fintools 0.0.3

checksums.yaml

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+  data.tar.gz: 00a526dc2d175520c28b09078bbbc1f2f8533471
+SHA512:
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data/lib/fintools.rb

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+require 'indicators'
+
+class FinTools
+
+  def sum(arr)
+    arr.inject(0) { | accum, i | accum + i
+  }
+  end
+
+  def mean(arr)
+    arr.sum / arr.length.to_f
+  end
+
+  def sample_variance(arr)
+    m = mean(arr)
+    sum = arr.inject(0) { | accum, i | 
+      accum + (i - m) ** 2
+    }
+    sum / (arr.length - 1).to_f
+  end
+
+  def standard_deviation(arr)
+    return Math.sqrt(sample_variance(arr))
+  end
+
+  def histvola(values)
+    stddev = standard_deviation(values)
+    return stddev * Math.sqrt(254)
+  end
+
+  # returns is an array of returns(percent)
+  def sharpe_ratio(rets)
+    return mean(rets) / standard_deviation(rets)
+  end
+
+  ####
+  def calc_ema(arr, period)
+    my_data = Indicators::Data.new(arr)
+    return my_data.calc(:type => :ema, :params => period).output
+  end
+
+  ####
+  def calcMACD(price_arr, ema_long, ema_short, ema_diff)
+    closing_prices = price_arr.map { | r |
+      r[:cls]
+    }
+    ema26 = calc_ema(closing_prices, ema_long)
+    ema12 = calc_ema(closing_prices, ema_short)
+    
+    return calc_ema(closing_prices, ema_diff)
+  end
+
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: fintools
+version: !ruby/object:Gem::Version
+  version: 0.0.3
+platform: ruby
+authors:
+- Peter Andersson
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2017-06-15 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: indicators
+  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'
+- !ruby/object:Gem::Dependency
+  name: indicators
+  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'
+description: A Collection of financial tools in Ruby. Things like SMA, EMA, MACD etc
+email: fshsweden@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- lib/fintools.rb
+homepage: http://rubygems.org/gems/fintools
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.6.8
+signing_key: 
+specification_version: 4
+summary: Financial Tools in Ruby
+test_files: []