Project Roadmap
Relevant source files
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Stolgo is a Price Action Trading Analysis Library designed to automate the rules used by price action traders, such as identifying support/resistance, candlestick patterns, trends, and breakouts. The project aims to provide a robust framework for backtesting these rules using financial data from various sources including brokers (Samco), exchanges (Nasdaq), and third-party data providers like Yahoo Finance via bandl.io.
The roadmap outlines the current state of the library, identifying implemented features and specific areas targeted for future development to enhance the technical analysis capabilities and infrastructure of the package.
Sources: README.md:1-13, setup.py:7-9
Current Implementation Status
The library has established a core architecture for data retrieval and technical analysis. It currently supports several price action patterns and data connectors.
Implemented Price Action Modules
- Candlestick Patterns: Support for Bullish Engulfing, Hammer, Inverse Hammer, and Doji candles.
- Trend Analysis: Detection of "Giant Uptrends" and "Giant Downtrends" based on consecutive candle movements.
- Breakout Detection: logic for identifying consolidation phases and subsequent price breakouts or breakdowns.
Sources: lib/stolgo/candlestick.py:1-92, lib/stolgo/trend.py:1-85, lib/stolgo/breakout.py:1-86
Data Connectivity
The system uses a flexible request architecture to fetch data from multiple sources.
| Source | File | Capabilities |
|---|---|---|
| Samco | lib/stolgo/samco.py | Historical/Intraday data for Indian indices and stocks via Stocknote API. |
| Nasdaq | lib/stolgo/nasdaq.py | Historical US stock data using API v1. |
| Generic | lib/stolgo/request.py | Session management with retries and timeout handling. |
Sources: lib/stolgo/samco.py:1-177, lib/stolgo/nasdaq.py:1-105, lib/stolgo/request.py:1-90
Roadmap: Planned Features and Enhancements
The project maintainers have identified three primary pillars for upcoming development to transition the library toward a more comprehensive trading tool.
1. Advanced Technical Analysis Features
While basic patterns are implemented, the roadmap specifies the addition of more complex price action parameters.
- Support & Resistance: Automated identification of key price levels where trends typically reverse.
- Momentum Indicators: Implementation of features to measure the speed and strength of price movements.
Sources: README.md:73-74
2. Infrastructure and Testing
To ensure stability for production-level financial analysis, the project aims to improve its quality assurance and deployment pipeline.
- Unit Testing: Expanding the
unittestsuite to cover all core analysis modules (e.g.,candlestick.py,trend.py). - PEP 8 Compliance: Enforcing standard Python coding styles for all future contributions.
Sources: README.md:72-79, setup.py:27-38
3. Event-Driven Backtester
A significant milestone in the roadmap is the transition from simple rule checking to a full Event-Driven Backtester. This will allow users to simulate trading strategies in a more realistic environment compared to vector-based analysis.
Sources: README.md:75
Development Flow for New Features
New features follow a structured path from data acquisition to price action validation. The diagram below illustrates how a new analytical feature (like Momentum) would integrate into the existing architecture.
This diagram represents the logical flow of data from external sources into the analytical components of Stolgo.
Sources: lib/stolgo/samco.py:133-172, lib/stolgo/nasdaq.py:77-105, lib/stolgo/helper.py:68-71
Conclusion
The Stolgo roadmap focuses on evolving from a utility-based pattern checker into a comprehensive price action trading framework. By prioritizing the Event-Driven Backtester and automated Support/Resistance detection, the library aims to bridge the gap between manual price action trading and automated algorithmic execution.
Sources: README.md:6-13, README.md:71-75