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Strategies return nonnormalized actions #193

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merged 6 commits into from
Sep 7, 2024
Merged

Strategies return nonnormalized actions #193

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c70b2c1
Aroon stratey to return nonnormalized actions.
cinar Jul 21, 2024
8db9a0f
Strategies to return nonnormalized actions.
cinar Jul 21, 2024
0c1453f
Strategies to return nonnormalized actions.
cinar Jul 21, 2024
efbacc7
Merge branch 'master' into issue-192
cinar Sep 6, 2024
86c106a
Update the test CSVs for inverse and stop loss strategies.
cinar Sep 7, 2024
b7dd7c3
Merge branch 'master' into issue-192
cinar Sep 7, 2024
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2 changes: 1 addition & 1 deletion strategy/and_strategy.go
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Original file line number Diff line number Diff line change
Expand Up @@ -64,7 +64,7 @@ func (a *AndStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan Action {
}
}()

return NormalizeActions(result)
return result
}

// Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
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2 changes: 1 addition & 1 deletion strategy/compound/README.md
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Expand Up @@ -111,7 +111,7 @@ func (m *MacdRsiStrategy) Name() string
Name returns the name of the strategy.

<a name="MacdRsiStrategy.Report"></a>
### func \(\*MacdRsiStrategy\) [Report](<https://github.com/cinar/indicator/blob/master/strategy/compound/macd_rsi_strategy.go#L86>)
### func \(\*MacdRsiStrategy\) [Report](<https://github.com/cinar/indicator/blob/master/strategy/compound/macd_rsi_strategy.go#L84>)

```go
func (m *MacdRsiStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
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2 changes: 0 additions & 2 deletions strategy/compound/macd_rsi_strategy.go
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Expand Up @@ -77,8 +77,6 @@ func (m *MacdRsiStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strat
return strategy.Hold
})

actions = strategy.NormalizeActions(actions)

return actions
}

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332 changes: 166 additions & 166 deletions strategy/compound/testdata/macd_rsi_strategy.csv
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Original file line number Diff line number Diff line change
Expand Up @@ -50,48 +50,48 @@ Action
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Expand All @@ -105,110 +105,110 @@ Action
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Expand All @@ -230,23 +230,23 @@ Action
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