quantitative 0.3.1 → 0.3.3

data/lib/quant/indicators_source.rb

@@ -16,13 +16,18 @@ module Quant
   # By design, the {Quant::Indicators::Indicator} class holds the {Quant::Ticks::Tick} instance
   # alongside the indicator's computed values for that tick.
   class IndicatorsSource
+    include IndicatorsRegistry
+
     attr_reader :series, :source, :dominant_cycles, :pivots
 
     def initialize(series:, source:)
       @series = series
       @source = source
+
       @indicators = {}
       @ordered_indicators = []
+      define_indicator_accessors(indicator_source: self)
+
       @dominant_cycles = DominantCyclesSource.new(indicator_source: self)
       @pivots = PivotsSource.new(indicator_source: self)
     end
@@ -35,20 +40,19 @@ module Quant
       @ordered_indicators.each { |indicator| indicator << tick }
     end
 
-    def adx; indicator(Indicators::Adx) end
-    def atr; indicator(Indicators::Atr) end
-    def cci; indicator(Indicators::Cci) end
-    def decycler; indicator(Indicators::Decycler) end
-    def frama; indicator(Indicators::Frama) end
-    def mama; indicator(Indicators::Mama) end
-    def mesa; indicator(Indicators::Mesa) end
-    def ping; indicator(Indicators::Ping) 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.
     #
+    # NOTE: You can also use the `register` method on the indicator class to
+    # accomplish the same thing.  `attach` lets you inject a custom indicator
+    # at run-time when you have an instance of {Quant::IndicatorsSource} while
+    # the `register` method is used to define the indicator at load-time.
+    #
+    # NOTE Calling `attach` also registers the indicator with the framework, so
+    # you only have to `attach` once.
+    #
     # 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.
     #
@@ -57,6 +61,7 @@ module Quant
     # @example
     #   series.indicators.oc2.attach(name: :foo, indicator_class: Indicators::Foo)
     def attach(name:, indicator_class:)
+      self.class.register(name:, indicator_class:)
       define_singleton_method(name) { indicator(indicator_class) }
     end
 

data/lib/quant/pivots_source.rb

@@ -4,21 +4,9 @@ module Quant
   class PivotsSource
     def initialize(indicator_source:)
       @indicator_source = indicator_source
+      indicator_source.define_indicator_accessors(indicator_source: self)
     end
 
-    def atr; indicator(Indicators::Pivots::Atr) end
-    def bollinger; indicator(Indicators::Pivots::Bollinger) end
-    def camarilla; indicator(Indicators::Pivots::Camarilla) end
-    def classic; indicator(Indicators::Pivots::Classic) end
-    def demark; indicator(Indicators::Pivots::Demark) end
-    def donchian; indicator(Indicators::Pivots::Donchian) end
-    def fibbonacci; indicator(Indicators::Pivots::Fibbonacci) end
-    def guppy; indicator(Indicators::Pivots::Guppy) end
-    def keltner; indicator(Indicators::Pivots::Keltner) end
-    def murrey; indicator(Indicators::Pivots::Murrey) end
-    def traditional; indicator(Indicators::Pivots::Traditional) end
-    def woodie; indicator(Indicators::Pivots::Woodie) end
-
     private
 
     def indicator(indicator_class)

data/lib/quant/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module Quant
-  VERSION = "0.3.1"
+  VERSION = "0.3.3"
 end

data/lib/quantitative.rb

@@ -18,6 +18,7 @@ module Quant
   include Config
   include Experimental
 end
+Quantitative = Quant
 
 # Configure Zeitwerk to autoload the Quant module.
 loader = Zeitwerk::Loader.for_gem
@@ -29,6 +30,12 @@ loader.inflector.inflect "version" => "VERSION"
 loader.setup
 
 # Refinements aren't autoloaded by Zeitwerk, so we need to require them manually.
-%w(refinements).each do |sub_folder|
-  Dir.glob(File.join(quant_folder, sub_folder, "**/*.rb")).each { |fn| require fn }
-end
+# %w(refinements).each do |sub_folder|
+#   Dir.glob(File.join(quant_folder, sub_folder, "**/*.rb")).each { |fn| require fn }
+# end
+
+refinements_folder = File.join(quant_folder, "refinements")
+indicators_folder = File.join(quant_folder, "indicators")
+
+loader.eager_load_dir(refinements_folder)
+loader.eager_load_dir(indicators_folder)

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: quantitative
 version: !ruby/object:Gem::Version
-  version: 0.3.1
+  version: 0.3.3
 platform: ruby
 authors:
 - Michael Lang
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2024-06-01 00:00:00.000000000 Z
+date: 2024-06-08 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: oj
@@ -77,13 +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
@@ -94,8 +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

data/lib/quant/indicators/pivot.rb

@@ -1,107 +0,0 @@
-module Quant
-  module 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