License changed. Buy and Hold strategy is added.

cinar · Dec 25, 2023 · c7d4d60 · c7d4d60
1 parent 74ff8d3
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diff --git a/LICENSE.md b/LICENSE.md
diff --git a/README.md b/README.md
@@ -95,7 +95,7 @@ The following list of strategies are currently supported by this package:
 
 ### Base Strategies
 
-- Buy and Hold Strategy
+- [Buy and Hold Strategy](strategy/README.md#type-buyandholdstrategy)
 
 ### Trend Strategies
 
@@ -179,13 +179,26 @@ import (
 
 ## Contributing to the Project
 
-Anyone can contribute to Indicator library. Please make sure to read our [Contributor Covenant Code of Conduct](./CODE_OF_CONDUCT.md) guide first. Follow the [How to Contribute to Checker](./CONTRIBUTING.md) to contribute.
+Anyone can contribute to Indicator library. Please make sure to read our [Contributor Covenant Code of Conduct](./CODE_OF_CONDUCT.md) guide first. Follow the [How to Contribute to Indicator](./CONTRIBUTING.md) to contribute.
 
 ## Disclaimer
 
 The information provided on this project is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.
 
 ## License
 
-    Copyright (c) 2021-2023 Onur Cinar. All Rights Reserved.    
-    The source code is provided under MIT License.
+    Copyright (c) 2021-2023 Onur Cinar.    
+    The source code is provided under GNU AGPLv3 License.
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU Affero General Public License as published
+    by the Free Software Foundation, either version 3 of the License, or
+    (at your option) any later version.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU Affero General Public License for more details.
+
+    You should have received a copy of the GNU Affero General Public License
+    along with this program.  If not, see <https://www.gnu.org/licenses/>.
diff --git a/asset/README.md b/asset/README.md
@@ -13,8 +13,8 @@ This package belongs to the Indicator project. Indicator is a Golang module that
 ### License
 
 ```
-Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-The source code is provided under MIT License.
+Copyright (c) 2021-2023 Onur Cinar.
+The source code is provided under GNU AGPLv3 License.
 https://github.com/cinar/indicator
 ```
 

diff --git a/asset/asset.go b/asset/asset.go
@@ -7,8 +7,8 @@
 //
 // # License
 //
-//	Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-//	The source code is provided under MIT License.
+//	Copyright (c) 2021-2023 Onur Cinar.
+//	The source code is provided under GNU AGPLv3 License.
 //	https://github.com/cinar/indicator
 //
 // # Disclaimer

diff --git a/asset/file_system_repository.go b/asset/file_system_repository.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package asset

diff --git a/asset/file_system_repository_test.go b/asset/file_system_repository_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package asset_test

diff --git a/asset/in_memory_repository.go b/asset/in_memory_repository.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package asset

diff --git a/asset/in_memory_repository_test.go b/asset/in_memory_repository_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package asset_test

diff --git a/asset/repository.go b/asset/repository.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package asset

diff --git a/asset/snapshot.go b/asset/snapshot.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package asset

diff --git a/asset/snapshot_test.go b/asset/snapshot_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package asset_test

diff --git a/asset/sync.go b/asset/sync.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package asset

diff --git a/asset/sync_test.go b/asset/sync_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package asset_test

diff --git a/asset/tiingo_repository.go b/asset/tiingo_repository.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package asset

diff --git a/asset/tiingo_repository_test.go b/asset/tiingo_repository_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package asset_test

diff --git a/cmd/indicator-backtest/main.go b/cmd/indicator-backtest/main.go
@@ -0,0 +1,36 @@
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
+// https://github.com/cinar/indicator
+
+// main is the indicator backtest command line program.
+package main
+
+import (
+	"flag"
+	"log"
+
+	"github.com/cinar/indicator/asset"
+	"github.com/cinar/indicator/strategy"
+)
+
+func main() {
+	var repositoryDir string
+	var outputDir string
+	var workers int
+
+	flag.StringVar(&repositoryDir, "repository", ".", "file system repository directory")
+	flag.StringVar(&outputDir, "output", ".", "output directory")
+	flag.IntVar(&workers, "workers", 1, "number of concurrent workers")
+	flag.Parse()
+
+	repository := asset.NewFileSystemRepository(repositoryDir)
+
+	backtest := strategy.NewBacktest(repository, outputDir)
+	backtest.Workers = workers
+	backtest.Names = append(backtest.Names, flag.Args()...)
+
+	err := backtest.Run()
+	if err != nil {
+		log.Fatal(err)
+	}
+}
diff --git a/cmd/indicator-sync/main.go b/cmd/indicator-sync/main.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 // main is the indicator sync command line program.

diff --git a/helper/README.md b/helper/README.md
@@ -13,8 +13,8 @@ This package belongs to the Indicator project. Indicator is a Golang module that
 ### License
 
 ```
-Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-The source code is provided under MIT License.
+Copyright (c) 2021-2023 Onur Cinar.
+The source code is provided under GNU AGPLv3 License.
 https://github.com/cinar/indicator
 ```
 

diff --git a/helper/abs.go b/helper/abs.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper

diff --git a/helper/abs_test.go b/helper/abs_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper_test

diff --git a/helper/add.go b/helper/add.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper

diff --git a/helper/add_test.go b/helper/add_test.go
@@ -1,7 +1,7 @@
 // Package helper contains the helper_test functions test.
 //
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 package helper_test
 

diff --git a/helper/annotation_report_column.go b/helper/annotation_report_column.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper

diff --git a/helper/apply.go b/helper/apply.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper

diff --git a/helper/apply_test.go b/helper/apply_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper_test

diff --git a/helper/bst.go b/helper/bst.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper

diff --git a/helper/bst_test.go b/helper/bst_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper_test

diff --git a/helper/buffered.go b/helper/buffered.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper

diff --git a/helper/buffered_test.go b/helper/buffered_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper_test

diff --git a/helper/chan_to_slice.go b/helper/chan_to_slice.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper

diff --git a/helper/chan_to_slice_test.go b/helper/chan_to_slice_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper_test

diff --git a/helper/change.go b/helper/change.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper

diff --git a/helper/change_percent.go b/helper/change_percent.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper

diff --git a/helper/change_percent_test.go b/helper/change_percent_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper_test

diff --git a/helper/change_test.go b/helper/change_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper_test

diff --git a/helper/check.go b/helper/check.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper

diff --git a/helper/check_test.go b/helper/check_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper_test

diff --git a/helper/csv.go b/helper/csv.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper

diff --git a/helper/csv_test.go b/helper/csv_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper_test

diff --git a/helper/decrement_by.go b/helper/decrement_by.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper

diff --git a/helper/decrement_by_test.go b/helper/decrement_by_test.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper_test

diff --git a/helper/divide.go b/helper/divide.go
@@ -1,5 +1,5 @@
-// Copyright (c) 2023 Onur Cinar. All Rights Reserved.
-// The source code is provided under MIT License.
+// Copyright (c) 2021-2023 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
 // https://github.com/cinar/indicator
 
 package helper