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Constants ¶
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const ID = "sentinel"
Variables ¶
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Functions ¶
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Types ¶
type Strategy ¶
type Strategy struct {
Symbol string `json:"symbol"`
Interval types.Interval `json:"interval"`
Threshold float64 `json:"threshold"`
Proportion float64 `json:"proportion"`
NumSamples int `json:"numSamples"`
Window int `json:"window"`
IsolationForest *iforest.IsolationForest `json:"isolationForest"`
NotificationInterval time.Duration `json:"notificationInterval"`
RetrainingInterval time.Duration `json:"retrainingInterval"`
// contains filtered or unexported fields
}
func (*Strategy) Run ¶
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error
func (*Strategy) Subscribe ¶
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)
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