factorzoo

type Correlation struct {
	types.IntervalWindow
	Values  types.Float64Slice
	EndTime time.Time

	UpdateCallbacks []func(value float64)
}

type IntervalWindowSetting struct {
	types.IntervalWindow
}

type KLineValueMapper func(k types.KLine) float64

type Strategy struct {
	Symbol   string `json:"symbol"`
	Market   types.Market
	Interval types.Interval   `json:"interval"`
	Quantity fixedpoint.Value `json:"quantity"`

	Position *types.Position `json:"position,omitempty"`

	Ret   []float64
	Alpha [][]float64

	T int64
	// contains filtered or unexported fields
}