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cinar / indicator

Indicator is a Golang module that provides a rich set of technical analysis indicators, strategies, and a framework for backtesting.
GNU Affero General Public License v3.0
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Money Flow Index Strategy #234

Closed cinar closed 1 month ago

cinar commented 1 month ago

Describe Request

Money Flow Index Strategy is added.

Change Type

Volume strategy.

Summary by CodeRabbit

coderabbitai[bot] commented 1 month ago

Walkthrough

The pull request introduces comprehensive updates across multiple files in the Indicator Go module, primarily focusing on enhancing the documentation and functionality of various strategies and indicators. Key changes include the addition of the Envelope indicator and its corresponding strategy, updates to the Money Flow Index Strategy, and modifications to the README.md files to reflect these enhancements. Additionally, new files are created for the volume package and unit tests for both the EnvelopeStrategy and MoneyFlowIndexStrategy, ensuring improved test coverage and usability.

Changes

File Path Change Summary
README.md Updated to reflect version 2 features, including new indicators, strategies, and backtesting instructions. Added Envelope indicator and updated Money Flow Index Strategy link.
strategy/README.md Updated function signatures for NewAndStrategy and NewOrStrategy to accept multiple strategies.
strategy/testdata/x File replaced with a series of zeros, serving as a placeholder.
strategy/trend/README.md Added documentation for the new EnvelopeStrategy, detailing its methods and functionality.
strategy/trend/envelope_strategy.go Introduced EnvelopeStrategy type and its associated methods for trading recommendations based on the Envelope indicator.
strategy/trend/envelope_strategy_test.go Added unit tests for EnvelopeStrategy, validating its functionality and report generation.
strategy/volume/README.md New documentation for the volume package, outlining its functions and strategies, including MoneyFlowIndexStrategy.
strategy/volume/money_flow_index_strategy.go Implemented MoneyFlowIndexStrategy, defining its parameters and methods for trading recommendations based on MFI.
strategy/volume/money_flow_index_strategy_test.go Added unit tests for MoneyFlowIndexStrategy, ensuring correctness of computations and report generation.
strategy/volume/volume.go Introduced the volume package with an exported function AllStrategies, currently returning an empty slice.
trend/README.md Added documentation for the new Envelope type and its associated functions.
trend/envelope.go Implemented the Envelope type for calculating envelope indicators, including methods for initialization and computation.
trend/envelope_test.go Introduced unit tests for Envelope functionality, validating SMA and EMA calculations and string representation.

Possibly related PRs

🐰 In the meadow where indicators play,
New strategies hop and dance all day.
With envelopes bright and MFI's cheer,
Our code is now better, let’s give a cheer!
So let’s test and trade, with joy in our hearts,
For the world of finance, this is just the start! 🌼

📜 Recent review details **Configuration used: CodeRabbit UI** **Review profile: CHILL**
📥 Commits Files that changed from the base of the PR and between 9a79f9044427c4616ecfc9e08afc65f6c885099b and 1ecce161884da40f437de2c028c43b5464c829bb.
📒 Files selected for processing (1) * trend/envelope.go (1 hunks)
🧰 Additional context used
🪛 golangci-lint
trend/envelope.go
42-42: cannot convert DefaultEnvelopePercentage (untyped int value) to type T: T does not contain specific types (typecheck) --- 50-50: cannot convert DefaultEnvelopePercentage (untyped int value) to type T: T does not contain specific types (typecheck)
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codecov-commenter commented 1 month ago

Codecov Report

Attention: Patch coverage is 90.16393% with 6 lines in your changes missing coverage. Please review.

Project coverage is 92.88%. Comparing base (68c34da) to head (6124c7e).

Files with missing lines Patch % Lines
strategy/volume/money_flow_index_strategy.go 92.72% 2 Missing and 2 partials :warning:
strategy/volume/volume.go 0.00% 2 Missing :warning:
Additional details and impacted files ```diff @@ Coverage Diff @@ ## master #234 +/- ## ========================================== - Coverage 92.92% 92.88% -0.05% ========================================== Files 165 167 +2 Lines 4241 4298 +57 ========================================== + Hits 3941 3992 +51 - Misses 243 247 +4 - Partials 57 59 +2 ```

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