DhanHQ 2.1.0 → 2.1.5

data/lib/ta/technical_analysis.rb

@@ -16,53 +16,14 @@ rescue LoadError => e
   warn "technical-analysis not available: #{e.message}"
 end
 
-require "DhanHQ"
-
-unless defined?(MarketCalendar)
-  module MarketCalendar
-    MARKET_HOLIDAYS = [
-      Date.new(2025, 8, 15),
-      Date.new(2025, 10, 2),
-      Date.new(2025, 8, 27)
-    ].freeze
-
-    def self.weekday?(date)
-      w = date.wday
-      w >= 1 && w <= 5
-    end
-
-    def self.trading_day?(date)
-      weekday?(date) && !MARKET_HOLIDAYS.include?(date)
-    end
-
-    def self.last_trading_day(from: Date.today)
-      d = from
-      d -= 1 until trading_day?(d)
-      d
-    end
-
-    def self.today_or_last_trading_day
-      trading_day?(Date.today) ? Date.today : last_trading_day(from: Date.today)
-    end
-
-    # Returns the trading day N days back from the given trading day.
-    # Example: trading_days_ago(2025-10-07, 0) -> 2025-10-07 (if trading day)
-    #          trading_days_ago(2025-10-07, 1) -> previous trading day
-    def self.trading_days_ago(date, n)
-      raise ArgumentError, "n must be >= 0" if n.to_i.negative?
-
-      d = trading_day?(date) ? date : today_or_last_trading_day
-      count = 0
-      while count < n
-        d = last_trading_day(from: d)
-        count += 1
-      end
-      d
-    end
-  end
-end
+require "dhan_hq"
+require_relative "market_calendar"
+require_relative "candles"
+require_relative "indicators"
+require_relative "fetcher"
 
 module TA
+  # Main technical analysis orchestrator for multi-timeframe indicator computation
   class TechnicalAnalysis
     DEFAULTS = {
       rsi_period: 14,
@@ -70,24 +31,27 @@ module TA
       adx_period: 14,
       macd_fast: 12,
       macd_slow: 26,
-      macd_signal: 9
+      macd_signal: 9,
+      throttle_seconds: 1.0,
+      max_retries: 3
     }.freeze
 
     def initialize(options = {})
       @opts = DEFAULTS.merge(options.transform_keys(&:to_sym))
+      @fetcher = Fetcher.new(throttle_seconds: @opts[:throttle_seconds], max_retries: @opts[:max_retries])
     end
 
     def compute(exchange_segment:, instrument:, security_id:, from_date: nil, to_date: nil, days_back: nil,
                 intervals: [1, 5, 15, 25, 60])
-      if to_date.nil? || to_date.to_s.strip.empty?
-        to_date = MarketCalendar.today_or_last_trading_day.strftime("%Y-%m-%d")
-      end
-      if (from_date.nil? || from_date.to_s.strip.empty?) && days_back && days_back.to_i > 0
-        to_d = Date.parse(to_date)
-        n_back = [days_back.to_i - 1, 0].max
-        from_date = MarketCalendar.trading_days_ago(to_d, n_back).strftime("%Y-%m-%d")
-      end
-      from_date ||= to_date
+      # Normalize to_date: default to last trading day; if provided and non-trading, roll back
+      to_date = normalize_to_date(to_date)
+
+      # Auto-calculate required trading days if not provided
+      days_back = auto_days_needed(intervals) if days_back.nil? || days_back.to_i <= 0
+
+      # Derive/normalize from_date
+      from_date = normalize_from_date(from_date, to_date, days_back)
+
       base_params = {
         exchange_segment: exchange_segment,
         instrument: instrument,
@@ -96,17 +60,15 @@ module TA
         to_date: to_date
       }
 
-      one_min_candles = candles(fetch_intraday_windowed(base_params, 1))
-
       frames = {}
+      interval_key = { 1 => :m1, 5 => :m5, 15 => :m15, 25 => :m25, 60 => :m60 }
       intervals.each do |ivl|
-        case ivl.to_i
-        when 1 then frames[:m1]   = one_min_candles
-        when 5 then frames[:m5]   = resample(one_min_candles, 5)
-        when 15 then frames[:m15] = resample(one_min_candles, 15)
-        when 25 then frames[:m25] = resample(one_min_candles, 25)
-        when 60 then frames[:m60] = resample(one_min_candles, 60)
-        end
+        key = interval_key[ivl.to_i]
+        next unless key
+
+        raw = @fetcher.intraday_windowed(base_params, ivl.to_i)
+        frames[key] = Candles.from_series(raw)
+        sleep_with_jitter # throttle between intervals
       end
 
       {
@@ -123,15 +85,15 @@ module TA
 
     def compute_from_file(path:, base_interval: 1, intervals: [1, 5, 15, 25, 60])
       raw = JSON.parse(File.read(path))
-      base = candles(raw)
+      base = Candles.from_series(raw)
       frames = {}
       intervals.each do |ivl|
         case ivl.to_i
-        when 1 then frames[:m1]   = (base_interval == 1 ? base : resample(base, 1))
-        when 5 then frames[:m5]   = resample(base, 5)
-        when 15 then frames[:m15] = resample(base, 15)
-        when 25 then frames[:m25] = resample(base, 25)
-        when 60 then frames[:m60] = resample(base, 60)
+        when 1 then frames[:m1]   = (base_interval == 1 ? base : Candles.resample(base, 1))
+        when 5 then frames[:m5]   = Candles.resample(base, 5)
+        when 15 then frames[:m15] = Candles.resample(base, 15)
+        when 25 then frames[:m25] = Candles.resample(base, 25)
+        when 60 then frames[:m60] = Candles.resample(base, 60)
         end
       end
       { indicators: frames.transform_values { |candles| compute_for(candles) } }
@@ -139,95 +101,87 @@ module TA
 
     private
 
-    def fetch_intraday(params, interval)
-      DhanHQ::Models::HistoricalData.intraday(
-        security_id: params[:security_id],
-        exchange_segment: params[:exchange_segment],
-        instrument: params[:instrument],
-        interval: interval.to_s,
-        from_date: params[:from_date],
-        to_date: params[:to_date]
-      )
+    def sleep_with_jitter(multiplier = 1.0)
+      base = (@opts[:throttle_seconds] || 3.0).to_f * multiplier
+      jitter = rand * 0.3
+      sleep(base + jitter)
     end
 
-    def fetch_intraday_windowed(params, interval)
-      from_d = Date.parse(params[:from_date])
-      to_d   = Date.parse(params[:to_date])
-      max_span = 90
-      return fetch_intraday(params, interval) if (to_d - from_d).to_i <= max_span
+    def normalize_to_date(to_date)
+      return MarketCalendar.today_or_last_trading_day.strftime("%Y-%m-%d") if to_date.nil? || to_date.to_s.strip.empty?
 
-      merged = { "open" => [], "high" => [], "low" => [], "close" => [], "volume" => [], "timestamp" => [] }
-      cursor = from_d
-      while cursor <= to_d
-        chunk_to = [cursor + max_span, to_d].min
-        chunk_params = params.merge(from_date: cursor.strftime("%Y-%m-%d"), to_date: chunk_to.strftime("%Y-%m-%d"))
-        part = fetch_intraday(chunk_params, interval)
-        %w[open high low close volume timestamp].each do |k|
-          ary = (part[k] || part[k.to_sym]) || []
-          merged[k].concat(Array(ary))
-        end
-        cursor = chunk_to + 1
+      to_d_raw = begin
+        Date.parse(to_date)
+      rescue StandardError
+        nil
+      end
+      if to_d_raw && !MarketCalendar.trading_day?(to_d_raw)
+        MarketCalendar.last_trading_day(from: to_d_raw).strftime("%Y-%m-%d")
+      else
+        to_date
       end
-      merged
     end
 
-    def parse_time_like(val)
-      return Time.at(val) if val.is_a?(Numeric)
-
-      s = val.to_s
-      return Time.at(s.to_i) if /\A\d+\z/.match?(s) && s.length >= 10 && s.length <= 13
+    def normalize_from_date(from_date, to_date, days_back)
+      if (from_date.nil? || from_date.to_s.strip.empty?) && days_back&.to_i&.positive?
+        to_d = Date.parse(to_date)
+        n_back = [days_back.to_i - 1, 0].max
+        return MarketCalendar.trading_days_ago(to_d, n_back).strftime("%Y-%m-%d")
+      end
+      if from_date && !from_date.to_s.strip.empty?
+        f_d_raw = begin
+          Date.parse(from_date)
+        rescue StandardError
+          nil
+        end
+        if f_d_raw && !MarketCalendar.trading_day?(f_d_raw)
+          fd = f_d_raw
+          fd += 1 until MarketCalendar.trading_day?(fd)
+          to_d = Date.parse(to_date)
+          return [fd, to_d].min.strftime("%Y-%m-%d")
+        end
+        return from_date
+      end
+      to_date
+    end
 
-      Time.parse(s)
+    # Calculate how many bars we need based on indicator periods
+    def required_bars_for_indicators
+      rsi_need = (@opts[:rsi_period] || 14).to_i + 1
+      atr_need = (@opts[:atr_period] || 14).to_i + 1
+      adx_need = (@opts[:adx_period] || 14).to_i * 2
+      macd_need = (@opts[:macd_slow] || 26).to_i
+      [rsi_need, atr_need, adx_need, macd_need].max
     end
 
-    def candles(series)
-      ts = series["timestamp"] || series[:timestamp]
-      open = series["open"] || series[:open]
-      high = series["high"] || series[:high]
-      low  = series["low"]  || series[:low]
-      close = series["close"] || series[:close]
-      vol = series["volume"] || series[:volume]
-      return [] unless ts && open && high && low && close && vol
-      return [] if close.empty?
+    def bars_per_trading_day(interval_minutes)
+      minutes = interval_minutes.to_i
+      return 1 if minutes <= 0
 
-      (0...close.size).map do |i|
-        { t: parse_time_like(ts[i]), o: open[i].to_f, h: high[i].to_f, l: low[i].to_f, c: close[i].to_f,
-          v: vol[i].to_f }
-      end
-    rescue StandardError
-      []
+      (375.0 / minutes).floor
     end
 
-    def resample(candles, minutes)
-      return candles if minutes == 1
-
-      grouped = {}
-      candles.each do |c|
-        key = Time.at((c[:t].to_i / 60) / minutes * minutes * 60)
-        b = (grouped[key] ||= { t: key, o: c[:o], h: c[:h], l: c[:l], c: c[:c], v: 0.0 })
-        b[:h] = [b[:h], c[:h]].max
-        b[:l] = [b[:l], c[:l]].min
-        b[:c] = c[:c]
-        b[:v] += c[:v]
-      end
-      grouped.keys.sort.map { |k| grouped[k] }
+    def days_needed_for_interval(interval_minutes)
+      need = required_bars_for_indicators
+      per_day = [bars_per_trading_day(interval_minutes), 1].max
+      ((need + per_day - 1) / per_day)
     end
 
-    def closes(candles) = candles.map { |c| c[:c] }
-    def highs(candles)  = candles.map { |c| c[:h] }
-    def lows(candles)   = candles.map { |c| c[:l] }
+    def auto_days_needed(intervals)
+      Array(intervals).map { |ivl| days_needed_for_interval(ivl.to_i) }.max || 1
+    end
 
     def compute_for(candles)
-      c = closes(candles)
-      h = highs(candles)
-      l = lows(candles)
+      c = candles.map { |k| k[:c] }
+      h = candles.map { |k| k[:h] }
+      l = candles.map { |k| k[:l] }
       return { rsi: nil, macd: { macd: nil, signal: nil, hist: nil }, adx: nil, atr: nil } if c.empty?
 
       {
-        rsi: safe_last(rsi(c, @opts[:rsi_period])),
-        macd: macd(c, @opts[:macd_fast], @opts[:macd_slow], @opts[:macd_signal]),
-        adx: safe_last(adx(h, l, c, @opts[:adx_period])),
-        atr: safe_last(atr(h, l, c, @opts[:atr_period]))
+        rsi: safe_last(Indicators.rsi(c, @opts[:rsi_period])),
+        macd: Indicators.macd(c, @opts[:macd_fast], @opts[:macd_slow], @opts[:macd_signal]),
+        adx: safe_last(Indicators.adx(h, l, c, @opts[:adx_period])),
+        atr: safe_last(Indicators.atr(h, l, c, @opts[:atr_period]))
       }
     end
 
@@ -238,168 +192,5 @@ module TA
     rescue StandardError
       nil
     end
-
-    # ---- Indicator adapters (mirror bin script) ----
-    def rsi(series, period)
-      if defined?(RubyTechnicalAnalysis) && RubyTechnicalAnalysis.const_defined?(:RSI)
-        return RubyTechnicalAnalysis::RSI.new(series: series, period: period).call
-      end
-      if defined?(TechnicalAnalysis) && TechnicalAnalysis.respond_to?(:rsi)
-        return TechnicalAnalysis.rsi(series, period: period)
-      end
-
-      simple_rsi(series, period)
-    end
-
-    def macd(series, fast, slow, signal)
-      if defined?(RubyTechnicalAnalysis) && RubyTechnicalAnalysis.const_defined?(:MACD)
-        out = RubyTechnicalAnalysis::MACD.new(series: series, fast_period: fast, slow_period: slow,
-                                              signal_period: signal).call
-        if out.is_a?(Hash)
-          m = out[:macd]
-          s = out[:signal]
-          h = out[:histogram] || out[:hist]
-          m = m.last if m.is_a?(Array)
-          s = s.last if s.is_a?(Array)
-          h = h.last if h.is_a?(Array)
-          return { macd: m, signal: s, hist: h }
-        end
-      end
-      if defined?(TechnicalAnalysis) && TechnicalAnalysis.respond_to?(:macd)
-        out = TechnicalAnalysis.macd(series, fast: fast, slow: slow, signal: signal)
-        if out.is_a?(Hash)
-          m = out[:macd]
-          s = out[:signal]
-          h = out[:hist]
-          m = m.last if m.is_a?(Array)
-          s = s.last if s.is_a?(Array)
-          h = h.last if h.is_a?(Array)
-          return { macd: m, signal: s, hist: h }
-        end
-      end
-      simple_macd(series, fast, slow, signal)
-    end
-
-    def adx(high, low, close, period)
-      if defined?(RubyTechnicalAnalysis) && RubyTechnicalAnalysis.const_defined?(:ADX)
-        return RubyTechnicalAnalysis::ADX.new(high: high, low: low, close: close, period: period).call
-      end
-      if defined?(TechnicalAnalysis) && TechnicalAnalysis.respond_to?(:adx)
-        return TechnicalAnalysis.adx(high: high, low: low, close: close, period: period)
-      end
-
-      simple_adx(high, low, close, period)
-    end
-
-    def atr(high, low, close, period)
-      if defined?(RubyTechnicalAnalysis) && RubyTechnicalAnalysis.const_defined?(:ATR)
-        return RubyTechnicalAnalysis::ATR.new(high: high, low: low, close: close, period: period).call
-      end
-      if defined?(TechnicalAnalysis) && TechnicalAnalysis.respond_to?(:atr)
-        return TechnicalAnalysis.atr(high: high, low: low, close: close, period: period)
-      end
-
-      simple_atr(high, low, close, period)
-    end
-
-    # ---- Simple fallbacks ----
-    def ema(series, period)
-      return nil if series.nil? || series.empty?
-
-      k = 2.0 / (period + 1)
-      series.each_with_index.reduce(nil) do |ema_prev, (v, i)|
-        i == 0 ? v.to_f : (v.to_f * k) + ((ema_prev || v.to_f) * (1 - k))
-      end
-    end
-
-    def simple_rsi(series, period)
-      gains = []
-      losses = []
-      series.each_cons(2) do |a, b|
-        ch = b - a
-        gains << [ch, 0].max
-        losses << [(-ch), 0].max
-      end
-      avg_gain = gains.first(period).sum / period.to_f
-      avg_loss = losses.first(period).sum / period.to_f
-      rsi_vals = Array.new(series.size, nil)
-      gains.drop(period).each_with_index do |g, idx|
-        l = losses[period + idx]
-        avg_gain = ((avg_gain * (period - 1)) + g) / period
-        avg_loss = ((avg_loss * (period - 1)) + l) / period
-        rs = avg_loss.zero? ? 100.0 : (avg_gain / avg_loss)
-        rsi_vals[period + 1 + idx] = 100.0 - (100.0 / (1 + rs))
-      end
-      rsi_vals
-    end
-
-    def simple_macd(series, fast, slow, signal)
-      e_fast = ema(series, fast)
-      e_slow = ema(series, slow)
-      e_sig  = ema(series, signal)
-      return { macd: nil, signal: nil, hist: nil } if [e_fast, e_slow, e_sig].any?(&:nil?)
-
-      macd_line = e_fast - e_slow
-      signal_line = e_sig
-      { macd: macd_line, signal: signal_line, hist: macd_line - signal_line }
-    end
-
-    def true_ranges(high, low, close)
-      trs = []
-      close.each_with_index do |_c, i|
-        if i.zero?
-          trs << (high[i] - low[i]).abs
-        else
-          tr = [(high[i] - low[i]).abs, (high[i] - close[i - 1]).abs, (low[i] - close[i - 1]).abs].max
-          trs << tr
-        end
-      end
-      trs
-    end
-
-    def simple_atr(high, low, close, period)
-      trs = true_ranges(high, low, close)
-      out = []
-      atr_prev = trs.first(period).sum / period.to_f
-      trs.each_with_index do |tr, i|
-        if i < period
-          out << nil
-        elsif i == period
-          out << atr_prev
-        else
-          atr_prev = ((atr_prev * (period - 1)) + tr) / period.to_f
-          out << atr_prev
-        end
-      end
-      out
-    end
-
-    def simple_adx(high, low, close, period)
-      plus_dm = [0]
-      minus_dm = [0]
-      (1...high.size).each do |i|
-        up_move = high[i] - high[i - 1]
-        down_move = low[i - 1] - low[i]
-        plus_dm << (up_move > down_move && up_move.positive? ? up_move : 0)
-        minus_dm << (down_move > up_move && down_move.positive? ? down_move : 0)
-      end
-      trs = true_ranges(high, low, close)
-      smooth_tr = trs.first(period).sum
-      smooth_plus_dm = plus_dm.first(period).sum
-      smooth_minus_dm = minus_dm.first(period).sum
-      adx_vals = Array.new(high.size, nil)
-      di_vals = []
-      (period...high.size).each do |i|
-        smooth_tr = smooth_tr - (smooth_tr / period) + trs[i]
-        smooth_plus_dm = smooth_plus_dm - (smooth_plus_dm / period) + plus_dm[i]
-        smooth_minus_dm = smooth_minus_dm - (smooth_minus_dm / period) + minus_dm[i]
-        plus_di = 100.0 * (smooth_plus_dm / smooth_tr)
-        minus_di = 100.0 * (smooth_minus_dm / smooth_tr)
-        dx = 100.0 * ((plus_di - minus_di).abs / (plus_di + minus_di))
-        di_vals << dx
-        adx_vals[i] = di_vals.last(period).sum / period.to_f if di_vals.size >= period
-      end
-      adx_vals
-    end
   end
 end

data/lib/ta.rb

@@ -0,0 +1,7 @@
+# frozen_string_literal: true
+
+require_relative "ta/market_calendar"
+require_relative "ta/candles"
+require_relative "ta/indicators"
+require_relative "ta/fetcher"
+require_relative "ta/technical_analysis"

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: DhanHQ
 version: !ruby/object:Gem::Version
-  version: 2.1.0
+  version: 2.1.5
 platform: ruby
 authors:
 - Shubham Taywade
@@ -145,6 +145,7 @@ extra_rdoc_files: []
 files:
 - ".rspec"
 - ".rubocop.yml"
+- ".rubocop_todo.yml"
 - CHANGELOG.md
 - CODE_OF_CONDUCT.md
 - GUIDE.md
@@ -162,17 +163,18 @@ files:
 - diagram.html
 - diagram.md
 - docs/rails_integration.md
+- docs/technical_analysis.md
 - exe/DhanHQ
-- lib/DhanHQ.rb
 - lib/DhanHQ/client.rb
 - lib/DhanHQ/config.rb
 - lib/DhanHQ/configuration.rb
 - lib/DhanHQ/constants.rb
 - lib/DhanHQ/contracts/base_contract.rb
 - lib/DhanHQ/contracts/historical_data_contract.rb
+- lib/DhanHQ/contracts/instrument_list_contract.rb
 - lib/DhanHQ/contracts/margin_calculator_contract.rb
-- lib/DhanHQ/contracts/modify_order_contract copy.rb
 - lib/DhanHQ/contracts/modify_order_contract.rb
+- lib/DhanHQ/contracts/modify_order_contract_copy.rb
 - lib/DhanHQ/contracts/option_chain_contract.rb
 - lib/DhanHQ/contracts/order_contract.rb
 - lib/DhanHQ/contracts/place_order_contract.rb
@@ -196,6 +198,7 @@ files:
 - lib/DhanHQ/models/funds.rb
 - lib/DhanHQ/models/historical_data.rb
 - lib/DhanHQ/models/holding.rb
+- lib/DhanHQ/models/instrument.rb
 - lib/DhanHQ/models/kill_switch.rb
 - lib/DhanHQ/models/ledger_entry.rb
 - lib/DhanHQ/models/margin.rb
@@ -215,6 +218,7 @@ files:
 - lib/DhanHQ/resources/funds.rb
 - lib/DhanHQ/resources/historical_data.rb
 - lib/DhanHQ/resources/holdings.rb
+- lib/DhanHQ/resources/instruments.rb
 - lib/DhanHQ/resources/kill_switch.rb
 - lib/DhanHQ/resources/margin_calculator.rb
 - lib/DhanHQ/resources/market_feed.rb
@@ -231,7 +235,6 @@ files:
 - lib/DhanHQ/ws/cmd_bus.rb
 - lib/DhanHQ/ws/connection.rb
 - lib/DhanHQ/ws/decoder.rb
-- lib/DhanHQ/ws/errors.rb
 - lib/DhanHQ/ws/orders.rb
 - lib/DhanHQ/ws/orders/client.rb
 - lib/DhanHQ/ws/orders/connection.rb
@@ -251,6 +254,17 @@ files:
 - lib/DhanHQ/ws/singleton_lock.rb
 - lib/DhanHQ/ws/sub_state.rb
 - lib/DhanHQ/ws/websocket_packet_parser.rb
+- lib/dhan_hq.rb
+- lib/dhanhq/analysis/helpers/bias_aggregator.rb
+- lib/dhanhq/analysis/helpers/moneyness_helper.rb
+- lib/dhanhq/analysis/multi_timeframe_analyzer.rb
+- lib/dhanhq/analysis/options_buying_advisor.rb
+- lib/dhanhq/contracts/options_buying_advisor_contract.rb
+- lib/ta.rb
+- lib/ta/candles.rb
+- lib/ta/fetcher.rb
+- lib/ta/indicators.rb
+- lib/ta/market_calendar.rb
 - lib/ta/technical_analysis.rb
 - sig/DhanHQ.rbs
 - watchlist.csv