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Coppock Curve Strategy added. Issue 344 (#388)
# Describe Request Implements the Coppock Curve Strategy as requested in issue #344. The Coppock Curve indicator already exists in the `momentum` package. This PR adds the strategy layer on top of it. Fixed #344 # Change Type New strategy. --------- Signed-off-by: Eonyak Cho <eonyakcho@gmail.com> Co-authored-by: Onur Cinar <onur.cinar@gmail.com>
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‎README.md‎

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@@ -168,6 +168,7 @@ The following list of strategies are currently supported by this package:
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### 🚀 Momentum Strategies
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- [Awesome Oscillator Strategy](strategy/momentum/README.md#AwesomeOscillatorStrategy)
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- [Coppock Curve Strategy](strategy/momentum/README.md#CoppockCurveStrategy)
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- [Elder Ray Strategy](strategy/momentum/README.md#ElderRayStrategy)
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- [Ichimoku Cloud Strategy](strategy/momentum/README.md#IchimokuCloudStrategy)
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- [RSI Strategy](strategy/momentum/README.md#RsiStrategy)

‎strategy/momentum/README.md‎

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- [func \(a \*AwesomeOscillatorStrategy\) ComputeWithContext\(ctx context.Context, snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#AwesomeOscillatorStrategy.ComputeWithContext>)
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- [func \(\*AwesomeOscillatorStrategy\) Name\(\) string](<#AwesomeOscillatorStrategy.Name>)
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- [func \(a \*AwesomeOscillatorStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#AwesomeOscillatorStrategy.Report>)
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- [type CoppockCurveStrategy](<#CoppockCurveStrategy>)
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- [func NewCoppockCurveStrategy\(\) \*CoppockCurveStrategy](<#NewCoppockCurveStrategy>)
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- [func \(c \*CoppockCurveStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#CoppockCurveStrategy.Compute>)
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- [func \(c \*CoppockCurveStrategy\) ComputeWithContext\(ctx context.Context, snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#CoppockCurveStrategy.ComputeWithContext>)
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- [func \(\*CoppockCurveStrategy\) Name\(\) string](<#CoppockCurveStrategy.Name>)
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- [func \(c \*CoppockCurveStrategy\) Report\(cr \<\-chan \*asset.Snapshot\) \*helper.Report](<#CoppockCurveStrategy.Report>)
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- [type ElderRayStrategy](<#ElderRayStrategy>)
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- [func NewElderRayStrategy\(\) \*ElderRayStrategy](<#NewElderRayStrategy>)
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- [func \(e \*ElderRayStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan strategy.Action](<#ElderRayStrategy.Compute>)
@@ -224,6 +230,65 @@ func (a *AwesomeOscillatorStrategy) Report(c <-chan *asset.Snapshot) *helper.Rep
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Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
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<a name="CoppockCurveStrategy"></a>
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## type [CoppockCurveStrategy](<https://github.com/cinar/indicator/blob/master/strategy/momentum/coppock_curve_strategy.go#L18-L21>)
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CoppockCurveStrategy represents the configuration parameters for calculating the Coppock Curve strategy. A positive Coppock Curve value suggests a Buy signal, while a negative value suggests a Sell signal.
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```go
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type CoppockCurveStrategy struct {
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// CoppockCurve represents the configuration parameters for calculating the Coppock Curve.
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CoppockCurve *momentum.CoppockCurve[float64]
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}
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```
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<a name="NewCoppockCurveStrategy"></a>
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### func [NewCoppockCurveStrategy](<https://github.com/cinar/indicator/blob/master/strategy/momentum/coppock_curve_strategy.go#L24>)
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```go
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func NewCoppockCurveStrategy() *CoppockCurveStrategy
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```
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NewCoppockCurveStrategy function initializes a new Coppock Curve strategy instance with the default parameters.
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<a name="CoppockCurveStrategy.Compute"></a>
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### func \(\*CoppockCurveStrategy\) [Compute](<https://github.com/cinar/indicator/blob/master/strategy/momentum/coppock_curve_strategy.go#L94>)
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```go
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func (c *CoppockCurveStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
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```
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Compute wraps ComputeWithContext for backwards compatibility.
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Deprecated: Use ComputeWithContext instead.
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<a name="CoppockCurveStrategy.ComputeWithContext"></a>
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### func \(\*CoppockCurveStrategy\) [ComputeWithContext](<https://github.com/cinar/indicator/blob/master/strategy/momentum/coppock_curve_strategy.go#L36>)
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```go
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func (c *CoppockCurveStrategy) ComputeWithContext(ctx context.Context, snapshots <-chan *asset.Snapshot) <-chan strategy.Action
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```
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ComputeWithContext processes the provided asset snapshots and generates a stream of actionable recommendations.
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<a name="CoppockCurveStrategy.Name"></a>
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### func \(\*CoppockCurveStrategy\) [Name](<https://github.com/cinar/indicator/blob/master/strategy/momentum/coppock_curve_strategy.go#L31>)
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```go
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func (*CoppockCurveStrategy) Name() string
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```
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Name returns the name of the strategy.
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<a name="CoppockCurveStrategy.Report"></a>
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### func \(\*CoppockCurveStrategy\) [Report](<https://github.com/cinar/indicator/blob/master/strategy/momentum/coppock_curve_strategy.go#L59>)
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```go
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func (c *CoppockCurveStrategy) Report(cr <-chan *asset.Snapshot) *helper.Report
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```
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Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
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<a name="ElderRayStrategy"></a>
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## type [ElderRayStrategy](<https://github.com/cinar/indicator/blob/master/strategy/momentum/elder_ray_strategy.go#L20-L23>)
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‎strategy/momentum/coppock_curve_strategy.go‎

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// Copyright (c) 2021-2026 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 momentum
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import (
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"context"
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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/momentum"
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"github.com/cinar/indicator/v2/strategy"
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)
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// CoppockCurveStrategy represents the configuration parameters for calculating the Coppock Curve strategy.
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// A positive Coppock Curve value suggests a Buy signal, while a negative value suggests a Sell signal.
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type CoppockCurveStrategy struct {
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// CoppockCurve represents the configuration parameters for calculating the Coppock Curve.
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CoppockCurve *momentum.CoppockCurve[float64]
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}
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// NewCoppockCurveStrategy function initializes a new Coppock Curve strategy instance with the default parameters.
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func NewCoppockCurveStrategy() *CoppockCurveStrategy {
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return &CoppockCurveStrategy{
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CoppockCurve: momentum.NewCoppockCurve[float64](),
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}
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}
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// Name returns the name of the strategy.
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func (*CoppockCurveStrategy) Name() string {
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return "Coppock Curve Strategy"
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}
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// ComputeWithContext processes the provided asset snapshots and generates a stream of actionable recommendations.
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func (c *CoppockCurveStrategy) ComputeWithContext(ctx context.Context, snapshots <-chan *asset.Snapshot) <-chan strategy.Action {
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closings := asset.SnapshotsAsClosingsWithContext(ctx, snapshots)
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coppock := c.CoppockCurve.ComputeWithContext(ctx, closings)
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actions := helper.MapWithContext(ctx, coppock, func(value float64) strategy.Action {
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if value > 0 {
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return strategy.Buy
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}
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if value < 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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actions = helper.ShiftWithContext(ctx, actions, c.CoppockCurve.IdlePeriod(), strategy.Hold)
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return actions
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}
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// Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
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func (c *CoppockCurveStrategy) Report(cr <-chan *asset.Snapshot) *helper.Report {
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//
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// snapshots[0] -> dates
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// snapshots[1] -> Compute -> actions -> annotations
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// snapshots[2] -> closings[0] -> close
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// closings[1] -> CoppockCurve.Compute -> coppock
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//
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snapshots := helper.Duplicate(cr, 3)
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dates := asset.SnapshotsAsDates(snapshots[0])
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closings := helper.Duplicate(asset.SnapshotsAsClosings(snapshots[2]), 2)
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coppock := helper.Shift(c.CoppockCurve.Compute(closings[0]), c.CoppockCurve.IdlePeriod(), 0)
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actions, outcomes := strategy.ComputeWithOutcome(c, snapshots[1])
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annotations := strategy.ActionsToAnnotations(actions)
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outcomes = helper.MultiplyBy(outcomes, 100)
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report := helper.NewReport(c.Name(), dates)
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report.AddChart()
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report.AddChart()
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report.AddColumn(helper.NewNumericReportColumn("Close", closings[1]))
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report.AddColumn(helper.NewNumericReportColumn("Coppock Curve", coppock), 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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}
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// Compute wraps ComputeWithContext for backwards compatibility.
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//
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// Deprecated: Use ComputeWithContext instead.
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func (c *CoppockCurveStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action {
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return c.ComputeWithContext(context.Background(), snapshots)
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}

‎strategy/momentum/coppock_curve_strategy_test.go‎

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// Copyright (c) 2021-2026 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 momentum_test
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import (
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"context"
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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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indMomentum "github.com/cinar/indicator/v2/momentum"
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"github.com/cinar/indicator/v2/strategy"
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"github.com/cinar/indicator/v2/strategy/momentum"
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)
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func TestCoppockCurveStrategy(t *testing.T) {
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snapshots, err := helper.ReadFromCsvFile[asset.Snapshot]("testdata/brk-b.csv")
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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/coppock_curve_strategy.csv")
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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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cc := momentum.NewCoppockCurveStrategy()
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actual := cc.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 TestCoppockCurveStrategyReport(t *testing.T) {
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snapshots, err := helper.ReadFromCsvFile[asset.Snapshot]("testdata/brk-b.csv")
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if err != nil {
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t.Fatal(err)
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}
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cc := momentum.NewCoppockCurveStrategy()
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report := cc.Report(snapshots)
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fileName := "coppock_curve_strategy.html"
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defer helper.Remove(t, 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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func TestCoppockCurveStrategyZeroAndContext(t *testing.T) {
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ctx, cancel := context.WithCancel(context.Background())
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defer cancel()
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cc := momentum.NewCoppockCurveStrategy()
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cc.CoppockCurve = indMomentum.NewCoppockCurveWithPeriods[float64](1, 1, 1)
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snapshots := []*asset.Snapshot{
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{Close: 10},
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{Close: 11},
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{Close: 11},
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{Close: 10},
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}
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actions := cc.ComputeWithContext(ctx, helper.SliceToChan(snapshots))
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actual := helper.ChanToSlice(actions)
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expected := []strategy.Action{
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strategy.Hold, // Idle period (index 0)
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strategy.Buy, // Coppock > 0 (index 1)
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strategy.Hold, // Coppock == 0 (index 2)
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strategy.Sell, // Coppock < 0 (index 3)
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}
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if len(actual) != len(expected) {
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t.Fatalf("expected length %d, got %d", len(expected), len(actual))
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}
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for i, v := range actual {
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if v != expected[i] {
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t.Errorf("at index %d: expected %v, got %v", i, expected[i], v)
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}
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}
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}

‎strategy/momentum/momentum.go‎

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return []strategy.Strategy{
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NewAwesomeOscillatorStrategy(),
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NewElderRayStrategy(),
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NewCoppockCurveStrategy(),
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NewIchimokuCloudStrategy(),
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NewRsiStrategy(),
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NewStochasticOscillatorStrategy(),

‎strategy/momentum/momentum_test.go‎

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func TestAllStrategies(t *testing.T) {
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strategies := momentum.AllStrategies()
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if len(strategies) != 8 {
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t.Fatalf("expected 8 strategies, got %d", len(strategies))
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if len(strategies) != 9 {
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t.Fatalf("expected 9 strategies, got %d", len(strategies))
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}
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}

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