Alligator strategy is added. #253
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WalkthroughThe pull request introduces the Alligator Strategy to the Indicator Go module, focusing on trend analysis. The changes span multiple files, including README.md files and implementation files in the Changes
Sequence DiagramsequenceDiagram
participant User
participant AlligatorStrategy
participant AssetSnapshots
participant ActionChannel
User->>AlligatorStrategy: NewAlligatorStrategy()
User->>AlligatorStrategy: Compute(snapshots)
AlligatorStrategy->>AssetSnapshots: Process snapshots
AlligatorStrategy->>ActionChannel: Generate trading actions
ActionChannel-->>User: Return trading recommendations
Assessment against linked issues
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #253 +/- ##
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+ Coverage 93.47% 93.54% +0.07%
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Files 175 176 +1
Lines 6190 6277 +87
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+ Hits 5786 5872 +86
- Misses 344 345 +1
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Actionable comments posted: 0
🧹 Nitpick comments (3)
strategy/trend/README.md (3)
237-253: Consider enhancing the strategy documentation.While the documentation is good, it could be improved by adding:
- The relationship between the three SMAs (Jaw, Teeth, Lip)
- The specific trading signals that trigger buy/sell actions
- The typical parameter values and their significance
Consider adding the following to the type documentation:
-AlligatorStrategy represents the configuration parameters for calculating the Alligator strategy. It is a technical indicator to help identify the presence and the direction of the trend. It uses three Smooted Moving Averges (SMMAs). +AlligatorStrategy represents the configuration parameters for calculating the Alligator strategy. It is a technical indicator that helps identify trend presence and direction using three Smoothed Moving Averages (SMMAs): +- Jaw (blue line): Slowest SMA, represents the alligator's jaw +- Teeth (red line): Medium SMA, represents the alligator's teeth +- Lip (green line): Fastest SMA, represents the alligator's lip + +Trading signals: +- Buy: When the lines are ordered Lip > Teeth > Jaw (eating phase) +- Sell: When the lines are ordered Jaw > Teeth > Lip (sleeping phase) +- Hold: When the lines are intertwined (awakening phase)
255-272: Enhance constructor documentation with parameter constraints.The constructors would benefit from documentation about parameter constraints and relationships.
Add parameter validation information:
-NewAlligatorStrategyWith function initializes a new Alligator strategy instance with the given parameters. +NewAlligatorStrategyWith function initializes a new Alligator strategy instance with the given parameters. +Parameters should satisfy: jawPeriod > teethPeriod > lipPeriod > 0 for optimal signal generation.
273-299: Add more details about signal generation in Compute method.The Compute method documentation should explain the specific conditions that trigger each trading action.
Enhance the Compute method documentation:
-Compute processes the provided asset snapshots and generates a stream of actionable recommendations. +Compute processes the provided asset snapshots and generates a stream of actionable recommendations based on the Alligator strategy rules: +- BUY: When lines diverge and are ordered Lip > Teeth > Jaw (eating phase) +- SELL: When lines diverge and are ordered Jaw > Teeth > Lip (sleeping phase) +- HOLD: When lines are intertwined with small separation (awakening phase)
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⛔ Files ignored due to path filters (1)
strategy/trend/testdata/alligator_strategy.csvis excluded by!**/*.csv
📒 Files selected for processing (6)
README.md(1 hunks)helper/README.md(1 hunks)strategy/trend/README.md(3 hunks)strategy/trend/alligator_strategy.go(1 hunks)strategy/trend/alligator_strategy_test.go(1 hunks)strategy/trend/trend.go(1 hunks)
✅ Files skipped from review due to trivial changes (1)
- helper/README.md
🔇 Additional comments (14)
strategy/trend/trend.go (1)
26-26: Alligator Strategy successfully integrated.
The addition of NewAlligatorStrategy() is consistent with the overall structure for returning available trend strategies. No issues found with this integration step.
strategy/trend/alligator_strategy_test.go (3)
1-4: License and package declaration.
The license header and package declaration conform to project standards. No issues here.
16-36: Adequate input-output testing in TestAlligatorStrategy.
- The logical flow to read CSV files for input snapshots and expected results is correct.
- Use of
Mapto extract expected actions is clean and comprehensible. - The comparison with the actual computed actions ensures the correct functioning of the Alligator Strategy.
Great test coverage and structure.
38-54: Sufficient validation in TestAlligatorStrategyReport.
The test checks:
- Proper reading of snapshots from CSV files.
- Report creation via the Alligator Strategy.
- File cleanup after report generation (
defer helper.Remove).
No suggestion for changes.
strategy/trend/alligator_strategy.go (8)
1-16: License and imports confirmed.
The license is properly stated. The import statements for the asset, helper, strategy, and trend packages are relevant and aligned with file usage.
16-25: Appropriate default periods.
Defining default jaw, teeth, and lip periods (13, 8, and 5) follows standard Alligator Strategy conventions. This improves ease of use for a majority of scenarios.
27-39: Struct design fosters clarity.
AlligatorStrategystruct references necessary SMMA fields (Jaw, Teeth, Lip).- The descriptive comments for each field add to maintainability.
Implementation is clear and logically grouped.
41-49: Constructor with defaults is well-structured.
NewAlligatorStrategy delegates to NewAlligatorStrategyWith, minimizing code duplication. This approach is commendable.
50-57: Configurable constructor ensures flexibility.
By allowing custom jaw, teeth, and lip periods, it extends the strategy for specialized user needs.
59-66: Naming method is concise and informative.
The Name method effectively identifies the strategy name alongside its key parameters, aiding debug and logs.
68-97: Core computation logic is methodical.
- Splitting closings into multiple slices for concurrent SMMA calculations is an efficient approach.
- The shift by
commonPeriodensures alignment of actions with the actual data. - The use of
Buy,Sell, andHoldsignals is direct and consistent with typical strategy patterns.
No performance or logical issues detected.
99-146: Report generation is thoughtfully designed.
- The approach to generate annotated numeric columns (Close, Jaw, Teeth, Lip) and outcomes is well-structured.
- Synchronizing columns with
commonPeriodensures an aligned dataset. - The final
Reportobject is comprehensive for any user wanting a high-level overview of strategy performance.
Implementation aligns well with the existing reporting pattern.
README.md (1)
113-113: Documentation updated with Alligator Strategy.
This addition ensures that users can discover and understand how to leverage the Alligator Strategy.
strategy/trend/README.md (1)
132-146: LGTM! Constants are well-defined and documented.
The default period values (13, 8, 5) align with standard Alligator strategy parameters, and the naming convention follows the package style.
Describe Request
Alligator strategy is added.
Fixed #252
Change Type
New strategy.
Summary by CodeRabbit
New Features
AllStrategiesfunction to include the Alligator strategy.Bug Fixes
RemoveAllin the helper package documentation.Tests
Documentation