rtalib 0.0.1

Sign up to get free protection for your applications and to get access to all the features.
@@ -0,0 +1,5 @@
1
+ lib/**/*.rb
2
+ bin/*
3
+ -
4
+ features/**/*.feature
5
+ LICENSE.txt
data/.rspec ADDED
@@ -0,0 +1 @@
1
+ --color
data/Gemfile ADDED
@@ -0,0 +1,14 @@
1
+ source "http://rubygems.org"
2
+ # Add dependencies required to use your gem here.
3
+ # Example:
4
+ # gem "activesupport", ">= 2.3.5"
5
+
6
+ # Add dependencies to develop your gem here.
7
+ # Include everything needed to run rake, tests, features, etc.
8
+ group :development do
9
+ gem "rspec", "~> 2.8.0"
10
+ gem "rdoc", "~> 3.12"
11
+ gem "bundler"
12
+ gem "jeweler", "~> 1.8.4"
13
+ gem "simplecov", ">= 0"
14
+ end
@@ -0,0 +1,37 @@
1
+ GEM
2
+ remote: http://rubygems.org/
3
+ specs:
4
+ diff-lcs (1.1.3)
5
+ git (1.2.5)
6
+ jeweler (1.8.4)
7
+ bundler (~> 1.0)
8
+ git (>= 1.2.5)
9
+ rake
10
+ rdoc
11
+ json (1.7.5)
12
+ multi_json (1.5.0)
13
+ rake (10.0.3)
14
+ rdoc (3.12)
15
+ json (~> 1.4)
16
+ rspec (2.8.0)
17
+ rspec-core (~> 2.8.0)
18
+ rspec-expectations (~> 2.8.0)
19
+ rspec-mocks (~> 2.8.0)
20
+ rspec-core (2.8.0)
21
+ rspec-expectations (2.8.0)
22
+ diff-lcs (~> 1.1.2)
23
+ rspec-mocks (2.8.0)
24
+ simplecov (0.7.1)
25
+ multi_json (~> 1.0)
26
+ simplecov-html (~> 0.7.1)
27
+ simplecov-html (0.7.1)
28
+
29
+ PLATFORMS
30
+ ruby
31
+
32
+ DEPENDENCIES
33
+ bundler
34
+ jeweler (~> 1.8.4)
35
+ rdoc (~> 3.12)
36
+ rspec (~> 2.8.0)
37
+ simplecov
@@ -0,0 +1,20 @@
1
+ Copyright (c) 2012 felipeclopes
2
+
3
+ Permission is hereby granted, free of charge, to any person obtaining
4
+ a copy of this software and associated documentation files (the
5
+ "Software"), to deal in the Software without restriction, including
6
+ without limitation the rights to use, copy, modify, merge, publish,
7
+ distribute, sublicense, and/or sell copies of the Software, and to
8
+ permit persons to whom the Software is furnished to do so, subject to
9
+ the following conditions:
10
+
11
+ The above copyright notice and this permission notice shall be
12
+ included in all copies or substantial portions of the Software.
13
+
14
+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
15
+ EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
16
+ MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
17
+ NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
18
+ LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
19
+ OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
20
+ WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
@@ -0,0 +1,10 @@
1
+ RTALib
2
+ ======
3
+
4
+ RTALib is a technical analysis library. It pretend to offer calculation for all known technical analysis indicators.
5
+
6
+ The first version will support:
7
+ * Moving Averages
8
+ * Stochastic Oscilator
9
+ * MACD
10
+ * ADX
@@ -0,0 +1,19 @@
1
+ = rtalib
2
+
3
+ Description goes here.
4
+
5
+ == Contributing to rtalib
6
+
7
+ * Check out the latest master to make sure the feature hasn't been implemented or the bug hasn't been fixed yet.
8
+ * Check out the issue tracker to make sure someone already hasn't requested it and/or contributed it.
9
+ * Fork the project.
10
+ * Start a feature/bugfix branch.
11
+ * Commit and push until you are happy with your contribution.
12
+ * Make sure to add tests for it. This is important so I don't break it in a future version unintentionally.
13
+ * Please try not to mess with the Rakefile, version, or history. If you want to have your own version, or is otherwise necessary, that is fine, but please isolate to its own commit so I can cherry-pick around it.
14
+
15
+ == Copyright
16
+
17
+ Copyright (c) 2012 felipeclopes. See LICENSE.txt for
18
+ further details.
19
+
Binary file
Binary file
@@ -0,0 +1,49 @@
1
+ # encoding: utf-8
2
+
3
+ require 'rubygems'
4
+ require 'bundler'
5
+ begin
6
+ Bundler.setup(:default, :development)
7
+ rescue Bundler::BundlerError => e
8
+ $stderr.puts e.message
9
+ $stderr.puts "Run `bundle install` to install missing gems"
10
+ exit e.status_code
11
+ end
12
+ require 'rake'
13
+
14
+ require 'jeweler'
15
+ Jeweler::Tasks.new do |gem|
16
+ # gem is a Gem::Specification... see http://docs.rubygems.org/read/chapter/20 for more options
17
+ gem.name = "rtalib"
18
+ gem.homepage = "http://github.com/felipeclopes/rtalib"
19
+ gem.license = "MIT"
20
+ gem.summary = "Ruby Technical Analysis library with stocks indicators"
21
+ gem.description = "Ruby Technical Analysis library for stocks indicators. The first version includes moving_averages, macd and stochastic"
22
+ gem.email = "felipelopes10@gmail.com"
23
+ gem.authors = ["felipeclopes"]
24
+ # dependencies defined in Gemfile
25
+ end
26
+ Jeweler::RubygemsDotOrgTasks.new
27
+
28
+ require 'rspec/core'
29
+ require 'rspec/core/rake_task'
30
+ RSpec::Core::RakeTask.new(:spec) do |spec|
31
+ spec.pattern = FileList['spec/**/*_spec.rb']
32
+ end
33
+
34
+ RSpec::Core::RakeTask.new(:rcov) do |spec|
35
+ spec.pattern = 'spec/**/*_spec.rb'
36
+ spec.rcov = true
37
+ end
38
+
39
+ task :default => :spec
40
+
41
+ require 'rdoc/task'
42
+ Rake::RDocTask.new do |rdoc|
43
+ version = File.exist?('VERSION') ? File.read('VERSION') : ""
44
+
45
+ rdoc.rdoc_dir = 'rdoc'
46
+ rdoc.title = "rtalib #{version}"
47
+ rdoc.rdoc_files.include('README*')
48
+ rdoc.rdoc_files.include('lib/**/*.rb')
49
+ end
data/VERSION ADDED
@@ -0,0 +1 @@
1
+ 0.0.1
@@ -0,0 +1,19 @@
1
+ module Indicators
2
+ def ma(values, options={})
3
+ opts = {:period => 5}.merge(options)
4
+
5
+ return nil if opts[:period] > values.size
6
+
7
+ ma = []
8
+ result = []
9
+ sum = 0
10
+ values.each do |value|
11
+ leaving_value = ma.length == opts[:period] ? ma.shift : 0
12
+ sum += value - leaving_value
13
+ ma << value
14
+ result << { :value => value, :ma => ma.length == opts[:period] ? sum/opts[:period] : 0 }
15
+ end
16
+
17
+ result
18
+ end
19
+ end
@@ -0,0 +1,5 @@
1
+ require 'moving_average'
2
+
3
+ class RTALib
4
+ extend Indicators
5
+ end
@@ -0,0 +1,68 @@
1
+ # Generated by jeweler
2
+ # DO NOT EDIT THIS FILE DIRECTLY
3
+ # Instead, edit Jeweler::Tasks in Rakefile, and run 'rake gemspec'
4
+ # -*- encoding: utf-8 -*-
5
+
6
+ Gem::Specification.new do |s|
7
+ s.name = "rtalib"
8
+ s.version = "0.0.1"
9
+
10
+ s.required_rubygems_version = Gem::Requirement.new(">= 0") if s.respond_to? :required_rubygems_version=
11
+ s.authors = ["felipeclopes"]
12
+ s.date = "2012-12-28"
13
+ s.description = "Ruby Technical Analysis library for stocks indicators. The first version includes moving_averages, macd and stochastic"
14
+ s.email = "felipelopes10@gmail.com"
15
+ s.extra_rdoc_files = [
16
+ "LICENSE.txt",
17
+ "README.md",
18
+ "README.rdoc"
19
+ ]
20
+ s.files = [
21
+ ".document",
22
+ ".rspec",
23
+ "Gemfile",
24
+ "Gemfile.lock",
25
+ "LICENSE.txt",
26
+ "README.md",
27
+ "README.rdoc",
28
+ "RTALib-0.0.1.pre.gem",
29
+ "RTALib-0.0.2.pre.gem",
30
+ "Rakefile",
31
+ "VERSION",
32
+ "lib/moving_average.rb",
33
+ "lib/rtalib.rb",
34
+ "rtalib.gemspec",
35
+ "spec/rtalib_spec.rb",
36
+ "spec/spec_helper.rb"
37
+ ]
38
+ s.homepage = "http://github.com/felipeclopes/rtalib"
39
+ s.licenses = ["MIT"]
40
+ s.require_paths = ["lib"]
41
+ s.rubygems_version = "1.8.24"
42
+ s.summary = "Ruby Technical Analysis library with stocks indicators"
43
+
44
+ if s.respond_to? :specification_version then
45
+ s.specification_version = 3
46
+
47
+ if Gem::Version.new(Gem::VERSION) >= Gem::Version.new('1.2.0') then
48
+ s.add_development_dependency(%q<rspec>, ["~> 2.8.0"])
49
+ s.add_development_dependency(%q<rdoc>, ["~> 3.12"])
50
+ s.add_development_dependency(%q<bundler>, [">= 0"])
51
+ s.add_development_dependency(%q<jeweler>, ["~> 1.8.4"])
52
+ s.add_development_dependency(%q<simplecov>, [">= 0"])
53
+ else
54
+ s.add_dependency(%q<rspec>, ["~> 2.8.0"])
55
+ s.add_dependency(%q<rdoc>, ["~> 3.12"])
56
+ s.add_dependency(%q<bundler>, [">= 0"])
57
+ s.add_dependency(%q<jeweler>, ["~> 1.8.4"])
58
+ s.add_dependency(%q<simplecov>, [">= 0"])
59
+ end
60
+ else
61
+ s.add_dependency(%q<rspec>, ["~> 2.8.0"])
62
+ s.add_dependency(%q<rdoc>, ["~> 3.12"])
63
+ s.add_dependency(%q<bundler>, [">= 0"])
64
+ s.add_dependency(%q<jeweler>, ["~> 1.8.4"])
65
+ s.add_dependency(%q<simplecov>, [">= 0"])
66
+ end
67
+ end
68
+
@@ -0,0 +1,25 @@
1
+ require File.expand_path(File.dirname(__FILE__) + '/spec_helper')
2
+
3
+ describe "moving_average" do
4
+ it "returns nil for values shorter than period" do
5
+ result = RTALib.ma([0..2], {:period => 5})
6
+ result.should eq(nil)
7
+ end
8
+
9
+ it "the average of the last 'period' items" do
10
+ result = RTALib.ma([0,2,4,6], {:period => 2})
11
+
12
+ result[0].should eq({:value => 0, :ma => 0})
13
+ result[1].should eq({:value => 2, :ma => 1})
14
+ result[2].should eq({:value => 4, :ma => 3})
15
+ result[3].should eq({:value => 6, :ma => 5})
16
+ end
17
+
18
+ it "set the default period is 5" do
19
+ values = [0,2,4,6,8]
20
+ result = RTALib.ma(values)
21
+
22
+ result[0].should eq({:value => 0, :ma => 0})
23
+ result[4].should eq({:value => 8, :ma => values.inject{|sum, x| sum + x} / 5})
24
+ end
25
+ end
@@ -0,0 +1,12 @@
1
+ $LOAD_PATH.unshift(File.join(File.dirname(__FILE__), '..', 'lib'))
2
+ $LOAD_PATH.unshift(File.dirname(__FILE__))
3
+ require 'rspec'
4
+ require 'rtalib'
5
+
6
+ # Requires supporting files with custom matchers and macros, etc,
7
+ # in ./support/ and its subdirectories.
8
+ Dir["#{File.dirname(__FILE__)}/support/**/*.rb"].each {|f| require f}
9
+
10
+ RSpec.configure do |config|
11
+
12
+ end
metadata ADDED
@@ -0,0 +1,148 @@
1
+ --- !ruby/object:Gem::Specification
2
+ name: rtalib
3
+ version: !ruby/object:Gem::Version
4
+ version: 0.0.1
5
+ prerelease:
6
+ platform: ruby
7
+ authors:
8
+ - felipeclopes
9
+ autorequire:
10
+ bindir: bin
11
+ cert_chain: []
12
+ date: 2012-12-28 00:00:00.000000000 Z
13
+ dependencies:
14
+ - !ruby/object:Gem::Dependency
15
+ name: rspec
16
+ requirement: !ruby/object:Gem::Requirement
17
+ none: false
18
+ requirements:
19
+ - - ~>
20
+ - !ruby/object:Gem::Version
21
+ version: 2.8.0
22
+ type: :development
23
+ prerelease: false
24
+ version_requirements: !ruby/object:Gem::Requirement
25
+ none: false
26
+ requirements:
27
+ - - ~>
28
+ - !ruby/object:Gem::Version
29
+ version: 2.8.0
30
+ - !ruby/object:Gem::Dependency
31
+ name: rdoc
32
+ requirement: !ruby/object:Gem::Requirement
33
+ none: false
34
+ requirements:
35
+ - - ~>
36
+ - !ruby/object:Gem::Version
37
+ version: '3.12'
38
+ type: :development
39
+ prerelease: false
40
+ version_requirements: !ruby/object:Gem::Requirement
41
+ none: false
42
+ requirements:
43
+ - - ~>
44
+ - !ruby/object:Gem::Version
45
+ version: '3.12'
46
+ - !ruby/object:Gem::Dependency
47
+ name: bundler
48
+ requirement: !ruby/object:Gem::Requirement
49
+ none: false
50
+ requirements:
51
+ - - ! '>='
52
+ - !ruby/object:Gem::Version
53
+ version: '0'
54
+ type: :development
55
+ prerelease: false
56
+ version_requirements: !ruby/object:Gem::Requirement
57
+ none: false
58
+ requirements:
59
+ - - ! '>='
60
+ - !ruby/object:Gem::Version
61
+ version: '0'
62
+ - !ruby/object:Gem::Dependency
63
+ name: jeweler
64
+ requirement: !ruby/object:Gem::Requirement
65
+ none: false
66
+ requirements:
67
+ - - ~>
68
+ - !ruby/object:Gem::Version
69
+ version: 1.8.4
70
+ type: :development
71
+ prerelease: false
72
+ version_requirements: !ruby/object:Gem::Requirement
73
+ none: false
74
+ requirements:
75
+ - - ~>
76
+ - !ruby/object:Gem::Version
77
+ version: 1.8.4
78
+ - !ruby/object:Gem::Dependency
79
+ name: simplecov
80
+ requirement: !ruby/object:Gem::Requirement
81
+ none: false
82
+ requirements:
83
+ - - ! '>='
84
+ - !ruby/object:Gem::Version
85
+ version: '0'
86
+ type: :development
87
+ prerelease: false
88
+ version_requirements: !ruby/object:Gem::Requirement
89
+ none: false
90
+ requirements:
91
+ - - ! '>='
92
+ - !ruby/object:Gem::Version
93
+ version: '0'
94
+ description: Ruby Technical Analysis library for stocks indicators. The first version
95
+ includes moving_averages, macd and stochastic
96
+ email: felipelopes10@gmail.com
97
+ executables: []
98
+ extensions: []
99
+ extra_rdoc_files:
100
+ - LICENSE.txt
101
+ - README.md
102
+ - README.rdoc
103
+ files:
104
+ - .document
105
+ - .rspec
106
+ - Gemfile
107
+ - Gemfile.lock
108
+ - LICENSE.txt
109
+ - README.md
110
+ - README.rdoc
111
+ - RTALib-0.0.1.pre.gem
112
+ - RTALib-0.0.2.pre.gem
113
+ - Rakefile
114
+ - VERSION
115
+ - lib/moving_average.rb
116
+ - lib/rtalib.rb
117
+ - rtalib.gemspec
118
+ - spec/rtalib_spec.rb
119
+ - spec/spec_helper.rb
120
+ homepage: http://github.com/felipeclopes/rtalib
121
+ licenses:
122
+ - MIT
123
+ post_install_message:
124
+ rdoc_options: []
125
+ require_paths:
126
+ - lib
127
+ required_ruby_version: !ruby/object:Gem::Requirement
128
+ none: false
129
+ requirements:
130
+ - - ! '>='
131
+ - !ruby/object:Gem::Version
132
+ version: '0'
133
+ segments:
134
+ - 0
135
+ hash: 3480616636610835608
136
+ required_rubygems_version: !ruby/object:Gem::Requirement
137
+ none: false
138
+ requirements:
139
+ - - ! '>='
140
+ - !ruby/object:Gem::Version
141
+ version: '0'
142
+ requirements: []
143
+ rubyforge_project:
144
+ rubygems_version: 1.8.24
145
+ signing_key:
146
+ specification_version: 3
147
+ summary: Ruby Technical Analysis library with stocks indicators
148
+ test_files: []