(GCTScript) Add technical analysis support via script bindings (#467)

* added mfi and example

* renamed to moving average

* converted to array return type and added obv and mfi

* started work on test coverage

* test coverage added for rsi & mfi

* test coverage added for all indicators removed go mod replace moved to append helper method

* moved all indicators to new appendTo and increased test coverage

* added additional test and bumped go-talib to latest commi

* go.mod update

* linter fixes

* go mod clean up

* small fixes

* reverted changes from previous attempt to rework as data is still incorrect now passing full OHLCV data back to script binding

* testing new structure of passing full ohlcv data

* started linking ohlcv to gctscript

* OHCLV link up completed reworking passing back to indicators started

* OHCLV link up completed reworking passing back to indicators started

* added test coverage for tofloat

* linter fixes (gofmt)

* removed unused value

* improved test coverage

* added correct detection for 1w added ParseInterval test coverage moved OHCLV string to const

* removed unused value

* first round of changes addressed

* all indicators have been split with packages named after each indicator and a new calculate() method added

* linters

* fixed tests

* added check to check ta is running in validator for uploading

* Added test data for OHLCV testing new indicator interface for wrapper

* typed const to float64

* reworked validator data to generate previous timestamps

* rewored macd to return slice of array

* adding bbands linking and example

* why didn't this pick it up before :D

* bumped up total number of modules for test

* moved parseIndicator to exchange added comments

* test coverage added for ParseMAType & ParseIndicatorSelector

* gofmt

* WIP changes

* updated tests for bbands  & obv bumped to latest go-talib

* move multiple use strong to const

* reverted rpc.pb.go to master

* added 4w option

* removed selector from obv as unneeded

* improved test coverage and reworked all indicator methods on how they pass errors back

* order incoming OHCLV data

* revert go.mod

* removed verbose toggles

* added spot asset type

* removed 4w as its unused/uncommon

* renamed

* reworked further tests

* converted all examples to use coinbasepro for consistency

* updated all date ranges to 2019 + 6 months

* backported binance OHLCV wrapper from #479

* removed o

* rounded numbers

* chnage requests addressed and attempt to fix MACD... today has been really unproctive code wise :D

* Migrated to gct-ta library

* Corrected test import

* wording changes on test

* removed TA lib from go.mod

* PR changes addressed

Removed parallel running from tests due to slight possibility in very extreme cases TestExecution might not be set to the expected value and will cause lower test coverage

* removed pkg folder

* bumped gct-ta version

* gct-ta version bump

gctscript/examples/exchange/ohlcv.gct

@@ -0,0 +1,11 @@
+fmt := import("fmt")
+exch := import("exchange")
+t := import("times")
+
+load := func() {
+   start := t.add(t.now(), -t.hour*24)
+   ohlcvData := exch.ohlcv("coinbasepro", "BTC-USD", "-", "SPOT", start, t.now(), "1h")
+   fmt.println(ohlcvData)
+}
+
+load()

gctscript/examples/ta/atr.gct

@@ -0,0 +1,15 @@
+fmt := import("fmt")
+exch := import("exchange")
+t := import("times")
+atr := import("indicator/atr")
+
+load := func() {
+    start := t.date(2017, 8 , 17, 0 , 0 , 0, 0)
+    end := t.add_date(start, 0, 6 , 0)
+    ohlcvData := exch.ohlcv("binance", "BTC-USDT", "-", "SPOT", start, end, "1d")
+
+    ret := atr.calculate(ohlcvData.candles, 14)
+    fmt.println(ret)
+}
+
+load()

gctscript/examples/ta/bbands.gct

@@ -0,0 +1,15 @@
+fmt := import("fmt")
+exch := import("exchange")
+t := import("times")
+bbands := import("indicator/bbands")
+
+load := func() {
+    start := t.date(2017, 8 , 17 , 0 , 0 , 0, 0)
+    end := t.add_date(start, 0, 6 , 0)
+    ohlcvData := exch.ohlcv("binance", "BTC-USDT", "-", "SPOT", start, end, "1d")
+
+    ret := bbands.calculate("close", ohlcvData.candles, 20, 2.0, 2.0, "sma")
+    fmt.println(ret)
+}
+
+load()

gctscript/examples/ta/ema.gct

@@ -0,0 +1,19 @@
+fmt := import("fmt")
+exch := import("exchange")
+t := import("times")
+sma := import("indicator/sma")
+ema := import("indicator/ema")
+
+load := func() {
+    start := t.date(2017, 8 , 17 , 0 , 0 , 0, 0)
+    end := t.add_date(start, 0, 6 , 0)
+    ohlcvData := exch.ohlcv("binance", "BTC-USDT", "-", "SPOT", start, end, "1d")
+
+    ret := ema.calculate(ohlcvData.candles, 9)
+    fmt.println(ret)
+
+    ret = sma.calculate(ohlcvData.candles, 9)
+    fmt.println(ret)
+}
+
+load()

gctscript/examples/ta/macd.gct

@@ -0,0 +1,15 @@
+fmt := import("fmt")
+exch := import("exchange")
+t := import("times")
+macd := import("indicator/macd")
+
+load := func() {
+    start := t.date(2017, 8 , 17 , 0 , 0 , 0, 0)
+    end := t.add_date(start, 0, 6 , 0)
+    ohlcvData := exch.ohlcv("binance", "BTC-USDT", "-", "SPOT", start, end, "1d")
+
+    ret := macd.calculate(ohlcvData.candles, 12, 26, 9)
+    fmt.println(ret)
+}
+
+load()

gctscript/examples/ta/mfi.gct

@@ -0,0 +1,15 @@
+fmt := import("fmt")
+exch := import("exchange")
+t := import("times")
+mfi := import("indicator/mfi")
+
+load := func() {
+    start := t.date(2017, 8 , 17 , 0 , 0 , 0, 0)
+    end := t.add_date(start, 0, 6 , 0)
+    ohlcvData := exch.ohlcv("binance", "BTC-USDT", "-", "SPOT", start, end, "1d")
+
+    ret := mfi.calculate(ohlcvData.candles, 14)
+    fmt.println(ret)
+}
+
+load()

gctscript/examples/ta/obv.gct

@@ -0,0 +1,16 @@
+fmt := import("fmt")
+exch := import("exchange")
+t := import("times")
+obv := import("indicator/obv")
+
+load := func() {
+    start := t.date(2017, 8 , 17 , 0 , 0 , 0, 0)
+    end := t.add_date(start, 0, 6 , 0)
+    ohlcvData := exch.ohlcv("binance", "BTC-USDT", "-", "SPOT", start, end, "1d")
+
+    ret := obv.calculate(ohlcvData.candles)
+    fmt.println(ret)
+}
+
+load()
+

gctscript/examples/ta/rsi.gct

@@ -0,0 +1,15 @@
+fmt := import("fmt")
+exch := import("exchange")
+t := import("times")
+rsi := import("indicator/rsi")
+
+load := func() {
+    start := t.date(2017, 8 , 17 , 0 , 0 , 0, 0)
+    end := t.add_date(start, 0, 6 , 0)
+    ohlcvData := exch.ohlcv("binance", "BTC-USDT", "-", "SPOT", start, end, "1d")
+
+   ret := rsi.calculate(ohlcvData.candles, 14)
+   fmt.println(ret)
+}
+
+load()