gotrade

Golang stock market technical analysis library

GoTrade is in early design and development

Below is a look at the basic API so far

    csvFeed := feeds.NewCSVFileFeedWithDOHLCVFormat("../github.com/thetruetrade/gotrade/testdata/JSETOPI.2013.data",
        feeds.DashedYearDayMonthDateParserForLocation(time.Local))

    priceStream := gotrade.NewDailyDOHLCVStream()
    sma, _ := indicators.NewSMAForStream(priceStream, 20, gotrade.UseClosePrice)
    ema, _ := indicators.NewEMAForStream(priceStream, 20, gotrade.UseClosePrice)
    bb, _ := indicators.NewBollingerBandsForStream(priceStream, 20, gotrade.UseClosePrice)

    csvFeed.FillDOHLCVStream(priceStream)

    fmt.Println("price stream has data of length: ", len(priceStream.Data))
    fmt.Println("price stream has min date: ", priceStream.MinDate())
    fmt.Println("price stream has max date: ", priceStream.MaxDate())

    fmt.Println("sma has data of length: ", len(sma.Data))
    fmt.Println("sma is valid from price stream bar number: ", sma.ValidFromBar())
    fmt.Println("sma max: ", sma.MaxValue(), " sma min: ", sma.MinValue())

    fmt.Println("ema has data of length: ", len(ema.Data))
    fmt.Println("ema is valid from price stream bar number: ", ema.ValidFromBar())
    fmt.Println("ema max: ", ema.MaxValue(), " ema min: ", ema.MinValue())

    fmt.Println("bollinger bands has data of length: ", len(bb.Data))
    fmt.Println("bollinger bands is valid from price stream bar number: ", bb.ValidFromBar())
    fmt.Println("bollinger bands max: ", bb.MaxValue(), " sma min: ", bb.MinValue())

Tasks for the near future include:

• Complete a basic set of indicators
• Add point and figure price streams
• Basic pattern matching
  • Candlesticks
  • Point and figure patterns
• Visualisation in gotrade-plot
• Operator support like Crosses etc.
• Script engine in gotrade-script