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techan

Technical Analysis Library for Golang
授权协议 MIT License
开发语言 Python
所属分类 Web3、 开源货币/比特币
软件类型 开源软件
地区 不详
投 递 者 艾茂学
操作系统 跨平台
开源组织
适用人群 未知
 软件概览

Techan

TechAn is a technical analysis library for Go! It provides a suite of tools and frameworks to analyze financial data and make trading decisions.

Features

  • Basic and advanced technical analysis indicators
  • Profit and trade analysis
  • Strategy building

Installation

$ go get github.com/sdcoffey/techan

Quickstart

series := techan.NewTimeSeries()

// fetch this from your preferred exchange
dataset := [][]string{
	// Timestamp, Open, Close, High, Low, volume
	{"1234567", "1", "2", "3", "5", "6"},
}

for _, datum := range dataset {
	start, _ := strconv.ParseInt(datum[0], 10, 64)
	period := techan.NewTimePeriod(time.Unix(start, 0), time.Hour*24)

	candle := techan.NewCandle(period)
	candle.OpenPrice = big.NewFromString(datum[1])
	candle.ClosePrice = big.NewFromString(datum[2])
	candle.MaxPrice = big.NewFromString(datum[3])
	candle.MinPrice = big.NewFromString(datum[4])

	series.AddCandle(candle)
}

closePrices := techan.NewClosePriceIndicator(series)
movingAverage := techan.NewEMAIndicator(closePrices, 10) // Create an exponential moving average with a window of 10

fmt.Println(movingAverage.Calculate(0).FormattedString(2))

Creating trading strategies

indicator := techan.NewClosePriceIndicator(series)

// record trades on this object
record := techan.NewTradingRecord()

entryConstant := techan.NewConstantIndicator(30)
exitConstant := techan.NewConstantIndicator(10)

// Is satisfied when the price ema moves above 30 and the current position is new
entryRule := techan.And(
	techan.NewCrossUpIndicatorRule(entryConstant, indicator),
	techan.PositionNewRule{})
	
// Is satisfied when the price ema moves below 10 and the current position is open
exitRule := techan.And(
	techan.NewCrossDownIndicatorRule(indicator, exitConstant),
	techan.PositionOpenRule{})

strategy := techan.RuleStrategy{
	UnstablePeriod: 10, // Period before which ShouldEnter and ShouldExit will always return false
	EntryRule:      entryRule,
	ExitRule:       exitRule,
}

strategy.ShouldEnter(0, record) // returns false

Enjoying this project?

Are you using techan in production? You can sponsor its development by buying me a coffee!

BTC: 1DipyghRPG8iFQzLPKMNEVA4gnJ8q8qQfH

ETH: 0x4b86389f57da7ece64882b1c1f2e4ba698f5659a

Credits

Techan is heavily influenced by the great ta4j. Many of the ideas and frameworks in this library owe their genesis to the great work done over there.

License

Techan is released under the MIT license. See LICENSE for details.

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