Github Repo Updates, Requests for Contribution

Here’s an update on the Github repo. We have added quite abit of code documentation, as well as tests. Here is the relevant commit:

https://github.com/hangukquant/hanguk_collab/commit/30148ab190b8a64eb229c242152cf2864692c75d

For the paid readers who have yet to join our Github:

HangukQuant Community Github Repo

For unpaid readers who have reached out to me for special permission to get access - I have done so in many cases. I trust that you do intend to follow through with your promises to contribute to the discussion and implementation on the project. I am very thankful for those of you who have already pointed out some bugs in the source code.

For those of you who have yet to gain access - and are unpaid - you can offer to contribute some unique/helpful features or regularly offer to pick up some of the pending tasks. We already some interesting features suggested by readers, and I look forward to go through them It is also a fantastic way for beginner programmers to learn how to do source control and participate in larger codebases.

Here is some help we would like actually - and a super, duper easy one. Two lines code only.

We would like some more primitives in our mathematical parser-evaluator, particularly, compound functions. All you have to do is write down equivalent string representations composed of the already present primitives/terminals in or quantlib.gene module:

        if self.prim == "grssret":
            equiv=Gene.str_to_gene(f"div(close,delay_{space}(close))")
        if self.prim == "logret":
            equiv=Gene.str_to_gene(f"log(grssret_{space}())")
        if self.prim == "netret":
            equiv=Gene.str_to_gene(f"minus(grssret_{space}(),const_1)")
        if self.prim == "volatility":
            equiv=Gene.str_to_gene(f"std_{space}(logret_1())")

The rest of the infra would take care of it, so if you specify the formula correctly - then our evaluator would handle computation of any formulas using that primitive.

Here are some suggestions you may want to implement:

1. Moving Averages:

   • Simple Moving Average (SMA)

   • Exponential Moving Average (EMA)

   • Weighted Moving Average (WMA)

   • Hull Moving Average (HMA)

   • Adaptive Moving Average (AMA)

   • Volume Weighted Moving Average (VWMA)

   • Triangular Moving Average (TMA)

   • Double Exponential Moving Average (DEMA)

   • Triple Exponential Moving Average (TEMA)

   • Kaufman's Adaptive Moving Average (KAMA)

   • etc.

2. Oscillators:

   • Relative Strength Index (RSI)

   • Stochastic Oscillator

   • Moving Average Convergence Divergence (MACD)

   • Commodity Channel Index (CCI)

   • Money Flow Index (MFI)

   • Rate of Change (ROC)

   • Williams %R

   • Ultimate Oscillator

   • Detrended Price Oscillator (DPO)

   • Awesome Oscillator (AO)

   • True Strength Index (TSI)

   • Accumulation/Distribution (A/D)

   • Chaikin Oscillator

   • Momentum

   • Percentage Price Oscillator (PPO)

   • Percentage Volume Oscillator (PVO)

   • etc.

3. Volume-Based Indicators:

   • Volume

   • Volume Weighted Average Price (VWAP)

   • On-Balance Volume (OBV)

   • Chaikin Money Flow (CMF)

   • Price-Volume Trend (PVT)

   • Money Flow Index (MFI)

   • Accumulation/Distribution Line (A/D Line)

   • Ease of Movement (EOM)

   • Force Index

   • Volume Profile

   • Volume Rate of Change (VROC)

   • etc.

4. Trend Indicators:

   • Average Directional Index (ADX)

   • Parabolic SAR (PSAR)

   • Ichimoku Cloud

   • SuperTrend

   • Bollinger Bands

   • Donchian Channels

   • Keltner Channels

   • Pivot Points

   • Fibonacci Retracement/Extension

   • Trendlines

   • Linear Regression Lines