cotcube-indicators 0.1.11 → 0.1.15

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -1,3 +1,15 @@
+## 0.1.15 (November 15, 2021)
+  - fixing ema and sma by applying to_f to divisors
+
+## 0.1.14 (July 31, 2021)
+  - calc: adding support for more param variables (a .. e)
+
+## 0.1.13 (December 30, 2020)
+  - small fix to #score and #index to support missing values in series
+
+## 0.1.12 (December 05, 2020)
+  - added tests for SMA, EMA, RSI
+
 ## 0.1.11 (December 05, 2020)
   - Fixing 'smoothing' keyword argument in EMA
 

data/VERSION

@@ -1 +1 @@
-0.1.11
+0.1.15

data/lib/cotcube-indicators/calc.rb

@@ -2,9 +2,17 @@
 
 module Cotcube
   module Indicators
-    def calc(a:, b:, &block)   # rubocop:disable Naming/MethodParameterName
+    def calc(a:, b:, c:nil, d:nil, e:nil, f:nil, g:nil, h:nil, finalize: :to_f, &block)   # rubocop:disable Naming/MethodParameterName
       lambda do |x|
-        block.call(x[a.to_sym], x[b.to_sym]).to_f
+        block.call(
+          x[a.to_sym],
+          (b.nil? ? nil : x[b.to_sym]),
+          (c.nil? ? nil : x[c.to_sym]),
+          (d.nil? ? nil : x[d.to_sym]),
+          (e.nil? ? nil : x[e.to_sym]),
+          (f.nil? ? nil : x[f.to_sym]),
+          (g.nil? ? nil : x[g.to_sym]),
+        ).send(finalize.to_sym)
       end
     end
   end

data/lib/cotcube-indicators/ema.rb

@@ -4,16 +4,18 @@ module Cotcube
   module Indicators
     # the classic exponential moving average
     def ema(key:, length:, smoothing: nil)
-      raise 'Missing parameter, need :length' unless length.is_a? Integer
+      raise ArgumentError, 'Improper :length parameter, should be positive Integer' unless length.is_a? Integer and length.positive?
 
       smoothing ||= (2 / (length - 1).to_f.round(2))
-      carrier = Carrier.new(length)
+      raise ArgumentError, 'Improper smoothing, should be Numeric' unless smoothing.is_a? Numeric
+
+      carrier = Cotcube::Indicators::Carrier.new(length: length)
       lambda do |x|
         current = x[key.to_sym]
         carrier << if carrier.empty?
-                     current * (smoothing / (1 + length))
+                     current * (smoothing / (1.0 + length))
                    else
-                     current * (smoothing / (1 + length)) + carrier.get[-1] * (1 - (smoothing / (1 + length)))
+                     current * (smoothing / (1.0 + length)) + carrier.get[-1] * (1.0 - (smoothing / (1.0 + length)))
                    end
         carrier.size < length ? -1.0 : carrier.get.last
       end

data/lib/cotcube-indicators/index.rb

@@ -24,7 +24,7 @@ module Cotcube
           puts "RESULT: #{res}" if debug
           return reverse ? (1 - res.to_f).round(3).to_f : res.round(3).to_f
         else
-          carrier.shift
+          carrier << 0
           return 0
         end
       end

data/lib/cotcube-indicators/rsi.rb

@@ -3,8 +3,6 @@
 module Cotcube
   module Indicators
     def rsi(length:, key:, debug: false)
-      raise 'Missing parameter, need :key and :length options' if length.nil? || key.nil?
-
       carrier = Carrier.new(length: length)
 
       lambda do |x|

data/lib/cotcube-indicators/score.rb

@@ -11,7 +11,7 @@ module Cotcube
         current = x[key.to_sym]
         current = current.abs if abs
         if current.zero?
-          carrier.shift
+          carrier << 0
           return 0
 
         end

data/lib/cotcube-indicators/sma.rb

@@ -3,13 +3,12 @@
 module Cotcube
   module Indicators
     def sma(length:, key:)
-      raise 'Missing parameter, need :length and :value options' if opts[:length].nil? || opts[:value].nil?
 
       carrier = Cotcube::Indicators::Carrier.new(length: length)
       lambda do |x|
         current = x[key.to_sym]
         carrier << current
-        carrier.size < length ? 0.0 : (carrier.get.reduce(:+) / carrier.length).to_f
+        carrier.size < length ? 0.0 : (carrier.get.reduce(:+) / carrier.length.to_f).to_f
       end
     end
   end

data/lib/cotcube-indicators/threshold.rb

@@ -7,7 +7,7 @@ module Cotcube
       raise ArgumentError, "Need to set :upper: (set to Float::INFINITY to omit)" if upper.nil? 
       raise ArgumentError, "Need to set :lower unless :abs is set" if lower.nil? and not abs
       raise ArgumentError, ":lower, upper must be numeric" if not upper.is_a?(Numeric) and ( abs ? true : lower.is_a?(Numeric) )
-      raise ArgumentError, "Found bogus, :lower #{lower} must be lower than :upper #{upper}" if not abs and lower >= upper
+      raise ArgumentError, "Found bogus, :lower #{lower} must be lower than :upper #{upper}" if not abs and lower > upper
       # For this indicator, we just need to remembers -1, 0 or 1. That does not need a helper class.
       carrier = 0
 

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: cotcube-indicators
 version: !ruby/object:Gem::Version
-  version: 0.1.11
+  version: 0.1.15
 platform: ruby
 authors:
 - Benjamin L. Tischendorf
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2020-12-05 00:00:00.000000000 Z
+date: 2021-11-15 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rake
@@ -99,7 +99,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.1.2
+rubygems_version: 3.1.6
 signing_key: 
 specification_version: 4
 summary: Lambda based indicators, decoupled from legacy cotcube