quantitative 0.3.0 → 0.3.2

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: quantitative
 version: !ruby/object:Gem::Version
-  version: 0.3.0
+  version: 0.3.2
 platform: ruby
 authors:
 - Michael Lang
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2024-05-29 00:00:00.000000000 Z
+date: 2024-06-02 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: oj
@@ -24,6 +24,20 @@ dependencies:
     - - "~>"
       - !ruby/object:Gem::Version
         version: '3.10'
+- !ruby/object:Gem::Dependency
+  name: zeitwerk
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.6'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.6'
 description: Quantitative and statistical tools written for Ruby 3.2+ for trading
   and finance.
 email:
@@ -51,6 +65,7 @@ files:
 - 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
@@ -62,13 +77,13 @@ files:
 - lib/quant/indicators/dominant_cycles/half_period.rb
 - lib/quant/indicators/dominant_cycles/homodyne.rb
 - lib/quant/indicators/dominant_cycles/phase_accumulator.rb
+- lib/quant/indicators/ema.rb
 - lib/quant/indicators/frama.rb
 - lib/quant/indicators/indicator.rb
 - lib/quant/indicators/indicator_point.rb
 - lib/quant/indicators/mama.rb
 - lib/quant/indicators/mesa.rb
 - lib/quant/indicators/ping.rb
-- lib/quant/indicators/pivot.rb
 - lib/quant/indicators/pivots/atr.rb
 - lib/quant/indicators/pivots/bollinger.rb
 - lib/quant/indicators/pivots/camarilla.rb
@@ -79,8 +94,14 @@ files:
 - lib/quant/indicators/pivots/guppy.rb
 - lib/quant/indicators/pivots/keltner.rb
 - lib/quant/indicators/pivots/murrey.rb
+- lib/quant/indicators/pivots/pivot.rb
 - lib/quant/indicators/pivots/traditional.rb
 - lib/quant/indicators/pivots/woodie.rb
+- lib/quant/indicators/rocket_rsi.rb
+- lib/quant/indicators/roofing.rb
+- lib/quant/indicators/rsi.rb
+- lib/quant/indicators/snr.rb
+- lib/quant/indicators_registry.rb
 - lib/quant/indicators_source.rb
 - lib/quant/indicators_sources.rb
 - lib/quant/interval.rb
@@ -115,7 +136,6 @@ files:
 - lib/quant/version.rb
 - lib/quantitative.rb
 - possibilities.png
-- quantitative.gemspec
 homepage: https://github.com/mwlang/quantitative
 licenses:
 - MIT
@@ -139,7 +159,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.5.6
+rubygems_version: 3.5.11
 signing_key:
 specification_version: 4
 summary: Quantitative and statistical tools written for Ruby 3.2+ for trading and

data/lib/quant/indicators/pivot.rb

@@ -1,107 +0,0 @@
-module Quant
-  class Indicators
-    class PivotPoint < IndicatorPoint
-      attribute :high_price
-      attribute :avg_high, default: :high_price
-      attribute :highest, default: :input
-
-      attribute :low_price
-      attribute :avg_low, default: :low_price
-      attribute :lowest, default: :input
-
-      attribute :range, default: 0.0
-      attribute :avg_range, default: 0.0
-      attribute :std_dev, default: 0.0
-
-      def bands
-        @bands ||= { 0 => input }
-      end
-
-      def [](band)
-        bands[band]
-      end
-
-      def []=(band, value)
-        bands[band] = value
-      end
-
-      def key?(band)
-        bands.key?(band)
-      end
-
-      def midpoint
-        bands[0]
-      end
-      alias :h0 :midpoint
-      alias :l0 :midpoint
-
-      def midpoint=(value)
-        bands[0] = value
-      end
-      alias :h0= :midpoint=
-      alias :l0= :midpoint=
-
-      (1..8).each do |band|
-        define_method("h#{band}") { bands[band] }
-        define_method("h#{band}=") { |value| bands[band] = value }
-
-        define_method("l#{band}") { bands[-band] }
-        define_method("l#{band}=") { |value| bands[-band] = value }
-      end
-    end
-
-    class Pivot < Indicator
-      def points_class
-        Quant::Indicators::PivotPoint
-      end
-
-      def band?(band)
-        p0.key?(band)
-      end
-
-      def period
-        dc_period
-      end
-
-      def averaging_period
-        min_period
-      end
-
-      def period_midpoints
-        period_points(period).map(&:midpoint)
-      end
-
-      def compute
-        compute_extents
-        compute_value
-        compute_midpoint
-        compute_bands
-      end
-
-      def compute_midpoint
-        p0.midpoint = p0.input
-      end
-
-      def compute_value
-        # No-op -- override in subclasses
-      end
-
-      def compute_bands
-        # No-op -- override in subclasses
-      end
-
-      def compute_extents
-        period_midpoints.tap do |midpoints|
-          p0.high_price = t0.high_price
-          p0.low_price = t0.low_price
-          p0.highest = midpoints.max
-          p0.lowest = midpoints.min
-          p0.range = p0.high_price - p0.low_price
-          p0.avg_low = super_smoother(:low_price, previous: :avg_low, period: averaging_period)
-          p0.avg_high = super_smoother(:high_price, previous: :avg_high, period: averaging_period)
-          p0.avg_range = super_smoother(:range, previous: :avg_range, period: averaging_period)
-        end
-      end
-    end
-  end
-end

data/quantitative.gemspec

@@ -1,39 +0,0 @@
-# frozen_string_literal: true
-
-require_relative "lib/quant/version"
-
-Gem::Specification.new do |spec|
-  spec.name = "quantitative"
-  spec.version = Quant::VERSION
-  spec.authors = ["Michael Lang"]
-  spec.email = ["mwlang@cybrains.net"]
-
-  spec.summary = "Quantitative and statistical tools written for Ruby 3.2+ for trading and finance."
-  spec.description = spec.summary
-  spec.homepage = "https://github.com/mwlang/quantitative"
-  spec.license = "MIT"
-  spec.required_ruby_version = ">= 3.2"
-
-  spec.metadata["allowed_push_host"] = "https://rubygems.org"
-
-  spec.metadata["homepage_uri"] = spec.homepage
-  spec.metadata["source_code_uri"] = spec.homepage
-  spec.metadata["changelog_uri"] = spec.homepage
-
-  # Specify which files should be added to the gem when it is released.
-  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
-  spec.files = Dir.chdir(__dir__) do
-    `git ls-files -z`.split("\x0").reject do |f|
-      (f == __FILE__) || f.match(%r{\A(?:(?:bin|test|spec|features)/|\.(?:git|travis|circleci)|appveyor)})
-    end
-  end
-  spec.bindir = "exe"
-  spec.executables = spec.files.grep(%r{\Aexe/}) { |f| File.basename(f) }
-  spec.require_paths = ["lib"]
-
-  # Uncomment to register a new dependency of your gem
-  spec.add_dependency "oj", "~> 3.10"
-
-  # For more information and examples about making a new gem, check out our
-  # guide at: https://bundler.io/guides/creating_gem.html
-end