trend/envelope_test.go (4)

14-48: LGTM: Well-structured test for EnvelopeWithSma. Consider adding error messages.

The test is well-organized and covers the main functionality of the Envelope calculation using SMA. The use of CSV files for test data is a good practice for maintaining and updating test cases.

Consider adding custom error messages to the t.Fatal calls to provide more context in case of test failures. For example:

 err = helper.CheckEquals(actualUpper, expectedUpper, actualMiddle, expectedMiddle, actualLower, expectedLower)
 if err != nil {
-    t.Fatal(err)
+    t.Fatalf("EnvelopeWithSma calculation mismatch: %v", err)
 }

---

50-84: LGTM: Comprehensive test for EnvelopeWithEma. Consider refactoring to reduce duplication.

The test effectively covers the Envelope calculation using EMA and follows the same well-structured approach as TestEnvelopeWithSma.

To reduce code duplication between TestEnvelopeWithSma and TestEnvelopeWithEma, consider refactoring the common logic into a helper function. For example:

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

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

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

This refactoring would make the tests more maintainable and easier to extend in the future.

---

86-95: LGTM: Concise test for Envelope string representation. Consider using testify for assertions.

The test effectively checks the string representation of the Envelope type. It's focused and easy to understand.

To improve the test's robustness and readability, consider using a testing framework like testify. This can provide more informative failure messages and simplify assertions. For example:

import (
    "testing"
    "github.com/stretchr/testify/assert"
)

func TestEnvelopeString(t *testing.T) {
    expected := "Envelope(SMA(1),2)"
    envelope := trend.NewEnvelope(trend.NewSmaWithPeriod[float64](1), 2)
    assert.Equal(t, expected, envelope.String(), "Envelope string representation should match")
}

This change would make the test output more informative in case of failures.

---

1-95: Overall: Well-structured tests with room for minor improvements.

The test file provides comprehensive coverage for the Envelope functionality, including both SMA and EMA variants. The use of CSV files for test data is commendable, allowing for easy maintenance and updates of test cases.

To further improve the test suite:

1. Refactor the common logic in TestEnvelopeWithSma and TestEnvelopeWithEma into a helper function to reduce code duplication.
2. Consider using a testing framework like testify for more informative assertions and failure messages.
3. Add more edge cases or boundary conditions to increase test coverage.
4. Include comments explaining the purpose of each test and any non-obvious logic.

These improvements would enhance the maintainability and robustness of the test suite.

README.md (1)

Line range hint 155-191: LGTM: Clear explanation of repositories with new synchronization features

The Repositories section provides a clear explanation of the purpose and available implementations of repositories. The introduction of the Sync function and the indicator-sync command line tool adds valuable functionality for efficient data management and synchronization between different repository types.

Consider adding a brief explanation or link to documentation about the $TIINGO_KEY environment variable in the indicator-sync example, as new users might not be familiar with how to obtain or set this key.

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strategy/README.md (2)

38-38: Enhance the function description for NewAndStrategy

The function signature has been updated to accept multiple strategies, which is a significant change. However, the description doesn't fully explain this new functionality.

Consider updating the description to something like:

// NewAndStrategy initializes an AndStrategy with the given name and a variable number of strategies.
// It allows for flexible creation of composite AND strategies.
func NewAndStrategy(name string, strategies ...Strategy) *AndStrategy

This change would better reflect the new variadic parameter and its purpose.

Also applies to: 197-197

---

Line range hint 1-350: Summary of changes and recommendations

The modifications to NewAndStrategy and NewOrStrategy functions significantly enhance the flexibility of strategy creation in this package. However, these changes have several important implications:

1. They introduce breaking changes that may affect existing code using these functions.
2. The documentation for NewOrStrategy is not consistent with its new signature.
3. The description for NewAndStrategy, while updated, could be more informative about the new functionality.

Consider the following recommendations:

1. Update the package version to reflect these breaking changes.
2. Ensure all documentation in the README and associated Go docs are updated to accurately reflect the new function signatures and their usage.
3. If backwards compatibility is a concern, consider providing alternative functions or a migration guide for users updating to this new version.
4. Review other parts of the codebase that may be affected by these changes, particularly any examples or tests that use these functions.

These updates will ensure that the package remains user-friendly and well-documented despite the significant changes to its core functions.

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trend/README.md (1)

649-717: Documentation added for Envelope type and functions

The documentation for the Envelope type and its associated functions has been added comprehensively. The structure and style are consistent with other types in the file, which is excellent for maintaining readability and coherence.

However, there are a few minor issues that should be addressed:

1. Line 652: "calcualte" should be "calculate"
2. Line 656: Consider rewording to "Ma is the moving average used for the envelope calculation."
3. Line 671: "initalizes" should be "initializes"
4. Line 689: "NewEnvelopeWithSma function initalizes" should be "NewEnvelopeWithSma function initializes"

Additionally, it might be helpful to add a brief explanation of what the Envelope indicator is and how it's used in technical analysis, perhaps in the type description.

Could you please make these minor corrections to improve the documentation quality? Also, consider adding a brief explanation of the Envelope indicator's purpose and use in technical analysis.

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Context: ... Ma[T], percentage T) *Envelope[T] ``` NewEnvelope function initializes a new Envelope ins...

(AI_HYDRA_LEO_MISSING_THE)

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trend/envelope_test.go (4)

14-48: LGTM: Comprehensive test for Envelope with SMA.

The test is well-structured and covers the essential aspects of the Envelope calculation using SMA. It effectively uses helper functions for data manipulation and comparison, which enhances readability and maintainability.

Consider adding a test case with edge conditions, such as an empty input or a very short input sequence, to ensure robust error handling.

---

50-84: LGTM: Comprehensive test for Envelope with EMA.

The test effectively covers the Envelope calculation using EMA, following the same robust structure as the SMA test.

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 corresponding CSV file name as parameters. This would make the tests more maintainable and easier to extend in the future.

Example refactored structure:

func testEnvelope(t *testing.T, envelopeType string, csvFileName string) {
    // Common test logic here
}

func TestEnvelopeWithSma(t *testing.T) {
    testEnvelope(t, "SMA", "testdata/envelope_sma.csv")
}

func TestEnvelopeWithEma(t *testing.T) {
    testEnvelope(t, "EMA", "testdata/envelope_ema.csv")
}

---

86-95: LGTM: String representation test for Envelope.

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

Consider adding more test cases with different SMA periods and multipliers to ensure the string representation is correct for various configurations. This could help catch any potential issues with formatting or parameter representation.

Example additional test cases:

testCases := []struct {
    period    int
    multiplier float64
    expected  string
}{
    {1, 2, "Envelope(SMA(1),2)"},
    {10, 1.5, "Envelope(SMA(10),1.5)"},
    {20, 3, "Envelope(SMA(20),3)"},
}

for _, tc := range testCases {
    envelope := trend.NewEnvelope(trend.NewSmaWithPeriod[float64](tc.period), tc.multiplier)
    actual := envelope.String()
    if actual != tc.expected {
        t.Errorf("Period: %d, Multiplier: %.1f, Expected: %s, Got: %s", tc.period, tc.multiplier, tc.expected, actual)
    }
}

---

1-95: Overall: Well-structured and comprehensive tests for Envelope functionality.

The test file provides good coverage for the Envelope calculations using both SMA and EMA. The use of external CSV files for test data is a strong point, allowing for comprehensive testing with real-world scenarios.

To further improve the test suite:

1. Consider refactoring the SMA and EMA tests to reduce code duplication, as suggested earlier.
2. Add more edge cases, such as empty inputs or very short sequences, to ensure robust error handling.
3. Expand the string representation test to cover more scenarios with different periods and multipliers.
4. If not present elsewhere, consider adding benchmarks to measure the performance of the Envelope calculations, especially for larger datasets.

These improvements would enhance the overall quality and robustness of the test suite, ensuring better coverage and maintainability of the Envelope functionality.

README.md (4)

Line range hint 1-29: LGTM! Consider adding a quick-start example.

The introduction and major improvements section effectively communicates the purpose and key features of the Indicator Go module. The list of improvements in v2 provides users with a clear understanding of the significant changes.

To further enhance this section, consider adding a quick-start example that demonstrates how to use a basic indicator or strategy. This would help new users get started quickly with the library.

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Line range hint 30-98: LGTM! Consider adding brief descriptions for new indicators.

The Indicators Provided section is well-organized and comprehensive. The categorization into Trend, Momentum, Volatility, and Volume Indicators helps users quickly find relevant indicators. The links to documentation for each indicator are particularly helpful.

For newly added indicators like the Envelope indicator, consider adding a brief one-line description. This would give users a quick understanding of the indicator's purpose without needing to navigate to the documentation immediately.

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Line range hint 99-166: LGTM! Consider adding examples for Compound and Decorator Strategies.

The Strategies Provided section is well-structured and comprehensive. The categorization into various types of strategies helps users quickly locate relevant information. The addition of Compound and Decorator Strategies significantly enhances the library's flexibility.

To further improve this section, consider adding a brief example of how to use a Compound or Decorator Strategy. This would help users understand how these new strategy types can be applied in practice.

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Line range hint 205-232: LGTM! Consider adding a note on interpreting backtest results.

The Backtesting section effectively explains the Backtest functionality and provides helpful examples for both programmatic and command-line usage. This information is valuable for users looking to evaluate strategy performance.

To further enhance this section, consider adding a brief note on how to interpret the results of a backtest. This could include key metrics to look for or common pitfalls to avoid when analyzing backtest results.

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trend/README.md (2)

649-662: Fix typo and enhance description for Envelope type.

There's a minor typo in the description of the Envelope type. Also, consider expanding the description to provide more context about its purpose and usage.

Please apply the following changes:

1. Fix the typo:

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

2. Enhance the description:

-Envelope represents the parameters needed to calculate the Envelope.
+Envelope represents the parameters needed to calculate the Envelope indicator. This indicator creates upper and lower bands around a moving average, helping to identify overbought and oversold conditions.

---

691-698: Enhance documentation for Envelope.Compute method.

The documentation for the Compute method could be more informative by specifying what the three returned channels represent.

Consider updating the description as follows:

-Compute function takes a channel of numbers and computes the Envelope over the specified period.
+Compute function takes a channel of closing prices and returns three channels: the middle band (moving average), upper band, and lower band of the Envelope indicator.

trend/envelope.go (2)

30-30: Update function comment to accurately describe parameters

The comment for NewEnvelope mentions initializing with default parameters, but the function actually requires the caller to provide the ma and percentage parameters. Consider updating the comment to reflect that it initializes a new Envelope instance with the provided parameters.

Apply this diff:

- // NewEnvelope function initializes a new Envelope instance with the default parameters.
+ // NewEnvelope initializes a new Envelope instance with the provided moving average and percentage.

---

74-74: Correct grammatical error in function comment

The comment for IdlePeriod has a grammatical error. It should read "the Envelope yields any results" to be grammatically correct.

Apply this diff:

- // IdlePeriod is the initial period that Envelope yield any results.
+ // IdlePeriod is the initial period that the Envelope yields any results.

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strategy/trend/envelope_strategy.go (2)

38-41: Clarify the Name method output

The Name method returns a formatted string including e.Envelope.String(). Ensure that the String() method on the Envelope struct provides meaningful and clear information about the Envelope's configuration.

Consider verifying the String() method implementation in the Envelope struct to confirm that it conveys the intended details.

---

73-120: Consider refactoring the Report method for clarity

The Report method contains several nested helper calls and complex data manipulations. Refactoring the method by breaking down the logic into smaller, well-named helper functions can improve readability and maintainability.

Consider extracting sections of the code into separate functions to make the main Report method more concise.

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strategy/trend/envelope_strategy_test.go (3)

17-37: LGTM: Well-structured test function with thorough comparison.

The TestEnvelopeStrategy function is well-implemented, following good practices for unit testing. It reads test data from CSV files, computes results using the EnvelopeStrategy, and compares them against expected results. The error handling is appropriate, and the use of helper functions enhances readability.

Consider adding a test case with invalid input data to ensure the strategy handles edge cases correctly. This could involve creating a small, in-memory dataset with problematic values.

---

39-55: LGTM: Good implementation of report generation test.

The TestEnvelopeStrategyReport function is well-structured and follows similar patterns to TestEnvelopeStrategy, which is good for consistency. It appropriately tests the report generation functionality of the EnvelopeStrategy and includes proper error handling and cleanup.

Consider the following improvements:

1. Verify the contents of the generated HTML report, perhaps by checking for the presence of expected elements or strings.
2. Use a temporary directory for the output file to avoid potential conflicts with existing files.

Here's an example of how you might 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)

-    fileName := "envelope_strategy.html"
-    defer os.Remove(fileName)
+    tempDir, err := os.MkdirTemp("", "envelope_strategy_test")
+    if err != nil {
+        t.Fatal(err)
+    }
+    defer os.RemoveAll(tempDir)
+
+    fileName := filepath.Join(tempDir, "envelope_strategy.html")

     err = report.WriteToFile(fileName)
     if err != nil {
         t.Fatal(err)
     }

+    // Verify report contents
+    content, err := os.ReadFile(fileName)
+    if err != nil {
+        t.Fatal(err)
+    }
+
+    expectedElements := []string{"Envelope Strategy", "Buy", "Sell"}
+    for _, element := range expectedElements {
+        if !strings.Contains(string(content), element) {
+            t.Errorf("Expected report to contain '%s', but it was not found", element)
+        }
+    }
 }

This modification uses a temporary directory for the output file and adds basic verification of the report contents.

---

1-55: Overall: Well-structured test file with good coverage.

The test file is well-organized and covers the main functionalities of the EnvelopeStrategy, including both computation and report generation. The structure follows Go testing conventions, and the use of helper functions enhances readability and maintainability.

To further improve the test coverage and robustness, consider adding the following:

1. Test cases with different parameters for the EnvelopeStrategy to ensure it behaves correctly with various configurations.
2. Edge case tests, such as empty input data or extreme values, to verify the strategy's behavior in unusual situations.
3. Benchmark tests to measure and track the performance of the EnvelopeStrategy over time.

Here's an example of how you might add a benchmark test:

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

    envelope := trend.NewEnvelopeStrategy()
    
    b.ResetTimer()
    for i := 0; i < b.N; i++ {
        envelope.Compute(snapshots)
    }
}

This benchmark will help track the performance of the Compute method over time and across different implementations.

strategy/trend/README.md (1)

445-501: LGTM! Consider adding a brief example usage.

The new EnvelopeStrategy documentation is well-structured and consistent with the rest of the file. It provides clear descriptions of the type, constructors, and methods. To further enhance the documentation, consider adding a brief example of how to use the EnvelopeStrategy, similar to other strategies in this file.

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