advanced_math 0.0.7 → 0.0.8

data/History.txt

@@ -1,3 +1,13 @@
+=== 0.0.7 2011-08-28
+
+* 1 major enhancement:
+  * Enhanced RSI (Relative Strength Indicator) support
+
+=== 0.0.6 2011-08-28
+
+* 1 major enhancement:
+  * Added RSI (Relative Strength Indicator) support
+
 === 0.0.5 2011-08-28
 
 * 1 major enhancement:

data/advanced_math.gemspec

@@ -5,7 +5,7 @@
 
 Gem::Specification.new do |s|
   s.name = %q{advanced_math}
-  s.version = "0.0.7"
+  s.version = "0.0.8"
 
   s.required_rubygems_version = Gem::Requirement.new(">= 0") if s.respond_to? :required_rubygems_version=
   s.authors = [%q{Glenn Nagel}]

data/gem_publish.sh

@@ -2,5 +2,7 @@
 
 rm *.gem;
 rake gemspec:generate &&
-gem build ./*gemspec && 
-gem push ./*gemspec
+gem build ./*.gemspec && 
+gem push ./*.gem
+rm *.gem;
+ls *.gemspec | sed 's/.gemspec$//g' | xargs gem install 

data/lib/advanced_math.rb

@@ -1,5 +1,5 @@
 module AdvancedMath
-  VERSION = '0.0.7'
+  VERSION = '0.0.8'
 end
 
 require File.dirname(__FILE__) + "/advanced_math/sma.rb"

data/lib/advanced_math/rsi.rb

@@ -6,12 +6,15 @@ module AdvancedMath
   # Created: 2011-08-28
   # Author:  G Nagel
   # Company: Mercury Wireless Software LLC
+  #
+  # Source: http://www.tradingmarkets.com/.site/stocks/commentary/editorial/2-Period-RSI.cfm
+  #
   # Source: http://en.wikipedia.org/wiki/Relative_Strength_Index#Cutler.27s_RSI
   # Source: http://www.aspenres.com/Documents/AspenGraphics4.0/Aspen_Graphics_4.htm#CutlersRSI.htm
   # Source: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:relative_strength_index_rsi
   ###
   class RelativeStrengthIndex
-    attr_accessor :values_up, :values_down, :range, :last_value
+    attr_accessor :values_up, :values_down, :range, :last_value, :count
     attr_accessor :verbose
     ###
     # Initialize the members
@@ -25,6 +28,7 @@ module AdvancedMath
       @values_down = []
       @range = range.to_i()
       @last_value = nil
+      @count = 0
     end
 
     ###
@@ -49,14 +53,14 @@ module AdvancedMath
       diff = value.to_f - @last_value
       @last_value = value.to_f()
       if (0 > diff)
-      @values_up << 0
-      @values_down << diff.abs()
+        @values_up << 0
+        @values_down << diff.abs()
       elsif (0 < diff)
-      @values_up << diff
-      @values_down << 0
+        @values_up << diff
+        @values_down << 0
       else
-      @values_up << 0
-      @values_down << 0
+        @values_up << 0
+        @values_down << 0
       end
       puts "diff = #{diff}, values_up = #{@values_up.inspect()}, values_down = #{@values_down.inspect()}" if verbose()
 
@@ -73,8 +77,17 @@ module AdvancedMath
       end
 
       sum = {:up => 0, :down => 0, :i_up => 0, :i_down => 0}
-      @values_up.each()   { |value| sum[:up]   = sum[:up] + value }
-      @values_down.each() { |value| sum[:down] = sum[:down] + value }
+      
+      @values_up.slice(0, range()-1).each()   { |value| sum[:up]   = sum[:up] + value }
+      @values_down.slice(0, range()-1).each() { |value| sum[:down] = sum[:down] + value }
+      if (count() == 0)
+        sum[:up]   = sum[:up] + @values_up[range()-1]
+        sum[:down] = sum[:down] + @values_down[range()-1]
+      else
+        sum[:up] = sum[:up]/(range()-1) + @values_up[range()-1]
+        sum[:down] = sum[:down]/(range()-1) + @values_down[range()-1]
+      end
+      @count = count() + 1
 
       rs = (0 == sum[:down]) ? 100.0 : (sum[:up] / sum[:down])
       puts "rs = #{rs}" if verbose()

metadata

@@ -1,13 +1,13 @@
 --- !ruby/object:Gem::Specification 
 name: advanced_math
 version: !ruby/object:Gem::Version 
-  hash: 17
+  hash: 15
   prerelease: 
   segments: 
   - 0
   - 0
-  - 7
-  version: 0.0.7
+  - 8
+  version: 0.0.8
 platform: ruby
 authors: 
 - Glenn Nagel