graph

package

v0.0.0-...-bbd37fe Latest Latest Go to latest Published: Jun 12, 2024 License: MIT Imports: 23 Imported by: 0

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Valid go.mod file
Redistributable license
Tagged version
Stable version
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Repository

github.com/jamestunnell/marketanalysis

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Documentation ¶

Index ¶

Constants
func Backtest(ctx context.Context, graphConfig *Configuration, symbol string, ...) (*models.TimeSeries, error)
func EvalSlope(ctx context.Context, graphConfig *Configuration, symbol string, ...) (*models.TimeSeries, error)
func GetConfigSchema() *gojsonschema.Schema
func GetCoreHours(d date.Date) timespan.TimeSpan
func MaxTotalWarmupPeriod(blks Blocks, g gr.Graph[string, string], order []string) (int, error)
func Run(ctx context.Context, cfg *Configuration, symbol string, ts timespan.TimeSpan, ...) (*models.TimeSeries, error)
func RunDay(ctx context.Context, cfg *Configuration, symbol string, d date.Date, ...) (*models.TimeSeries, error)
type Address
- func NewAddress(a, b string) *Address
- func ParseAddress(s string) (*Address, error)
- func (addr *Address) MarshalJSON() ([]byte, error)
- func (addr *Address) Parse(s string) error
- func (addr *Address) String() string
- func (addr *Address) UnmarshalJSON(d []byte) error
type BlockConfig
- func (bc *BlockConfig) Validate(blk blocks.Block, findSource func(*Address) (blocks.Output, bool)) []error
type Blocks
- func (blocks Blocks) Connect(conns []*Connection) (gr.Graph[string, string], error)
- func (blocks Blocks) FindInput(addr *Address) (blocks.Input, bool)
- func (blocks Blocks) FindOutput(addr *Address) (blocks.Output, bool)
- func (blocks Blocks) FindParam(addr *Address) (blocks.Param, bool)
- func (blocks Blocks) Init() error
type Configuration
- func (cfg Configuration) ClearAllRecorded()
- func (cfg Configuration) FindBlockConfig(name string) (*BlockConfig, bool)
- func (cfg Configuration) GetKey() string
- func (cfg Configuration) MakeBlocks() (Blocks, []error)
- func (cfg Configuration) SetRecording(addr *Address) error
- func (cfg *Configuration) Validate() []error
type Connection
type Graph
- func New(cfg *Configuration) *Graph
- func (m *Graph) GetWarmupPeriod() int
- func (m *Graph) Init(rec blocks.Recorder) error
- func (m *Graph) Update(bar *models.Bar, isLast bool)

Constants ¶

View Source

const ConfigKeyName = "id"

View Source

const ConfigSchemaStr = `` /* 1732-byte string literal not displayed */

Variables ¶

This section is empty.

Functions ¶

func Backtest ¶

func Backtest(
	ctx context.Context,
	graphConfig *Configuration,
	symbol string,
	testDate date.Date,
	loc *time.Location,
	load models.LoadBarsFunc,
	predictor *Address,
	threshold float64,
) (*models.TimeSeries, error)

func EvalSlope ¶

func EvalSlope(
	ctx context.Context,
	graphConfig *Configuration,
	symbol string,
	evalDate date.Date,
	loc *time.Location,
	load models.LoadBarsFunc,
	source, predictor *Address,
	horizon int,
) (*models.TimeSeries, error)

func GetConfigSchema ¶

func GetConfigSchema() *gojsonschema.Schema

func GetCoreHours ¶

func GetCoreHours(d date.Date) timespan.TimeSpan

func MaxTotalWarmupPeriod ¶

func MaxTotalWarmupPeriod(blks Blocks, g gr.Graph[string, string], order []string) (int, error)

func Run ¶

func Run(
	ctx context.Context,
	cfg *Configuration,
	symbol string,
	ts timespan.TimeSpan,
	loc *time.Location,
	load models.LoadBarsFunc,
) (*models.TimeSeries, error)

func RunDay ¶

func RunDay(
	ctx context.Context,
	cfg *Configuration,
	symbol string,
	d date.Date,
	loc *time.Location,
	load models.LoadBarsFunc,
) (*models.TimeSeries, error)

Types ¶

type Address ¶

type Address struct {
	A, B string
}

func NewAddress ¶

func NewAddress(a, b string) *Address

func ParseAddress ¶

func ParseAddress(s string) (*Address, error)

func (*Address) MarshalJSON ¶

func (addr *Address) MarshalJSON() ([]byte, error)

func (*Address) Parse ¶

func (addr *Address) Parse(s string) error

func (*Address) String ¶

func (addr *Address) String() string

func (*Address) UnmarshalJSON ¶

func (addr *Address) UnmarshalJSON(d []byte) error

type BlockConfig ¶

type BlockConfig struct {
	Name            string              `json:"name"`
	Type            string              `json:"type"`
	ParamVals       map[string]any      `json:"paramVals,omitempty"`
	RecordedOutputs []string            `json:"recordedOutputs,omitempty"`
	InputSources    map[string]*Address `json:"inputSources,omitempty"`
}

func (*BlockConfig) Validate ¶

func (bc *BlockConfig) Validate(
	blk blocks.Block,
	findSource func(*Address) (blocks.Output, bool),
) []error

type Blocks ¶

type Blocks map[string]blocks.Block

func (Blocks) Connect ¶

func (blocks Blocks) Connect(
	conns []*Connection,
) (gr.Graph[string, string], error)

func (Blocks) FindInput ¶

func (blocks Blocks) FindInput(addr *Address) (blocks.Input, bool)

func (Blocks) FindOutput ¶

func (blocks Blocks) FindOutput(addr *Address) (blocks.Output, bool)

func (Blocks) FindParam ¶

func (blocks Blocks) FindParam(addr *Address) (blocks.Param, bool)

func (Blocks) Init ¶

func (blocks Blocks) Init() error

type Configuration ¶

type Configuration struct {
	ID     string         `json:"id" bson:"_id"`
	Name   string         `json:"name"`
	Blocks []*BlockConfig `json:"blocks"`
}

func (Configuration) ClearAllRecorded ¶

func (cfg Configuration) ClearAllRecorded()

func (Configuration) FindBlockConfig ¶

func (cfg Configuration) FindBlockConfig(name string) (*BlockConfig, bool)

func (Configuration) GetKey ¶

func (cfg Configuration) GetKey() string

func (Configuration) MakeBlocks ¶

func (cfg Configuration) MakeBlocks() (Blocks, []error)

func (Configuration) SetRecording ¶

func (cfg Configuration) SetRecording(addr *Address) error

func (*Configuration) Validate ¶

func (cfg *Configuration) Validate() []error

type Connection ¶

type Connection struct {
	Source *Address `json:"source"`
	Target *Address `json:"target"`
}

type Graph ¶

type Graph struct {
	*Configuration
	// contains filtered or unexported fields
}

func New ¶

func New(cfg *Configuration) *Graph

func (*Graph) GetWarmupPeriod ¶

func (m *Graph) GetWarmupPeriod() int

func (*Graph) Init ¶

func (m *Graph) Init(rec blocks.Recorder) error

func (*Graph) Update ¶

func (m *Graph) Update(bar *models.Bar, isLast bool)

Source Files ¶

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