quantitative 0.1.0

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data/.rspec

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+--format documentation
+--color
+--require spec_helper

data/.rubocop.yml

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+inherit_gem:
+  relaxed-rubocop: .rubocop.yml
+
+AllCops:
+  TargetRubyVersion: 3.0
+
+Style/AccessorGrouping:
+  Enabled: false
+
+Style/StringLiterals:
+  Enabled: true
+  EnforcedStyle: double_quotes
+
+Style/StringLiteralsInInterpolation:
+  Enabled: true
+  EnforcedStyle: double_quotes
+
+Layout/LineLength:
+  Max: 120
+
+Lint/AmbiguousBlockAssociation:
+  AllowedMethods:
+    - change
+    - not_change
+

data/CODE_OF_CONDUCT.md

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+# Contributor Covenant Code of Conduct
+
+## Our Pledge
+
+We as members, contributors, and leaders pledge to make participation in our community a harassment-free experience for everyone, regardless of age, body size, visible or invisible disability, ethnicity, sex characteristics, gender identity and expression, level of experience, education, socio-economic status, nationality, personal appearance, race, religion, or sexual identity and orientation.
+
+We pledge to act and interact in ways that contribute to an open, welcoming, diverse, inclusive, and healthy community.
+
+## Our Standards
+
+Examples of behavior that contributes to a positive environment for our community include:
+
+* Demonstrating empathy and kindness toward other people
+* Being respectful of differing opinions, viewpoints, and experiences
+* Giving and gracefully accepting constructive feedback
+* Accepting responsibility and apologizing to those affected by our mistakes, and learning from the experience
+* Focusing on what is best not just for us as individuals, but for the overall community
+
+Examples of unacceptable behavior include:
+
+* The use of sexualized language or imagery, and sexual attention or
+  advances of any kind
+* Trolling, insulting or derogatory comments, and personal or political attacks
+* Public or private harassment
+* Publishing others' private information, such as a physical or email
+  address, without their explicit permission
+* Other conduct which could reasonably be considered inappropriate in a
+  professional setting
+
+## Enforcement Responsibilities
+
+Community leaders are responsible for clarifying and enforcing our standards of acceptable behavior and will take appropriate and fair corrective action in response to any behavior that they deem inappropriate, threatening, offensive, or harmful.
+
+Community leaders have the right and responsibility to remove, edit, or reject comments, commits, code, wiki edits, issues, and other contributions that are not aligned to this Code of Conduct, and will communicate reasons for moderation decisions when appropriate.
+
+## Scope
+
+This Code of Conduct applies within all community spaces, and also applies when an individual is officially representing the community in public spaces. Examples of representing our community include using an official e-mail address, posting via an official social media account, or acting as an appointed representative at an online or offline event.
+
+## Enforcement
+
+Instances of abusive, harassing, or otherwise unacceptable behavior may be reported to the community leaders responsible for enforcement at mwlang@cybrains.net. All complaints will be reviewed and investigated promptly and fairly.
+
+All community leaders are obligated to respect the privacy and security of the reporter of any incident.
+
+## Enforcement Guidelines
+
+Community leaders will follow these Community Impact Guidelines in determining the consequences for any action they deem in violation of this Code of Conduct:
+
+### 1. Correction
+
+**Community Impact**: Use of inappropriate language or other behavior deemed unprofessional or unwelcome in the community.
+
+**Consequence**: A private, written warning from community leaders, providing clarity around the nature of the violation and an explanation of why the behavior was inappropriate. A public apology may be requested.
+
+### 2. Warning
+
+**Community Impact**: A violation through a single incident or series of actions.
+
+**Consequence**: A warning with consequences for continued behavior. No interaction with the people involved, including unsolicited interaction with those enforcing the Code of Conduct, for a specified period of time. This includes avoiding interactions in community spaces as well as external channels like social media. Violating these terms may lead to a temporary or permanent ban.
+
+### 3. Temporary Ban
+
+**Community Impact**: A serious violation of community standards, including sustained inappropriate behavior.
+
+**Consequence**: A temporary ban from any sort of interaction or public communication with the community for a specified period of time. No public or private interaction with the people involved, including unsolicited interaction with those enforcing the Code of Conduct, is allowed during this period. Violating these terms may lead to a permanent ban.
+
+### 4. Permanent Ban
+
+**Community Impact**: Demonstrating a pattern of violation of community standards, including sustained inappropriate behavior,  harassment of an individual, or aggression toward or disparagement of classes of individuals.
+
+**Consequence**: A permanent ban from any sort of public interaction within the community.
+
+## Attribution
+
+This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 2.0,
+available at https://www.contributor-covenant.org/version/2/0/code_of_conduct.html.
+
+Community Impact Guidelines were inspired by [Mozilla's code of conduct enforcement ladder](https://github.com/mozilla/diversity).
+
+[homepage]: https://www.contributor-covenant.org
+
+For answers to common questions about this code of conduct, see the FAQ at
+https://www.contributor-covenant.org/faq. Translations are available at https://www.contributor-covenant.org/translations.

data/DISCLAIMER.txt

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+## DISCLAIMER
+
+This library is intended for educational and informational purposes only. It is
+not intended to provide trading or investment advice. Trading cryptocurrency,
+stocks and forex involves substantial risk of loss and is not suitable for everyone.
+
+The information provided by this library should not be construed as an endorsement,
+recommendation, or solicitation to buy or sell any security or financial instrument.
+Users of this library are solely responsible for their own trading decisions and
+should seek independent financial advice if they have any questions or concerns.
+
+Past performance is not necessarily indicative of future results. By using this
+library, you agree that the developers and contributors will not be liable for any
+losses or damages arising from your use of the library. Use at your own risk.

data/Gemfile

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+# frozen_string_literal: true
+
+source "https://rubygems.org"
+
+# Specify your gem's dependencies in quantitative.gemspec
+gemspec
+
+gem "rake", "~> 13.0"
+
+gem "rspec", "~> 3.0"
+
+gem "rubocop", "~> 1.21"
+gem "rubocop-rspec"
+gem "relaxed-rubocop"

data/Gemfile.lock

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+PATH
+  remote: .
+  specs:
+    quantitative (0.1.0)
+      oj (~> 3.10)
+
+GEM
+  remote: https://rubygems.org/
+  specs:
+    ast (2.4.2)
+    coderay (1.1.3)
+    debug (1.8.0)
+      irb (>= 1.5.0)
+      reline (>= 0.3.1)
+    diff-lcs (1.5.0)
+    ffi (1.16.3)
+    formatador (1.1.0)
+    guard (2.18.1)
+      formatador (>= 0.2.4)
+      listen (>= 2.7, < 4.0)
+      lumberjack (>= 1.0.12, < 2.0)
+      nenv (~> 0.1)
+      notiffany (~> 0.0)
+      pry (>= 0.13.0)
+      shellany (~> 0.0)
+      thor (>= 0.18.1)
+    guard-compat (1.2.1)
+    guard-rspec (4.7.3)
+      guard (~> 2.1)
+      guard-compat (~> 1.1)
+      rspec (>= 2.99.0, < 4.0)
+    io-console (0.6.0)
+    irb (1.9.1)
+      rdoc
+      reline (>= 0.3.8)
+    json (2.7.1)
+    language_server-protocol (3.17.0.3)
+    listen (3.8.0)
+      rb-fsevent (~> 0.10, >= 0.10.3)
+      rb-inotify (~> 0.9, >= 0.9.10)
+    lumberjack (1.2.9)
+    method_source (1.0.0)
+    nenv (0.3.0)
+    notiffany (0.1.3)
+      nenv (~> 0.1)
+      shellany (~> 0.0)
+    oj (3.16.1)
+    parallel (1.24.0)
+    parser (3.3.0.4)
+      ast (~> 2.4.1)
+      racc
+    pry (0.14.2)
+      coderay (~> 1.1)
+      method_source (~> 1.0)
+    psych (5.1.2)
+      stringio
+    racc (1.7.3)
+    rainbow (3.1.1)
+    rake (13.1.0)
+    rb-fsevent (0.11.2)
+    rb-inotify (0.10.1)
+      ffi (~> 1.0)
+    rdoc (6.6.2)
+      psych (>= 4.0.0)
+    regexp_parser (2.9.0)
+    relaxed-rubocop (2.5)
+    reline (0.4.1)
+      io-console (~> 0.5)
+    rexml (3.2.6)
+    rspec (3.12.0)
+      rspec-core (~> 3.12.0)
+      rspec-expectations (~> 3.12.0)
+      rspec-mocks (~> 3.12.0)
+    rspec-core (3.12.2)
+      rspec-support (~> 3.12.0)
+    rspec-expectations (3.12.3)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.12.0)
+    rspec-mocks (3.12.6)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.12.0)
+    rspec-support (3.12.1)
+    rubocop (1.60.1)
+      json (~> 2.3)
+      language_server-protocol (>= 3.17.0)
+      parallel (~> 1.10)
+      parser (>= 3.3.0.2)
+      rainbow (>= 2.2.2, < 4.0)
+      regexp_parser (>= 1.8, < 3.0)
+      rexml (>= 3.2.5, < 4.0)
+      rubocop-ast (>= 1.30.0, < 2.0)
+      ruby-progressbar (~> 1.7)
+      unicode-display_width (>= 2.4.0, < 3.0)
+    rubocop-ast (1.30.0)
+      parser (>= 3.2.1.0)
+    rubocop-capybara (2.20.0)
+      rubocop (~> 1.41)
+    rubocop-factory_bot (2.25.1)
+      rubocop (~> 1.41)
+    rubocop-rspec (2.26.1)
+      rubocop (~> 1.40)
+      rubocop-capybara (~> 2.17)
+      rubocop-factory_bot (~> 2.22)
+    ruby-progressbar (1.13.0)
+    shellany (0.0.1)
+    stringio (3.1.0)
+    thor (1.3.0)
+    unicode-display_width (2.5.0)
+    yard (0.9.34)
+
+PLATFORMS
+  arm64-darwin-22
+
+DEPENDENCIES
+  debug
+  guard-rspec (~> 4.7)
+  quantitative!
+  rake (~> 13.0)
+  relaxed-rubocop
+  rspec (~> 3.0)
+  rubocop (~> 1.21)
+  rubocop-rspec
+  yard (~> 0.9)
+
+BUNDLED WITH
+   2.3.13

data/Guardfile

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+guard :rspec, cmd: "rspec" do
+  watch(%r{^spec/.+_spec\.rb$})
+  watch(%r{^spec/lib/**/.+_spec\.rb$})
+  watch(%r{^lib/(.+)\.rb$}) { |m| "spec/lib/#{m[1]}_spec.rb" }
+  watch("spec/spec_helper.rb") { "spec" }
+end

data/LICENSE.txt

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+The MIT License (MIT)
+
+Copyright (c) 2024 mwlang
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/README.md

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+# Quantitative
+
+STATUS: ALPHA - very early stages!  The framework is very much a work in progress and I am rapidly introducing new things and changing existing things around.
+
+Quantitative is a statistical and quantitative library for Ruby 3.x for trading stocks, cryptocurrency, and forex.  It provides a number of classes and modules for working with time-series data, financial data, and other quantitative data.  It is designed to be fast, efficient, and easy to use.
+
+It has been highly optimized for fairly high-frequency trading purely in Ruby (no external numerical/statistical native extensions).  The one exception is that I opted to depend on `Oj` which is a high-performant JSON parser that greatly speeds up serializing data between disk and memory.  In practice, Quantitative is performant enough to trade one minute tickers on down to 30 second ticks for around 100 or so ticker symbols.  Trading anything lower depends on the amount of analysis you're doing and your mileage may vary.  It is possible, but you will find yourself with tradeoffs between the amount of data you can crunch and how fast you can react to live trading situations.
+
+If you're looking to perform high-frequency quantitative trading intervals less than 30 seconds, or 1,000's of tickers concurrently, this library is probably not performant enough for such tasks due solely to Ruby's speed, not to mention that below 5 seconds, you're competing against other automated systems that are responding in the 4 to 10 milliseconds range.
+
+This library is an extraction from an automated trading framework that I use to automate trading on cryptocurrency and stock exchanges.  It does not provide API endpoint functionality for hooking into such.  It is however, a very rich modeling of the space, thus allowing you to easily get started by building a few bridges to turn the payloads the API returns into something you can begin analyzing and generating signals to trade.  Quantitative provides the foundational building blocks to let you easily model ticks, series, intervals, and provides various indicators such as RSI, dominant cycles, band-pass, moving averages, bollinger, donchian, and many more.  Most of the indicators are designed around the concept of a dominant cycle to control the look back periods vs. relying on, say, setting the RSI to 14.
+
+I have ported the majority of this library from Crystal-language, but have not released an open source version for Crystal.  As a strongly-typed language, Crystal can be challenging to work out new designs and refactor rapidly and that led me to port this library to Ruby.  I used the opportunity to rethink many pain-points that I wanted to solve for in the Ruby version with an eye towards eventually rewriting the Crystal version to match.  If you're interested in a Crystal port, let me know.
+
+## Disclaimer
+
+This library is intended for educational and informational purposes only. It is not intended to provide trading or investment advice. Trading cryptocurrency, stocks and forex involves substantial risk of loss and is not suitable for everyone.
+
+The information provided by this library should not be construed as an endorsement, recommendation, or solicitation to buy or sell any security or financial instrument. Users of this library are solely responsible for their own trading decisions and should seek independent financial advice if they have any questions or concerns.
+
+Past performance is not necessarily indicative of future results. By using this library, you agree that the developers and contributors will not be liable for any losses or damages arising from your use of the library. Use at your own risk.
+
+## Installation
+
+Install the gem and add to the application's Gemfile by executing:
+
+    $ bundle add quantitative
+
+If bundler is not being used to manage dependencies, install the gem by executing:
+
+    $ gem install quantitative
+
+## Usage
+
+TODO: Write usage instructions here
+
+## Development
+
+After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and the created tag, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/mwlang/quantitative. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [code of conduct](https://github.com/mwlang/quantitative/blob/main/CODE_OF_CONDUCT.md).
+
+## License
+
+The gem is available as open source under the terms of the [MIT License](https://opensource.org/licenses/MIT).
+
+## Code of Conduct
+
+Everyone interacting in the Quantitative project's codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/mwlang/quantitative/blob/main/CODE_OF_CONDUCT.md).

data/Rakefile

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+# frozen_string_literal: true
+
+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+
+RSpec::Core::RakeTask.new(:spec)
+
+require "rubocop/rake_task"
+
+RuboCop::RakeTask.new
+
+task default: %i[spec rubocop]

data/lib/quant/errors.rb

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+# frozen_string_literal: true
+
+module Quant
+  class Error < StandardError; end
+  class InvalidInterval < Error; end
+  class InvalidResolution < Error; end
+end

data/lib/quant/interval.rb

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+# frozen_string_literal: true
+
+# rubocop:disable Layout/HashAlignment
+
+# Quantitative is a statistical and quantitative library for Ruby 3.x.  It provides a number of classes and modules for working with
+# time-series data, financial data, and other quantitative data.  It is designed to be fast, efficient, and easy to use.
+#
+# == Installation
+#
+# Add this line to your application's Gemfile:
+#
+#   gem 'quantitative'
+#
+# And then execute:
+#
+#   $ bundle install
+#
+# Or install it yourself as:
+#
+#   $ gem install quantitative
+#
+# == Usage
+#
+# Quantitative provides a number of classes and modules for working with time-series data, financial data, and other quantitative data.
+# It is designed to be fast, efficient, and easy to use.
+#
+# Here's a simple example of how to use Quantitative:
+#
+#   require "quantitative"
+#
+#   # Create a new series
+#   series = Quant::Series.new
+#
+#   # Add some data to the series
+#   ticks = [25.0, 26.0, 23.5, 24.5, 25.5, 26.5, 27.5, 28.5, 29.5, 30.5]
+#   ticks.each { |tick| series << tick }
+#
+#   # Print the series
+#   pp series
+#
+module Quant
+  # +Quant::Interval+ abstracts away the concept of ticks (candles, bars, etc.) and their duration and offers some basic utilities for
+  # working with multiple timeframes.  Intervals are used in +Tick+ and +Series+ classes to define the duration of the ticks.
+  #
+  # When the +Interval+ is unknown, it is set to +'na'+ (not available) and the duration is set to 0.  The shorthand for this is
+  # +Interval.na+. and +Interval[:na]+. and +Interval[nil]+.
+  #
+  # +Interval+ are instantiated in multple ways to support a wide variety of use-cases.  Here's an example:
+  #   Quant::Interval.new("1d")               # => #<Quant::Interval @interval="1d"> (daily interval)
+  #   Quant::Interval.new(:daily)             # => #<Quant::Interval @interval="1d">
+  #   Quant::Interval[:daily]                 # => #<Quant::Interval @interval="1d">
+  #   Quant::Interval.from_resolution(60)     # => #<Quant::Interval @interval="1h">
+  #   Quant::Interval.from_resolution("1D")   # => #<Quant::Interval @interval="1d">
+  #   Quant::Interval.from_resolution("D")    # => #<Quant::Interval @interval="1d">
+  #
+  # Intervals have a number of useful methods:
+  #  interval = Quant::Interval.new("1d")     # => #<Quant::Interval @interval="1d">  (daily interval)
+  #  interval.nil?                            # => false
+  #  interval.duration                        # => 86400
+  #  interval.ticks_per_minute                # => 0.0006944444444444445
+  #  interval.half_life                       # => 43200.0
+  #  interval.next_interval                   # => #<Quant::Interval @interval="1w"> (weekly interval)
+  #
+  # When you don't wish to specify an interval or it is unknown, you can use the +na+ interval:
+  #   interval = Quant::Interval.na           # => #<Quant::Interval @interval="na">
+  #   interval.nil?                           # => true
+  #   interval.duration                       # => 0
+  #
+  class Interval
+    MAPPINGS = {
+      na:               { interval: "na",   distance: 0 },
+      second:           { interval: "1s",   distance: 1 },
+      two_seconds:      { interval: "2s",   distance: 2 },
+      three_seconds:    { interval: "3s",   distance: 3 },
+      five_seconds:     { interval: "5s",   distance: 5 },
+      ten_seconds:      { interval: "10s",  distance: 10 },
+      fifteen_seconds:  { interval: "15s",  distance: 15 },
+      thirty_seconds:   { interval: "30s",  distance: 30 },
+      minute:           { interval: "1m",   distance: 60 },
+      one_minute:       { interval: "1m",   distance: 60 },
+      three_minutes:    { interval: "3m",   distance: 60 * 3 },
+      five_minutes:     { interval: "5m",   distance: 60 * 5 },
+      fifteen_minutes:  { interval: "15",   distance: 60 * 15 },
+      thirty_minutes:   { interval: "30",   distance: 60 * 30 },
+      hour:             { interval: "1h",   distance: 60 * 60 },
+      two_hours:        { interval: "2h",   distance: 60 * 60 * 2 },
+      four_hours:       { interval: "4h",   distance: 60 * 60 * 4 },
+      eight_hours:      { interval: "8h",   distance: 60 * 60 * 8 },
+      twelve_hours:     { interval: "12h",  distance: 60 * 60 * 12 },
+      daily:            { interval: "1d",   distance: 60 * 60 * 24 },
+      weekly:           { interval: "1w",   distance: 60 * 60 * 24 * 7 },
+      monthly:          { interval: "1M",   distance: 60 * 60 * 24 * 30 },
+    }.freeze
+
+    INTERVAL_DISTANCE = MAPPINGS.values.map { |v| [v[:interval], v[:distance]] }.to_h.freeze
+
+    MAPPINGS.each_pair do |name, values|
+      define_singleton_method(name) do
+        Interval.new(values[:interval])
+      end
+
+      define_method("#{name}?") do
+        interval == values[:interval]
+      end
+    end
+
+    RESOLUTIONS = {
+      "1"   => :one_minute,
+      "3"   => :three_minutes,
+      "5"   => :five_minutes,
+      "15"  => :fifteen_minutes,
+      "30"  => :thirty_minutes,
+      "60"  => :hour,
+      "240" => :four_hours,
+      "D"   => :daily,
+      "1D"  => :daily,
+    }.freeze
+
+    def self.all_resolutions
+      RESOLUTIONS.keys
+    end
+
+    # Instantiates an Interval from a resolution.  For example, TradingView uses resolutions
+    # like "1", "3", "5", "15", "30", "60", "240", "D", "1D" to represent the duration of a
+    # candlestick.  +from_resolution+ translates resolutions to the appropriate +Interval+.
+    def self.from_resolution(resolution)
+      ensure_valid_resolution!(resolution)
+
+      Interval.new(MAPPINGS[RESOLUTIONS[resolution]][:interval])
+    end
+
+    # Instantiates an Interval from a string or symbol.  If the value is already
+    # an +Interval+, it is returned as-is.
+    def self.[](value)
+      return value if value.is_a? Interval
+
+      from_mappings(value) || Interval.new(value)
+    end
+
+    # Looks up the given mapping (i.e. :daily) and returns the Interval for that mapping.
+    def self.from_mappings(value)
+      mapping = MAPPINGS[value&.to_sym]
+      return unless mapping
+
+      Interval.new(mapping[:interval])
+    end
+
+    attr_reader :interval
+
+    def initialize(interval)
+      ensure_valid_interval!(interval)
+
+      @interval = (interval || "na").to_s
+    end
+
+    def nil?
+      interval == "na"
+    end
+
+    def to_s
+      interval
+    end
+
+    def duration
+      INTERVAL_DISTANCE[interval]
+    end
+    alias seconds duration
+
+    def ==(other)
+      interval == other&.interval
+    end
+
+    def ticks_per_minute
+      60.0 / seconds
+    end
+
+    def half_life
+      raise "bad interval #{interval}" if duration.nil?
+
+      duration / 2.0
+    end
+
+    # Returns the Interval for the next higher timeframe.
+    # For example, hourly -> daily -> weekly -> monthly
+    def next_interval
+      intervals = INTERVAL_DISTANCE.keys
+      Interval.new intervals[intervals.index(interval) + 1] || intervals[-1]
+    end
+
+    def self.valid_intervals
+      INTERVAL_DISTANCE.keys
+    end
+
+    # NOTE: if timestamp doesn't cover a full interval, it will be rounded up to 1
+    def ticks_to(timestamp)
+      ((timestamp - Quant.current_time) / duration).round(2).ceil
+    end
+
+    def timestamp_for(ticks:, timestamp: Quant.current_time)
+      timestamp + (ticks * duration)
+    end
+
+    def self.ensure_valid_resolution!(resolution)
+      return if RESOLUTIONS.keys.include? resolution
+
+      raise InvalidResolution, "resolution (#{resolution}) not a valid resolution. Should be one of: (#{RESOLUTIONS.keys.join(", ")})"
+    end
+
+    private
+
+    def valid_intervals
+      self.class.valid_intervals
+    end
+
+    def ensure_valid_interval!(interval)
+      return if interval.nil? || valid_intervals.include?(interval.to_s)
+
+      raise InvalidInterval, "interval (#{interval.inspect}) not a valid interval. Should be one of: (#{valid_intervals.join(", ")})"
+    end
+
+    def ensure_valid_resolution!(resolution)
+      self.class.ensure_valid_resolution!(resolution)
+    end
+  end
+end
+# rubocop:enable Layout/HashAlignment

data/lib/quant/mixins/direction.rb

@@ -0,0 +1,45 @@
+# frozen_string_literal: true
+
+module Quant
+  module Mixins
+    module Direction
+      def direction(average, current)
+        if average < current
+          :up
+        elsif average > current
+          :down
+        else
+          :flat
+        end
+      end
+
+      def dir_label(average, current)
+        { up: "UP", flat: "--", down: "DN" }[direction(average, current)]
+      end
+
+      def up?
+        direction == :up
+      end
+
+      def flat?
+        direction == :flat
+      end
+
+      def down?
+        direction == :down
+      end
+
+      def up_or_flat?
+        up? || flat?
+      end
+
+      def down_or_flat?
+        down? || flat?
+      end
+
+      def dir_label(colorize)
+        dir_label(average, psn, colorize)
+      end
+    end
+  end
+end