ruby-technical-analysis 0.1.1 → 1.0.3

data/lib/ruby-technical-analysis/indicators/volume_oscillator.rb

@@ -1,38 +0,0 @@
-# frozen_string_literal: true
-
-require_relative "../../ruby-technical-analysis/moving_averages"
-
-# Volume Oscillator indicator
-# Returns a single value
-module VolumeOscillator
-  def volume_oscillator(short_ma, long_ma)
-    if size < long_ma
-      raise ArgumentError,
-            "Volumes array passed to Volume Oscillator cannot be less than the Long Moving Average argument."
-    end
-
-    if long_ma <= short_ma
-      raise ArgumentError,
-            "Long Moving Average parameter must be greater than Short Moving Average parameter in Volume Oscillator."
-    end
-
-    short_ma_a = []
-    long_ma_a = []
-
-    (0..(length - short_ma)).each do |i|
-      short_ma_a << self[i..(i + short_ma - 1)].sma(short_ma)
-    end
-
-    (0..(length - long_ma)).each do |i|
-      long_ma_a << self[i..(i + long_ma - 1)].sma(long_ma)
-    end
-
-    sml = (short_ma_a.last - long_ma_a.last).round(2)
-
-    ((sml.to_f / long_ma_a.last) * 100).round(2)
-  end
-end
-
-class Array
-  include VolumeOscillator
-end

data/lib/ruby-technical-analysis/indicators/volume_rate_of_change.rb

@@ -1,26 +0,0 @@
-# frozen_string_literal: true
-
-# Volume Rate of Change indicator
-# Returns a single value
-module VolumeRateOfChange
-  def volume_rate_of_change(period)
-    if size < (period + 1)
-      raise ArgumentError,
-            "Volumes array passed to Volume Rate of Change cannot be less than period parameter + 1."
-    end
-
-    delta_volume = []
-    vol_shifted = []
-
-    (0..(length - period - 1)).each do
-      vol_shifted << at(length - period - 1)
-      delta_volume << at(-1) - vol_shifted[-1]
-    end
-
-    ((delta_volume[-1].to_f / vol_shifted[-1]) * 100).round(4)
-  end
-end
-
-class Array
-  include VolumeRateOfChange
-end

data/lib/ruby-technical-analysis/indicators/wilders_smoothing.rb

@@ -1,27 +0,0 @@
-# frozen_string_literal: true
-
-require_relative "../../ruby-technical-analysis/moving_averages"
-
-# Wilders Smoothing indicator
-# Returns a singular current value
-module WildersSmoothing
-  def wilders_smoothing(period)
-    if size < period
-      raise ArgumentError,
-            "Closes array passed to Wilders Smoothing cannot be less than the period argument."
-    end
-
-    ws = []
-    ws << first(period).sma(period)
-
-    (0..(size - period - 1)).each do |i|
-      ws << ((at(i + period) - ws[i]) * (1.0 / period)) + ws[i]
-    end
-
-    ws[-1]
-  end
-end
-
-class Array
-  include WildersSmoothing
-end

data/lib/ruby-technical-analysis/indicators/williams_percent_r.rb

@@ -1,52 +0,0 @@
-# frozen_string_literal: true
-
-# Williams Percent R indicator
-# Returns a single value
-module WilliamsPercentR
-  def williams_percent_r(period)
-    highs = []
-    lows = []
-    closes = []
-
-    each do |i|
-      highs << i[0]
-      lows << i[1]
-      closes << i[2]
-    end
-
-    if highs.size < period
-      raise ArgumentError,
-            "High array passed to Williams Percent R cannot be less than the period argument."
-    end
-
-    if lows.size < period
-      raise ArgumentError,
-            "Low array passed to Williams Percent R cannot be less than the period argument."
-    end
-
-    if closes.size < period
-      raise ArgumentError,
-            "Close array passed to Williams Percent R cannot be less than the period argument."
-    end
-
-    highest_highs = []
-    lowest_lows = []
-    hh_min_close = []
-    hh_min_ll = []
-    pct_r = []
-
-    (0..highs.length - period).each do |i|
-      highest_highs << highs[i..period - 1 + i].max
-      lowest_lows << lows[i..period - 1 + i].min
-      hh_min_close << (highest_highs[-1] - closes[period - 1 + i]).round(2)
-      hh_min_ll << (highest_highs[-1] - lowest_lows[-1]).round(2)
-      pct_r << ((hh_min_close[-1].to_f / hh_min_ll[-1]) * -100).round(2)
-    end
-
-    pct_r[-1]
-  end
-end
-
-class Array
-  include WilliamsPercentR
-end

data/lib/ruby-technical-analysis/moving_averages.rb

@@ -1,85 +0,0 @@
-# frozen_string_literal: true
-
-# module MovingAverages contains some common moving averages and those used in other technical functions
-# it is built upon the array class and all methods assume the use of an array
-module MovingAverages
-  # Simple Moving Average
-  def sma(period)
-    if period <= 0
-      raise ArgumentError,
-            "The period parameter cannot be less than 1."
-    end
-
-    if size < period
-      raise ArgumentError,
-            "The array size is less than the period size for the simple moving average."
-    end
-
-    (last(period).reduce(:+).to_f / period)
-  end
-
-  # Exponential Moving Average
-  def ema(period)
-    if period < 1
-      raise ArgumentError,
-            "The period parameter cannot be less than 1."
-    end
-    if size < period
-      raise ArgumentError,
-            "The array size is less than the period size for the exponential moving average."
-    end
-
-    if period == 1
-      last
-    else
-      case period
-      when 12
-        last_obs_pct = 0.846154
-        ma_pct = 0.153846
-      when 26
-        last_obs_pct = 0.925926
-        ma_pct = 0.074074
-      else
-        last_obs_pct = 2.0 / (period + 1)
-        ma_pct = 1.0 - last_obs_pct
-      end
-
-      ma_array = []
-
-      last(period).each_with_index do |num, i|
-        ma_array << if i.zero?
-                      num
-                    else
-                      (num * last_obs_pct) + (ma_array[i - 1] * ma_pct)
-                    end
-      end
-
-      ma_array.last
-    end
-  end
-
-  # Weighted Moving Average
-  def wma(period)
-    if period <= 0 || size < period
-      raise ArgumentError,
-            "The period of the weighted moving average supplied must be greater than 0 and less than or equal to the
-            size of the array."
-    end
-
-    true_periods = 0
-    (1..period).each do |i|
-      true_periods += i
-    end
-
-    sigma_periods = 0.0
-    last(period).each_with_index do |num, i|
-      sigma_periods += ((i + 1) * num)
-    end
-
-    (sigma_periods.to_f / true_periods)
-  end
-end
-
-class Array
-  include MovingAverages
-end

data/lib/ruby-technical-analysis/statistical_methods.rb

@@ -1,24 +0,0 @@
-# frozen_string_literal: true
-
-# Statistical methods used in calculations
-module StatisticalMethods
-  def standard_deviation
-    if size <= 1
-      raise ArgumentError,
-            "Array must contain at least 2 numbers for standard deviation."
-    end
-
-    mean = reduce(:+).to_f / size
-    sq_dist = 0
-
-    each do |n|
-      sq_dist += (n - mean).abs2
-    end
-
-    Math.sqrt(sq_dist.to_f / size)
-  end
-end
-
-class Array
-  include StatisticalMethods
-end

data/lib/ruby-technical-analysis/version.rb

@@ -1,5 +0,0 @@
-# frozen_string_literal: true
-
-module RubyTechnicalAnalysis
-  VERSION = "0.1.1"
-end

data/sig/ruby-technical-analysis.rbs

@@ -1,4 +0,0 @@
-module RubyTechnicalAnalysis
-  VERSION: String
-  # See the writing guide of rbs: https://github.com/ruby/rbs#guides
-end