msaltnet / smtm

It's a game to get money
https://smtm.msalt.net
MIT License
91 stars 96 forks source link

add StrategySmaMl #40

Closed johnverkim closed 1 year ago

johnverkim commented 1 year ago

StrategySmaMl 전략 추가

    이동 평균선을 이용한 기본 전략에 간단한 ML을 추가
    SHORT, MID, LONG 세개의 이동 평균선을 계산한다

    매수 조건
    SHORT > MID > LONG 조건을 만족하고, 기울기가 양수일때, 직전 매도 후 WAITING_STABLE 만큼 지났을때

    매도 조건
    SHORT < MID < LONG 조건을 만족할 때
codecov-commenter commented 1 year ago

Codecov Report

Merging #40 (aad85ce) into master (7d5a90c) will increase coverage by 5.2%. The diff coverage is 81.3%.

:mega: This organization is not using Codecov’s GitHub App Integration. We recommend you install it so Codecov can continue to function properly for your repositories. Learn more

@@           Coverage Diff            @@
##           master     #40     +/-   ##
========================================
+ Coverage    89.7%   94.9%   +5.2%     
========================================
  Files          27      56     +29     
  Lines        3089    8255   +5166     
========================================
+ Hits         2771    7836   +5065     
- Misses        318     419    +101     
Impacted Files Coverage Δ
tests/bithumb_trader_test.py 100.0% <ø> (ø)
tests/data_repository_test.py 100.0% <ø> (ø)
tests/database_test.py 100.0% <ø> (ø)
tests/operator_test.py 99.6% <ø> (ø)
tests/simulation_data_provider_test.py 100.0% <ø> (ø)
tests/simulation_operator_test.py 100.0% <ø> (ø)
tests/simulation_trader_test.py 100.0% <ø> (ø)
tests/virtual_market_test.py 100.0% <ø> (ø)
tests/worker_test.py 100.0% <ø> (ø)
smtm/strategy_sma_ml.py 57.7% <57.7%> (ø)
... and 25 more

... and 13 files with indirect coverage changes

:mega: We’re building smart automated test selection to slash your CI/CD build times. Learn more