quantitative 0.1.10 → 0.2.1

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@@ -1,40 +0,0 @@
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- # frozen_string_literal: true
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-
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- module Quant
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- class Indicators
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- class MaPoint < IndicatorPoint
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- attribute :ss, key: "ss"
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- attribute :ema, key: "ema"
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- attr_accessor :ss, :ema, :osc
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-
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- def initialize_data_points
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- @ss = input
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- @ema = input
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- @osc = nil
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- end
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- end
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-
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- # Moving Averages
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- class Ma < Indicator
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- include Quant::Mixins::Filters
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-
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- def alpha(period)
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- bars_to_alpha(period)
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- end
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-
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- def min_period
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- 8 # Quant.config.indicators.min_period
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- end
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-
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- def max_period
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- 48 # Quant.config.indicators.max_period
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- end
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-
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- def compute
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- # p0.ss = super_smoother input, :ss, min_period
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- p0.ema = alpha(max_period) * input + (1 - alpha(max_period)) * p1.ema
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- p0.osc = p0.ss - p0.ema
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- end
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- end
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- end
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- end