Adding Indicators

To add a new technical indicator to the backtest pipeline, follow this pattern.

Steps

1. Add the method to TechnicalAnalysis in src/strat.py:

   def get_my_indicator(self, period: int) -> pd.Series:
       """Compute my indicator on self.data['factor']."""
       factor = self.data["factor"]
       # ... compute indicator ...
       self.data["indicator"] = result
       return result
   

2. Add signal mapping — if the indicator is bounded (0–100 like RSI), set IS_BOUNDED_IND = 'Y' in REFDATA. The backend auto-selects bounded vs band signal functions.

3. Seed REFDATA — create a Liquibase changeset to insert into REFDATA.INDICATOR:

   INSERT INTO REFDATA.INDICATOR (
       METHOD_NAME, DISPLAY_NAME, IS_BOUNDED_IND,
       WIN_MIN, WIN_MAX, WIN_STEP, SIG_MIN, SIG_MAX, SIG_STEP,
       USER_ID, UPDATED_AT
   ) VALUES (
       'get_my_indicator', 'My Indicator', 'N',
       5, 100, 5, 0.25, 2.50, 0.25,
       'alfcheun', now()
   );
   

4. Write tests in tests/unit/test_strat.py — verify output shape, edge cases, NaN handling.

5. Run all tests: python -m pytest tests/ -v

Note

See the add-indicator skill at .github/skills/add-indicator/SKILL.md for the full checklist.