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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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Chaikin Money Flow Strategy is added. #236

Closed cinar closed 1 month ago

cinar commented 1 month ago

Describe Request

Chaikin Money Flow Strategy is added.

Change Type

New strategy.

Summary by CodeRabbit

coderabbitai[bot] commented 1 month ago

Walkthrough

The pull request introduces significant enhancements to the Indicator Go module, particularly focusing on the Chaikin Money Flow strategy. Key updates include a complete rewrite of the README.md to reflect version 2 features, the addition of the ChaikinMoneyFlowStrategy type with associated methods, and improvements in the testing framework. The library now supports Golang generics and allows full configurability of indicators and strategies. Additionally, the MoneyFlowIndexStrategy has minor formatting updates, and the AllStrategies function now includes the new Chaikin strategy.

Changes

File Change Summary
README.md Complete rewrite highlighting version 2 features, enhanced code quality, improved testability with CSV data, configurable indicators, and dual licensing details.
strategy/volume/README.md Added ChaikinMoneyFlowStrategy type and methods; detailed strategy functionality and usage.
strategy/volume/chaikin_money_flow_strategy.go Introduced ChaikinMoneyFlowStrategy struct, constructors, Compute, and Report methods for processing and reporting on asset snapshots.
strategy/volume/chaikin_money_flow_strategy_test.go Added unit tests for the ChaikinMoneyFlowStrategy, validating computation and report generation.
strategy/volume/money_flow_index_strategy.go Updated Name method for better formatting of SellAt and BuyAt values; clarified comment in Report method.
strategy/volume/volume.go Added invocation of NewChaikinMoneyFlowStrategy() in AllStrategies function to include the new strategy.

Possibly related PRs

🐇 In the garden, I hop and play,
With strategies bright, we leap all day.
The Chaikin flows, with actions so clear,
In the world of finance, we have no fear!
With tests and reports, our work is done,
Hooray for the changes, let’s all have fun! 🌼

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codecov-commenter commented 1 month ago

Codecov Report

Attention: Patch coverage is 96.29630% with 2 lines in your changes missing coverage. Please review.

Project coverage is 92.80%. Comparing base (1cf5812) to head (178b9af).

Files with missing lines Patch % Lines
strategy/volume/chaikin_money_flow_strategy.go 98.07% 1 Missing :warning:
strategy/volume/volume.go 0.00% 1 Missing :warning:
Additional details and impacted files ```diff @@ Coverage Diff @@ ## master #236 +/- ## ========================================== - Coverage 92.83% 92.80% -0.03% ========================================== Files 167 168 +1 Lines 4300 4353 +53 ========================================== + Hits 3992 4040 +48 - Misses 249 253 +4 - Partials 59 60 +1 ```

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