Documentation
¶
Overview ¶
Package goflux provides technical analysis indicators, strategy rules, and backtesting utilities.
This package includes:
- Indicators (trend, momentum, volume, moving averages)
- Rule-based strategies (AND/OR/NOT composition, cross rules)
- Trading records, positions, and analysis utilities
- Time series and candle utilities
Index ¶
- Constants
- Variables
- func And(r1, r2 trading.Rule) trading.Rule
- func Max(a, b int) int
- func Min(a, b int) int
- func NewALMAIndicator(ind indicators.Indicator, window int, offset float64, sigma float64) indicators.Indicator
- func NewATRRatioIndicator(atr, price indicators.Indicator) indicators.Indicator
- func NewATRRatioIndicatorFromSeries(s *series.TimeSeries, atrWindow int) indicators.Indicator
- func NewAveragePriceIndicator(s *series.TimeSeries) indicators.Indicator
- func NewBollingerBandwidthIndicator(ind indicators.Indicator, window int, k float64) indicators.Indicator
- func NewCandle(period series.TimePeriod) *series.Candle
- func NewClosePriceIndicator(s *series.TimeSeries) indicators.Indicator
- func NewConstantIndicator(v float64) indicators.Indicator
- func NewCrossDownIndicatorRule(upper, lower indicators.Indicator) trading.Rule
- func NewCrossUpIndicatorRule(upper, lower indicators.Indicator) trading.Rule
- func NewDecimal(v float64) decimal.Decimal
- func NewDecimalFromInt(v int64) decimal.Decimal
- func NewDecimalFromString(v string) decimal.Decimal
- func NewDecimalFromStringWithError(v string) (decimal.Decimal, error)
- func NewEMAIndicator(ind indicators.Indicator, window int) indicators.Indicator
- func NewFAMAIndicator(ind indicators.Indicator, fastLimit, slowLimit float64) indicators.Indicator
- func NewMAMAIndicator(ind indicators.Indicator, fastLimit, slowLimit float64) indicators.Indicator
- func NewMedianPriceIndicator(s *series.TimeSeries) indicators.Indicator
- func NewPosition(entryOrder trading.Order) *trading.Position
- func NewRMAIndicator(ind indicators.Indicator, window int) indicators.Indicator
- func NewSMAIndicator(ind indicators.Indicator, window int) indicators.Indicator
- func NewT3Indicator(ind indicators.Indicator, window int, vFactor float64) indicators.Indicator
- func NewTRIMAIndicator(ind indicators.Indicator, window int) indicators.Indicator
- func NewTimePeriod(start time.Time, duration time.Duration) series.TimePeriod
- func NewTimeSeries() *series.TimeSeries
- func NewTimeSeriesIndicator(s *series.TimeSeries) indicators.Indicator
- func NewTradingRecord() *trading.TradingRecord
- func NewVIDYAIndicator(ind indicators.Indicator, window int) indicators.Indicator
- func NewVWMAIndicator(ind, volume indicators.Indicator, window int) indicators.Indicator
- func NewVWMAIndicatorFromSeries(s *series.TimeSeries, window int) indicators.Indicator
- func NewWeightedCloseIndicator(s *series.TimeSeries) indicators.Indicator
- func Not(rule trading.Rule) trading.Rule
- func Or(r1, r2 trading.Rule) trading.Rule
- type Analysis
- type Candle
- type Decimal
- type Indicator
- type Order
- type Position
- type PositionNewRule
- type PositionOpenRule
- type Rule
- type RuleStrategy
- type Side
- type Strategy
- type TimePeriod
- type TimeSeries
- type TotalProfitAnalysis
- type TradingRecord
Constants ¶
View Source
const ( BUY = trading.BUY SELL = trading.SELL )
Re-export constants
Variables ¶
View Source
var ( ZERO = decimal.ZERO ONE = decimal.ONE )
Functions ¶
func NewALMAIndicator ¶ added in v0.0.3
func NewALMAIndicator(ind indicators.Indicator, window int, offset float64, sigma float64) indicators.Indicator
func NewATRRatioIndicator ¶ added in v0.0.3
func NewATRRatioIndicator(atr, price indicators.Indicator) indicators.Indicator
func NewATRRatioIndicatorFromSeries ¶ added in v0.0.3
func NewATRRatioIndicatorFromSeries(s *series.TimeSeries, atrWindow int) indicators.Indicator
func NewAveragePriceIndicator ¶ added in v0.0.3
func NewAveragePriceIndicator(s *series.TimeSeries) indicators.Indicator
func NewBollingerBandwidthIndicator ¶ added in v0.0.3
func NewBollingerBandwidthIndicator(ind indicators.Indicator, window int, k float64) indicators.Indicator
func NewClosePriceIndicator ¶
func NewClosePriceIndicator(s *series.TimeSeries) indicators.Indicator
Re-export indicator functions
func NewConstantIndicator ¶
func NewConstantIndicator(v float64) indicators.Indicator
func NewCrossDownIndicatorRule ¶
func NewCrossDownIndicatorRule(upper, lower indicators.Indicator) trading.Rule
func NewCrossUpIndicatorRule ¶
func NewCrossUpIndicatorRule(upper, lower indicators.Indicator) trading.Rule
func NewDecimalFromInt ¶
func NewDecimalFromString ¶
func NewDecimalFromStringWithError ¶ added in v0.0.4
func NewEMAIndicator ¶
func NewEMAIndicator(ind indicators.Indicator, window int) indicators.Indicator
func NewFAMAIndicator ¶ added in v0.0.3
func NewFAMAIndicator(ind indicators.Indicator, fastLimit, slowLimit float64) indicators.Indicator
func NewMAMAIndicator ¶ added in v0.0.3
func NewMAMAIndicator(ind indicators.Indicator, fastLimit, slowLimit float64) indicators.Indicator
func NewMedianPriceIndicator ¶ added in v0.0.3
func NewMedianPriceIndicator(s *series.TimeSeries) indicators.Indicator
func NewRMAIndicator ¶ added in v0.0.3
func NewRMAIndicator(ind indicators.Indicator, window int) indicators.Indicator
func NewSMAIndicator ¶
func NewSMAIndicator(ind indicators.Indicator, window int) indicators.Indicator
func NewT3Indicator ¶ added in v0.0.3
func NewT3Indicator(ind indicators.Indicator, window int, vFactor float64) indicators.Indicator
func NewTRIMAIndicator ¶ added in v0.0.3
func NewTRIMAIndicator(ind indicators.Indicator, window int) indicators.Indicator
func NewTimePeriod ¶
func NewTimeSeriesIndicator ¶ added in v0.0.3
func NewTimeSeriesIndicator(s *series.TimeSeries) indicators.Indicator
func NewVIDYAIndicator ¶ added in v0.0.3
func NewVIDYAIndicator(ind indicators.Indicator, window int) indicators.Indicator
func NewVWMAIndicator ¶ added in v0.0.3
func NewVWMAIndicator(ind, volume indicators.Indicator, window int) indicators.Indicator
func NewVWMAIndicatorFromSeries ¶ added in v0.0.3
func NewVWMAIndicatorFromSeries(s *series.TimeSeries, window int) indicators.Indicator
func NewWeightedCloseIndicator ¶ added in v0.0.3
func NewWeightedCloseIndicator(s *series.TimeSeries) indicators.Indicator
Types ¶
type PositionOpenRule ¶
type PositionOpenRule = trading.PositionOpenRule
type TotalProfitAnalysis ¶
type TotalProfitAnalysis = analysis.TotalProfitAnalysis
Analysis re-exports
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