sentinel

package
v1.62.2 Latest Latest
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Published: Apr 22, 2025 License: AGPL-3.0 Imports: 10 Imported by: 0

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Constants

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const ID = "sentinel"

Variables

This section is empty.

Functions

This section is empty.

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) Defaults

func (s *Strategy) Defaults() error

func (*Strategy) ID

func (s *Strategy) ID() string

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)

func (*Strategy) Validate

func (s *Strategy) Validate() error

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