package gota

import "github.com/influxdata/influxdb/query/internal/gota"

Index ¶

• type AlgSimple
• type CMO
• func NewCMO(inTimePeriod int) *CMO
• func (cmo *CMO) Add(v float64) float64
• func (cmo *CMO) WarmCount() int
• func (cmo *CMO) Warmed() bool
• type CMOS
• func NewCMOS(inTimePeriod int, warmType WarmupType) *CMOS
• func (cmos *CMOS) Add(v float64) float64
• func (cmos CMOS) Last() float64
• func (cmos CMOS) WarmCount() int
• func (cmos CMOS) Warmed() bool
• type DEMA
• func NewDEMA(inTimePeriod int, warmType WarmupType) *DEMA
• func (dema *DEMA) Add(v float64) float64
• func (dema *DEMA) WarmCount() int
• func (dema *DEMA) Warmed() bool
• type EMA
• func NewEMA(inTimePeriod int, warmType WarmupType) *EMA
• func (ema *EMA) Add(v float64) float64
• func (ema *EMA) Last() float64
• func (ema *EMA) WarmCount() int
• func (ema *EMA) Warmed() bool
• type KAMA
• func NewKAMA(inTimePeriod int) *KAMA
• func (kama *KAMA) Add(v float64) float64
• func (kama *KAMA) WarmCount() int
• func (kama *KAMA) Warmed() bool
• type KER
• func NewKER(inTimePeriod int) *KER
• func (ker *KER) Add(v float64) float64
• func (ker *KER) WarmCount() int
• func (ker *KER) Warmed() bool
• type RSI
• func NewRSI(inTimePeriod int, warmType WarmupType) *RSI
• func (rsi *RSI) Add(v float64) float64
• func (rsi RSI) Last() float64
• func (rsi RSI) WarmCount() int
• func (rsi RSI) Warmed() bool
• type TEMA
• func NewTEMA(inTimePeriod int, warmType WarmupType) *TEMA
• func (tema *TEMA) Add(v float64) float64
• func (tema *TEMA) WarmCount() int
• func (tema *TEMA) Warmed() bool
• type TRIX
• func NewTRIX(inTimePeriod int, warmType WarmupType) *TRIX
• func (trix *TRIX) Add(v float64) float64
• func (trix *TRIX) WarmCount() int
• func (trix *TRIX) Warmed() bool
• type WarmupType
• func ParseWarmupType(wt string) (WarmupType, error)

Types ¶

type AlgSimple ¶

type AlgSimple interface {
	Add(float64) float64
	Warmed() bool
	WarmCount() int
}

type CMO ¶

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

CMO - Chande Momentum Oscillator (https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/cmo)

func NewCMO ¶

func NewCMO(inTimePeriod int) *CMO

NewCMO constructs a new CMO.

func (*CMO) Add ¶

func (cmo *CMO) Add(v float64) float64

Add adds a new sample value to the algorithm and returns the computed value.

func (*CMO) WarmCount ¶

func (cmo *CMO) WarmCount() int

WarmCount returns the number of samples that must be provided for the algorithm to be fully "warmed".

func (*CMO) Warmed ¶

func (cmo *CMO) Warmed() bool

Warmed indicates whether the algorithm has enough data to generate accurate results.

type CMOS ¶

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

CMOS is a smoothed version of the Chande Momentum Oscillator. This is the version of CMO utilized by ta-lib.

func NewCMOS ¶

func NewCMOS(inTimePeriod int, warmType WarmupType) *CMOS

NewCMOS constructs a new CMOS.

func (*CMOS) Add ¶

func (cmos *CMOS) Add(v float64) float64

Add adds a new sample value to the algorithm and returns the computed value.

func (CMOS) Last ¶

func (cmos CMOS) Last() float64

Last returns the last output value.

func (CMOS) WarmCount ¶

func (cmos CMOS) WarmCount() int

WarmCount returns the number of samples that must be provided for the algorithm to be fully "warmed".

func (CMOS) Warmed ¶

func (cmos CMOS) Warmed() bool

Warmed indicates whether the algorithm has enough data to generate accurate results.

type DEMA ¶

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

DEMA - Double Exponential Moving Average (https://en.wikipedia.org/wiki/Double_exponential_moving_average)

func NewDEMA ¶

func NewDEMA(inTimePeriod int, warmType WarmupType) *DEMA

NewDEMA constructs a new DEMA.

When warmed with WarmSMA the first inTimePeriod samples will result in a simple average, switching to exponential moving average after warmup is complete.

When warmed with WarmEMA the algorithm immediately starts using an exponential moving average for the output values. During the warmup period the alpha value is scaled to prevent unbalanced weighting on initial values.

func (*DEMA) Add ¶

func (dema *DEMA) Add(v float64) float64

Add adds a new sample value to the algorithm and returns the computed value.

func (*DEMA) WarmCount ¶

func (dema *DEMA) WarmCount() int

WarmCount returns the number of samples that must be provided for the algorithm to be fully "warmed".

func (*DEMA) Warmed ¶

func (dema *DEMA) Warmed() bool

Warmed indicates whether the algorithm has enough data to generate accurate results.

type EMA ¶

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

EMA - Exponential Moving Average (http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_averages#exponential_moving_average_calculation)

func NewEMA ¶

func NewEMA(inTimePeriod int, warmType WarmupType) *EMA

NewEMA constructs a new EMA.

When warmed with WarmSMA the first inTimePeriod samples will result in a simple average, switching to exponential moving average after warmup is complete.

When warmed with WarmEMA the algorithm immediately starts using an exponential moving average for the output values. During the warmup period the alpha value is scaled to prevent unbalanced weighting on initial values.

func (*EMA) Add ¶

func (ema *EMA) Add(v float64) float64

Add adds a new sample value to the algorithm and returns the computed value.

func (*EMA) Last ¶

func (ema *EMA) Last() float64

Last returns the last output value.

func (*EMA) WarmCount ¶

func (ema *EMA) WarmCount() int

WarmCount returns the number of samples that must be provided for the algorithm to be fully "warmed".

func (*EMA) Warmed ¶

func (ema *EMA) Warmed() bool

Warmed indicates whether the algorithm has enough data to generate accurate results.

type KAMA ¶

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

KAMA - Kaufman's Adaptive Moving Average (http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:kaufman_s_adaptive_moving_average)

func NewKAMA ¶

func NewKAMA(inTimePeriod int) *KAMA

NewKAMA constructs a new KAMA.

func (*KAMA) Add ¶

func (kama *KAMA) Add(v float64) float64

Add adds a new sample value to the algorithm and returns the computed value.

func (*KAMA) WarmCount ¶

func (kama *KAMA) WarmCount() int

WarmCount returns the number of samples that must be provided for the algorithm to be fully "warmed".

func (*KAMA) Warmed ¶

func (kama *KAMA) Warmed() bool

Warmed indicates whether the algorithm has enough data to generate accurate results.

type KER ¶

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

KER - Kaufman's Efficiency Ratio (http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:kaufman_s_adaptive_moving_average#efficiency_ratio_er)

func NewKER ¶

func NewKER(inTimePeriod int) *KER

NewKER constructs a new KER.

func (*KER) Add ¶

func (ker *KER) Add(v float64) float64

Add adds a new sample value to the algorithm and returns the computed value.

func (*KER) WarmCount ¶

func (ker *KER) WarmCount() int

WarmCount returns the number of samples that must be provided for the algorithm to be fully "warmed".

func (*KER) Warmed ¶

func (ker *KER) Warmed() bool

Warmed indicates whether the algorithm has enough data to generate accurate results.

type RSI ¶

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

RSI - Relative Strength Index (http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:relative_strength_index_rsi)

func NewRSI ¶

func NewRSI(inTimePeriod int, warmType WarmupType) *RSI

NewRSI constructs a new RSI.

func (*RSI) Add ¶

func (rsi *RSI) Add(v float64) float64

Add adds a new sample value to the algorithm and returns the computed value.

func (RSI) Last ¶

func (rsi RSI) Last() float64

Last returns the last output value.

func (RSI) WarmCount ¶

func (rsi RSI) WarmCount() int

WarmCount returns the number of samples that must be provided for the algorithm to be fully "warmed".

func (RSI) Warmed ¶

func (rsi RSI) Warmed() bool

Warmed indicates whether the algorithm has enough data to generate accurate results.

type TEMA ¶

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

TEMA - Triple Exponential Moving Average (https://en.wikipedia.org/wiki/Triple_exponential_moving_average)

func NewTEMA ¶

func NewTEMA(inTimePeriod int, warmType WarmupType) *TEMA

NewTEMA constructs a new TEMA.

When warmed with WarmSMA the first inTimePeriod samples will result in a simple average, switching to exponential moving average after warmup is complete.

When warmed with WarmEMA the algorithm immediately starts using an exponential moving average for the output values. During the warmup period the alpha value is scaled to prevent unbalanced weighting on initial values.

func (*TEMA) Add ¶

func (tema *TEMA) Add(v float64) float64

Add adds a new sample value to the algorithm and returns the computed value.

func (*TEMA) WarmCount ¶

func (tema *TEMA) WarmCount() int

WarmCount returns the number of samples that must be provided for the algorithm to be fully "warmed".

func (*TEMA) Warmed ¶

func (tema *TEMA) Warmed() bool

Warmed indicates whether the algorithm has enough data to generate accurate results.

type TRIX ¶

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

Trix - TRIple Exponential average (http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:trix)

func NewTRIX ¶

func NewTRIX(inTimePeriod int, warmType WarmupType) *TRIX

NewTRIX constructs a new TRIX.

func (*TRIX) Add ¶

func (trix *TRIX) Add(v float64) float64

Add adds a new sample value to the algorithm and returns the computed value.

func (*TRIX) WarmCount ¶

func (trix *TRIX) WarmCount() int

WarmCount returns the number of samples that must be provided for the algorithm to be fully "warmed".

func (*TRIX) Warmed ¶

func (trix *TRIX) Warmed() bool

Warmed indicates whether the algorithm has enough data to generate accurate results.

type WarmupType ¶

type WarmupType int8

const (
	WarmEMA WarmupType = iota // Exponential Moving Average
	WarmSMA                   // Simple Moving Average
)

func ParseWarmupType ¶

func ParseWarmupType(wt string) (WarmupType, error)

Source Files ¶

cmo.go ema.go kama.go rsi.go trix.go