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Added Oanda module

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This commit is contained in:
Luke I. Wilson
2023-05-17 17:57:56 -05:00
parent 494df7827b
commit 2d4c5df187
7 changed files with 209 additions and 13 deletions
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38
data.go
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@@ -78,7 +78,7 @@ type Frame interface {
Lows() Series
Closes() Series
Volumes() Series
PushCandle(date time.Time, open, high, low, close, volume float64) error
PushCandle(date time.Time, open, high, low, close float64, volume int64) error
}
// AppliedSeries is like Series, but it applies a function to each row of data before returning it.
@@ -439,6 +439,25 @@ type DataFrame struct {
// data *df.DataFrame // DataFrame with a Date, Open, High, Low, Close, and Volume column.
}
func NewDataFrame(series ...Series) *DataFrame {
d := &DataFrame{}
d.PushSeries(series...)
return d
}
// NewDOHLCVDataFrame returns a DataFrame with empty Date, Open, High, Low, Close, and Volume columns.
// Use the PushCandle method to add candlesticks in an easy and type-safe way.
func NewDOHLCVDataFrame() *DataFrame {
return NewDataFrame(
NewDataSeries(df.NewSeriesTime("Date", nil)),
NewDataSeries(df.NewSeriesFloat64("Open", nil)),
NewDataSeries(df.NewSeriesFloat64("High", nil)),
NewDataSeries(df.NewSeriesFloat64("Low", nil)),
NewDataSeries(df.NewSeriesFloat64("Close", nil)),
NewDataSeries(df.NewSeriesInt64("Volume", nil)),
)
}
// Copy copies the DataFrame from start to end (inclusive). If end is -1, it will copy to the end of the DataFrame. If start is out of bounds, nil is returned.
func (d *DataFrame) Copy(start, end int) Frame {
out := &DataFrame{}
@@ -468,6 +487,9 @@ func (d *DataFrame) Len() int {
}
func (d *DataFrame) String() string {
if d == nil {
return fmt.Sprintf("%T[nil]", d)
}
names := d.Names() // Defines the order of the columns.
series := make([]Series, len(names))
for i, name := range names {
@@ -596,16 +618,16 @@ func (d *DataFrame) ContainsDOHLCV() bool {
return d.Contains("Date", "Open", "High", "Low", "Close", "Volume")
}
func (d *DataFrame) PushCandle(date time.Time, open, high, low, close, volume float64) error {
func (d *DataFrame) PushCandle(date time.Time, open, high, low, close float64, volume int64) error {
if len(d.series) == 0 {
d.PushSeries([]Series{
d.PushSeries(
NewDataSeries(df.NewSeriesTime("Date", nil, date)),
NewDataSeries(df.NewSeriesFloat64("Open", nil, open)),
NewDataSeries(df.NewSeriesFloat64("High", nil, high)),
NewDataSeries(df.NewSeriesFloat64("Low", nil, low)),
NewDataSeries(df.NewSeriesFloat64("Close", nil, close)),
NewDataSeries(df.NewSeriesFloat64("Volume", nil, volume)),
}...)
NewDataSeries(df.NewSeriesInt64("Volume", nil, volume)),
)
return nil
}
if !d.ContainsDOHLCV() {
@@ -773,12 +795,6 @@ func (d *DataFrame) Time(column string, i int) time.Time {
}
}
func NewDataFrame(series ...Series) *DataFrame {
d := &DataFrame{}
d.PushSeries(series...)
return d
}
type DataCSVLayout struct {
LatestFirst bool // Whether the latest data is first in the dataframe. If false, the latest data is last.
DateFormat string // The format of the date column. Example: "03/22/2006". See https://pkg.go.dev/time#pkg-constants for more information.