algorithm

package

v0.0.0-...-1513131 Latest Latest Go to latest Published: Sep 17, 2024 License: MIT Imports: 11 Imported by: 0

Documentation ¶

Index ¶

Constants
func Deserialize(ctx context.Context, data string, monitoring monitor.Monitoring) (indicator_adaptor.IndicatorAdaptor, error)
func GetUpdatedCommonLabelsContext(ctx context.Context, name string) context.Context
func PutEvaluateResponse(signal *model.TradingSignal)
type AlgorithmIdentifier
- func NewAlgorithmIdentifier() *AlgorithmIdentifier
type AlgorithmName
type AnalyticsCacheAlgorithm
type TradingAlgorithm
- func NewAnalyticsCacheAlgorithm(ctx context.Context, prefix string, ...) TradingAlgorithm

Constants ¶

const (
	ALGORITHM_NAME_LABEL            = "algorithm_name"
	ALGORITHM_ADAPTER_DELIMITER     = ","
	LEN_ALGORITHM_ADAPTER_DELIMITER = 1
)

Variables ¶

This section is empty.

Functions ¶

func Deserialize ¶

func Deserialize(ctx context.Context, data string, monitoring monitor.Monitoring) (indicator_adaptor.IndicatorAdaptor, error)

func GetUpdatedCommonLabelsContext ¶

func GetUpdatedCommonLabelsContext(ctx context.Context, name string) context.Context

func PutEvaluateResponse ¶

func PutEvaluateResponse(signal *model.TradingSignal)

Types ¶

type AlgorithmIdentifier ¶

type AlgorithmIdentifier struct {
	Algorithm AlgorithmName
	// contains filtered or unexported fields
}

AlgorithmIdentifier uniquely identifies an AlgorithmName and provides custom equality logic.

func NewAlgorithmIdentifier ¶

func NewAlgorithmIdentifier() *AlgorithmIdentifier

func (*AlgorithmIdentifier) Add ¶

func (ai *AlgorithmIdentifier) Add(s string)

func (*AlgorithmIdentifier) CleanUp ¶

func (ai *AlgorithmIdentifier) CleanUp()

func (*AlgorithmIdentifier) Key ¶

func (ai *AlgorithmIdentifier) Key() string

type AlgorithmName ¶

type AlgorithmName []string

func (AlgorithmName) Equal ¶

func (an AlgorithmName) Equal(other AlgorithmName) bool

func (AlgorithmName) Key ¶

func (an AlgorithmName) Key() string

func (AlgorithmName) Less ¶

func (an AlgorithmName) Less(other AlgorithmName) bool

type AnalyticsCacheAlgorithm ¶

type AnalyticsCacheAlgorithm struct {
	// contains filtered or unexported fields
}

func (*AnalyticsCacheAlgorithm) AddIndicatorAdaptor ¶

func (ta *AnalyticsCacheAlgorithm) AddIndicatorAdaptor(adaptor indicator_adaptor.IndicatorAdaptor)

func (*AnalyticsCacheAlgorithm) CleanUp ¶

func (ta *AnalyticsCacheAlgorithm) CleanUp()

func (*AnalyticsCacheAlgorithm) Evaluate ¶

func (ta *AnalyticsCacheAlgorithm) Evaluate(ctx context.Context, data *model.DataPoint) model.StockAction

Evaluate evaluates the signals from all adaptors and determines the action

func (*AnalyticsCacheAlgorithm) Name ¶

func (ta *AnalyticsCacheAlgorithm) Name() *AlgorithmIdentifier

Name returns the name of the trading algorithm

type TradingAlgorithm ¶

type TradingAlgorithm interface {
	Name() *AlgorithmIdentifier
	AddIndicatorAdaptor(indicator_adaptor.IndicatorAdaptor)
	Evaluate(ctx context.Context, data *model.DataPoint) model.StockAction
	CleanUp()
}

func NewAnalyticsCacheAlgorithm ¶

func NewAnalyticsCacheAlgorithm(ctx context.Context, prefix string, adaptors []indicator_adaptor.IndicatorAdaptorCache, monitor monitor.Monitoring) TradingAlgorithm

Source Files ¶

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