alphavantage 1.0.2 → 1.1.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: d51452a0f6881ff6e8367211af1f58c681251d0672c55126e6d1f6089d9d5c31
-  data.tar.gz: 9cf0b3b24fb9eb32b153601875ab817f5b783ac9d9897c216d0b14b53324d788
+  metadata.gz: acaace4e62bf29e6aba9bd5998b4cefba6b05f51fcb7e249926d4ec595c7fae7
+  data.tar.gz: 6af34132223a9bff241714c23906351bcd5cc5aad91435ce8a04e04467b20ece
 SHA512:
-  metadata.gz: 4efbdbda2a60d5daaf770924412c8546ed5e68154e0db241a655efcda6336f735736c4cf4a578d4e208e171d86256893feaee1048e2af06f30185e9ff60bca2d
-  data.tar.gz: 4d4430af5318d46ac4acf197598c63bd4a57ec7a2ebb3e52ea696bfb193f67c4be1c83b2c4027b60af26b62174eadf73338ac63e0b26d3bbcdb90fe32824162f
+  metadata.gz: 989affa5607d4e8ded7df6dcd67d6087557950a3bcc17239b8a2484ddb82b495dadf9bdf3ffb1a0c9e7412178d58108c1e1108810f068fe7c7571f65b83443b6
+  data.tar.gz: cdf9b3bbb6247501d7c319569927fda4aa7691ea6adfcf38d0d7e62c09081fb6195fad871549aac665e72b3d6f18192ba19f555809596ca3ce58130f42149fbd

data/.gitignore

@@ -11,4 +11,6 @@
 .rspec_status
 
 .byebug_history
-.DS_Store
+.DS_Store
+.ruby-version
+*.gem

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    alphavantage (1.0.2)
+    alphavantage (1.1.0)
       faraday (~> 1.4)
       hashie (~> 4.1)
 

data/README.md

@@ -1,3 +1,4 @@
+[![Gem Version](https://badge.fury.io/rb/alphavantage.svg)](https://badge.fury.io/rb/alphavantage)
 # Alpha Vantage Ruby Library
 
 The Alpha Vantage Ruby library provides convenient access to the [Alpha Vantage API](https://www.alphavantage.co/documentation/) from applications written in the Ruby language.

data/lib/alphavantage.rb

@@ -9,4 +9,5 @@ require "alphavantage/validations"
 require "alphavantage/time_series"
 require "alphavantage/fundamental"
 require "alphavantage/forex"
-require "alphavantage/crypto"
+require "alphavantage/crypto"
+require "alphavantage/indicator"

data/lib/alphavantage/indicator.rb

@@ -0,0 +1,241 @@
+module Alphavantage
+  class Indicator
+    include Validations
+
+    def initialize(symbol:,interval:)
+      @symbol = symbol
+      @interval = interval
+    end
+
+    def sma(time_period:,series_type:)
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: validate_indicator_interval(@interval),
+        time_period: validate_integer(label: 'time period', value: time_period),
+        series_type: validate_series_type(series_type)
+      })
+    end
+    alias :ema      :sma
+    alias :wma      :sma
+    alias :dema     :sma
+    alias :tema     :sma
+    alias :trima    :sma
+    alias :kama     :sma
+    alias :mama     :sma
+    alias :t3       :sma
+    alias :rsi      :sma
+    alias :mom      :sma
+    alias :cmo      :sma
+    alias :roc      :sma
+    alias :rocr     :sma
+    alias :trix     :sma
+    alias :midpoint :sma
+
+    def macd(series_type:, fastperiod: 12, slowperiod: 26, signalperiod: 9) 
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: validate_indicator_interval(@interval),
+        series_type: validate_series_type(series_type),
+        fastperiod: validate_integer(label: 'fastperiod', value: fastperiod),
+        slowperiod: validate_integer(label: 'slowperiod', value: slowperiod),
+        signalperiod: validate_integer(label: 'signalperiod', value: signalperiod)
+      })
+    end
+
+    MOVING_AVERAGE_TYPES = {
+      sma: 0,
+      ema: 1,
+      wma: 2,
+      dema: 3,
+      tema: 4,
+      trima: 5,
+      t3: 6,
+      kama: 7,
+      mama: 8
+    }
+
+    def macdext(
+      series_type:, 
+      fastperiod: 12, 
+      slowperiod: 26, 
+      signalperiod: 9,
+      fastmatype: 'sma',
+      slowmatype: 'sma',
+      signalmatype: 'sma'
+    )
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: validate_indicator_interval(@interval),
+        series_type: validate_series_type(series_type),
+        fastperiod: validate_integer(label: 'fastperiod', value: fastperiod),
+        slowperiod: validate_integer(label: 'slowperiod', value: slowperiod),
+        signalperiod: validate_integer(label: 'signalperiod', value: signalperiod),
+        fastmatype: validate_mat(MOVING_AVERAGE_TYPES[fastmatype.to_sym]),
+        slowmatype: validate_mat(MOVING_AVERAGE_TYPES[slowmatype.to_sym]),
+        signalmatype: validate_mat(MOVING_AVERAGE_TYPES[signalmatype.to_sym])
+      })
+    end
+
+    def stoch(
+      fastkperiod: 5, 
+      slowkperiod: 3,
+      slowdperiod: 3,
+      slowkmatype: 'sma',
+      slowdmatype: 'sma'
+    )
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: validate_indicator_interval(@interval),
+        fastkperiod: validate_integer(label: 'fastkperiod', value: fastkperiod),
+        slowkperiod: validate_integer(label: 'slowkperiod', value: slowkperiod),
+        slowdperiod: validate_integer(label: 'slowdperiod', value: slowdperiod),
+        slowkmatype: validate_mat(MOVING_AVERAGE_TYPES[slowkmatype.to_sym]),
+        slowdmatype: validate_mat(MOVING_AVERAGE_TYPES[slowdmatype.to_sym])
+      })
+    end
+
+    def stochf(
+      fastkperiod: 5, 
+      fastdperiod: 3,
+      fastdmatype: 'sma'
+    )
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: validate_indicator_interval(@interval),
+        fastkperiod: validate_integer(label: 'fastkperiod', value: fastkperiod),
+        fastdperiod: validate_integer(label: 'fastdperiod', value: fastdperiod),
+        fastdmatype: validate_mat(MOVING_AVERAGE_TYPES[fastdmatype.to_sym])
+      })
+    end
+
+    def stochrsi(
+      time_period:,
+      series_type:,
+      fastkperiod: 5, 
+      fastdperiod: 3,
+      fastdmatype: 'sma'
+    )
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: validate_indicator_interval(@interval),
+        time_period: validate_integer(label: 'time period', value: time_period),
+        series_type: validate_series_type(series_type),
+        fastkperiod: validate_integer(label: 'fastkperiod', value: fastkperiod),
+        fastdperiod: validate_integer(label: 'fastdperiod', value: fastdperiod),
+        fastdmatype: validate_mat(MOVING_AVERAGE_TYPES[fastdmatype.to_sym])
+      })
+    end
+
+    def willr(time_period:)
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: validate_indicator_interval(@interval),
+        time_period: validate_integer(label: 'time period', value: time_period)
+      })
+    end
+    alias :adx      :willr
+    alias :adxr     :willr
+    alias :aroon    :willr
+    alias :aroonosc :willr
+    alias :mfi      :willr
+    alias :dx       :willr
+    alias :minus_di :willr
+    alias :plus_di  :willr
+    alias :minus_dm :willr
+    alias :plus_dm  :willr
+    alias :midprice :willr
+    alias :atr      :willr
+    alias :natr     :willr
+
+    def vwap
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: [:bop,:trange,:ad,:obv].include?(__callee__) ? validate_indicator_interval(@interval) : validate_interval(@interval)
+      })
+    end
+    alias :bop     :vwap
+    alias :trange  :vwap
+    alias :ad      :vwap
+    alias :obv     :vwap
+
+    def adosc(fastperiod: 3, slowperiod: 10) 
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: validate_indicator_interval(@interval),
+        fastperiod: validate_integer(label: 'fastperiod', value: fastperiod),
+        slowperiod: validate_integer(label: 'slowperiod', value: slowperiod)
+      })
+    end
+
+    def ht_trendline(series_type:)
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: validate_indicator_interval(@interval),
+        series_type: validate_series_type(series_type)
+      })
+    end
+    alias :ht_sine      :ht_trendline
+    alias :ht_trendmode :ht_trendline
+    alias :ht_dcperiod  :ht_trendline
+    alias :ht_dcphase   :ht_trendline
+    alias :ht_phasor    :ht_trendline
+
+    def apo(series_type:, fastperiod: 12, slowperiod: 26, matype: 'sma') 
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: validate_indicator_interval(@interval),
+        series_type: validate_series_type(series_type),
+        fastperiod: validate_integer(label: 'fastperiod', value: fastperiod),
+        slowperiod: validate_integer(label: 'slowperiod', value: slowperiod),
+        matype: validate_mat(MOVING_AVERAGE_TYPES[matype.to_sym])
+      })
+    end
+    alias :ppo :apo
+
+    def bbands(time_period:, series_type:, nbdevup: 2, nbdevdn: 2, matype: 'sma') 
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: validate_indicator_interval(@interval),
+        time_period: validate_integer(label: 'time period', value: time_period),
+        series_type: validate_series_type(series_type),
+        nbdevup: validate_integer(label: 'nbdevup', value: nbdevup),
+        nbdevdn: validate_integer(label: 'nbdevdn', value: nbdevdn),
+        matype: validate_mat(MOVING_AVERAGE_TYPES[matype.to_sym])
+      })
+    end
+
+    def sar(acceleration: 0.01, maximum: 0.20) 
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: validate_indicator_interval(@interval),
+        acceleration: validate_integer(label: 'acceleration', value: acceleration),
+        maximum: validate_integer(label: 'maximum', value: maximum)
+      })
+    end
+
+    def ultosc(timeperiod1: 7, timeperiod2: 14, timeperiod3: 28) 
+      Client.get(params: { 
+        function: __callee__.upcase,
+        symbol: @symbol,
+        interval: validate_indicator_interval(@interval),
+        timeperiod1: validate_integer(label: 'timeperiod1', value: timeperiod1),
+        timeperiod2: validate_integer(label: 'timeperiod2', value: timeperiod2),
+        timeperiod3: validate_integer(label: 'timeperiod3', value: timeperiod3)
+      })
+    end
+
+  end
+end

data/lib/alphavantage/normalize_key.rb

@@ -20,7 +20,7 @@ module Alphavantage
     end
 
     def sanitize_key(key)
-      key.tr('.()','').gsub(/^\d+.?\s/, "").tr(' ','_')
+      key.tr('.():/','').gsub(/^\d+.?\s/, "").tr(' ','_')
     end
 
     def is_date?(key)

data/lib/alphavantage/validations.rb

@@ -7,7 +7,9 @@ module Alphavantage
     end.flatten
 
     VALID_INTERVALS = %w{ 1min 5min 15min 30min 60min }
-    VALID_OUTPUTSIZES = %{ compact full }
+    VALID_INDICATOR_INTERVALS = VALID_INTERVALS + %w{ daily weekly monthly }
+    VALID_OUTPUTSIZES = %w{ compact full }
+    VALID_SERIES_TYPE = %w{ close open high low }
 
     private
 
@@ -25,5 +27,29 @@ module Alphavantage
       raise Alphavantage::Error, "Invalid outputsize given." unless VALID_OUTPUTSIZES.include?(outputsize)
       outputsize
     end
+
+    def validate_indicator_interval(interval)
+      raise Alphavantage::Error, "Invalid interval given." unless VALID_INDICATOR_INTERVALS.include?(interval)
+      interval
+    end
+
+    def validate_series_type(series_type)
+      raise Alphavantage::Error, "Invalid series type given." unless VALID_SERIES_TYPE.include?(series_type)
+      series_type
+    end
+
+    def validate_integer(label:,value:)
+      raise Alphavantage::Error, "Invalid #{label} given. Must be integer." unless is_integer?(value)
+      value
+    end
+
+    def validate_mat(moving_average_type)
+      raise Alphavantage::Error, "Invalid moving average type given." if !(0..8).include?(moving_average_type)
+      moving_average_type
+    end
+
+    def is_integer?(str)
+      Integer(str) rescue false
+    end
   end
 end

data/lib/alphavantage/version.rb

@@ -1,3 +1,3 @@
 module Alphavantage
-  VERSION = "1.0.2"
+  VERSION = "1.1.0"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: alphavantage
 version: !ruby/object:Gem::Version
-  version: 1.0.2
+  version: 1.1.0
 platform: ruby
 authors:
 - Adrian Teh
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2021-04-25 00:00:00.000000000 Z
+date: 2021-05-01 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: faraday
@@ -135,6 +135,7 @@ files:
 - lib/alphavantage/error.rb
 - lib/alphavantage/forex.rb
 - lib/alphavantage/fundamental.rb
+- lib/alphavantage/indicator.rb
 - lib/alphavantage/normalize_key.rb
 - lib/alphavantage/time_series.rb
 - lib/alphavantage/validations.rb