Negative Volume Index Strategy is added.

README.md

@@ -141,7 +141,7 @@ The following list of strategies are currently supported by this package:
 -	Ease of Movement Strategy
 -	Force Index Strategy
 -	[Money Flow Index Strategy](strategy/volume/README.md#type-moneyflowindexstrategy)
--	Negative Volume Index Strategy
+-	[Negative Volume Index Strategy](strategy/volume/README.md#type-negativevolumeindexstrategy)
 -	Volume Weighted Average Price Strategy
 
 ### 🧪 Compound Strategies

strategy/volume/README.md

@@ -38,6 +38,12 @@ The information provided on this project is strictly for informational purposes
   - [func \(m \*MoneyFlowIndexStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#MoneyFlowIndexStrategy.Compute>)
   - [func \(m \*MoneyFlowIndexStrategy\) Name\(\) string](<#MoneyFlowIndexStrategy.Name>)
   - [func \(m \*MoneyFlowIndexStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#MoneyFlowIndexStrategy.Report>)
+- [type NegativeVolumeIndexStrategy](<#NegativeVolumeIndexStrategy>)
+  - [func NewNegativeVolumeIndexStrategy\(\) \*NegativeVolumeIndexStrategy](<#NewNegativeVolumeIndexStrategy>)
+  - [func NewNegativeVolumeIndexStrategyWith\(emaPeriod int\) \*NegativeVolumeIndexStrategy](<#NewNegativeVolumeIndexStrategyWith>)
+  - [func \(n \*NegativeVolumeIndexStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#NegativeVolumeIndexStrategy.Compute>)
+  - [func \(n \*NegativeVolumeIndexStrategy\) Name\(\) string](<#NegativeVolumeIndexStrategy.Name>)
+  - [func \(n \*NegativeVolumeIndexStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#NegativeVolumeIndexStrategy.Report>)
 
 
 ## Constants
@@ -54,6 +60,15 @@ const (
 )
 ```
 
+<a name="DefaultNegativeVolumeIndexStrategyEmaPeriod"></a>
+
+```go
+const (
+    // DefaultNegativeVolumeIndexStrategyEmaPeriod is the default EMA period of 255.
+    DefaultNegativeVolumeIndexStrategyEmaPeriod = 255
+)
+```
+
 <a name="AllStrategies"></a>
 ## func [AllStrategies](<https://github.com/cinar/indicator/blob/master/strategy/volume/volume.go#L26>)
 
@@ -183,4 +198,64 @@ func (m *MoneyFlowIndexStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
 
 Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
 
+<a name="NegativeVolumeIndexStrategy"></a>
+## type [NegativeVolumeIndexStrategy](<https://github.com/cinar/indicator/blob/master/strategy/volume/negative_volume_index_strategy.go#L25-L31>)
+
+NegativeVolumeIndexStrategy represents the configuration parameters for calculating the Negative Volume Index strategy. Recommends a Buy action when it crosses below its EMA, recommends a Sell action when it crosses above its EMA, and recommends a Hold action otherwise.
+
+```go
+type NegativeVolumeIndexStrategy struct {
+    // NegativeVolumeIndex is the Negative Volume Index indicator instance.
+    NegativeVolumeIndex *volume.Nvi[float64]
+
+    // NegativeVolumeIndexEma is the Negative Volume Index EMA instance.
+    NegativeVolumeIndexEma *trend.Ema[float64]
+}
+```
+
+<a name="NewNegativeVolumeIndexStrategy"></a>
+### func [NewNegativeVolumeIndexStrategy](<https://github.com/cinar/indicator/blob/master/strategy/volume/negative_volume_index_strategy.go#L35>)
+
+```go
+func NewNegativeVolumeIndexStrategy() *NegativeVolumeIndexStrategy
+```
+
+NewNegativeVolumeIndexStrategy function initializes a new Negative Volume Index strategy instance with the default parameters.
+
+<a name="NewNegativeVolumeIndexStrategyWith"></a>
+### func [NewNegativeVolumeIndexStrategyWith](<https://github.com/cinar/indicator/blob/master/strategy/volume/negative_volume_index_strategy.go#L43>)
+
+```go
+func NewNegativeVolumeIndexStrategyWith(emaPeriod int) *NegativeVolumeIndexStrategy
+```
+
+NewNegativeVolumeIndexStrategyWith function initializes a new Negative Volume Index strategy instance with the given parameters.
+
+<a name="NegativeVolumeIndexStrategy.Compute"></a>
+### func \(\*NegativeVolumeIndexStrategy\) [Compute](<https://github.com/cinar/indicator/blob/master/strategy/volume/negative_volume_index_strategy.go#L56>)
+
+```go
+func (n *NegativeVolumeIndexStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
+```
+
+Compute processes the provided asset snapshots and generates a stream of actionable recommendations.
+
+<a name="NegativeVolumeIndexStrategy.Name"></a>
+### func \(\*NegativeVolumeIndexStrategy\) [Name](<https://github.com/cinar/indicator/blob/master/strategy/volume/negative_volume_index_strategy.go#L51>)
+
+```go
+func (n *NegativeVolumeIndexStrategy) Name() string
+```
+
+Name returns the name of the strategy.
+
+<a name="NegativeVolumeIndexStrategy.Report"></a>
+### func \(\*NegativeVolumeIndexStrategy\) [Report](<https://github.com/cinar/indicator/blob/master/strategy/volume/negative_volume_index_strategy.go#L93>)
+
+```go
+func (n *NegativeVolumeIndexStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
+```
+
+Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
+
 Generated by [gomarkdoc](<https://github.com/princjef/gomarkdoc>)

strategy/volume/negative_volume_index_strategy.go

@@ -0,0 +1,144 @@
+// Copyright (c) 2021-2024 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
+// https://github.com/cinar/indicator
+
+package volume
+
+import (
+	"fmt"
+
+	"github.com/cinar/indicator/v2/asset"
+	"github.com/cinar/indicator/v2/helper"
+	"github.com/cinar/indicator/v2/strategy"
+	"github.com/cinar/indicator/v2/trend"
+	"github.com/cinar/indicator/v2/volume"
+)
+
+const (
+	// DefaultNegativeVolumeIndexStrategyEmaPeriod is the default EMA period of 255.
+	DefaultNegativeVolumeIndexStrategyEmaPeriod = 255
+)
+
+// NegativeVolumeIndexStrategy represents the configuration parameters for calculating the Negative Volume Index
+// strategy. Recommends a Buy action when it crosses below its EMA, recommends a Sell action when it crosses
+// above its EMA, and recommends a Hold action otherwise.
+type NegativeVolumeIndexStrategy struct {
+	// NegativeVolumeIndex is the Negative Volume Index indicator instance.
+	NegativeVolumeIndex *volume.Nvi[float64]
+
+	// NegativeVolumeIndexEma is the Negative Volume Index EMA instance.
+	NegativeVolumeIndexEma *trend.Ema[float64]
+}
+
+// NewNegativeVolumeIndexStrategy function initializes a new Negative Volume Index strategy instance with the
+// default parameters.
+func NewNegativeVolumeIndexStrategy() *NegativeVolumeIndexStrategy {
+	return NewNegativeVolumeIndexStrategyWith(
+		DefaultNegativeVolumeIndexStrategyEmaPeriod,
+	)
+}
+
+// NewNegativeVolumeIndexStrategyWith function initializes a new Negative Volume Index strategy instance with the
+// given parameters.
+func NewNegativeVolumeIndexStrategyWith(emaPeriod int) *NegativeVolumeIndexStrategy {
+	return &NegativeVolumeIndexStrategy{
+		NegativeVolumeIndex:    volume.NewNvi[float64](),
+		NegativeVolumeIndexEma: trend.NewEmaWithPeriod[float64](emaPeriod),
+	}
+}
+
+// Name returns the name of the strategy.
+func (n *NegativeVolumeIndexStrategy) Name() string {
+	return fmt.Sprintf("Negative Volume Index Strategy (%d)", n.NegativeVolumeIndexEma.Period)
+}
+
+// Compute processes the provided asset snapshots and generates a stream of actionable recommendations.
+func (n *NegativeVolumeIndexStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action {
+	snapshotsSplice := helper.Duplicate(snapshots, 2)
+
+	closings := asset.SnapshotsAsClosings(snapshotsSplice[0])
+	volumes := asset.SnapshotsAsVolumes(snapshotsSplice[1])
+
+	nvisSplice := helper.Duplicate(
+		n.NegativeVolumeIndex.Compute(closings, volumes),
+		2,
+	)
+
+	nvisSplice[0] = helper.Skip(nvisSplice[0], n.NegativeVolumeIndexEma.IdlePeriod())
+	nviEmas := n.NegativeVolumeIndexEma.Compute(nvisSplice[1])
+
+	actions := helper.Operate(nvisSplice[0], nviEmas, func(nvi, nviEma float64) strategy.Action {
+		if nvi < nviEma {
+			return strategy.Buy
+		}
+
+		if nvi > nviEma {
+			return strategy.Sell
+		}
+
+		return strategy.Hold
+	})
+
+	// Negative Volume Index starts only after a full period.
+	actions = helper.Shift(
+		actions,
+		n.NegativeVolumeIndex.IdlePeriod()+n.NegativeVolumeIndexEma.IdlePeriod(),
+		strategy.Hold,
+	)
+
+	return actions
+}
+
+// Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
+func (n *NegativeVolumeIndexStrategy) Report(c <-chan *asset.Snapshot) *helper.Report {
+	//
+	// snapshots[0] -> dates
+	// snapshots[1] -> closings[0] -> closings
+	//                 closings[1] -> negative volume index[0] -> negative volume index
+	//                                negative volume index[1] -> negative volume index ema
+	// snapshots[2] -> volumes
+	// snapshots[3] -> actions     -> annotations
+	//              -> outcomes
+	//
+	snapshots := helper.Duplicate(c, 4)
+
+	period := n.NegativeVolumeIndex.IdlePeriod() + n.NegativeVolumeIndexEma.IdlePeriod()
+
+	dates := helper.Skip(asset.SnapshotsAsDates(snapshots[0]), period)
+
+	closingsSplice := helper.Duplicate(
+		asset.SnapshotsAsClosings(snapshots[1]),
+		2,
+	)
+	volumes := asset.SnapshotsAsVolumes(snapshots[2])
+
+	nvisSplice := helper.Duplicate(
+		n.NegativeVolumeIndex.Compute(closingsSplice[0], volumes),
+		2,
+	)
+
+	nvisSplice[0] = helper.Skip(nvisSplice[0], n.NegativeVolumeIndexEma.IdlePeriod())
+	nviEmas := n.NegativeVolumeIndexEma.Compute(nvisSplice[1])
+
+	closingsSplice[1] = helper.Skip(closingsSplice[1], period)
+
+	actions, outcomes := strategy.ComputeWithOutcome(n, snapshots[3])
+	actions = helper.Skip(actions, period)
+	outcomes = helper.Skip(outcomes, period)
+
+	annotations := strategy.ActionsToAnnotations(actions)
+	outcomes = helper.MultiplyBy(outcomes, 100)
+
+	report := helper.NewReport(n.Name(), dates)
+	report.AddChart()
+	report.AddChart()
+
+	report.AddColumn(helper.NewNumericReportColumn("Close", closingsSplice[1]))
+	report.AddColumn(helper.NewNumericReportColumn("NVI", nvisSplice[0]), 1)
+	report.AddColumn(helper.NewNumericReportColumn("NVI EMA", nviEmas), 1)
+	report.AddColumn(helper.NewAnnotationReportColumn(annotations), 0, 1)
+
+	report.AddColumn(helper.NewNumericReportColumn("Outcome", outcomes), 2)
+
+	return report
+}

strategy/volume/negative_volume_index_strategy_test.go

@@ -0,0 +1,55 @@
+// Copyright (c) 2021-2024 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
+// https://github.com/cinar/indicator
+
+package volume_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/volume"
+)
+
+func TestNegativeVolumeIndexStrategy(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/negative_volume_index_strategy.csv", true)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	expected := helper.Map(results, func(r *strategy.Result) strategy.Action { return r.Action })
+
+	nvis := volume.NewNegativeVolumeIndexStrategyWith(12)
+	actual := nvis.Compute(snapshots)
+
+	err = helper.CheckEquals(actual, expected)
+	if err != nil {
+		t.Fatal(err)
+	}
+}
+
+func TestNegativeVolumeIndexStrategyReport(t *testing.T) {
+	snapshots, err := helper.ReadFromCsvFile[asset.Snapshot]("testdata/brk-b.csv", true)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	nvis := volume.NewNegativeVolumeIndexStrategy()
+	report := nvis.Report(snapshots)
+
+	fileName := "negative_volume_index_strategy.html"
+	defer os.Remove(fileName)
+
+	err = report.WriteToFile(fileName)
+	if err != nil {
+		t.Fatal(err)
+	}
+}