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[codex] Update Go module dependencies #68

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Merged
sdcoffey merged 1 commit into from
May 29, 2026
+17 −16
Merged

[codex] Update Go module dependencies #68

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6 changes: 3 additions & 3 deletions go.mod
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Original file line number Diff line number Diff line change
Expand Up @@ -3,12 +3,12 @@ module github.com/sdcoffey/techan
go 1.21

require (
github.com/sdcoffey/big v0.7.0
github.com/stretchr/testify v1.7.0
github.com/sdcoffey/big v0.8.0
github.com/stretchr/testify v1.11.1
)

require (
github.com/davecgh/go-spew v1.1.1 // indirect
github.com/pmezard/go-difflib v1.0.0 // indirect
gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c // indirect
gopkg.in/yaml.v3 v3.0.1 // indirect
)
15 changes: 6 additions & 9 deletions go.sum
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Original file line number Diff line number Diff line change
@@ -1,15 +1,12 @@
github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c=
github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
github.com/sdcoffey/big v0.7.0 h1:OnE7fcHq/C59WxWrMegftFa1nftCjsZLVf7PLXsxj2Y=
github.com/sdcoffey/big v0.7.0/go.mod h1:2T05Q7Mt6F1kHHb+PFa0odPFwU67YnSAFYgiYy7krPU=
github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME=
github.com/stretchr/testify v1.1.4/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs=
github.com/stretchr/testify v1.7.0 h1:nwc3DEeHmmLAfoZucVR881uASk0Mfjw8xYJ99tb5CcY=
github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
github.com/sdcoffey/big v0.8.0 h1:njCAnzEHdWUfYBK6Jj9NowXpIaE3p+s2S4qjlh/wn5I=
github.com/sdcoffey/big v0.8.0/go.mod h1:o0blP3VmRolJhiftTQnhwH+gUzqFPSXDDshA6Ddc854=
github.com/stretchr/testify v1.11.1 h1:7s2iGBzp5EwR7/aIZr8ao5+dra3wiQyKjjFuvgVKu7U=
github.com/stretchr/testify v1.11.1/go.mod h1:wZwfW3scLgRK+23gO65QZefKpKQRnfz6sD981Nm4B6U=
gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405 h1:yhCVgyC4o1eVCa2tZl7eS0r+SDo693bJlVdllGtEeKM=
gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c h1:dUUwHk2QECo/6vqA44rthZ8ie2QXMNeKRTHCNY2nXvo=
gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA=
gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
12 changes: 8 additions & 4 deletions rule_stop.go
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Original file line number Diff line number Diff line change
@@ -1,6 +1,10 @@
package techan

import "github.com/sdcoffey/big"
import (
"strconv"

"github.com/sdcoffey/big"
)

type stopLossRule struct {
Indicator
Expand All @@ -12,7 +16,7 @@ type stopLossRule struct {
func NewStopLossRule(series *TimeSeries, lossTolerance float64) Rule {
return stopLossRule{
Indicator: NewClosePriceIndicator(series),
tolerance: big.NewDecimal(lossTolerance),
tolerance: big.NewFromString(strconv.FormatFloat(lossTolerance, 'f', -1, 64)),
}
}

Expand All @@ -25,9 +29,9 @@ func (slr stopLossRule) IsSatisfied(index int, record *TradingRecord) bool {
currentPrice := slr.Indicator.Calculate(index)
entryPrice := entryOrder.Price

loss := currentPrice.Div(entryPrice).Sub(big.ONE)
loss := currentPrice.Sub(entryPrice).Div(entryPrice)
if entryOrder.Side == SELL {
loss = big.ONE.Sub(currentPrice.Div(entryPrice))
loss = entryPrice.Sub(currentPrice).Div(entryPrice)
}

return loss.LTE(slr.tolerance)
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