zenryokukun / dataprocess

Simple statistic calculation for trading bots.

stats package

Supports mva,ema,rsi,bollinger band,and macd

extrema package

Use Search func to search local min max.

import "github.com/zenryokukun/dataprocess/extrema"
maxima,minima := extrema.Search(X,Y,Ratio)

X is a slice of int representing time series.
Y is a slice of float64 representing prices.
Ratio is a float64 for detecting local min max.

Fields of maxima and minima.

Val []float64 Local max or min extracted from Y
Time []int Extracted X corresponding Val