indicators 0.0.1 → 0.1.0

data/README.md

@@ -2,10 +2,10 @@
 
 A gem for calculating technical analysis indicators.
 
-[![Build Status](https://secure.travis-ci.org/Nedomas/indicators.png)](http://travis-ci.org/Nedomas/indicators)
-
 Current functionality demo of Indicators and Securities gems synergy can be tested at http://strangemuseum.heroku.com.
 
+[![Build Status](https://secure.travis-ci.org/Nedomas/indicators.png)](http://travis-ci.org/Nedomas/indicators)
+
 ## Installation
 
 Add this line to your application's Gemfile:
@@ -71,6 +71,14 @@ Variables have to be specified as an array [faster periods, slower periods, sign
 
 The more data it has, the more accurate RSI is.
 
+# Full Stochastic Oscillator => :sto
+
+	my_data.calc(:type => :sto, :variables => [14, 3, 5])
+
+Variables have to be specified as an array [lookback period, the number of periods to slow %K, the number of periods for the %D moving average] => [%K1, %K2, %D].
+
+	Stochastic output is [fast %K, slow %K, full %D].
+
 ## To Do
 
 * Make defaults mechanism more versatile.
@@ -82,7 +90,10 @@ The more data it has, the more accurate RSI is.
 * More moving averages (CMA, WMA, MMA).
 * ROC.
 * CCI.
-* Stochastics.
+* Williams %R.
+* ADX.
+* Parabolic SAR.
+* StochRSI.
 
 ## Contributing
 

data/lib/indicators/data.rb

@@ -2,7 +2,7 @@ module Indicators
 	class Data
 
 		attr_reader :data, :results
-		INDICATORS = [:sma, :ema, :bb, :macd, :rsi]
+		INDICATORS = [:sma, :ema, :bb, :macd, :rsi, :sto]
 		# Error handling
 		class DataException < StandardError
 		end

data/lib/indicators/main.rb

@@ -21,6 +21,7 @@ module Indicators
                                 when :bb then bb(Indicators::Parser.parse_data(stock_data), parameters[:variables])
                                 when :macd then macd(Indicators::Parser.parse_data(stock_data), parameters[:variables])
                                 when :rsi then rsi(Indicators::Parser.parse_data(stock_data), parameters[:variables])
+                                when :sto then sto(Indicators::Parser.parse_data(stock_data), parameters[:variables])
                               end
             # Parser returns in {:date=>[2012.0, 2012.0, 2012.0], :open=>[409.4, 410.0, 414.95],} format
           end
@@ -32,6 +33,7 @@ module Indicators
                     when :bb then bb(data, parameters[:variables])
                     when :macd then macd(data, parameters[:variables])
                     when :rsi then rsi(data, parameters[:variables])
+                    when :sto then raise MainException, "You cannot calculate Stochastic Oscillator on closing prices. Use Securities hash instead."
 				          end
 			end
 			return results
@@ -242,6 +244,57 @@ module Indicators
         return rsi
       end
 
+      #
+      # Full Stochastic Oscillator
+
+      # %K = (Current Close - Lowest Low)/(Highest High - Lowest Low) * 100
+      # %D = 3-day SMA of %K
+      # Lowest Low = lowest low for the look-back period
+      # Highest High = highest high for the look-back period
+      # %K is multiplied by 100 to move the decimal point two places
+      #
+      # Full %K = Fast %K smoothed with X-period SMA
+      # Full %D = X-period SMA of Full %K
+      #
+      # Input 14, 3, 5
+      # Returns [full %K, full %D]
+      def self.sto data, variables
+        k1_periods = get_variables(variables, 0, 14)
+        k2_periods = get_variables(variables, 1, 3)
+        d_periods = get_variables(variables, 2, 1)
+        high_data = Array.new
+        low_data = Array.new
+        adj_close_data = Array.new
+        high_data = get_data(data, k1_periods, :high)
+        low_data = get_data(data, k1_periods, :low)
+        adj_close_data = get_data(data, k1_periods, :adj_close)
+
+        k1 = []
+        k2 = []
+        d = []
+        sto = []
+        adj_close_data.each_with_index do |adj_close, index|
+          from = index-k1_periods+1
+          if index+1 >= k1_periods
+            k1[index] = (adj_close - low_data[from..index].min) / (high_data[from..index].max - low_data[from..index].min) * 100
+            if index+2 >= k1_periods + k2_periods
+              k2[index] = sma(k1[(k1_periods-1)..index], k2_periods).last
+            else 
+              k2[index] = nil
+            end
+            if index+3 >= k1_periods + k2_periods + d_periods
+              d[index] = sma(k2[(k1_periods + k2_periods - 2)..index], d_periods).last
+            else
+              d[index] = nil
+            end
+          else
+            k1[index] = nil
+          end
+          sto[index] = [k1[index], k2[index], d[index]]
+        end
+        return sto
+      end
+
 
       #
       # Helper methods for RSI

data/lib/indicators/version.rb

@@ -1,3 +1,3 @@
 module Indicators
-  VERSION = "0.0.1"
+  VERSION = "0.1.0"
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: indicators
 version: !ruby/object:Gem::Version
-  version: 0.0.1
+  version: 0.1.0
   prerelease: 
 platform: ruby
 authors:
@@ -9,7 +9,7 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2012-09-01 00:00:00.000000000 Z
+date: 2012-09-02 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rails
@@ -95,7 +95,7 @@ required_ruby_version: !ruby/object:Gem::Requirement
       version: '0'
       segments:
       - 0
-      hash: 3875007528278561270
+      hash: 1434689323242091745
 required_rubygems_version: !ruby/object:Gem::Requirement
   none: false
   requirements:
@@ -104,7 +104,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
       segments:
       - 0
-      hash: 3875007528278561270
+      hash: 1434689323242091745
 requirements: []
 rubyforge_project: 
 rubygems_version: 1.8.24