quantitative 0.2.2 → 0.3.0

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: quantitative
 version: !ruby/object:Gem::Version
-  version: 0.2.2
+  version: 0.3.0
 platform: ruby
 authors:
 - Michael Lang
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2024-03-17 00:00:00.000000000 Z
+date: 2024-05-29 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: oj
@@ -48,10 +48,9 @@ files:
 - lib/quant/asset_class.rb
 - lib/quant/attributes.rb
 - lib/quant/config.rb
-- lib/quant/dominant_cycle_indicators.rb
+- lib/quant/dominant_cycles_source.rb
 - lib/quant/errors.rb
 - lib/quant/experimental.rb
-- lib/quant/indicators.rb
 - lib/quant/indicators/adx.rb
 - lib/quant/indicators/atr.rb
 - lib/quant/indicators/cci.rb
@@ -69,7 +68,20 @@ files:
 - lib/quant/indicators/mama.rb
 - lib/quant/indicators/mesa.rb
 - lib/quant/indicators/ping.rb
-- lib/quant/indicators_proxy.rb
+- lib/quant/indicators/pivot.rb
+- lib/quant/indicators/pivots/atr.rb
+- lib/quant/indicators/pivots/bollinger.rb
+- lib/quant/indicators/pivots/camarilla.rb
+- lib/quant/indicators/pivots/classic.rb
+- lib/quant/indicators/pivots/demark.rb
+- lib/quant/indicators/pivots/donchian.rb
+- lib/quant/indicators/pivots/fibbonacci.rb
+- lib/quant/indicators/pivots/guppy.rb
+- lib/quant/indicators/pivots/keltner.rb
+- lib/quant/indicators/pivots/murrey.rb
+- lib/quant/indicators/pivots/traditional.rb
+- lib/quant/indicators/pivots/woodie.rb
+- lib/quant/indicators_source.rb
 - lib/quant/indicators_sources.rb
 - lib/quant/interval.rb
 - lib/quant/mixins/butterworth_filters.rb
@@ -86,6 +98,7 @@ files:
 - lib/quant/mixins/super_smoother.rb
 - lib/quant/mixins/universal_filters.rb
 - lib/quant/mixins/weighted_moving_average.rb
+- lib/quant/pivots_source.rb
 - lib/quant/refinements/array.rb
 - lib/quant/series.rb
 - lib/quant/settings.rb
@@ -101,6 +114,8 @@ files:
 - lib/quant/time_period.rb
 - lib/quant/version.rb
 - lib/quantitative.rb
+- possibilities.png
+- quantitative.gemspec
 homepage: https://github.com/mwlang/quantitative
 licenses:
 - MIT

data/lib/quant/indicators.rb

@@ -1,18 +0,0 @@
-# frozen_string_literal: true
-
-require_relative "indicators_proxy"
-module Quant
-  # TODO: build an Indicator registry so new indicators can be added and
-  #       used outside those shipped with the library.
-  class Indicators < IndicatorsProxy
-    def ping; indicator(Indicators::Ping) end
-    def adx; indicator(Indicators::Adx) end
-    def atr; indicator(Indicators::Atr) end
-    def mesa; indicator(Indicators::Mesa) end
-    def mama; indicator(Indicators::MAMA) end
-
-    def dominant_cycles
-      @dominant_cycles ||= Quant::DominantCycleIndicators.new(series:, source:)
-    end
-  end
-end

data/lib/quant/indicators_proxy.rb

@@ -1,68 +0,0 @@
-# frozen_string_literal: true
-
-module Quant
-  # The {Quant::IndicatorsProxy} class is responsible for lazily loading indicators
-  # so that not all indicators are always engaged and computing their values.
-  # If the indicator is never accessed, it's never computed, saving valuable
-  # processing CPU cycles.
-  #
-  # Indicators are generally built around the concept of a source input value and
-  # that source is designated by the source parameter when instantiating the
-  # {Quant::IndicatorsProxy} class.
-  #
-  # By design, the {Quant::Indicator} class holds the {Quant::Ticks::Tick} instance
-  # alongside the indicator's computed values for that tick.
-  class IndicatorsProxy
-    attr_reader :series, :source, :dominant_cycle, :indicators
-
-    def initialize(series:, source:)
-      @series = series
-      @source = source
-      @indicators = {}
-      @dominant_cycle = dominant_cycle_indicator
-    end
-
-    def dominant_cycle_indicator
-      kind = Quant.config.indicators.dominant_cycle_kind.to_s
-      base_class_name = kind.split("_").map(&:capitalize).join
-      class_name = "Quant::Indicators::DominantCycles::#{base_class_name}"
-      indicator_class = Object.const_get(class_name)
-      indicator_class.new(series:, source:)
-    end
-
-    # Instantiates the indicator class and stores it in the indicators hash.  Once
-    # prepared, the indicator becomes active and all ticks pushed into the series
-    # are sent to the indicator for processing.
-    def indicator(indicator_class)
-      indicators[indicator_class] ||= indicator_class.new(series:, source:)
-    end
-
-    # Adds the tick to all active indicators, triggering them to compute
-    # new values against the latest tick.
-    #
-    # NOTE:  Dominant cycle indicators must be computed first as many
-    # indicators are adaptive and require the dominant cycle period.
-    # The IndicatorsProxy class is not responsible for enforcing
-    # this order of events.
-    def <<(tick)
-      dominant_cycle << tick
-      indicators.each_value { |indicator| indicator << tick }
-    end
-
-    # Attaches a given Indicator class and defines the method for
-    # accessing it using the given name.  Indicators take care of
-    # computing their values when first attached to a populated
-    # series.
-    #
-    # The indicators shipped with the library are all wired into the framework, thus
-    # this method should be used for custom indicators not shipped with the library.
-    #
-    # @param name [Symbol] The name of the method to define for accessing the indicator.
-    # @param indicator_class [Class] The class of the indicator to attach.
-    # @example
-    #   series.indicators.oc2.attach(name: :foo, indicator_class: Indicators::Foo)
-    def attach(name:, indicator_class:)
-      define_singleton_method(name) { indicator(indicator_class) }
-    end
-  end
-end