Inverse strategy is added. (#200)

# Describe Request

Inverse strategy is added.

Fixed # (issue)

# Change Type

New strategy.

README.md

@@ -147,15 +147,17 @@ The following list of strategies are currently supported by this package:
 Compound strategies merge multiple strategies to produce integrated recommendations. They combine individual strategies' recommendations using various decision-making logic.
 
 -	[All Strategy](strategy/README.md#type-allstrategy)
--	[Or Strategy](strategy/README.md#type-orstrategy)
+-   [Inverse Strategy](strategy/README.md#type-inversestrategy)
 -	[Majority Strategy](strategy/README.md#type-majoritystrategy)
 -	[MACD-RSI Strategy](strategy/compound/README.md#type-macdrsistrategy)
+-	[Or Strategy](strategy/README.md#type-orstrategy)
 -	[Split Strategy](strategy/README.md#type-splitstrategy)
 
 ### 🎁 Decorator Strategies
 
 Decorator strategies offer a way to alter the recommendations of other strategies.
 
+-   [Inverse Strategy](strategy/decorator/README.md#type-inversestrategy)
 -   [No Loss Strategy](strategy/decorator/README.md#type-nolossstrategy)
 
 🗃 Repositories

strategy/decorator/README.md

@@ -24,13 +24,68 @@ The information provided on this project is strictly for informational purposes
 
 ## Index
 
+- [type InverseStrategy](<#InverseStrategy>)
+  - [func NewInverseStrategy\(innerStrategy strategy.Strategy\) \*InverseStrategy](<#NewInverseStrategy>)
+  - [func \(i \*InverseStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#InverseStrategy.Compute>)
+  - [func \(i \*InverseStrategy\) Name\(\) string](<#InverseStrategy.Name>)
+  - [func \(i \*InverseStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#InverseStrategy.Report>)
 - [type NoLossStrategy](<#NoLossStrategy>)
   - [func NewNoLossStrategy\(innerStrategy strategy.Strategy\) \*NoLossStrategy](<#NewNoLossStrategy>)
   - [func \(n \*NoLossStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#NoLossStrategy.Compute>)
   - [func \(n \*NoLossStrategy\) Name\(\) string](<#NoLossStrategy.Name>)
   - [func \(n \*NoLossStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#NoLossStrategy.Report>)
 
 
+<a name="InverseStrategy"></a>
+## type [InverseStrategy](<https://github.com/cinar/indicator/blob/master/strategy/decorator/inverse_strategy.go#L17-L22>)
+
+InverseStrategy reverses the advice of another strategy. For example, if the original strategy suggests buying an asset, InverseStrategy would recommend selling it.
+
+```go
+type InverseStrategy struct {
+    strategy.Strategy
+
+    // InnerStrategy is the inner strategy.
+    InnerStrategy strategy.Strategy
+}
+```
+
+<a name="NewInverseStrategy"></a>
+### func [NewInverseStrategy](<https://github.com/cinar/indicator/blob/master/strategy/decorator/inverse_strategy.go#L25>)
+
+```go
+func NewInverseStrategy(innerStrategy strategy.Strategy) *InverseStrategy
+```
+
+NewInverseStrategy function initializes a new inverse strategy instance.
+
+<a name="InverseStrategy.Compute"></a>
+### func \(\*InverseStrategy\) [Compute](<https://github.com/cinar/indicator/blob/master/strategy/decorator/inverse_strategy.go#L37>)
+
+```go
+func (i *InverseStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
+```
+
+Compute processes the provided asset snapshots and generates a stream of actionable recommendations.
+
+<a name="InverseStrategy.Name"></a>
+### func \(\*InverseStrategy\) [Name](<https://github.com/cinar/indicator/blob/master/strategy/decorator/inverse_strategy.go#L32>)
+
+```go
+func (i *InverseStrategy) Name() string
+```
+
+Name returns the name of the strategy.
+
+<a name="InverseStrategy.Report"></a>
+### func \(\*InverseStrategy\) [Report](<https://github.com/cinar/indicator/blob/master/strategy/decorator/inverse_strategy.go#L53>)
+
+```go
+func (i *InverseStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
+```
+
+Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
+
 <a name="NoLossStrategy"></a>
 ## type [NoLossStrategy](<https://github.com/cinar/indicator/blob/master/strategy/decorator/no_loss_strategy.go#L17-L22>)
 

strategy/decorator/inverse_strategy.go

@@ -0,0 +1,72 @@
+// Copyright (c) 2021-2024 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
+// https://github.com/cinar/indicator
+
+package decorator
+
+import (
+	"fmt"
+
+	"github.com/cinar/indicator/v2/asset"
+	"github.com/cinar/indicator/v2/helper"
+	"github.com/cinar/indicator/v2/strategy"
+)
+
+// InverseStrategy reverses the advice of another strategy. For example, if the original strategy suggests buying an
+// asset, InverseStrategy would recommend selling it.
+type InverseStrategy struct {
+	strategy.Strategy
+
+	// InnerStrategy is the inner strategy.
+	InnerStrategy strategy.Strategy
+}
+
+// NewInverseStrategy function initializes a new inverse strategy instance.
+func NewInverseStrategy(innerStrategy strategy.Strategy) *InverseStrategy {
+	return &InverseStrategy{
+		InnerStrategy: innerStrategy,
+	}
+}
+
+// Name returns the name of the strategy.
+func (i *InverseStrategy) Name() string {
+	return fmt.Sprintf("Inverse Strategy (%s)", i.InnerStrategy.Name())
+}
+
+// Compute processes the provided asset snapshots and generates a stream of actionable recommendations.
+func (i *InverseStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action {
+	return helper.Map(i.InnerStrategy.Compute(snapshots), func(action strategy.Action) strategy.Action {
+		switch action {
+		case strategy.Buy:
+			return strategy.Sell
+
+		case strategy.Sell:
+			return strategy.Buy
+
+		default:
+			return strategy.Hold
+		}
+	})
+}
+
+// Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
+func (i *InverseStrategy) Report(c <-chan *asset.Snapshot) *helper.Report {
+	snapshots := helper.Duplicate(c, 3)
+
+	dates := asset.SnapshotsAsDates(snapshots[0])
+	closings := asset.SnapshotsAsClosings(snapshots[1])
+
+	actions, outcomes := strategy.ComputeWithOutcome(i, snapshots[2])
+	annotations := strategy.ActionsToAnnotations(actions)
+	outcomes = helper.MultiplyBy(outcomes, 100)
+
+	report := helper.NewReport(i.Name(), dates)
+	report.AddChart()
+
+	report.AddColumn(helper.NewNumericReportColumn("Close", closings))
+	report.AddColumn(helper.NewAnnotationReportColumn(annotations))
+
+	report.AddColumn(helper.NewNumericReportColumn("Outcome", outcomes), 1)
+
+	return report
+}

strategy/decorator/inverse_strategy_test.go

@@ -0,0 +1,60 @@
+// Copyright (c) 2021-2024 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
+// https://github.com/cinar/indicator
+
+package decorator_test
+
+import (
+	"os"
+	"testing"
+
+	"github.com/cinar/indicator/v2/asset"
+	"github.com/cinar/indicator/v2/helper"
+	"github.com/cinar/indicator/v2/strategy"
+	"github.com/cinar/indicator/v2/strategy/decorator"
+	"github.com/cinar/indicator/v2/strategy/trend"
+)
+
+func TestInverseStrategy(t *testing.T) {
+	snapshots, err := helper.ReadFromCsvFile[asset.Snapshot]("testdata/brk-b.csv", true)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	results, err := helper.ReadFromCsvFile[strategy.Result]("testdata/inverse_strategy.csv", true)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	expected := helper.Map(results, func(r *strategy.Result) strategy.Action { return r.Action })
+
+	innerStrategy := trend.NewMacdStrategy()
+	strategy := decorator.NewInverseStrategy(innerStrategy)
+
+	actual := strategy.Compute(snapshots)
+
+	err = helper.CheckEquals(actual, expected)
+	if err != nil {
+		t.Fatal(err)
+	}
+}
+
+func TestInverseStrategyReport(t *testing.T) {
+	snapshots, err := helper.ReadFromCsvFile[asset.Snapshot]("testdata/brk-b.csv", true)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	innerStrategy := trend.NewMacdStrategy()
+	strategy := decorator.NewInverseStrategy(innerStrategy)
+
+	report := strategy.Report(snapshots)
+
+	fileName := "inverse_strategy.html"
+	defer os.Remove(fileName)
+
+	err = report.WriteToFile(fileName)
+	if err != nil {
+		t.Fatal(err)
+	}
+}