Smoothed Moving Average (SMMA) Strategy added. #249
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WalkthroughThis pull request introduces the Smoothed Moving Average (SMMA) Strategy to the Indicator Go module. The changes include adding a new strategy type Changes
Sequence DiagramsequenceDiagram
participant Asset as Asset Snapshots
participant SMMA as SMMA Strategy
participant Compute as Compute Method
participant Action as Action Channel
Asset->>SMMA: Provide snapshots
SMMA->>Compute: Process snapshots
Compute->>Compute: Calculate short and long SMMA
Compute->>Action: Generate trading actions
Action-->>SMMA: Return Buy/Sell/Hold recommendations
Possibly related PRs
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #249 +/- ##
==========================================
+ Coverage 93.54% 93.59% +0.05%
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Files 173 174 +1
Lines 6101 6180 +79
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+ Hits 5707 5784 +77
- Misses 335 337 +2
Partials 59 59 ☔ View full report in Codecov by Sentry. |
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Actionable comments posted: 1
🧹 Nitpick comments (3)
strategy/trend/smma_strategy.go (2)
24-27: Correct spelling of "Smoothed" in the documentation.There is a minor spelling inconsistency: "Smooted" vs. "Smoothed." Correcting this ensures clarity.
-// Smooted Moving Averge (SMMA) strategy. A short-term SMMA crossing above +// Smoothed Moving Average (SMMA) strategy. A short-term SMMA crossing above
125-130: Column naming consistency.Using “MACD” and “Signal” columns might be a leftover from another strategy. Here they should be more descriptive of SMMA values, e.g. “Short SMMA” and “Long SMMA,” to avoid confusion.
-report.AddColumn(helper.NewNumericReportColumn("MACD", shortSmmas), 1) -report.AddColumn(helper.NewNumericReportColumn("Signal", longSmmas), 1) +report.AddColumn(helper.NewNumericReportColumn("Short SMMA", shortSmmas), 1) +report.AddColumn(helper.NewNumericReportColumn("Long SMMA", longSmmas), 1)strategy/trend/README.md (1)
793-854: Fix typos in SMMA strategy documentationThere are spelling errors in the documentation:
- "Smooted Moving Averge" should be "Smoothed Moving Average"
- // short-term Smooted Moving Averge (SMMA). + // short-term Smoothed Moving Average (SMMA). - // long-term Smooted Moving Averge (SMMA). + // long-term Smoothed Moving Average (SMMA).
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⛔ Files ignored due to path filters (1)
strategy/trend/testdata/smma_strategy.csvis excluded by!**/*.csv
📒 Files selected for processing (6)
README.md(1 hunks)strategy/trend/README.md(3 hunks)strategy/trend/smma_strategy.go(1 hunks)strategy/trend/smma_strategy_test.go(1 hunks)strategy/trend/trend.go(1 hunks)trend/README.md(4 hunks)
🔇 Additional comments (5)
strategy/trend/trend.go (1)
36-36: Great addition to the list of trend strategies.
This integrates the Smoothed Moving Average (SMMA) strategy into the existing AllStrategies function. Everything looks good here.
strategy/trend/smma_strategy_test.go (1)
39-56: Effective reporting test coverage.
• The creation of the HTML file and subsequent cleanup with defer os.Remove(fileName) is neat.
• Ensure test outputs are included in .gitignore so that temporary files do not clutter the repo.
README.md (1)
125-125: Accurate insertion of SMMA strategy reference.
The new bullet for “Smoothed Moving Average (SMMA) Strategy” fits well among other trend strategies.
strategy/trend/README.md (1)
88-93: LGTM: Index updated correctly with SMMA strategy
The SmmaStrategy type and its methods are properly documented in the index section, following the existing pattern and style.
trend/README.md (1)
Line range hint 1478-1505: LGTM: SMMA implementation is well-documented
The Smma type documentation and implementation:
- Provides clear formula explanation
- Includes usage examples
- Follows project conventions for function signatures
- Maintains consistency with other moving average implementations
| func TestSmmaStrategy(t *testing.T) { | ||
| snapshots, err := helper.ReadFromCsvFile[asset.Snapshot]("testdata/brk-b.csv", true) | ||
| if err != nil { | ||
| t.Fatal(err) | ||
| } | ||
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| results, err := helper.ReadFromCsvFile[strategy.Result]("testdata/smma_strategy.csv", true) | ||
| if err != nil { | ||
| t.Fatal(err) | ||
| } | ||
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| expected := helper.Map(results, func(r *strategy.Result) strategy.Action { return r.Action }) | ||
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| smma := trend.NewSmmaStrategy() | ||
| actual := smma.Compute(snapshots) | ||
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| err = helper.CheckEquals(actual, expected) | ||
| if err != nil { | ||
| t.Fatal(err) | ||
| } | ||
| } |
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💡 Codebase verification
Test data files are present but paths need to be updated
The test is using incorrect relative paths. The actual files are located at:
- "strategy/trend/testdata/brk-b.csv" instead of "testdata/brk-b.csv"
- "strategy/trend/testdata/smma_strategy.csv" instead of "testdata/smma_strategy.csv"
The test needs to be updated to use the correct paths relative to the test file location.
🔗 Analysis chain
Solid test coverage for SMMA strategy computation.
• The CSV-based testing approach provides strong validation.
• Good use of helper functions for reading input and verifying outputs.
• Consider verifying that “testdata/smma_strategy.csv” is present and correctly named in the repository.
🏁 Scripts executed
The following scripts were executed for the analysis:
Script:
#!/bin/bash
# Verify existence of smma_strategy.csv and brk-b.csv in testdata directory
fd smma_strategy.csv --exact-depth 2 --search-path testdata
fd brk-b.csv --exact-depth 2 --search-path testdata
Length of output: 307
Script:
#!/bin/bash
# Let's first find where the test file is located to determine the correct path
fd smma_strategy_test.go
# Then search for CSV files in the repository
fd -e csv
Length of output: 3922
Describe Request
Smoothed Moving Average (SMMA) Strategy added.
Change Type
New Strategy.
Summary by CodeRabbit
New Features
Bug Fixes
Tests