enterprice 0.1.4 → 0.2.4

checksums.yaml

@@ -1,7 +1,7 @@
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data/lib/enterprice.rb

@@ -1,4 +1,6 @@
-require "enterprice/io/candle_stream"
-require "enterprice/io/named_candle_stream"
-require "enterprice/io/multi_candle_stream"
+require 'enterprice/io/candle_stream'
+require 'enterprice/io/named_candle_stream'
+require 'enterprice/io/multi_candle_stream'
+require 'enterprice/io/moving_average_stream'
+require 'enterprice/io/signal_stream'
 

data/lib/enterprice/io/moving_average_stream.rb

@@ -0,0 +1,43 @@
+require 'indicator/mixin'
+
+module Enterprice; module IO
+
+class MovingAverageStream
+  attr_reader :window
+  attr_reader :type
+
+  def initialize(type, window, block)
+    supported= %i(sma wma ema dema tema kama)
+    if !supported.include?(type)
+      raise "Error: unsupported smoothing method: #{type}, supported methods are: #{supported}"
+    end
+    @type= type
+    @window= window
+    @length= case type
+      when :kama then window+ 1
+      when :dema then window* 2
+      when :tema then window* 3
+      else window
+      end
+    @block= block
+    @data= []
+  end
+
+  def <<(value)
+    @data<< value
+    return if @data.length< @length
+    @data.shift if @data.length> @length
+    call
+  end
+
+  def call
+    @block.call @data.indicator(@type, @window)[0]
+  end
+
+  def self.start(type, window, &block)
+    MovingAverageStream.new(type, window, block)
+  end
+end
+
+end; end # Enterprice.IO
+

data/lib/enterprice/io/signal_stream.rb

@@ -0,0 +1,62 @@
+require_relative './moving_average_stream'
+
+module Enterprice; module IO
+
+class SignalStream
+  attr_reader :ma_type
+  attr_reader :window1
+  attr_reader :window2
+
+  def initialize(ma_type, window1, window2, stop_loss, block)
+    @avg1= nil
+    @avg2= nil
+    @sma1= MovingAverageStream.new(ma_type, window1, proc { |avg| @avg1= avg })
+    @sma2= MovingAverageStream.new(ma_type, window2, proc { |avg| @avg2= avg })
+    @stop_loss= stop_loss
+    @block= block
+    reset
+  end
+
+  def <<(value)
+    @sma1<< value
+    @sma2<< value
+    @last_value= value
+    if !@avg1.nil? && !@avg2.nil?
+      @temp_state= :hold
+      if @state== :buy && value< @last_price* @stop_loss
+        @state= :stop_loss
+        @efficiency+= 1.0* (value- @last_price)/ @last_price
+        @last_price= value
+        @temp_state= @state
+      elsif @avg1< @avg2 && !(@state== :buy || @state== :stop_loss)
+        @state= :buy
+        @last_price= value
+        @temp_state= @state
+      elsif @avg1> @avg2 && @state== :buy
+        @state= :sell
+        @temp_state= @state
+        @efficiency+= 1.0* (value- @last_price)/ @last_price
+      end
+      call
+    end
+  end
+
+  def call
+    @block.call @temp_state, @last_value, @efficiency, @avg1, @avg2
+  end
+
+  def reset
+    @state= :hold
+    @temp_state= :hold
+    @last_value= nil
+    @last_price= nil
+    @efficiency= 0
+  end
+
+  def self.start(ma_type, window1, window2, stop_loss, &block)
+    SignalStream.new(ma_type, window1, window2, stop_loss, block)
+  end
+end
+
+end; end # Enterprice.IO
+

data/lib/version.rb

@@ -1,3 +1,3 @@
 module Enterprice
-  VERSION= "0.1.4"
+  VERSION= "0.2.4"
 end

metadata

@@ -1,15 +1,43 @@
 --- !ruby/object:Gem::Specification
 name: enterprice
 version: !ruby/object:Gem::Version
-  version: 0.1.4
+  version: 0.2.4
 platform: ruby
 authors:
 - Nurettin Onur TUĞCU
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2014-04-09 00:00:00.000000000 Z
-dependencies: []
+date: 2014-04-24 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: minitest
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: ta-indicator
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0'
 description: This gem provides utilities and methods I use when inspecting time series
   on remote machines.
 email: onur.tugcu@gmail.com
@@ -19,9 +47,10 @@ extra_rdoc_files: []
 files:
 - lib/enterprice.rb
 - lib/enterprice/io/candle_stream.rb
+- lib/enterprice/io/moving_average_stream.rb
 - lib/enterprice/io/multi_candle_stream.rb
 - lib/enterprice/io/named_candle_stream.rb
-- lib/enterprice/version.rb
+- lib/enterprice/io/signal_stream.rb
 - lib/version.rb
 homepage: https://github.com/nurettin/enterprice
 licenses:

data/lib/enterprice/version.rb

@@ -1,4 +0,0 @@
-module Enterprice
-  VERSION= '0.0.1'
-end
-