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Money Flow Index Strategy #234

Merged
merged 7 commits into from
Oct 15, 2024
Merged

Money Flow Index Strategy #234

merged 7 commits into from
Oct 15, 2024

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cinar
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@cinar cinar commented Oct 15, 2024

Describe Request

Money Flow Index Strategy is added.

Change Type

Volume strategy.

Summary by CodeRabbit

  • New Features

    • Introduced a new version (v2) of the Indicator Go module with enhanced features including improved testability, configurability, and support for generics.
    • Added new Envelope and Money Flow Index strategies, expanding the library's trading capabilities.
    • Enhanced documentation for clarity on usage, installation, and contributing guidelines.
    • New Envelope type and associated functions for calculating envelope indicators.
  • Bug Fixes

    • Updated function signatures for better flexibility in strategy initialization.
  • Documentation

    • Comprehensive updates to README files across various packages to reflect new features and usage instructions.
  • Tests

    • Added unit tests for the new strategies to validate functionality and ensure reliability.

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coderabbitai bot commented Oct 15, 2024

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! 🌼


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📥 Commits

Files that changed from the base of the PR and between 9a79f90 and 1ecce16.

📒 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 Oct 15, 2024

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 ⚠️
strategy/volume/volume.go 0.00% 2 Missing ⚠️
Additional details and impacted files
@@            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     

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

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Actionable comments posted: 5

🧹 Outside diff range and nitpick comments (21)
strategy/volume/volume.go (1)

25-28: Consider adding strategies or a TODO comment.

The AllStrategies() function is correctly implemented to return a slice of strategy.Strategy. However, it currently returns an empty slice, which might not be the intended behavior given the function name.

If this is a placeholder for future implementation, consider adding a TODO comment to indicate that strategies need to be added. Alternatively, if volume strategies are available, implement at least one strategy to make the function useful.

Would you like assistance in adding a TODO comment or implementing a sample volume strategy?

strategy/trend/envelope_strategy_test.go (2)

17-37: LGTM: Well-structured test function with a minor suggestion.

The TestEnvelopeStrategy function is well-implemented, following good practices for Go unit testing. It properly handles errors and uses helper functions for data reading and comparison.

Consider adding a brief comment explaining the purpose of the envelope_strategy.csv file and the expected format of its contents. This would improve the test's maintainability and make it easier for other developers to understand and modify the test data if needed.


39-55: LGTM: Well-implemented test function with suggestions for improvement.

The TestEnvelopeStrategyReport function is well-structured and follows good practices for Go unit testing. It properly handles errors and uses defer for cleanup.

Consider the following improvements to make the test more robust:

  1. Verify the contents of the generated HTML report. You could check for the presence of expected elements or validate the structure of the HTML.

  2. Instead of writing to a file on disk, consider using io.Writer to write to an in-memory buffer. This would make the test faster and avoid potential issues with file system permissions.

Here's an example of how you could implement these suggestions:

func TestEnvelopeStrategyReport(t *testing.T) {
	snapshots, err := helper.ReadFromCsvFile[asset.Snapshot]("testdata/brk-b.csv", true)
	if err != nil {
		t.Fatal(err)
	}

	envelope := trend.NewEnvelopeStrategy()
	report := envelope.Report(snapshots)

	var buf bytes.Buffer
	err = report.WriteTo(&buf)
	if err != nil {
		t.Fatal(err)
	}

	content := buf.String()
	if !strings.Contains(content, "<html>") || !strings.Contains(content, "</html>") {
		t.Error("Generated report doesn't appear to be valid HTML")
	}

	// Add more specific checks for the report content here
}

This approach eliminates the need for file I/O and allows for more detailed verification of the report's contents.

strategy/volume/money_flow_index_strategy_test.go (1)

17-37: LGTM: Well-structured test function with appropriate error handling.

The test function is well-implemented, using helper functions to read test data and compare results. Error handling is robust, ensuring the test fails appropriately on any issues.

Consider adding a brief comment explaining the purpose of the test and the expected behavior of the MoneyFlowIndexStrategy. This would enhance the test's documentation and make it easier for other developers to understand the test's intent.

trend/envelope_test.go (3)

14-48: LGTM: Well-structured test for EnvelopeWithSma.

The test is comprehensive and follows good practices:

  • Uses CSV files for test data, allowing easy maintenance.
  • Accounts for idle periods in calculations.
  • Applies rounding to handle floating-point precision.

Consider adding a test case with empty input to ensure proper handling of edge cases:

func TestEnvelopeWithSmaEmptyInput(t *testing.T) {
	envelope := trend.NewEnvelopeWithSma[float64]()
	upper, middle, lower := envelope.Compute([]float64{})
	
	if len(upper) != 0 || len(middle) != 0 || len(lower) != 0 {
		t.Errorf("Expected empty slices for empty input, got lengths %d, %d, %d", len(upper), len(middle), len(lower))
	}
}

50-84: LGTM: Well-structured test for EnvelopeWithEma.

The test is comprehensive and consistent with TestEnvelopeWithSma, which is good for maintainability.

Consider refactoring TestEnvelopeWithSma and TestEnvelopeWithEma to reduce code duplication. You could create a helper function that takes the envelope type (SMA or EMA) and the CSV file name as parameters:

func testEnvelope(t *testing.T, envelopeFunc func() trend.Envelope[float64], csvFileName string) {
	// Common test logic here
}

func TestEnvelopeWithSma(t *testing.T) {
	testEnvelope(t, trend.NewEnvelopeWithSma[float64], "testdata/envelope_sma.csv")
}

func TestEnvelopeWithEma(t *testing.T) {
	testEnvelope(t, trend.NewEnvelopeWithEma[float64], "testdata/envelope_ema.csv")
}

This refactoring would make it easier to add new envelope types in the future and reduce the risk of inconsistencies between test implementations.


86-95: LGTM: TestEnvelopeString is concise and clear.

The test effectively verifies the string representation of an Envelope object.

Consider adding more test cases to cover different Envelope configurations:

func TestEnvelopeString(t *testing.T) {
	testCases := []struct {
		envelope trend.Envelope[float64]
		expected string
	}{
		{trend.NewEnvelope(trend.NewSmaWithPeriod[float64](1), 2), "Envelope(SMA(1),2)"},
		{trend.NewEnvelope(trend.NewEmaWithPeriod[float64](14), 3), "Envelope(EMA(14),3)"},
		// Add more cases as needed
	}

	for _, tc := range testCases {
		actual := tc.envelope.String()
		if actual != tc.expected {
			t.Errorf("Expected %s, got %s", tc.expected, actual)
		}
	}
}

This approach would provide better coverage of different Envelope configurations and make it easier to add new test cases in the future.

strategy/volume/README.md (2)

13-24: LGTM: Appropriate license and disclaimer

The license information and disclaimer are clearly stated, which is crucial for open-source projects.

Consider adding a language specifier to the license code block for better syntax highlighting:

-```
+```text
 Copyright (c) 2021-2024 Onur Cinar.
 The source code is provided under GNU AGPLv3 License.
 https://github.com/cinar/indicator

<details>
<summary>🧰 Tools</summary>

<details>
<summary>🪛 Markdownlint</summary><blockquote>

13-13: Expected: h2; Actual: h3
Heading levels should only increment by one level at a time

(MD001, heading-increment)

---

15-15: null
Fenced code blocks should have a language specified

(MD040, fenced-code-language)

</blockquote></details>

</details>

---

`35-103`: **LGTM: Well-documented constants, functions, and types**

The documentation for constants, functions, and the MoneyFlowIndexStrategy type is comprehensive and clear. It provides good explanations of the strategy's behavior and usage.


For improved clarity, consider adding a brief explanation of the Money Flow Index concept in the MoneyFlowIndexStrategy type description. This could help users unfamiliar with the indicator to better understand its purpose.

<details>
<summary>🧰 Tools</summary>

<details>
<summary>🪛 LanguageTool</summary><blockquote>

[uncategorized] ~84-~84: Possible missing article found.
Context: ...Strategy() *MoneyFlowIndexStrategy ```  NewMoneyFlowIndexStrategy function initializes a new Money Flow I...

(AI_HYDRA_LEO_MISSING_THE)

</blockquote></details>

</details>

</blockquote></details>
<details>
<summary>README.md (1)</summary><blockquote>

`143-143`: **Replace hard tab with spaces for better compatibility.**

The Markdownlint tool has flagged a hard tab on this line. To ensure consistent rendering across different platforms, it's recommended to replace the hard tab with spaces.

Apply this change:
```diff
-- [Money Flow Index Strategy](strategy/volume/README.md#type-moneyflowindexstrategy)
+- [Money Flow Index Strategy](strategy/volume/README.md#type-moneyflowindexstrategy)
🧰 Tools
🪛 Markdownlint

143-143: Column: 2
Hard tabs

(MD010, no-hard-tabs)

strategy/README.md (1)

38-38: Consider updating usage examples and documentation

The changes to NewAndStrategy and NewOrStrategy significantly improve the API's usability for creating compound strategies. To fully leverage these improvements:

  1. Consider updating any usage examples in the package documentation to demonstrate the new inline strategy creation.
  2. Ensure that any existing tutorials or guides referencing these functions are updated to reflect the new signatures.
  3. It may be helpful to add a note in the package documentation about potential code updates required for users upgrading from a previous version.

These documentation updates will help users quickly adapt to and benefit from the new, more flexible API.

Also applies to: 54-54

trend/README.md (3)

52-58: LGTM! Consider adding a brief description for the Envelope type in the index.

The new Envelope type and its associated functions have been correctly added to the index. To improve clarity, consider adding a brief description of the Envelope type, similar to other entries in the index.

🧰 Tools
🪛 LanguageTool

[duplication] ~53-~53: Possible typo: you repeated a word
Context: ...- [func NewEnvelope[T helper.Number](ma Ma[T], percentage T) *Envelope[T]](<...

(ENGLISH_WORD_REPEAT_RULE)


649-716: LGTM! Minor improvements suggested for Envelope type documentation.

The Envelope type documentation has been added successfully. However, there are a few minor improvements that could enhance the documentation:

  1. There's a typo in the description: "calcualte" should be "calculate".
  2. Consider adding a brief explanation of what the Envelope indicator does and how it's used.
  3. The IdlePeriod method description could be more specific about what it returns.

Here's a suggested improvement for the type description:

-Envelope represents the parameters neededd to calcualte the Envelope.
+Envelope represents the parameters needed to calculate the Envelope indicator. The Envelope indicator consists of moving averages that create a band around the price bars, helping to identify the trend and potential overbought or oversold conditions.

For the IdlePeriod method:

-IdlePeriod is the initial period that Envelope yield any results.
+IdlePeriod returns the number of initial periods for which the Envelope indicator won't yield any results.
🧰 Tools
🪛 LanguageTool

[uncategorized] ~670-~670: Possible missing article found.
Context: ... Ma[T], percentage T) *Envelope[T] ``` NewEnvelope function initializes a new Envelope ins...

(AI_HYDRA_LEO_MISSING_THE)


Line range hint 1-2396: Minor formatting inconsistency in function descriptions.

Throughout the document, most function descriptions end with a period, but some do not. For consistency, consider adding periods to all function descriptions that are complete sentences.

For example:

  • Line 671: "NewEnvelope function initializes a new Envelope instance with the default parameters"
  • Line 680: "NewEnvelopeWithEma function initializes a new Envelope instance using EMA"

These should end with periods for consistency with other function descriptions in the document.

🧰 Tools
🪛 LanguageTool

[uncategorized] ~670-~670: Possible missing article found.
Context: ... Ma[T], percentage T) *Envelope[T] ``` NewEnvelope function initializes a new Envelope ins...

(AI_HYDRA_LEO_MISSING_THE)

trend/envelope.go (2)

21-21: Fix typos in the comment

There are typos in the comment. Correct "neededd" to "needed" and "calcualte" to "calculate".

Apply this diff to correct the typos:

-// Envelope represents the parameters neededd to calcualte the Envelope.
+// Envelope represents the parameters needed to calculate the Envelope.

38-38: Fix typo in the comment

Correct the spelling of "initalizes" to "initializes".

Apply this diff to correct the typo:

-// NewEnvelopeWithSma function initalizes a new Envelope instance using SMA.
+// NewEnvelopeWithSma function initializes a new Envelope instance using SMA.
strategy/trend/envelope_strategy.go (3)

16-18: Improve Comment Clarity and Grammar

The comment for EnvelopeStrategy can be rephrased for better readability and grammatical correctness.

Consider updating the comment as follows:

-// EnvelopeStrategy represents the configuration parameters for calculating the Envelope strategy. When the closing
-// is above the upper band suggests a Sell recommendation, and when the closing is below the lower band suggests a
-// buy recommendation.
+// EnvelopeStrategy represents the configuration parameters for calculating the Envelope strategy. When the closing
+// is above the upper band, it suggests a Sell recommendation, and when the closing is below the lower band, it suggests a
+// Buy recommendation.

56-59: Clarify Comment Grammar

The comment preceding the if statement can be rephrased for clarity.

Consider updating the comment as follows:

-// When the closing is below the lower band suggests a buy recommendation.
+// When the closing is below the lower band, this suggests a Buy recommendation.

61-64: Clarify Comment Grammar

The comment preceding the if statement can be rephrased for clarity.

Consider updating the comment as follows:

-// When the closing is above the upper band suggests a Sell recommendation.
+// When the closing is above the upper band, this suggests a Sell recommendation.
strategy/volume/money_flow_index_strategy.go (2)

56-58: Include both SellAt and BuyAt values in strategy name for clarity.

The Name() method currently includes only the SellAt value in the strategy's name. Including both SellAt and BuyAt values would provide a clearer representation of the strategy parameters.

Apply this diff to update the strategy name:

 func (m *MoneyFlowIndexStrategy) Name() string {
-	return fmt.Sprintf("Money Flow Index Strategy (%f)", m.SellAt)
+	return fmt.Sprintf("Money Flow Index Strategy (Sell at %f, Buy at %f)", m.SellAt, m.BuyAt)
 }

95-97: Correct the comment referencing superTrend to avoid confusion.

The comments in the Report method reference superTrend, which is not used in this strategy. This might be a leftover from another strategy and could cause confusion.

Apply this diff to update the comment:

 // snapshots[3] -> closings[0] -> closings
-//                 closings[1] -> superTrend
+//                 closings[1] -> adjusted closings after IdlePeriod
📜 Review details

Configuration used: CodeRabbit UI
Review profile: CHILL

📥 Commits

Files that changed from the base of the PR and between 68c34da and 9a79f90.

⛔ Files ignored due to path filters (5)
  • strategy/trend/testdata/envelope_strategy.csv is excluded by !**/*.csv
  • strategy/volume/testdata/brk-b.csv is excluded by !**/*.csv
  • strategy/volume/testdata/money_flow_index_strategy.csv is excluded by !**/*.csv
  • trend/testdata/envelope_ema.csv is excluded by !**/*.csv
  • trend/testdata/envelope_sma.csv is excluded by !**/*.csv
📒 Files selected for processing (13)
  • README.md (3 hunks)
  • strategy/README.md (4 hunks)
  • strategy/testdata/x (1 hunks)
  • strategy/trend/README.md (2 hunks)
  • strategy/trend/envelope_strategy.go (1 hunks)
  • strategy/trend/envelope_strategy_test.go (1 hunks)
  • strategy/volume/README.md (1 hunks)
  • strategy/volume/money_flow_index_strategy.go (1 hunks)
  • strategy/volume/money_flow_index_strategy_test.go (1 hunks)
  • strategy/volume/volume.go (1 hunks)
  • trend/README.md (3 hunks)
  • trend/envelope.go (1 hunks)
  • trend/envelope_test.go (1 hunks)
✅ Files skipped from review due to trivial changes (1)
  • strategy/testdata/x
🧰 Additional context used
🪛 Markdownlint
README.md

143-143: Column: 2
Hard tabs

(MD010, no-hard-tabs)

strategy/volume/README.md

13-13: Expected: h2; Actual: h3
Heading levels should only increment by one level at a time

(MD001, heading-increment)


15-15: null
Fenced code blocks should have a language specified

(MD040, fenced-code-language)

🪛 LanguageTool
strategy/volume/README.md

[style] ~11-~11: The phrase “a variety of” may be wordy. To make your writing clearer, consider replacing it.
Context: ...icator is a Golang module that supplies a variety of technical indicators, strategies, and a...

(A_VARIETY_OF)


[uncategorized] ~84-~84: Possible missing article found.
Context: ...Strategy() *MoneyFlowIndexStrategy ``` NewMoneyFlowIndexStrategy function initializes a new Money Flow I...

(AI_HYDRA_LEO_MISSING_THE)

trend/README.md

[duplication] ~53-~53: Possible typo: you repeated a word
Context: ...- [func NewEnvelope[T helper.Number](ma Ma[T], percentage T) *Envelope[T]](<...

(ENGLISH_WORD_REPEAT_RULE)


[uncategorized] ~670-~670: Possible missing article found.
Context: ... Ma[T], percentage T) *Envelope[T] ``` NewEnvelope function initializes a new Envelope ins...

(AI_HYDRA_LEO_MISSING_THE)

🪛 golangci-lint
trend/envelope.go

42-42: cannot use DefaultEnvelopePercentage (untyped int constant 20) as T value in argument to NewEnvelope

(typecheck)


50-50: cannot use DefaultEnvelopePercentage (untyped int constant 20) as T value in argument to NewEnvelope

(typecheck)

🔇 Additional comments (22)
strategy/volume/volume.go (2)

1-19: Well-documented package with appropriate licensing and disclaimer.

The package documentation is comprehensive, providing a clear overview of the package's purpose within the Indicator project. The inclusion of licensing information and a disclaimer is excellent practice for open-source projects.


21-23: Appropriate import statement.

The import statement correctly references the required package for the Strategy type, using the v2 version of the module. This is good practice for maintaining compatibility and version control.

strategy/trend/envelope_strategy_test.go (1)

1-15: LGTM: Package declaration and imports are appropriate.

The package declaration and imports are well-structured and include all necessary dependencies for the test file.

strategy/volume/money_flow_index_strategy_test.go (2)

1-15: LGTM: Package declaration and imports are appropriate.

The package declaration and imports are well-structured and include all necessary dependencies for the test file.


39-55: LGTM: Well-implemented test for report generation.

The test function effectively checks the report generation capability of the MoneyFlowIndexStrategy. Good use of defer for cleanup and appropriate error handling.

Consider the following improvements:

  1. Use a temporary directory for the output file to avoid potential conflicts:
    tmpDir, err := os.MkdirTemp("", "test")
    if err != nil {
        t.Fatal(err)
    }
    defer os.RemoveAll(tmpDir)
    fileName := filepath.Join(tmpDir, "money_flow_index_strategy.html")
  2. Add a check to verify the contents of the generated HTML file, ensuring it contains expected elements or structure.

To verify the report generation, we can check if the file exists and is not empty:

trend/envelope_test.go (2)

1-12: LGTM: Package declaration and imports are appropriate.

The package declaration and imports are well-structured and follow Go conventions for test files. The use of the v2 version in the imports suggests proper versioning of the package.


1-95: Overall, the test file is well-structured and provides good coverage.

The trend/envelope_test.go file contains comprehensive tests for the Envelope functionality, covering SMA, EMA, and string representation. The tests are well-organized, use appropriate helper functions, and follow good testing practices.

Some minor improvements have been suggested:

  1. Adding an edge case test for empty input.
  2. Refactoring the SMA and EMA tests to reduce code duplication.
  3. Expanding the string representation test to cover more cases.

These suggestions would further enhance the robustness and maintainability of the test suite. Great job on implementing thorough tests for this new functionality!

strategy/volume/README.md (3)

1-12: LGTM: Clear and concise package description

The package description effectively communicates the purpose of the volume package and its relation to the Indicator project. The import statement is correctly provided, which is helpful for users.

🧰 Tools
🪛 LanguageTool

[style] ~11-~11: The phrase “a variety of” may be wordy. To make your writing clearer, consider replacing it.
Context: ...icator is a Golang module that supplies a variety of technical indicators, strategies, and a...

(A_VARIETY_OF)


25-34: LGTM: Comprehensive index

The index provides a clear and complete overview of the package contents, facilitating easy navigation through the documentation.


104-123: LGTM: Concise method documentation

The documentation for the Compute, Name, and Report methods of MoneyFlowIndexStrategy is clear and informative, providing users with a good understanding of each method's purpose.

README.md (4)

30-30: LGTM: Envelope indicator added successfully.

The Envelope indicator has been correctly added to the list of Trend Indicators with the appropriate documentation link.


114-114: LGTM: Envelope Strategy added successfully.

The Envelope Strategy has been correctly added to the list of Trend Strategies with the appropriate documentation link.


143-143: LGTM: Money Flow Index Strategy updated successfully.

The Money Flow Index Strategy has been correctly updated in the list of Volume Strategies with the appropriate documentation link.

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Line range hint 1-314: LGTM: README structure and content are well-organized and comprehensive.

The README has been successfully updated to reflect the improvements in version 2 of the Indicator Go module. The structure is logical, and the content accurately covers the new features, strategies, and licensing information.

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strategy/README.md (2)

38-38: Improved NewAndStrategy function signature

The updated signature func NewAndStrategy(name string, strategies ...Strategy) *AndStrategy enhances the function's usability. Users can now pass multiple strategies directly when creating a new AndStrategy, which aligns well with its purpose of combining strategies. This change promotes more concise and readable code when initializing AndStrategy instances.


54-54: Enhanced NewOrStrategy function signature

The updated signature func NewOrStrategy(name string, strategies ...Strategy) *OrStrategy improves the function's usability. Users can now pass multiple strategies directly when creating a new OrStrategy, which aligns well with its purpose of combining strategies. This change promotes more concise and readable code when initializing OrStrategy instances. Additionally, this update maintains consistency with the similar change made to NewAndStrategy.

strategy/trend/README.md (1)

445-501: LGTM: New EnvelopeStrategy documentation looks good.

The newly added documentation for the EnvelopeStrategy is well-structured and provides clear information about the strategy's purpose, configuration, and methods. It follows the same format as other strategy documentations in the file, maintaining consistency.

A few observations:

  1. The strategy's purpose is clearly explained.
  2. All new methods (NewEnvelopeStrategy, NewEnvelopeStrategyWith, Compute, Name, and Report) are documented.
  3. The documentation provides links to the source code for each method.
trend/README.md (1)

182-193: LGTM! Constants for Envelope type added correctly.

The constants DefaultEnvelopePercentage and DefaultEnvelopePeriod have been added correctly to the constants section. The documentation is clear and follows the established format.

strategy/trend/envelope_strategy.go (4)

24-36: Constructor Implementations Look Good

The constructors for EnvelopeStrategy are correctly implemented and properly initialize the strategy.


39-41: Name Method Implementation is Correct

The Name method correctly formats and returns the strategy name, incorporating the Envelope's string representation.


43-73: Compute Method Functionality is Sound

The Compute method correctly processes the snapshots to generate actionable recommendations based on the Envelope indicator.


75-117: Report Method Implementation is Comprehensive

The Report method thoroughly processes the snapshots and generates a detailed report annotated with the recommended actions.

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Caution

Inline review comments failed to post

Actionable comments posted: 5

🛑 Comments failed to post (5)
trend/envelope.go (5)

42-42: ⚠️ Potential issue

Resolve type conversion issue with DefaultEnvelopePercentage

There is a type conversion issue when converting DefaultEnvelopePercentage to type T. The static analysis tool reports:

cannot convert DefaultEnvelopePercentage (untyped int value) to type T: T does not contain specific types

To resolve this, define DefaultEnvelopePercentage as a floating-point constant to ensure it can be converted to T when T is a floating-point type.

Apply this diff to define DefaultEnvelopePercentage as a floating-point constant:

 const (
     // DefaultEnvelopePercentage is the default envelope percentage of 20%.
-    DefaultEnvelopePercentage = 20
+    DefaultEnvelopePercentage = 20.0

     // DefaultEnvelopePeriod is the default envelope period of 20.
     DefaultEnvelopePeriod = 20
 )

This change makes DefaultEnvelopePercentage an untyped floating-point constant, which can be converted to both float32 and float64 types as needed.

Also applies to: 50-50

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42-42: cannot convert DefaultEnvelopePercentage (untyped int value) to type T: T does not contain specific types

(typecheck)


63-63: ⚠️ Potential issue

Constrain type parameter T to floating-point types

In the Compute method, the expressions e.Percentage / 100.0 involve floating-point division. If T is instantiated with an integer type, this will cause a compile-time error due to invalid operation between integer and floating-point types.

Consider constraining T to floating-point types to ensure that the code compiles correctly. If helper.Float is a constraint that includes floating-point types, you can update the type parameter constraint:

-type Envelope[T helper.Number] struct {
+type Envelope[T helper.Float] struct {

This ensures that T must be a floating-point type, allowing floating-point operations within the Compute method.

Also applies to: 68-68


38-39: ⚠️ Potential issue

Fix typo in function comment

The comment for NewEnvelopeWithSma has a typo:

  • "initalizes" should be "initializes"

Apply this diff to correct the typo:

-// NewEnvelopeWithSma function initalizes a new Envelope instance using SMA.
+// NewEnvelopeWithSma function initializes a new Envelope instance using SMA.
📝 Committable suggestion

‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.

// NewEnvelopeWithSma function initializes a new Envelope instance using SMA.
func NewEnvelopeWithSma[T helper.Number]() *Envelope[T] {

21-22: ⚠️ Potential issue

Correct typos in the struct comment

The comment for the Envelope struct contains typos:

  • "neededd" should be "needed"
  • "calcualte" should be "calculate"

Apply this diff to fix the typos:

-// Envelope represents the parameters neededd to calcualte the Envelope.
+// Envelope represents the parameters needed to calculate the Envelope.
📝 Committable suggestion

‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.

// Envelope represents the parameters needed to calculate the Envelope.
type Envelope[T helper.Number] struct {

30-31: ⚠️ Potential issue

Update function comment to reflect specified parameters

The comment for NewEnvelope mentions "default parameters," but the function initializes an Envelope with specified parameters ma and percentage. Consider updating the comment for clarity.

Apply this diff to revise the comment:

-// NewEnvelope function initializes a new Envelope instance with the default parameters.
+// NewEnvelope function initializes a new Envelope instance with the specified moving average and percentage.
📝 Committable suggestion

‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.

// NewEnvelope function initializes a new Envelope instance with the specified moving average and percentage.
func NewEnvelope[T helper.Number](ma Ma[T], percentage T) *Envelope[T] {

@cinar cinar merged commit 8958daf into master Oct 15, 2024
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@cinar cinar deleted the money-flow-index-strategy branch October 15, 2024 01:12
@github-actions github-actions bot locked and limited conversation to collaborators Oct 15, 2024
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