model

package

v0.0.0-...-1513131 Latest Latest Go to latest Published: Sep 17, 2024 License: MIT Imports: 2 Imported by: 0

Documentation ¶

Overview ¶

performance_constraints.go

Index ¶

Constants
type AlgoStorageStrategy
type DataPoint
type HistoricalDataRequest
type PerformanceConstraints
type PolygonResponse
- func (pr *PolygonResponse) MergeResponse(newData *PolygonResponse)
type StockAction
type Timespan
type TradingSignal
- func NewTradingSignal() *TradingSignal
- func (ts *TradingSignal) CleanUp()

Constants ¶

View Source

const (
	PROTO_STORAGE      AlgoStorageStrategy = "PROTO_STORAGE"
	PROTO_GZIP_STORAGE                     = "PROTO_GZIP_STORAGE"
	JSON_STORAGE                           = "JSON_STORAGE"
	JSON_GZIP_STORAGE                      = "JSON_GZIP_STORAGE"
)

View Source

const (
	Wait          StockAction = "wait"
	Sell                      = "sell"
	Buy                       = "buy"
	InvalidSignal             = ""
)

Variables ¶

This section is empty.

Functions ¶

This section is empty.

Types ¶

type AlgoStorageStrategy ¶

type AlgoStorageStrategy string

type DataPoint ¶

type DataPoint struct {
	Time   int64   `json:"t"`
	Open   float64 `json:"o"`
	High   float64 `json:"h"`
	Low    float64 `json:"l"`
	Close  float64 `json:"c"`
	Volume float64 `json:"v"`
}

type HistoricalDataRequest ¶

type HistoricalDataRequest struct {
	Ticker    string
	Interval  int
	Timespan  Timespan
	StartDate utils.TimeUtil
	EndDate   utils.TimeUtil
}

type PerformanceConstraints ¶

type PerformanceConstraints struct {
	UpperLimit           float64 `json:"upper_limit"`
	StopLoss             float64 `json:"stop_loss"`
	MinPercentage        float64 `json:"min_percentage"`
	LossWinRatio         float64 `json:"loss_win_ratio"`
	TopNPercentageValues float64 `json:"top_n_percentage_values"`
	TopNValues           int     `json:"top_n_values"`
	TopNMinWinRate       float64 `json:"top_n_min_percentage"`
}

type PolygonResponse ¶

type PolygonResponse struct {
	Ticker  string      `json:"ticker"`
	Results []DataPoint `json:"results"`
}

func (*PolygonResponse) MergeResponse ¶

func (pr *PolygonResponse) MergeResponse(newData *PolygonResponse)

type StockAction ¶

type StockAction string

StockAction represents the possible actions in the stock market.

type Timespan ¶

type Timespan string

const (
	Second Timespan = "second"
	Minute Timespan = "minute"
	Hour   Timespan = "hour"
	Day    Timespan = "day"
)

type TradingSignal ¶

type TradingSignal struct {
	Time   int64
	Action StockAction
}

func NewTradingSignal ¶

func NewTradingSignal() *TradingSignal

func (*TradingSignal) CleanUp ¶

func (ts *TradingSignal) CleanUp()

Source Files ¶

View all Source files

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