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Ease of Movement Strategy is added. (#241)
# Describe Request Ease of Movement Strategy is added. # Change Type New strategy. <!-- This is an auto-generated comment: release notes by coderabbit.ai --> ## Summary by CodeRabbit - **New Features** - Introduced the `EaseOfMovementStrategy`, providing buy and sell recommendations based on market data. - Enhanced the documentation with a comprehensive overview of version 2 features, including improved configurability and backtesting capabilities. - Expanded and reorganized the lists of indicators and strategies. - **Documentation** - Updated the `README.md` to clarify installation, usage, contributing guidelines, and licensing information. - Added a section detailing repository implementations and synchronization functionality. <!-- end of auto-generated comment: release notes by coderabbit.ai -->
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‎README.md‎

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@@ -142,7 +142,7 @@ The following list of strategies are currently supported by this package:
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### 📢 Volume Strategies
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- [Chaikin Money Flow Strategy](strategy/volume/README.md#type-chaikinmoneyflowstrategy)
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- Ease of Movement Strategy
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- [Ease of Movement Strategy](strategy/volume/README.md#type-easeofmovementstrategy)
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- [Force Index Strategy](strategy/volume/README.md#type-forceindexstrategy)
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- [Money Flow Index Strategy](strategy/volume/README.md#type-moneyflowindexstrategy)
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- [Negative Volume Index Strategy](strategy/volume/README.md#type-negativevolumeindexstrategy)

‎strategy/volume/README.md‎

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- [func \(c \*ChaikinMoneyFlowStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#ChaikinMoneyFlowStrategy.Compute>)
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- [func \(c \*ChaikinMoneyFlowStrategy\) Name\(\) string](<#ChaikinMoneyFlowStrategy.Name>)
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- [func \(c \*ChaikinMoneyFlowStrategy\) Report\(snapshots \<\-chan \*asset.Snapshot\) \*helper.Report](<#ChaikinMoneyFlowStrategy.Report>)
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- [type EaseOfMovementStrategy](<#EaseOfMovementStrategy>)
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- [func NewEaseOfMovementStrategy\(\) \*EaseOfMovementStrategy](<#NewEaseOfMovementStrategy>)
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- [func NewEaseOfMovementStrategyWith\(period int\) \*EaseOfMovementStrategy](<#NewEaseOfMovementStrategyWith>)
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- [func \(e \*EaseOfMovementStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#EaseOfMovementStrategy.Compute>)
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- [func \(e \*EaseOfMovementStrategy\) Name\(\) string](<#EaseOfMovementStrategy.Name>)
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- [func \(e \*EaseOfMovementStrategy\) Report\(snapshots \<\-chan \*asset.Snapshot\) \*helper.Report](<#EaseOfMovementStrategy.Report>)
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- [type ForceIndexStrategy](<#ForceIndexStrategy>)
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- [func NewForceIndexStrategy\(\) \*ForceIndexStrategy](<#NewForceIndexStrategy>)
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- [func NewForceIndexStrategyWith\(period int\) \*ForceIndexStrategy](<#NewForceIndexStrategyWith>)
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Report function processes the provided asset snapshots and generates a report annotated with the recommended actions.
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<a name="EaseOfMovementStrategy"></a>
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## type [EaseOfMovementStrategy](<https://github.com/cinar/indicator/blob/master/strategy/volume/ease_of_movement_strategy.go#L18-L21>)
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EaseOfMovementStrategy represents the configuration parameters for calculating the Ease of Movement strategy. Recommends a Buy action when it crosses above 0, and recommends a Sell action when it crosses below 0.
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```go
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type EaseOfMovementStrategy struct {
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// EaseOfMovement is the Ease of Movement indicator instance.
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EaseOfMovement *volume.Emv[float64]
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}
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```
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<a name="NewEaseOfMovementStrategy"></a>
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### func [NewEaseOfMovementStrategy](<https://github.com/cinar/indicator/blob/master/strategy/volume/ease_of_movement_strategy.go#L25>)
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```go
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func NewEaseOfMovementStrategy() *EaseOfMovementStrategy
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```
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NewEaseOfMovementStrategy function initializes a new Ease of Movement strategy instance with the default parameters.
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<a name="NewEaseOfMovementStrategyWith"></a>
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### func [NewEaseOfMovementStrategyWith](<https://github.com/cinar/indicator/blob/master/strategy/volume/ease_of_movement_strategy.go#L33>)
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```go
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func NewEaseOfMovementStrategyWith(period int) *EaseOfMovementStrategy
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```
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NewEaseOfMovementStrategyWith function initializes a new Ease of Movement strategy instance with the given parameters.
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<a name="EaseOfMovementStrategy.Compute"></a>
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### func \(\*EaseOfMovementStrategy\) [Compute](<https://github.com/cinar/indicator/blob/master/strategy/volume/ease_of_movement_strategy.go#L45>)
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```go
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func (e *EaseOfMovementStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
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```
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Compute function processes the provided asset snapshots and generates a stream of actionable recommendations.
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<a name="EaseOfMovementStrategy.Name"></a>
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### func \(\*EaseOfMovementStrategy\) [Name](<https://github.com/cinar/indicator/blob/master/strategy/volume/ease_of_movement_strategy.go#L40>)
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```go
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func (e *EaseOfMovementStrategy) Name() string
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```
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Name function returns the name of the strategy.
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<a name="EaseOfMovementStrategy.Report"></a>
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### func \(\*EaseOfMovementStrategy\) [Report](<https://github.com/cinar/indicator/blob/master/strategy/volume/ease_of_movement_strategy.go#L73>)
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```go
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func (e *EaseOfMovementStrategy) Report(snapshots <-chan *asset.Snapshot) *helper.Report
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```
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Report function processes the provided asset snapshots and generates a report annotated with the recommended actions.
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<a name="ForceIndexStrategy"></a>
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## type [ForceIndexStrategy](<https://github.com/cinar/indicator/blob/master/strategy/volume/force_index_strategy.go#L18-L21>)
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‎strategy/volume/ease_of_movement_strategy.go‎

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// Copyright (c) 2021-2024 Onur Cinar.
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// The source code is provided under GNU AGPLv3 License.
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// https://github.com/cinar/indicator
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package volume
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import (
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"fmt"
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"github.com/cinar/indicator/v2/asset"
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"github.com/cinar/indicator/v2/helper"
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"github.com/cinar/indicator/v2/strategy"
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"github.com/cinar/indicator/v2/volume"
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)
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// EaseOfMovementStrategy represents the configuration parameters for calculating the Ease of Movement strategy.
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// Recommends a Buy action when it crosses above 0, and recommends a Sell action when it crosses below 0.
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type EaseOfMovementStrategy struct {
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// EaseOfMovement is the Ease of Movement indicator instance.
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EaseOfMovement *volume.Emv[float64]
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}
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// NewEaseOfMovementStrategy function initializes a new Ease of Movement strategy instance with the
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// default parameters.
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func NewEaseOfMovementStrategy() *EaseOfMovementStrategy {
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return NewEaseOfMovementStrategyWith(
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volume.DefaultEmvPeriod,
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)
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}
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// NewEaseOfMovementStrategyWith function initializes a new Ease of Movement strategy instance with the
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// given parameters.
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func NewEaseOfMovementStrategyWith(period int) *EaseOfMovementStrategy {
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return &EaseOfMovementStrategy{
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EaseOfMovement: volume.NewEmvWithPeriod[float64](period),
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}
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}
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// Name function returns the name of the strategy.
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func (e *EaseOfMovementStrategy) Name() string {
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return fmt.Sprintf("Ease of Movement Strategy (%d)", e.EaseOfMovement.IdlePeriod()+1)
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}
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// Compute function processes the provided asset snapshots and generates a stream of actionable recommendations.
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func (e *EaseOfMovementStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action {
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snapshotsSplice := helper.Duplicate(snapshots, 3)
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highs := asset.SnapshotsAsHighs(snapshotsSplice[0])
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lows := asset.SnapshotsAsLows(snapshotsSplice[1])
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volumes := asset.SnapshotsAsVolumes(snapshotsSplice[2])
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emvs := e.EaseOfMovement.Compute(highs, lows, volumes)
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actions := helper.Map(emvs, func(emv float64) strategy.Action {
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if emv > 0 {
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return strategy.Buy
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}
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if emv < 0 {
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return strategy.Sell
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}
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return strategy.Hold
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})
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// Ease of Movement starts only after a full period.
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actions = helper.Shift(actions, e.EaseOfMovement.IdlePeriod(), strategy.Hold)
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return actions
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}
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// Report function processes the provided asset snapshots and generates a report annotated with the recommended actions.
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func (e *EaseOfMovementStrategy) Report(snapshots <-chan *asset.Snapshot) *helper.Report {
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//
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// snapshots[0] -> dates
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// snapshots[1] -> highs |
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// snapshots[2] -> lows |
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// snapshots[3] -> volumes -> emv
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// snapshots[4] -> closings
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// snapshots[5] -> actions -> annotations
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// -> outcomes
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//
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snapshotsSplice := helper.Duplicate(snapshots, 6)
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dates := helper.Skip(
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asset.SnapshotsAsDates(snapshotsSplice[0]),
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e.EaseOfMovement.IdlePeriod(),
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)
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highs := asset.SnapshotsAsHighs(snapshotsSplice[1])
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lows := asset.SnapshotsAsLows(snapshotsSplice[2])
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volumes := asset.SnapshotsAsVolumes(snapshotsSplice[3])
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closings := helper.Skip(
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asset.SnapshotsAsClosings(snapshotsSplice[4]),
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e.EaseOfMovement.IdlePeriod(),
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)
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emvs := e.EaseOfMovement.Compute(highs, lows, volumes)
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actions, outcomes := strategy.ComputeWithOutcome(e, snapshotsSplice[5])
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actions = helper.Skip(actions, e.EaseOfMovement.IdlePeriod())
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outcomes = helper.Skip(outcomes, e.EaseOfMovement.IdlePeriod())
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annotations := strategy.ActionsToAnnotations(actions)
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outcomes = helper.MultiplyBy(outcomes, 100)
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report := helper.NewReport(e.Name(), dates)
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report.AddChart()
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report.AddChart()
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report.AddColumn(helper.NewNumericReportColumn("Close", closings))
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report.AddColumn(helper.NewNumericReportColumn("Ease of Movement", emvs), 1)
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report.AddColumn(helper.NewAnnotationReportColumn(annotations), 0, 1)
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report.AddColumn(helper.NewNumericReportColumn("Outcome", outcomes), 2)
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return report
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}

‎strategy/volume/ease_of_movement_strategy_test.go‎

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// Copyright (c) 2021-2024 Onur Cinar.
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// The source code is provided under GNU AGPLv3 License.
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// https://github.com/cinar/indicator
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package volume_test
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import (
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"os"
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"testing"
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"github.com/cinar/indicator/v2/asset"
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"github.com/cinar/indicator/v2/helper"
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"github.com/cinar/indicator/v2/strategy"
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"github.com/cinar/indicator/v2/strategy/volume"
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)
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func TestEaseOfMovementStrategy(t *testing.T) {
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snapshots, err := helper.ReadFromCsvFile[asset.Snapshot]("testdata/brk-b.csv", true)
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if err != nil {
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t.Fatal(err)
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}
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results, err := helper.ReadFromCsvFile[strategy.Result]("testdata/ease_of_movement_strategy.csv", true)
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if err != nil {
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t.Fatal(err)
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}
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expected := helper.Map(results, func(r *strategy.Result) strategy.Action { return r.Action })
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emvs := volume.NewEaseOfMovementStrategy()
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actual := emvs.Compute(snapshots)
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err = helper.CheckEquals(actual, expected)
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if err != nil {
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t.Fatal(err)
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}
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}
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func TestEaseOfMovementStrategyReport(t *testing.T) {
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snapshots, err := helper.ReadFromCsvFile[asset.Snapshot]("testdata/brk-b.csv", true)
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if err != nil {
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t.Fatal(err)
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}
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emvs := volume.NewEaseOfMovementStrategy()
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report := emvs.Report(snapshots)
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fileName := "ease_of_movement_strategy.html"
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defer os.Remove(fileName)
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err = report.WriteToFile(fileName)
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if err != nil {
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t.Fatal(err)
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}
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}

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