Merge branch 'master' into issue-192

.gitignore

@@ -7,6 +7,8 @@
 *.dll
 *.so
 *.dylib
+indicator-backtest
+indicator-sync
 
 # Test binary, built with `go test -c`
 *.test

README.md

@@ -177,7 +177,12 @@ The [Sync function]() facilitates the synchronization of assets between designat
 The `indicator-sync` command line tool also offers the capability of synchronizing data between the Tiingo Repository and the File System Repository. To illustrate its usage, consider the following example command:
 
 ```bash
-$ indicator-sync -key $TIINGO_KEY -target /home/user/assets -days 30
+$ indicator-sync \
+    -source-name tiingo \
+    -source-config $TIINGO_KEY \
+    -target-name filesystem \
+    -target-config /home/user/assets \
+    -days 30
 ```
 
 This command effectively retrieves the most recent snapshots for assets residing within the `/home/user/assets` directory from the Tiingo Repository. In the event that the local asset file is devoid of content, it automatically extends its reach to synchronize 30 days' worth of snapshots, ensuring a comprehensive and up-to-date repository.
@@ -201,7 +206,11 @@ if err != nil {
 The `indicator-backtest` command line tool empowers users to conduct comprehensive backtesting of assets residing within a specified repository. This capability encompasses the application of all currently recognized strategies, culminating in the generation of detailed reports within a designated output directory.
 
 ```bash
-$ indicator-backtest -repository /home/user/assets -output /home/user/reports -workers 1
+$ indicator-backtest \
+    -source-name filesystem \
+    -source-config /home/user/assets \
+    -output /home/user/reports \
+    -workers 1
 ```
 
 Usage

asset/README.md

@@ -26,6 +26,7 @@ The information provided on this project is strictly for informational purposes
 
 - [Constants](<#constants>)
 - [Variables](<#variables>)
+- [func RegisterRepositoryBuilder\(name string, builder RepositoryBuilderFunc\)](<#RegisterRepositoryBuilder>)
 - [func SnapshotsAsClosings\(snapshots \<\-chan \*Snapshot\) \<\-chan float64](<#SnapshotsAsClosings>)
 - [func SnapshotsAsDates\(snapshots \<\-chan \*Snapshot\) \<\-chan time.Time](<#SnapshotsAsDates>)
 - [func SnapshotsAsHighs\(snapshots \<\-chan \*Snapshot\) \<\-chan float64](<#SnapshotsAsHighs>)
@@ -47,6 +48,8 @@ The information provided on this project is strictly for informational purposes
   - [func \(r \*InMemoryRepository\) GetSince\(name string, date time.Time\) \(\<\-chan \*Snapshot, error\)](<#InMemoryRepository.GetSince>)
   - [func \(r \*InMemoryRepository\) LastDate\(name string\) \(time.Time, error\)](<#InMemoryRepository.LastDate>)
 - [type Repository](<#Repository>)
+  - [func NewRepository\(name, config string\) \(Repository, error\)](<#NewRepository>)
+- [type RepositoryBuilderFunc](<#RepositoryBuilderFunc>)
 - [type Snapshot](<#Snapshot>)
 - [type Sync](<#Sync>)
   - [func NewSync\(\) \*Sync](<#NewSync>)
@@ -65,6 +68,21 @@ The information provided on this project is strictly for informational purposes
 
 ## Constants
 
+<a name="InMemoryRepositoryBuilderName"></a>
+
+```go
+const (
+    // InMemoryRepositoryBuilderName is the name for the in memory repository builder.
+    InMemoryRepositoryBuilderName = "memory"
+
+    // FileSystemRepositoryBuilderName is the name for the file system repository builder.
+    FileSystemRepositoryBuilderName = "filesystem"
+
+    // TiingoRepositoryBuilderName is the name of the Tiingo repository builder.
+    TiingoRepositoryBuilderName = "tiingo"
+)
+```
+
 <a name="DefaultSyncWorkers"></a>
 
 ```go
@@ -91,6 +109,15 @@ var ErrRepositoryAssetEmpty = errors.New("asset empty")
 var ErrRepositoryAssetNotFound = errors.New("asset is not found")
 ```
 
+<a name="RegisterRepositoryBuilder"></a>
+## func [RegisterRepositoryBuilder](<https://github.com/cinar/indicator/blob/master/asset/repository_factory.go#L33>)
+
+```go
+func RegisterRepositoryBuilder(name string, builder RepositoryBuilderFunc)
+```
+
+RegisterRepositoryBuilder registers the given builder.
+
 <a name="SnapshotsAsClosings"></a>
 ## func [SnapshotsAsClosings](<https://github.com/cinar/indicator/blob/master/asset/snapshot.go#L79>)
 
@@ -303,6 +330,24 @@ type Repository interface {
 }
 ```
 
+<a name="NewRepository"></a>
+### func [NewRepository](<https://github.com/cinar/indicator/blob/master/asset/repository_factory.go#L38>)
+
+```go
+func NewRepository(name, config string) (Repository, error)
+```
+
+NewRepository builds a new repository by the given name type and the configuration.
+
+<a name="RepositoryBuilderFunc"></a>
+## type [RepositoryBuilderFunc](<https://github.com/cinar/indicator/blob/master/asset/repository_factory.go#L23>)
+
+RepositoryBuilderFunc defines a function to build a new repository using the given configuration parameter.
+
+```go
+type RepositoryBuilderFunc func(config string) (Repository, error)
+```
+
 <a name="Snapshot"></a>
 ## type [Snapshot](<https://github.com/cinar/indicator/blob/master/asset/snapshot.go#L15-L38>)
 

asset/repository_factory.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 asset
+
+import (
+	"fmt"
+)
+
+const (
+	// InMemoryRepositoryBuilderName is the name for the in memory repository builder.
+	InMemoryRepositoryBuilderName = "memory"
+
+	// FileSystemRepositoryBuilderName is the name for the file system repository builder.
+	FileSystemRepositoryBuilderName = "filesystem"
+
+	// TiingoRepositoryBuilderName is the name of the Tiingo repository builder.
+	TiingoRepositoryBuilderName = "tiingo"
+)
+
+// RepositoryBuilderFunc defines a function to build a new repository using the given configuration parameter.
+type RepositoryBuilderFunc func(config string) (Repository, error)
+
+// repositoryBuilders provides mapping for the repository builders.
+var repositoryBuilders = map[string]RepositoryBuilderFunc{
+	InMemoryRepositoryBuilderName:   inMemoryRepositoryBuilder,
+	FileSystemRepositoryBuilderName: fileSystemRepositoryBuilder,
+	TiingoRepositoryBuilderName:     tiingoRepositoryBuilder,
+}
+
+// RegisterRepositoryBuilder registers the given builder.
+func RegisterRepositoryBuilder(name string, builder RepositoryBuilderFunc) {
+	repositoryBuilders[name] = builder
+}
+
+// NewRepository builds a new repository by the given name type and the configuration.
+func NewRepository(name, config string) (Repository, error) {
+	builder, ok := repositoryBuilders[name]
+	if !ok {
+		return nil, fmt.Errorf("unknown repository: %s", name)
+	}
+
+	return builder(config)
+}
+
+// inMemoryRepositoryBuilder builds a new in memory repository instance.
+func inMemoryRepositoryBuilder(_ string) (Repository, error) {
+	return NewInMemoryRepository(), nil
+}
+
+// fileSystemRepositoryBuilder builds a new file system repository instance.
+func fileSystemRepositoryBuilder(config string) (Repository, error) {
+	return NewFileSystemRepository(config), nil
+}
+
+// tiingoRepositoryBuilder builds a new Tiingo repository instance.
+func tiingoRepositoryBuilder(config string) (Repository, error) {
+	return NewTiingoRepository(config), nil
+}

asset/repository_factory_test.go

@@ -0,0 +1,77 @@
+// Copyright (c) 2021-2024 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
+// https://github.com/cinar/indicator
+
+package asset_test
+
+import (
+	"testing"
+
+	"github.com/cinar/indicator/v2/asset"
+)
+
+func TestNewRepositoryUnknown(t *testing.T) {
+	repository, err := asset.NewRepository("unknown", "")
+	if err == nil {
+		t.Fatalf("unknown repository: %T", repository)
+	}
+}
+
+func TestRegisterRepositoryBuilder(t *testing.T) {
+	builderName := "testbuilder"
+
+	repository, err := asset.NewRepository(builderName, "")
+	if err == nil {
+		t.Fatalf("testbuilder is: %T", repository)
+	}
+
+	asset.RegisterRepositoryBuilder(builderName, func(_ string) (asset.Repository, error) {
+		return asset.NewInMemoryRepository(), nil
+	})
+
+	repository, err = asset.NewRepository(builderName, "")
+	if err != nil {
+		t.Fatalf("testbuilder is not found: %v", err)
+	}
+
+	_, ok := repository.(*asset.InMemoryRepository)
+	if !ok {
+		t.Fatalf("testbuilder is: %T", repository)
+	}
+}
+
+func TestNewRepositoryMemory(t *testing.T) {
+	repository, err := asset.NewRepository(asset.InMemoryRepositoryBuilderName, "")
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	_, ok := repository.(*asset.InMemoryRepository)
+	if !ok {
+		t.Fatalf("repository not correct type: %T", repository)
+	}
+}
+
+func TestNewRepositoryFileSystem(t *testing.T) {
+	repository, err := asset.NewRepository(asset.FileSystemRepositoryBuilderName, "testdata")
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	_, ok := repository.(*asset.FileSystemRepository)
+	if !ok {
+		t.Fatalf("repository not correct type: %T", repository)
+	}
+}
+
+func TestNewTiingoRepository(t *testing.T) {
+	repository, err := asset.NewRepository(asset.TiingoRepositoryBuilderName, "1234")
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	_, ok := repository.(*asset.TiingoRepository)
+	if !ok {
+		t.Fatalf("repository not correct type: %T", repository)
+	}
+}

cmd/indicator-backtest/main.go

@@ -21,7 +21,8 @@ import (
 )
 
 func main() {
-	var repositoryDir string
+	var sourceName string
+	var sourceConfig string
 	var outputDir string
 	var workers int
 	var lastDays int
@@ -36,7 +37,8 @@ func main() {
 	fmt.Fprintln(os.Stderr, "https://github.com/cinar/indicator")
 	fmt.Fprintln(os.Stderr)
 
-	flag.StringVar(&repositoryDir, "repository", ".", "file system repository directory")
+	flag.StringVar(&sourceName, "source-name", "filesystem", "source repository type")
+	flag.StringVar(&sourceConfig, "source-config", "", "source repository config")
 	flag.StringVar(&outputDir, "output", ".", "output directory")
 	flag.IntVar(&workers, "workers", strategy.DefaultBacktestWorkers, "number of concurrent workers")
 	flag.IntVar(&lastDays, "last", strategy.DefaultLastDays, "number of days to do backtest")
@@ -46,11 +48,12 @@ func main() {
 	flag.StringVar(&dateFormat, "date-format", helper.DefaultReportDateFormat, "date format to use")
 	flag.Parse()
 
-	flag.Parse()
-
-	repository := asset.NewFileSystemRepository(repositoryDir)
+	source, err := asset.NewRepository(sourceName, sourceConfig)
+	if err != nil {
+		log.Fatalf("unable to initialize source: %v", err)
+	}
 
-	backtest := strategy.NewBacktest(repository, outputDir)
+	backtest := strategy.NewBacktest(source, outputDir)
 	backtest.Workers = workers
 	backtest.LastDays = lastDays
 	backtest.WriteStrategyReports = writeStrategyRerpots
@@ -70,8 +73,8 @@ func main() {
 		backtest.Strategies = append(backtest.Strategies, strategy.AllAndStrategies(backtest.Strategies)...)
 	}
 
-	err := backtest.Run()
+	err = backtest.Run()
 	if err != nil {
-		log.Fatal(err)
+		log.Fatalf("unable to run backtest: %v", err)
 	}
 }

cmd/indicator-sync/main.go

@@ -16,8 +16,10 @@ import (
 )
 
 func main() {
-	var tiingoKey string
-	var targetBase string
+	var sourceName string
+	var sourceConfig string
+	var targetName string
+	var targetConfig string
 	var minusDays int
 	var workers int
 	var delay int
@@ -28,29 +30,42 @@ func main() {
 	fmt.Fprintln(os.Stderr, "https://github.com/cinar/indicator")
 	fmt.Fprintln(os.Stderr)
 
-	flag.StringVar(&tiingoKey, "key", "", "tiingo service api key")
-	flag.StringVar(&targetBase, "target", ".", "target repository base directory")
+	flag.StringVar(&sourceName, "source-name", "tiingo", "source repository type")
+	flag.StringVar(&sourceConfig, "source-config", "", "source repository config")
+	flag.StringVar(&targetName, "target-name", "filesystem", "target repository type")
+	flag.StringVar(&targetConfig, "target-config", "", "target repository config")
 	flag.IntVar(&minusDays, "days", 0, "lookback period in days for the new assets")
 	flag.IntVar(&workers, "workers", asset.DefaultSyncWorkers, "number of concurrent workers")
 	flag.IntVar(&delay, "delay", asset.DefaultSyncDelay, "delay between each get")
 	flag.Parse()
 
-	if tiingoKey == "" {
-		log.Fatal("Tiingo API key required")
+	source, err := asset.NewRepository(sourceName, sourceConfig)
+	if err != nil {
+		log.Fatalf("unable to initialize source: %v", err)
+	}
+
+	target, err := asset.NewRepository(targetName, targetConfig)
+	if err != nil {
+		log.Fatalf("unable to initialize target: %v", err)
 	}
 
 	defaultStartDate := time.Now().AddDate(0, 0, -minusDays)
 
-	source := asset.NewTiingoRepository(tiingoKey)
-	target := asset.NewFileSystemRepository(targetBase)
+	assets := flag.Args()
+	if len(assets) == 0 {
+		assets, err = source.Assets()
+		if err != nil {
+			log.Fatalf("unable to get assets: %v", err)
+		}
+	}
 
 	sync := asset.NewSync()
 	sync.Workers = workers
 	sync.Delay = delay
-	sync.Assets = flag.Args()
+	sync.Assets = assets
 
-	err := sync.Run(source, target, defaultStartDate)
+	err = sync.Run(source, target, defaultStartDate)
 	if err != nil {
-		log.Fatal(err)
+		log.Fatalf("unable to sync repositories: %v", err)
 	}
 }

helper/skip.go

@@ -17,7 +17,10 @@ func Skip[T any](c <-chan T, count int) <-chan T {
 
 	go func() {
 		for i := 0; i < count; i++ {
-			<-c
+			_, ok := <-c
+			if !ok {
+				break
+			}
 		}
 
 		Pipe(c, result)

strategy/README.md

@@ -89,7 +89,7 @@ const (
 ```
 
 <a name="ActionSources"></a>
-## func [ActionSources](<https://github.com/cinar/indicator/blob/master/strategy/strategy.go#L67>)
+## func [ActionSources](<https://github.com/cinar/indicator/blob/master/strategy/strategy.go#L62>)
 
 ```go
 func ActionSources(strategies []Strategy, snapshots <-chan *asset.Snapshot) []<-chan Action
@@ -555,7 +555,7 @@ func AllSplitStrategies(strategies []Strategy) []Strategy
 AllSplitStrategies performs a cartesian product operation on the given strategies, resulting in a collection containing all split strategies formed by combining individual buy and sell strategies.
 
 <a name="AllStrategies"></a>
-### func [AllStrategies](<https://github.com/cinar/indicator/blob/master/strategy/strategy.go#L59>)
+### func [AllStrategies](<https://github.com/cinar/indicator/blob/master/strategy/strategy.go#L54>)
 
 ```go
 func AllStrategies() []Strategy