JuDO-dev / AirBorne.jl

AirBorne a complete algorithmic trading framework in Julia.
http://judo.dev/AirBorne.jl/
MIT License
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SMA Strategy Template #68

Closed brunocastroibarburu94 closed 1 year ago

brunocastroibarburu94 commented 1 year ago

This MR will introduce the first strategy template module. Strategy templates provide an easy way to parameterize a well known trading strategy, lifting the overhead of actually writing up the trading strategy and initialization functions.

codecov[bot] commented 1 year ago

Codecov Report

Merging #68 (528ba6f) into dev (550c505) will decrease coverage by 6.61%. The diff coverage is 78.15%.

:exclamation: Current head 528ba6f differs from pull request most recent head 22c44db. Consider uploading reports for the commit 22c44db to get more accurate results

@@            Coverage Diff             @@
##              dev      #68      +/-   ##
==========================================
- Coverage   95.47%   88.86%   -6.61%     
==========================================
  Files          12       15       +3     
  Lines         287      431     +144     
==========================================
+ Hits          274      383     +109     
- Misses         13       48      +35     
Impacted Files Coverage Δ
src/AirBorne.jl 100.00% <ø> (ø)
src/Backtest/Strategies.jl 100.00% <ø> (ø)
src/Backtest/strategies/SMA.jl 0.00% <0.00%> (ø)
src/ETL/ETL.jl 100.00% <ø> (ø)
src/ETL/Transform/Transform.jl 100.00% <ø> (ø)
src/Backtest/markets/StaticMarket.jl 91.25% <86.53%> (-2.41%) :arrow_down:
src/Backtest/engines/DEDS.jl 97.50% <90.00%> (-2.50%) :arrow_down:
src/Backtest/Structures.jl 100.00% <100.00%> (+50.00%) :arrow_up:
src/ETL/AssetValuation.jl 100.00% <100.00%> (ø)
src/ETL/Cache/Cache.jl 97.43% <100.00%> (+4.84%) :arrow_up:
... and 3 more

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