indicators 1.0.2 → 1.0.3

data/.gitignore

@@ -15,3 +15,4 @@ spec/reports
 test/tmp
 test/version_tmp
 tmp
+.DS_Store

data/Gemfile

@@ -2,3 +2,7 @@ source 'https://rubygems.org'
 
 # Specify your gem's dependencies in indicators.gemspec
 gemspec
+gem 'guard'
+gem 'guard-rspec'
+gem 'guard-bundler'
+gem 'growl'

data/Guardfile

@@ -0,0 +1,30 @@
+# A sample Guardfile
+# More info at https://github.com/guard/guard#readme
+
+guard 'bundler' do
+  watch('Gemfile')
+  # Uncomment next line if Gemfile contain `gemspec' command
+  # watch(/^.+\.gemspec/)
+end
+
+guard 'rspec', :version => 2 do
+  watch(%r{^spec/.+_spec\.rb$})
+  watch(%r{^lib/(.+)\.rb$})     { |m| "spec/lib/#{m[1]}_spec.rb" }
+  watch('spec/spec_helper.rb')  { "spec" }
+
+  # Rails example
+  watch(%r{^app/(.+)\.rb$})                           { |m| "spec/#{m[1]}_spec.rb" }
+  watch(%r{^app/(.*)(\.erb|\.haml)$})                 { |m| "spec/#{m[1]}#{m[2]}_spec.rb" }
+  watch(%r{^app/controllers/(.+)_(controller)\.rb$})  { |m| ["spec/routing/#{m[1]}_routing_spec.rb", "spec/#{m[2]}s/#{m[1]}_#{m[2]}_spec.rb", "spec/acceptance/#{m[1]}_spec.rb"] }
+  watch(%r{^spec/support/(.+)\.rb$})                  { "spec" }
+  watch('config/routes.rb')                           { "spec/routing" }
+  watch('app/controllers/application_controller.rb')  { "spec/controllers" }
+  
+  # Capybara request specs
+  watch(%r{^app/views/(.+)/.*\.(erb|haml)$})          { |m| "spec/requests/#{m[1]}_spec.rb" }
+  
+  # Turnip features and steps
+  watch(%r{^spec/acceptance/(.+)\.feature$})
+  watch(%r{^spec/acceptance/steps/(.+)_steps\.rb$})   { |m| Dir[File.join("**/#{m[1]}.feature")][0] || 'spec/acceptance' }
+end
+

data/README.md

@@ -4,7 +4,7 @@ A gem for calculating technical analysis 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)
+[![Build Status](https://secure.travis-ci.org/Nedomas/indicators.png)](http://travis-ci.org/Nedomas/indicators)[![Dependency Status](https://gemnasium.com/Nedomas/indicators.png)](https://gemnasium.com/Nedomas/indicators)
 
 ## Installation
 
@@ -32,11 +32,9 @@ Then it returns data as an array with indicator values in index places:
 
 # Securities gem hash
 
-	my_data = Indicators::Data.new(Securities::Stock.new(["aapl", "yhoo"]).history(:start_date => '2012-08-25', :end_date => '2012-08-30').results)
+	my_data = Indicators::Data.new(Securities::Stock.new(:symbol => 'AAPL', :start_date => '2012-08-25', :end_date => '2012-08-30').output)
 
-Then it returns a hash so it can be quite powerful at calculating multiple stock indicators at once:
-
-	{"aapl"=>[nil, 675.24, 674.0600000000001], "yhoo"=>[nil, 14.785, 14.821666666666667]}
+	my_data.calc(:type => :sma, :params => 3)
 
 ## Output
 
@@ -91,7 +89,6 @@ Variables have to be specified as an array [lookback period, the number of perio
 
 ## To Do
 
-* Write specs.
 * A strategy backtesting tool.
 
 # Indicators:

data/indicators.gemspec

@@ -16,6 +16,6 @@ Gem::Specification.new do |gem|
   gem.version       = Indicators::VERSION
 
   gem.add_dependency 'rails'
-  gem.add_development_dependency 'securities'
+  gem.add_development_dependency 'securities', ">= 2.0.0", "< 3.0.0"
   gem.add_development_dependency 'rspec'
 end

data/lib/indicators/calculations/helper.rb

@@ -3,8 +3,7 @@ module Indicators
   class Helper
 
     # Error handling.
-    class HelperException < StandardError
-    end
+    class HelperException < StandardError ; end
 
     def self.validate_data data, column, parameters
       # If this is a hash, choose which column of values to use for calculations.
@@ -14,12 +13,6 @@ module Indicators
         valid_data = data
       end
 
-      # Make output more friendly
-      # if parameters.is_a?(Array)
-      #   parameters_array = parameters
-      #   parameters = parameters.sum
-      # end
-
       if valid_data.length < parameters
         raise HelperException, "Data point length (#{valid_data.length}) must be greater than or equal to the required indicator periods (#{parameters})."
       end
@@ -29,6 +22,7 @@ module Indicators
     # Indicators::Helper.get_parameters([12, 1, 1], 0, 15)
     def self.get_parameters parameters, i=0, default=0
 
+      # Single parameter is to choose from.
       if parameters.is_a?(Integer) || parameters.is_a?(NilClass)
 
         # Set all other to default if only one integer is given instead of an array.
@@ -40,11 +34,12 @@ module Indicators
           if default != 0
             return default
           else
-            raise HelperException, "There were no parameters specified and there is no default for it."
+            raise HelperException, 'There were no parameters specified and there is no default for it.'
           end
         else
           return parameters
         end
+      # Multiple parameters to choose from.
       elsif parameters.is_a?(Array)
         # In case array is given not like [1, 2] but like this ["1", "2"]. This usually happens when getting data from input forms.
         parameters = parameters.map(&:to_i)
@@ -52,13 +47,13 @@ module Indicators
           if default != 0
             return default
           else
-            raise HelperException, "There were no parameters specified and there is no default for it."
+            raise HelperException, 'There were no parameters specified and there is no default for it.'
           end
         else
           return parameters[i]
         end
       else
-        raise HelperException, "Parameters have to be a integer, an array or nil."
+        raise HelperException, 'Parameters have to be a integer, an array or nil.'
       end
 
     end

data/lib/indicators/data.rb

@@ -4,30 +4,27 @@ module Indicators
 		attr_reader :data, :results
 		INDICATORS = [:sma, :ema, :bb, :macd, :rsi, :sto]
 		# Error handling
-		class DataException < StandardError
-		end
+		class DataException < StandardError ; end
 
 		def initialize parameters
 			@data = parameters
 
 			# Check if data usable.
 			if @data.nil? || @data.empty?
-        raise DataException, "There is no data to work on."
+        raise DataException, 'There is no data to work on.'
       end
-			unless @data.is_a?(Array) or @data.is_a?(Hash)
-				raise DataException, "Alien data. Given data must be an array or a hash (got #{@data.class})."
+			unless @data.is_a?(Array)
+				raise DataException, "Alien data. Given data must be an array (got #{@data.class})."
 			end
 
-			if @data.is_a?(Hash)
-				# Hacky, but a fast way to check if this is a dividends hash without the extra hassle.
-				raise DataException, "Cannot use dividends values for technical analysis." if @data.to_s.include?(':dividends')
-			end
+			# Hacky, but a fast way to check if this is a dividends hash.
+			raise DataException, 'Cannot use dividends values for technical analysis.' if @data.to_s.include?(':dividends')
 		end
 
 		def calc parameters
 			# Check is parameters are usable.
 			unless parameters.is_a?(Hash)
-				raise DataException, 'Given parameters have to be a hash. FORMAT: .calc(:type => :ema, :params => 12)'
+				raise DataException, 'Given parameters have to be a hash.'
 			end
 
 			# If not specified, set default :type to :sma.

data/lib/indicators/main.rb

@@ -4,63 +4,53 @@ module Indicators
 
     attr_reader :output, :abbr, :params
     # Error handling.
-    class MainException < StandardError
-    end
+    class MainException < StandardError ; end
 
 		def initialize data, parameters
       type = parameters[:type]
       all_params = parameters[:params]
       @abbr = type.to_s.upcase
-      if type == :sma
+      case type
+      when :sma
         @params = Indicators::Helper.get_parameters(all_params, 0, 20)
-      elsif type == :ema
+      when :ema
         @params = Indicators::Helper.get_parameters(all_params, 0, 20)
-      elsif type == :bb
+      when :bb
         @params = Array.new
-        @params[0] = Indicators::Helper.get_parameters(all_params, 0, 20)
-        @params[1] = Indicators::Helper.get_parameters(all_params, 1, 2)
-      elsif type == :macd
+        @params << Indicators::Helper.get_parameters(all_params, 0, 20)
+        @params << Indicators::Helper.get_parameters(all_params, 1, 2)
+      when :macd
         @params = Array.new
-        @params[0] = Indicators::Helper.get_parameters(all_params, 0, 12)
-        @params[1] = Indicators::Helper.get_parameters(all_params, 1, 26)
-        @params[2] = Indicators::Helper.get_parameters(all_params, 2, 9)
-      elsif type == :rsi
+        @params << Indicators::Helper.get_parameters(all_params, 0, 12)
+        @params << Indicators::Helper.get_parameters(all_params, 1, 26)
+        @params << Indicators::Helper.get_parameters(all_params, 2, 9)
+      when :rsi
         @params = Indicators::Helper.get_parameters(all_params, 0, 14)
-      elsif type == :sto
+      when :sto
         @params = Array.new
-        @params[0] = Indicators::Helper.get_parameters(all_params, 0, 14)
-        @params[1] = Indicators::Helper.get_parameters(all_params, 1, 3)
-        @params[2] = Indicators::Helper.get_parameters(all_params, 2, 3)
+        @params << Indicators::Helper.get_parameters(all_params, 0, 14)
+        @params << Indicators::Helper.get_parameters(all_params, 1, 3)
+        @params << Indicators::Helper.get_parameters(all_params, 2, 3)
       end
 
-			if data.is_a?(Hash)
-        @output = Hash.new
-        data.each do |symbol, stock_data|
-          # Check if this symbol was empty and don't go further with it.
-          if stock_data.length == 0
-            @output[symbol] = []
-          else
-            @output[symbol] = case type
-                                when :sma then Indicators::Sma.calculate(Indicators::Parser.parse_data(stock_data), @params)
-                                when :ema then Indicators::Ema.calculate(Indicators::Parser.parse_data(stock_data), @params)
-                                when :bb then Indicators::Bb.calculate(Indicators::Parser.parse_data(stock_data), @params)
-                                when :macd then Indicators::Macd.calculate(Indicators::Parser.parse_data(stock_data), @params)
-                                when :rsi then Indicators::Rsi.calculate(Indicators::Parser.parse_data(stock_data), @params)
-                                when :sto then Indicators::Sto.calculate(Indicators::Parser.parse_data(stock_data), @params)
-                              end
-            # Parser returns in {:date=>[2012.0, 2012.0, 2012.0], :open=>[409.4, 410.0, 414.95],} format
-          end
-        end
+      # This is a Securities gem hash.
+			if data[0].is_a?(Hash)
+        data = Indicators::Parser.parse_data(data)
+        # Parser returns in {:date=>[2012.0, 2012.0, 2012.0], :open=>[409.4, 410.0, 414.95],} format
 			else
-				@output = case type
-				            when :sma then Indicators::Sma.calculate(data, @params)
-                    when :ema then Indicators::Ema.calculate(data, @params)
-                    when :bb then Indicators::Bb.calculate(data, @params)
-                    when :macd then Indicators::Macd.calculate(data, @params)
-                    when :rsi then Indicators::Rsi.calculate(data, @params)
-                    when :sto then raise MainException, "You cannot calculate Stochastic Oscillator on array. Highs and lows are needed. Feel free Securities gem hash instead."
-				          end
-			end
+        # Don't let calculation start on a standard array for few instruments cause it needs more specific data.
+        if type == :sto
+          raise MainException, 'You cannot calculate Stochastic Oscillator on array. Highs and lows are needed. Feel free Securities gem hash instead.'
+        end
+      end
+			@output = case type
+			            when :sma then Indicators::Sma.calculate(data, @params)
+                  when :ema then Indicators::Ema.calculate(data, @params)
+                  when :bb then Indicators::Bb.calculate(data, @params)
+                  when :macd then Indicators::Macd.calculate(data, @params)
+                  when :rsi then Indicators::Rsi.calculate(data, @params)
+                  when :sto then Indicators::Sto.calculate(data, @params)
+			          end
       return @output
     end
 

data/lib/indicators/parser.rb

@@ -4,8 +4,7 @@ module Indicators
 	class Parser
 
 		# Error handling.
-		class ParserException < StandardError
-		end
+		class ParserException < StandardError ; end
 
 		def self.parse_data parameters
 			
@@ -18,7 +17,7 @@ module Indicators
 			  transposed_hash = a
 			}
 		 	usable_data = transposed_hash
-		 	# usable data is are {:close => [1, 2, 3], :open => []}
+		 	# usable data is {:close => [1, 2, 3], :open => []}
 
 			return usable_data
 		end

data/lib/indicators/version.rb

@@ -1,3 +1,3 @@
 module Indicators
-  VERSION = "1.0.2"
+  VERSION = "1.0.3"
 end

data/spec/data_spec.rb

@@ -1,28 +1,73 @@
 require 'spec_helper'
 
-describe Data do
-
-	context "should raise an exception if" do
-	  it "nil or empty" do
-	  	expect { Indicators::Data.new(nil) }.to raise_error
-	  	expect { Indicators::Data.new('') }.to raise_error
-	  end
-	  it "not an array or hash" do
-	  	expect { Indicators::Data.new('some string') }.to raise_error
-	  end
-	  it "contains dividends hash from securities gem" do
-	  	expect { Indicators::Data.new(Securities::Stock.new(["aapl"]).history(:start_date => '2012-08-01', :end_date => '2012-08-10', :periods => :dividends)) }.to raise_error
+describe Indicators::Data do
+
+	describe ".new" do
+		context "should raise an exception if parameter" do
+
+		  it "is nil or empty" do
+		  	expect { Indicators::Data.new(nil) }.to raise_error('There is no data to work on.')
+		  	expect { Indicators::Data.new('') }.to raise_error('There is no data to work on.')
+		  end
+		  it "is not an array" do
+		  	expect { Indicators::Data.new('some string') }.to raise_error(Indicators::Data::DataException, /Alien data. Given data must be an array/)
+		  end
+		  it "contains dividends hash from Securities gem" do
+		  	expect { Indicators::Data.new(Securities::Stock.new(:symbol => 'AAPL', :start_date => '2012-08-01', :end_date => '2012-08-10', :type => :dividends).output) }.to raise_error('Cannot use dividends values for technical analysis.')
+			end
+		end
+
+		context "should not raise an exception if parameter" do
+
+			it "is an array" do
+				expect { Indicators::Data.new([1, 2, 3]) }.not_to raise_error
+			end
+			it "is a hash" do
+				expect { Indicators::Data.new(Securities::Stock.new(:symbol => 'AAPL', :start_date => '2012-08-01', :end_date => '2012-08-03', :type => :daily).output) }.not_to raise_error
+			end
+
 		end
 	end
 
-	context "should not raise an exception if" do
-		it "is an array" do
-			expect { Indicators::Data.new([1, 2, 3]) }.not_to raise_error
+	describe ".calc" do
+		before :all do
+			@my_data = Indicators::Data.new(Securities::Stock.new(:symbol => 'AAPL', :start_date => '2012-08-01', :end_date => '2012-08-20', :type => :daily).output)
 		end
-		it "is a hash" do
-			expect { Indicators::Data.new(Securities::Stock.new(["aapl"]).history(:start_date => '2012-08-01', :end_date => '2012-08-03', :periods => :daily)) }.not_to raise_error
+
+		context "should raise an exception if parameter" do
+			it "is not a hash" do
+				expect { @my_data.calc('some string') }.to raise_error('Given parameters have to be a hash.')
+			end
+			it ":type is invalid" do
+				expect { @my_data.calc(:type => :invalid_type, :params => 5) }.to raise_error(Indicators::Data::DataException, /Invalid indicator type specified/)
+			end
 		end
 
+		context "should not raise an exception if parameter" do
+			it ":type is not specified (should default to :sma)" do
+				expect { @my_data.calc(:params => 5) }.not_to raise_error
+				# Can't get this test to work for some reason.
+				# @my_data.calc(:params => 5).abbr.downcase.to_sym should eq(:sma)
+			end
+			it "good SMA params are specified" do
+				expect { @my_data.calc(:type => :sma, :params => 5) }.not_to raise_error
+			end
+			it "good EMA params are specified" do
+				expect { @my_data.calc(:type => :ema, :params => 5) }.not_to raise_error
+			end
+			it "good BB params are specified" do
+				expect { @my_data.calc(:type => :bb, :params => [10, 2]) }.not_to raise_error
+			end
+			it "good MACD params are specified" do
+				expect { @my_data.calc(:type => :macd, :params => [2, 5, 4]) }.not_to raise_error
+			end
+			it "good RSI params are specified" do
+				expect { @my_data.calc(:type => :rsi, :params => 5) }.not_to raise_error
+			end
+			it "good STO params are specified" do
+				expect { @my_data.calc(:type => :sto, :params => [3, 5, 4]) }.not_to raise_error
+			end
+		end
 	end
 
 end

data/spec/helper_spec.rb

@@ -0,0 +1,17 @@
+require 'spec_helper'
+
+describe Indicators::Helper do
+
+	context "should raise an exception if" do
+		before :all do
+			@my_data = Indicators::Data.new([1, 2, 3, 4, 5])
+		end
+		it "there was not enough data for specified periods" do
+			expect { @my_data.calc(:type => :sma, :params => 6) }.to raise_error('Data point length (5) must be greater than or equal to the required indicator periods (6).')
+		end
+		it "unknown type is given for parameters" do
+			expect { @my_data.calc(:type => :sma, :params => 'unknown_type') }.to raise_error('Parameters have to be a integer, an array or nil.')
+		end
+	end
+
+end

data/spec/main_spec.rb

@@ -0,0 +1,12 @@
+require 'spec_helper'
+
+describe Indicators::Main do
+
+	context "should raise an exception if" do
+		it "there was no data to work on" do
+			@my_data = Indicators::Data.new([1, 2, 3, 4, 5])
+			expect { @my_data.calc(:type => :sto, :params => 2) }.to raise_error('You cannot calculate Stochastic Oscillator on array. Highs and lows are needed. Feel free Securities gem hash instead.')
+		end
+	end
+
+end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: indicators
 version: !ruby/object:Gem::Version
-  version: 1.0.2
+  version: 1.0.3
   prerelease: 
 platform: ruby
 authors:
@@ -9,7 +9,7 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2012-09-04 00:00:00.000000000 Z
+date: 2012-09-20 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rails
@@ -34,7 +34,10 @@ dependencies:
     requirements:
     - - ! '>='
       - !ruby/object:Gem::Version
-        version: '0'
+        version: 2.0.0
+    - - <
+      - !ruby/object:Gem::Version
+        version: 3.0.0
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
@@ -42,7 +45,10 @@ dependencies:
     requirements:
     - - ! '>='
       - !ruby/object:Gem::Version
-        version: '0'
+        version: 2.0.0
+    - - <
+      - !ruby/object:Gem::Version
+        version: 3.0.0
 - !ruby/object:Gem::Dependency
   name: rspec
   requirement: !ruby/object:Gem::Requirement
@@ -70,6 +76,7 @@ files:
 - .rspec
 - .travis.yml
 - Gemfile
+- Guardfile
 - LICENSE
 - README.md
 - Rakefile
@@ -87,6 +94,8 @@ files:
 - lib/indicators/parser.rb
 - lib/indicators/version.rb
 - spec/data_spec.rb
+- spec/helper_spec.rb
+- spec/main_spec.rb
 - spec/spec_helper.rb
 homepage: http://github.com/Nedomas/indicators
 licenses: []
@@ -102,7 +111,7 @@ required_ruby_version: !ruby/object:Gem::Requirement
       version: '0'
       segments:
       - 0
-      hash: -937322617127678675
+      hash: 399426522861495545
 required_rubygems_version: !ruby/object:Gem::Requirement
   none: false
   requirements:
@@ -111,7 +120,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
       segments:
       - 0
-      hash: -937322617127678675
+      hash: 399426522861495545
 requirements: []
 rubyforge_project: 
 rubygems_version: 1.8.24
@@ -120,4 +129,6 @@ specification_version: 3
 summary: A gem for calculating technical analysis indicators.
 test_files:
 - spec/data_spec.rb
+- spec/helper_spec.rb
+- spec/main_spec.rb
 - spec/spec_helper.rb