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Add all volume strategies to backtest. #235
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WalkthroughThe pull request introduces updates to the Changes
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #235 +/- ##
==========================================
- Coverage 92.88% 92.83% -0.05%
==========================================
Files 167 167
Lines 4298 4300 +2
==========================================
Hits 3992 3992
- Misses 247 249 +2
Partials 59 59 ☔ View full report in Codecov by Sentry. |
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Actionable comments posted: 1
🧹 Outside diff range and nitpick comments (2)
cmd/indicator-backtest/main.go (1)
74-74
: LGTM: Volume strategies added to backtester.The addition of volume strategies to
backtester.Strategies
is consistent with the PR objective and follows the existing pattern for strategy inclusion.Consider grouping all strategy additions together for better readability. You could create a slice of strategy packages and iterate over it to add all strategies, like this:
strategyPackages := []struct { name string strategies func() []Strategy }{ {"compound", compound.AllStrategies}, {"momentum", momentum.AllStrategies}, {"strategy", strategy.AllStrategies}, {"trend", trend.AllStrategies}, {"volatility", volatility.AllStrategies}, {"volume", volume.AllStrategies}, } for _, pkg := range strategyPackages { backtester.Strategies = append(backtester.Strategies, pkg.strategies()...) }This approach would make it easier to add or remove strategy packages in the future.
strategy/volume/money_flow_index_strategy.go (1)
57-57
: Approved: ImprovedName
method with a suggestion for formattingThe change to include both
SellAt
andBuyAt
values in the strategy name is a good improvement. It provides more complete information about the strategy's parameters, which is helpful for users.Consider using
%.2f
instead of%f
to limit the decimal places for better readability:return fmt.Sprintf("Money Flow Index Strategy (%.2f,%.2f)", m.SellAt, m.BuyAt)This will display the values with two decimal places, which is usually sufficient for these parameters.
📜 Review details
Configuration used: CodeRabbit UI
Review profile: CHILL
📒 Files selected for processing (3)
- cmd/indicator-backtest/main.go (2 hunks)
- strategy/volume/money_flow_index_strategy.go (1 hunks)
- strategy/volume/volume.go (1 hunks)
🧰 Additional context used
🔇 Additional comments (4)
strategy/volume/volume.go (1)
27-29
: LGTM! The Money Flow Index strategy is now included.The addition of
NewMoneyFlowIndexStrategy()
to the returned slice is a positive change that aligns with the PR objective of adding volume strategies to the backtest.Consider adding a function comment.
To improve code documentation, consider adding a comment explaining the purpose of this function and what strategies it returns.
Example:
// AllStrategies returns all available volume strategies. // Currently, it returns the Money Flow Index strategy. func AllStrategies() []strategy.Strategy { // ... (existing code) }Review the function name "AllStrategies".
The function name implies it returns all available strategies, but it currently returns only one. Consider either:
- Renaming the function to better reflect its current behavior (e.g.,
DefaultVolumeStrategies
), or- Ensuring all available volume strategies are included in the returned slice.
Verify completeness of volume strategies.
Let's check if there are other volume strategies that should be included:
✅ Verification successful
LGTM! The Money Flow Index strategy is now included.
The addition of
NewMoneyFlowIndexStrategy()
to the returned slice aligns with the PR objective of adding volume strategies to the backtest.Function Completeness Confirmed.
No additional volume strategies were found in the
strategy/volume
package. The function nameAllStrategies
appropriately reflects the current implementation.Consider adding a function comment.
To improve code documentation, add a comment explaining the purpose of this function and the strategies it returns.
// AllStrategies returns all available volume strategies. // Currently, it returns the Money Flow Index strategy. func AllStrategies() []strategy.Strategy { return []strategy.Strategy{ NewMoneyFlowIndexStrategy(), } }🏁 Scripts executed
The following scripts were executed for the analysis:
Script:
#!/bin/bash # Description: Search for other volume strategy implementations # Test: Look for other strategy implementations in the volume package echo "Other potential volume strategies:" ast-grep --lang go --pattern 'type $_ struct { $$$ strategy.Base $$$ }' strategy/volumeLength of output: 172
cmd/indicator-backtest/main.go (1)
21-21
: LGTM: New import for volume strategies added.The addition of the
volume
package import is consistent with the PR objective and follows the existing import structure.strategy/volume/money_flow_index_strategy.go (2)
Line range hint
1-138
: Summary of changes and impactThe modification to the
Name
method in theMoneyFlowIndexStrategy
struct is a positive improvement. It now provides more comprehensive information about the strategy by including both theSellAt
andBuyAt
parameters in the returned string.Key points:
- The change is localized to the
Name
method and doesn't alter the core functionality of the strategy.- The
Compute
andReport
methods remain unchanged, preserving the strategy's behavior.- The additional information in the strategy name enhances clarity for users without introducing any apparent drawbacks.
Overall, this change is beneficial and aligns well with the strategy's design. Just ensure to verify the usage of the strategy name in other parts of the codebase to prevent any unintended side effects.
57-57
: Verify usage of strategy name in the codebaseThe change in the
Name
method now includes bothSellAt
andBuyAt
values. While this doesn't affect the functionality within this file, it's important to verify that this change doesn't impact any code that might be using the strategy name for identification or comparison purposes elsewhere in the codebase.Run the following script to check for any potential impacts:
Please review the results to ensure that the change doesn't introduce any unexpected behavior in other parts of the codebase.
✅ Verification successful
Strategy name usage verified and no external impacts detected
The change in the
Name
method ofMoneyFlowIndexStrategy
has been thoroughly verified. The updated string representation is confined to the strategy's definition, its tests, and documentation. No other parts of the codebase are affected by this change.🏁 Scripts executed
The following scripts were executed for the analysis:
Script:
#!/bin/bash # Description: Search for uses of MoneyFlowIndexStrategy name in the codebase # Test: Search for direct uses of the strategy name string echo "Searching for direct uses of the strategy name:" rg --type go "Money Flow Index Strategy" -C 3 # Test: Search for uses of the Name() method echo "Searching for uses of the Name() method:" rg --type go "MoneyFlowIndexStrategy.*Name\(\)" -C 3 # Test: Search for potential string comparisons with the strategy name echo "Searching for potential string comparisons:" rg --type go "== \"Money Flow Index Strategy" -C 3 rg --type go "strings\.Contains.*\"Money Flow Index Strategy" -C 3Length of output: 1593
Script:
#!/bin/bash # Description: Perform a comprehensive search for any references to Money Flow Index Strategy # Search for dynamic references using variables echo "Searching for dynamic references to the strategy name:" rg --type go 'MoneyFlowIndexStrategy' -C 3 # Search in test files for any related test cases echo "Searching in test files for Money Flow Index Strategy:" rg --type go 'Money Flow Index Strategy' -C 3 --glob '*_test.go' # Search in documentation files for mentions echo "Searching in documentation for Money Flow Index Strategy:" rg 'Money Flow Index Strategy' README.md docs/* -C 3Length of output: 7738
Describe Request
Add all volume strategies to backtest.
Change Type
New feature.
Summary by CodeRabbit
New Features
Bug Fixes
Documentation