutput, error)
type DailyBarsOutput ¶
func (DailyBarsOutput) CSVRows ¶
func (o DailyBarsOutput) CSVRows() any
func (DailyBarsOutput) JSONValue ¶
func (o DailyBarsOutput) JSONValue() any
func (DailyBarsOutput) NDJSONRows ¶
func (o DailyBarsOutput) NDJSONRows() any
func (DailyBarsOutput) TableRows ¶
func (o DailyBarsOutput) TableRows() ([]string, [][]string)
type DailyCoverageOutput ¶
type DailyCoverageOutput struct {
Result daily.CoverageResult
}
func (DailyCoverageOutput) CSVRows ¶
func (o DailyCoverageOutput) CSVRows() any
func (DailyCoverageOutput) JSONValue ¶
func (o DailyCoverageOutput) JSONValue() any
func (DailyCoverageOutput) NDJSONRows ¶
func (o DailyCoverageOutput) NDJSONRows() any
func (DailyCoverageOutput) TableRows ¶
func (o DailyCoverageOutput) TableRows() ([]string, [][]string)
type DailyCoverageRequest ¶
type DailyCoverageRequest struct {
Market provider.Market
SecurityType provider.SecurityType
Symbol string
}
type DailyStorageSummaryOutput ¶
type DailyStorageSummaryOutput struct {
Result daily.StorageSummaryResult
}
func (DailyStorageSummaryOutput) CSVRows ¶
func (o DailyStorageSummaryOutput) CSVRows() any
func (DailyStorageSummaryOutput) JSONValue ¶
func (o DailyStorageSummaryOutput) JSONValue() any
func (DailyStorageSummaryOutput) NDJSONRows ¶
func (o DailyStorageSummaryOutput) NDJSONRows() any
func (DailyStorageSummaryOutput) TableRows ¶
func (o DailyStorageSummaryOutput) TableRows() ([]string, [][]string)
type DailyStorageSummaryRequest ¶
type DailyStorageSummaryRequest struct {
Market provider.Market
SecurityType provider.SecurityType
}
type DeleteBacktestStrategyRequest ¶
type DeleteBacktestStrategyRequest struct {
Name string
}
type DeleteBacktestStrategyResult ¶
type DeleteBacktestStrategyResult struct {
Name string `json:"name" csv:"name"`
Deleted bool `json:"deleted" csv:"deleted"`
}
func (DeleteBacktestStrategyResult) CSVRows ¶
func (r DeleteBacktestStrategyResult) CSVRows() any
func (DeleteBacktestStrategyResult) JSONValue ¶
func (r DeleteBacktestStrategyResult) JSONValue() any
func (DeleteBacktestStrategyResult) NDJSONRows ¶
func (r DeleteBacktestStrategyResult) NDJSONRows() any
func (DeleteBacktestStrategyResult) TableRows ¶
func (r DeleteBacktestStrategyResult) TableRows() ([]string, [][]string)
type DeleteStrategyRequest ¶
type DeleteStrategyRequest struct {
Name string
}
type DeleteStrategyResult ¶
type DeleteStrategyResult struct {
Name string `json:"name" csv:"name"`
Deleted bool `json:"deleted" csv:"deleted"`
}
func (DeleteStrategyResult) CSVRows ¶
func (r DeleteStrategyResult) CSVRows() any
func (DeleteStrategyResult) TableRows ¶
func (r DeleteStrategyResult) TableRows() ([]string, [][]string)
type EnsureDailyRequest ¶
type EnsureDailyRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
SecurityType provider.SecurityType
Symbol string
From string
To string
AsOf string
}
type EvaluationDetailOutput ¶
type EvaluationDetailOutput struct {
Detail backtestservice.SavedEvaluationDetail
View string
}
func (EvaluationDetailOutput) CSVRows ¶
func (o EvaluationDetailOutput) CSVRows() any
func (EvaluationDetailOutput) JSONValue ¶
func (o EvaluationDetailOutput) JSONValue() any
func (EvaluationDetailOutput) NDJSONRows ¶
func (o EvaluationDetailOutput) NDJSONRows() any
func (EvaluationDetailOutput) TableRows ¶
func (o EvaluationDetailOutput) TableRows() ([]string, [][]string)
type EvaluationListOutput ¶
type EvaluationListOutput []backtestservice.SavedEvaluationSummary
func (EvaluationListOutput) CSVRows ¶
func (o EvaluationListOutput) CSVRows() any
func (EvaluationListOutput) JSONValue ¶
func (o EvaluationListOutput) JSONValue() any
func (EvaluationListOutput) NDJSONRows ¶
func (o EvaluationListOutput) NDJSONRows() any
func (EvaluationListOutput) TableRows ¶
func (o EvaluationListOutput) TableRows() ([]string, [][]string)
type EvaluationRankOutput ¶
type EvaluationRankOutput []backtestservice.SavedExperimentCase
func (EvaluationRankOutput) CSVRows ¶
func (o EvaluationRankOutput) CSVRows() any
func (EvaluationRankOutput) JSONValue ¶
func (o EvaluationRankOutput) JSONValue() any
func (EvaluationRankOutput) NDJSONRows ¶
func (o EvaluationRankOutput) NDJSONRows() any
func (EvaluationRankOutput) TableRows ¶
func (o EvaluationRankOutput) TableRows() ([]string, [][]string)
type EvaluationRegimeSplitView ¶
type EvaluationRegimeSplitView struct {
Tag string `json:"tag" csv:"tag"`
CaseCount int `json:"case_count" csv:"case_count"`
PassedCount int `json:"passed_count" csv:"passed_count"`
Objective string `json:"objective,omitempty" csv:"objective"`
BestCaseID string `json:"best_case_id,omitempty" csv:"best_case_id"`
BestObjective float64 `json:"best_objective" csv:"best_objective"`
AverageObjective float64 `json:"average_objective" csv:"average_objective"`
AverageMetrics core.Metrics `json:"average_metrics,omitempty" csv:"-"`
}
type EvaluationRobustnessRow ¶
type EvaluationRobustnessRow struct {
Parameter string `json:"parameter" csv:"parameter"`
CaseCount int `json:"case_count" csv:"case_count"`
ValueCount int `json:"value_count" csv:"value_count"`
BestValue string `json:"best_value,omitempty" csv:"best_value"`
BestCaseID string `json:"best_case_id,omitempty" csv:"best_case_id"`
BestObjective float64 `json:"best_objective" csv:"best_objective"`
WorstValue string `json:"worst_value,omitempty" csv:"worst_value"`
ObjectiveRange float64 `json:"objective_range" csv:"objective_range"`
TopNOverlap float64 `json:"top_n_overlap" csv:"top_n_overlap"`
OutOfSampleDegradationPct float64 `json:"out_of_sample_degradation_pct" csv:"out_of_sample_degradation_pct"`
}
type EvaluationRunOutput ¶
type EvaluationRunOutput struct {
Result backtestservice.EvaluationRunResult
}
func (EvaluationRunOutput) CSVRows ¶
func (o EvaluationRunOutput) CSVRows() any
func (EvaluationRunOutput) JSONValue ¶
func (o EvaluationRunOutput) JSONValue() any
func (EvaluationRunOutput) NDJSONRows ¶
func (o EvaluationRunOutput) NDJSONRows() any
func (EvaluationRunOutput) TableRows ¶
func (o EvaluationRunOutput) TableRows() ([]string, [][]string)
type EvaluationSummaryView ¶
type EvaluationSummaryView struct {
ID string `json:"id" csv:"id"`
Name string `json:"name" csv:"name"`
StrategyName string `json:"strategy_name" csv:"strategy_name"`
BaseRunName string `json:"base_run_name" csv:"base_run_name"`
SchemaVersion int `json:"schema_version" csv:"schema_version"`
SpecHash string `json:"spec_hash" csv:"spec_hash"`
StrategySpecHash string `json:"strategy_spec_hash" csv:"strategy_spec_hash"`
DataFrom string `json:"data_from" csv:"data_from"`
DataTo string `json:"data_to" csv:"data_to"`
CaseCount int `json:"case_count" csv:"case_count"`
WalkForwardStepCount int `json:"walk_forward_step_count" csv:"walk_forward_step_count"`
BestCaseID string `json:"best_case_id,omitempty" csv:"best_case_id"`
CreatedAt time.Time `json:"created_at" csv:"created_at"`
}
type EvaluationValidationOutput ¶
type EvaluationValidationOutput struct {
Result backtestservice.EvaluationValidationResult
}
func (EvaluationValidationOutput) CSVRows ¶
func (o EvaluationValidationOutput) CSVRows() any
func (EvaluationValidationOutput) JSONValue ¶
func (o EvaluationValidationOutput) JSONValue() any
func (EvaluationValidationOutput) NDJSONRows ¶
func (o EvaluationValidationOutput) NDJSONRows() any
func (EvaluationValidationOutput) TableRows ¶
func (o EvaluationValidationOutput) TableRows() ([]string, [][]string)
type FinancialStatementsOutput ¶
type FinancialStatementsOutput []financials.Statement
func (FinancialStatementsOutput) CSVRows ¶
func (o FinancialStatementsOutput) CSVRows() any
func (FinancialStatementsOutput) JSONValue ¶
func (o FinancialStatementsOutput) JSONValue() any
func (FinancialStatementsOutput) NDJSONRows ¶
func (o FinancialStatementsOutput) NDJSONRows() any
func (FinancialStatementsOutput) TableRows ¶
func (o FinancialStatementsOutput) TableRows() ([]string, [][]string)
type Financials ¶
type Financials struct {
// contains filtered or unexported fields
}
func NewFinancials ¶
func NewFinancials(service financialsservice.Service) Financials
func (Financials) Get ¶
func (h Financials) Get(ctx context.Context, req GetFinancialsRequest) (FinancialStatementsOutput, error)
type GetDailyRequest ¶
type GetFinancialsRequest ¶
type GetFinancialsRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
SecurityType provider.SecurityType
Symbol string
FiscalYear string
Period financialsrole.PeriodType
Statement financialsrole.StatementType
Limit int
}
type GetIndexRequest ¶
type GetIndexRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
IndexCode string
From string
To string
AsOf string
}
type GetIntradayRequest ¶
type GetIntradayRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
SecurityType provider.SecurityType
Symbol string
At string
Limit int
}
type GetOrderbookRequest ¶
type GetOrderbookRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
SecurityType provider.SecurityType
Symbol string
}
type GetQuoteRequest ¶
type GetQuoteRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
SecurityType provider.SecurityType
Symbol string
}
type Index ¶
type Index struct {
// contains filtered or unexported fields
}
func NewIndex ¶
func NewIndex(reader indexservice.ReadService, collector indexservice.Service) Index
func (Index) Get ¶
func (h Index) Get(ctx context.Context, req GetIndexRequest) (IndexBarsOutput, error)
func (Index) GetStored ¶
func (h Index) GetStored(ctx context.Context, req GetIndexRequest) (IndexBarsOutput, error)
func (Index) Sync ¶
func (h Index) Sync(ctx context.Context, req SyncIndexRequest) (IndexCollectResultOutput, error)
type IndexBarsOutput ¶
func (IndexBarsOutput) CSVRows ¶
func (o IndexBarsOutput) CSVRows() any
func (IndexBarsOutput) JSONValue ¶
func (o IndexBarsOutput) JSONValue() any
func (IndexBarsOutput) NDJSONRows ¶
func (o IndexBarsOutput) NDJSONRows() any
func (IndexBarsOutput) TableRows ¶
func (o IndexBarsOutput) TableRows() ([]string, [][]string)
type IndexCollectResultOutput ¶
type IndexCollectResultOutput struct {
Result indexservice.CollectResult
}
func (IndexCollectResultOutput) CSVRows ¶
func (o IndexCollectResultOutput) CSVRows() any
func (IndexCollectResultOutput) JSONValue ¶
func (o IndexCollectResultOutput) JSONValue() any
func (IndexCollectResultOutput) NDJSONRows ¶
func (o IndexCollectResultOutput) NDJSONRows() any
func (IndexCollectResultOutput) TableRows ¶
func (o IndexCollectResultOutput) TableRows() ([]string, [][]string)
type InspectBacktestStrategyRequest ¶
type InspectBacktestStrategyRequest struct {
Name string
}
type InspectInstrumentRequest ¶
type InspectInstrumentRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
SecurityType provider.SecurityType
Symbol string
}
type InspectScreenPipelineRequest ¶
type InspectScreenPipelineRequest struct {
Path string
}
type InspectScreenRequest ¶
type InspectScreenRequest struct {
Ref string
}
type InspectStrategyRequest ¶
type InspectStrategyRequest struct {
Name string
}
type Instrument ¶
type Instrument struct {
// contains filtered or unexported fields
}
func NewInstrument ¶
func NewInstrument(service instrument.Service) Instrument
func (Instrument) Inspect ¶
func (h Instrument) Inspect(ctx context.Context, req InspectInstrumentRequest) (InstrumentOutput, error)
func (Instrument) List ¶
func (h Instrument) List(ctx context.Context, req ListInstrumentsRequest) (InstrumentsOutput, error)
func (Instrument) Sync ¶
func (h Instrument) Sync(ctx context.Context, req SyncInstrumentsRequest) (InstrumentSyncOutput, error)
type InstrumentOutput ¶
type InstrumentOutput struct {
Result instrument.InspectResult
}
func (InstrumentOutput) CSVRows ¶
func (o InstrumentOutput) CSVRows() any
func (InstrumentOutput) JSONValue ¶
func (o InstrumentOutput) JSONValue() any
func (InstrumentOutput) NDJSONRows ¶
func (o InstrumentOutput) NDJSONRows() any
func (InstrumentOutput) TableRows ¶
func (o InstrumentOutput) TableRows() ([]string, [][]string)
type InstrumentSyncOutput ¶
type InstrumentSyncOutput struct {
Result instrument.SyncResult
}
func (InstrumentSyncOutput) CSVRows ¶
func (o InstrumentSyncOutput) CSVRows() any
func (InstrumentSyncOutput) JSONValue ¶
func (o InstrumentSyncOutput) JSONValue() any
func (InstrumentSyncOutput) NDJSONRows ¶
func (o InstrumentSyncOutput) NDJSONRows() any
func (InstrumentSyncOutput) TableRows ¶
func (o InstrumentSyncOutput) TableRows() ([]string, [][]string)
type InstrumentsOutput ¶
type InstrumentsOutput struct {
Result instrumentrole.SearchResult
}
func (InstrumentsOutput) CSVRows ¶
func (o InstrumentsOutput) CSVRows() any
func (InstrumentsOutput) JSONValue ¶
func (o InstrumentsOutput) JSONValue() any
func (InstrumentsOutput) NDJSONRows ¶
func (o InstrumentsOutput) NDJSONRows() any
func (InstrumentsOutput) TableRows ¶
func (o InstrumentsOutput) TableRows() ([]string, [][]string)
type Intraday ¶
type Intraday struct {
// contains filtered or unexported fields
}
func NewIntraday ¶
func (Intraday) Get ¶
func (h Intraday) Get(ctx context.Context, req GetIntradayRequest) (IntradayBarsOutput, error)
type IntradayBarsOutput ¶
type IntradayBarsOutput []intradaybar.Bar
func (IntradayBarsOutput) CSVRows ¶
func (o IntradayBarsOutput) CSVRows() any
func (IntradayBarsOutput) JSONValue ¶
func (o IntradayBarsOutput) JSONValue() any
func (IntradayBarsOutput) NDJSONRows ¶
func (o IntradayBarsOutput) NDJSONRows() any
func (IntradayBarsOutput) TableRows ¶
func (o IntradayBarsOutput) TableRows() ([]string, [][]string)
type ListBacktestRunsRequest ¶
type ListBacktestRunsRequest struct{}
type ListBacktestStrategiesRequest ¶
type ListBacktestStrategiesRequest struct{}
type ListConstituentsRequest ¶
type ListConstituentsRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
SecurityType provider.SecurityType
Symbol string
Limit int
}
type ListEvaluationsRequest ¶
type ListEvaluationsRequest struct{}
type ListInstrumentsRequest ¶
type ListInstrumentsRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
SecurityType provider.SecurityType
Query string
Limit int
}
type ListStrategiesRequest ¶
type ListStrategiesRequest struct{}
type ListTradesRequest ¶
type ListTradesRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
SecurityType provider.SecurityType
Symbol string
At string
Limit int
}
type MarketRegimeOutput ¶
type MarketRegimeOutput struct {
Result universecore.MarketRegimeResult
}
func (MarketRegimeOutput) CSVRows ¶
func (o MarketRegimeOutput) CSVRows() any
func (MarketRegimeOutput) JSONValue ¶
func (o MarketRegimeOutput) JSONValue() any
func (MarketRegimeOutput) NDJSONRows ¶
func (o MarketRegimeOutput) NDJSONRows() any
func (MarketRegimeOutput) TableRows ¶
func (o MarketRegimeOutput) TableRows() ([]string, [][]string)
type Migration ¶
type Migration struct {
// contains filtered or unexported fields
}
func NewMigration ¶
func NewMigration(runner migrationcore.Runner) Migration
type MigrationApplyOutput ¶
type MigrationApplyOutput struct {
Result migrationcore.ApplyResult
}
func (MigrationApplyOutput) JSONValue ¶
func (o MigrationApplyOutput) JSONValue() any
func (MigrationApplyOutput) TableRows ¶
func (o MigrationApplyOutput) TableRows() ([]string, [][]string)
type MigrationStatusOutput ¶
type MigrationStatusOutput struct {
Result migrationcore.StatusResult
}
func (MigrationStatusOutput) JSONValue ¶
func (o MigrationStatusOutput) JSONValue() any
func (MigrationStatusOutput) TableRows ¶
func (o MigrationStatusOutput) TableRows() ([]string, [][]string)
type Orderbook ¶
type Orderbook struct {
// contains filtered or unexported fields
}
func NewOrderbook ¶
func NewOrderbook(service orderbookservice.Service) Orderbook
func (Orderbook) Get ¶
func (h Orderbook) Get(ctx context.Context, req GetOrderbookRequest) (OrderbookOutput, error)
type OrderbookOutput ¶
type OrderbookOutput struct {
Result orderbook.SnapshotResult
}
func (OrderbookOutput) CSVRows ¶
func (o OrderbookOutput) CSVRows() any
func (OrderbookOutput) JSONValue ¶
func (o OrderbookOutput) JSONValue() any
func (OrderbookOutput) NDJSONRows ¶
func (o OrderbookOutput) NDJSONRows() any
func (OrderbookOutput) TableRows ¶
func (o OrderbookOutput) TableRows() ([]string, [][]string)
type Quote ¶
type Quote struct {
// contains filtered or unexported fields
}
func (Quote) Get ¶
func (h Quote) Get(ctx context.Context, req GetQuoteRequest) (QuoteOutput, error)
type QuoteOutput ¶
type QuoteOutput struct {
Result quoterole.SnapshotResult
}
func (QuoteOutput) CSVRows ¶
func (o QuoteOutput) CSVRows() any
func (QuoteOutput) JSONValue ¶
func (o QuoteOutput) JSONValue() any
func (QuoteOutput) NDJSONRows ¶
func (o QuoteOutput) NDJSONRows() any
func (QuoteOutput) TableRows ¶
func (o QuoteOutput) TableRows() ([]string, [][]string)
type RankEvaluationRequest ¶
type RunBacktestRequest ¶
type RunEvaluationRequest ¶
type ScreenHistoryRequest ¶
type ScreenHistoryRequest struct {
Limit int
}
type ScreenJQRequest ¶
type ScreenPipelineOutput ¶
type ScreenPipelineOutput struct {
Result universeservice.ScreenPipelineResult
}
func (ScreenPipelineOutput) CSVRows ¶
func (o ScreenPipelineOutput) CSVRows() any
func (ScreenPipelineOutput) JSONValue ¶
func (o ScreenPipelineOutput) JSONValue() any
func (ScreenPipelineOutput) NDJSONRows ¶
func (o ScreenPipelineOutput) NDJSONRows() any
func (ScreenPipelineOutput) TableRows ¶
func (o ScreenPipelineOutput) TableRows() ([]string, [][]string)
type ScreenPipelineRequest ¶
type ScreenPipelineRequest struct {
Path string
}
type ScreenResultOutput ¶
type ScreenResultOutput struct {
Result strategyservice.ScreenResult
}
func (ScreenResultOutput) CSVRows ¶
func (o ScreenResultOutput) CSVRows() any
func (ScreenResultOutput) JSONValue ¶
func (o ScreenResultOutput) JSONValue() any
func (ScreenResultOutput) NDJSONRows ¶
func (o ScreenResultOutput) NDJSONRows() any
func (ScreenResultOutput) TableRows ¶
func (o ScreenResultOutput) TableRows() ([]string, [][]string)
type ScreenRunDetailOutput ¶
type ScreenRunDetailOutput struct {
Detail strategyservice.ScreenRunDetail
}
func (ScreenRunDetailOutput) CSVRows ¶
func (o ScreenRunDetailOutput) CSVRows() any
func (ScreenRunDetailOutput) JSONValue ¶
func (o ScreenRunDetailOutput) JSONValue() any
func (ScreenRunDetailOutput) NDJSONRows ¶
func (o ScreenRunDetailOutput) NDJSONRows() any
func (ScreenRunDetailOutput) TableRows ¶
func (o ScreenRunDetailOutput) TableRows() ([]string, [][]string)
type ScreenRunHistoryOutput ¶
type ScreenRunHistoryOutput []strategyservice.ScreenRun
func (ScreenRunHistoryOutput) CSVRows ¶
func (o ScreenRunHistoryOutput) CSVRows() any
func (ScreenRunHistoryOutput) JSONValue ¶
func (o ScreenRunHistoryOutput) JSONValue() any
func (ScreenRunHistoryOutput) NDJSONRows ¶
func (o ScreenRunHistoryOutput) NDJSONRows() any
func (ScreenRunHistoryOutput) TableRows ¶
func (o ScreenRunHistoryOutput) TableRows() ([]string, [][]string)
type ScreenStrategyComparisonOutput ¶
type ScreenStrategyComparisonOutput struct {
Result strategyservice.ScreenStrategyComparison
}
func (ScreenStrategyComparisonOutput) CSVRows ¶
func (o ScreenStrategyComparisonOutput) CSVRows() any
func (ScreenStrategyComparisonOutput) JSONValue ¶
func (o ScreenStrategyComparisonOutput) JSONValue() any
func (ScreenStrategyComparisonOutput) NDJSONRows ¶
func (o ScreenStrategyComparisonOutput) NDJSONRows() any
func (ScreenStrategyComparisonOutput) TableRows ¶
func (o ScreenStrategyComparisonOutput) TableRows() ([]string, [][]string)
type ScreenStrategyRequest ¶
type Strategy ¶
type Strategy struct {
// contains filtered or unexported fields
}
func NewStrategy ¶
func NewStrategy(service strategyservice.Service, universe ...universeservice.Runner) Strategy
func (Strategy) CompareScreenStrategies ¶
func (h Strategy) CompareScreenStrategies(ctx context.Context, req CompareScreenStrategiesRequest) (ScreenStrategyComparisonOutput, error)
func (Strategy) Create ¶
func (h Strategy) Create(ctx context.Context, req CreateStrategyRequest) (StrategyDetailOutput, error)
func (Strategy) Delete ¶
func (h Strategy) Delete(ctx context.Context, req DeleteStrategyRequest) (DeleteStrategyResult, error)
func (Strategy) History ¶
func (h Strategy) History(ctx context.Context, req ScreenHistoryRequest) (ScreenRunHistoryOutput, error)
func (Strategy) Inspect ¶
func (h Strategy) Inspect(ctx context.Context, req InspectStrategyRequest) (StrategyDetailOutput, error)
func (Strategy) InspectMarketRegime ¶
func (h Strategy) InspectMarketRegime(ctx context.Context, req InspectMarketRegimeRequest) (MarketRegimeOutput, error)
func (Strategy) InspectScreen ¶
func (h Strategy) InspectScreen(ctx context.Context, req InspectScreenRequest) (ScreenRunDetailOutput, error)
func (Strategy) InspectScreenPipeline ¶
func (h Strategy) InspectScreenPipeline(ctx context.Context, req InspectScreenPipelineRequest) (ScreenPipelineOutput, error)
func (Strategy) InspectStrategySet ¶
func (h Strategy) InspectStrategySet(ctx context.Context, req InspectStrategySetRequest) (StrategySetOutput, error)
func (Strategy) List ¶
func (h Strategy) List(ctx context.Context, _ ListStrategiesRequest) (StrategyListOutput, error)
func (Strategy) Screen ¶
func (h Strategy) Screen(ctx context.Context, req ScreenStrategyRequest) (ScreenRunDetailOutput, error)
func (Strategy) ScreenJQ ¶
func (h Strategy) ScreenJQ(ctx context.Context, req ScreenJQRequest) (ScreenResultOutput, error)
func (Strategy) ScreenPipeline ¶
func (h Strategy) ScreenPipeline(ctx context.Context, req ScreenPipelineRequest) (ScreenPipelineOutput, error)
func (Strategy) Update ¶
func (h Strategy) Update(ctx context.Context, req UpdateStrategyRequest) (StrategyDetailOutput, error)
func (Strategy) UpsertScreenStrategy ¶
func (h Strategy) UpsertScreenStrategy(ctx context.Context, req UpsertScreenStrategyRequest) (StrategyDetailOutput, error)
type StrategyDetailOutput ¶
type StrategyDetailOutput struct {
Detail strategyservice.StrategyDetail
}
func (StrategyDetailOutput) CSVRows ¶
func (o StrategyDetailOutput) CSVRows() any
func (StrategyDetailOutput) JSONValue ¶
func (o StrategyDetailOutput) JSONValue() any
func (StrategyDetailOutput) NDJSONRows ¶
func (o StrategyDetailOutput) NDJSONRows() any
func (StrategyDetailOutput) TableRows ¶
func (o StrategyDetailOutput) TableRows() ([]string, [][]string)
type StrategyListOutput ¶
type StrategyListOutput []strategyservice.StrategyDetail
func (StrategyListOutput) CSVRows ¶
func (o StrategyListOutput) CSVRows() any
func (StrategyListOutput) JSONValue ¶
func (o StrategyListOutput) JSONValue() any
func (StrategyListOutput) NDJSONRows ¶
func (o StrategyListOutput) NDJSONRows() any
func (StrategyListOutput) TableRows ¶
func (o StrategyListOutput) TableRows() ([]string, [][]string)
type StrategySetOutput ¶
type StrategySetOutput struct {
Result universeservice.StrategySetSelectionResult
}
func (StrategySetOutput) CSVRows ¶
func (o StrategySetOutput) CSVRows() any
func (StrategySetOutput) JSONValue ¶
func (o StrategySetOutput) JSONValue() any
func (StrategySetOutput) NDJSONRows ¶
func (o StrategySetOutput) NDJSONRows() any
func (StrategySetOutput) TableRows ¶
func (o StrategySetOutput) TableRows() ([]string, [][]string)
type SyncDailyRequest ¶
type SyncDailyRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
SecurityType provider.SecurityType
AsOf string
}
type SyncIndexRequest ¶
type SyncIndexRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
IndexCode string
AsOf string
}
type SyncInstrumentsRequest ¶
type SyncInstrumentsRequest struct {
ProviderID provider.ProviderID
PreferProvider provider.ProviderID
Market provider.Market
SecurityType provider.SecurityType
AsOf string
}
type Trades ¶
type Trades struct {
// contains filtered or unexported fields
}
func NewTrades ¶
func NewTrades(service tradesservice.Service) Trades
func (Trades) List ¶
func (h Trades) List(ctx context.Context, req ListTradesRequest) (TradesOutput, error)
type TradesOutput ¶
type TradesOutput []tradesrole.Trade
func (TradesOutput) CSVRows ¶
func (o TradesOutput) CSVRows() any
func (TradesOutput) JSONValue ¶
func (o TradesOutput) JSONValue() any
func (TradesOutput) NDJSONRows ¶
func (o TradesOutput) NDJSONRows() any
func (TradesOutput) TableRows ¶
func (o TradesOutput) TableRows() ([]string, [][]string)
type UpdateStrategyRequest ¶
type ValidateBacktestRequest ¶
type ValidateEvaluationRequest ¶
type ValidateEvaluationRequest struct {
Path string
}
Click to show internal directories.
Click to hide internal directories.