ruby-technical-analysis 0.1.1 → 1.0.4

data/spec/ruby_technical_analysis/indicators/pivot_points_spec.rb

@@ -0,0 +1,43 @@
+require "spec_helper"
+
+module RubyTechnicalAnalysis
+  RSpec.describe PivotPoints do
+    let(:series) { [176.65, 152, 165.12] }
+
+    let(:pivot_points) { described_class.new(series: series) }
+
+    describe "#initialize" do
+      it "initializes the PivotPoints object" do
+        expect(pivot_points).to be_an_instance_of(described_class)
+      end
+    end
+
+    describe "class methods" do
+      describe "#call" do
+        let(:pivot_points) { described_class.call(series: series) }
+
+        it "returns an array containing the current support levels, pivot, and resistance levels" do
+          expect(pivot_points).to eq([127.88, 139.94, 152.53, 164.59, 177.18, 189.24, 201.83])
+        end
+      end
+    end
+
+    describe "instance methods" do
+      describe "#call" do
+        it "returns an array containing the current support levels, pivot, and resistance levels" do
+          expect(pivot_points.call).to eq([127.88, 139.94, 152.53, 164.59, 177.18, 189.24, 201.83])
+        end
+      end
+
+      describe "#valid?" do
+        it "returns true if the object is valid" do
+          expect(pivot_points.valid?).to eq(true)
+        end
+
+        it "returns false if the object is invalid" do
+          expect(described_class.new(series: []).valid?).to eq(false)
+        end
+      end
+    end
+  end
+end

data/spec/ruby_technical_analysis/indicators/price_channel_spec.rb

@@ -0,0 +1,64 @@
+require "spec_helper"
+
+module RubyTechnicalAnalysis
+  RSpec.describe PriceChannel do
+    let(:series) {
+      [[2.8097, 2.8437], [2.9063, 2.8543], [2.875, 2.8333], [2.8543, 2.8127], [2.974, 2.8647],
+        [3.073, 2.9793]]
+    }
+
+    let(:period) { 5 }
+
+    let(:price_channel) { described_class.new(series: series, period: period) }
+
+    describe "#initialize" do
+      it "initializes the PriceChannel object" do
+        expect(price_channel).to be_an_instance_of(described_class)
+      end
+
+      it "initializes with default period of 20" do
+        expect(described_class.new(series: series).period).to eq(20)
+      end
+    end
+
+    describe "class methods" do
+      describe "#call" do
+        let(:price_channel) { described_class.call(series: series, period: period) }
+
+        it "returns an array containing the upper and lower levels" do
+          expect(price_channel).to eq([2.974, 2.8127])
+        end
+      end
+    end
+
+    describe "instance methods" do
+      describe "#call" do
+        it "returns an array containing the upper and lower levels" do
+          expect(price_channel.call).to eq([2.974, 2.8127])
+        end
+      end
+
+      describe "#valid?" do
+        it "returns true if the object is valid" do
+          expect(price_channel.valid?).to eq(true)
+        end
+
+        it "returns false if the object is invalid" do
+          expect(described_class.new(series: []).valid?).to eq(false)
+        end
+      end
+    end
+
+    describe "secondary series" do
+      series = [[2.8097, 2.8437], [2.9063, 2.8543], [2.875, 2.8333], [2.8543, 2.8127], [2.974, 2.8647],
+        [3.073, 2.9793], [3.1563, 3.0937]]
+      period = 5
+
+      expected_values = [3.073, 2.8127]
+
+      it "returns the expected values" do
+        expect(described_class.new(series: series, period: period).call).to eq(expected_values)
+      end
+    end
+  end
+end

data/spec/ruby_technical_analysis/indicators/qstick_spec.rb

@@ -0,0 +1,59 @@
+require "spec_helper"
+
+module RubyTechnicalAnalysis
+  RSpec.describe QStick do
+    let(:series) { [[62.5625, 64.5625], [64.625, 64.125], [63.5625, 64.3125], [63.9375, 64.875]] }
+    let(:period) { 4 }
+
+    let(:q_stick) { described_class.new(series: series, period: period) }
+
+    describe "#initialize" do
+      it "initializes the QStick object" do
+        expect(q_stick).to be_an_instance_of(described_class)
+      end
+
+      it "initializes with default period of 20" do
+        expect(described_class.new(series: series).period).to eq(20)
+      end
+    end
+
+    describe "class methods" do
+      describe "#call" do
+        let(:q_stick) { described_class.call(series: series, period: period) }
+
+        it "returns the QStick value" do
+          expect(q_stick).to eq(0.7969)
+        end
+      end
+    end
+
+    describe "instance methods" do
+      describe "#call" do
+        it "returns the QStick value" do
+          expect(q_stick.call).to eq(0.7969)
+        end
+      end
+
+      describe "#valid?" do
+        it "returns true when the series is valid" do
+          expect(q_stick.valid?).to be(true)
+        end
+
+        it "returns false when the series is not valid" do
+          expect(described_class.new(series: [], period: period).valid?).to be(false)
+        end
+      end
+    end
+
+    describe "secondary series" do
+      series = [[62.5625, 64.5625], [64.625, 64.125], [63.5625, 64.3125], [63.9375, 64.875], [64.5, 65.1875]]
+      period = 4
+
+      expected_value = 0.4688
+
+      it "returns the expected value" do
+        expect(described_class.new(series: series, period: period).call).to eq(expected_value)
+      end
+    end
+  end
+end

data/spec/ruby_technical_analysis/indicators/rate_of_change_spec.rb

@@ -0,0 +1,59 @@
+require "spec_helper"
+
+module RubyTechnicalAnalysis
+  RSpec.describe RateOfChange do
+    let(:series) { [5.5625, 5.375, 5.375, 5.0625] }
+    let(:period) { 3 }
+
+    let(:roc) { described_class.new(series: series, period: period) }
+
+    describe "#initialize" do
+      it "initializes the RateOfChange object" do
+        expect(roc).to be_an_instance_of(described_class)
+      end
+
+      it "initializes with default period of 30" do
+        expect(described_class.new(series: series).period).to eq(30)
+      end
+    end
+
+    describe "class methods" do
+      describe "#call" do
+        let(:roc) { described_class.call(series: series, period: period) }
+
+        it "returns the RateOfChange value" do
+          expect(roc).to eq(-8.99)
+        end
+      end
+    end
+
+    describe "instance methods" do
+      describe "#call" do
+        it "returns the RateOfChange value" do
+          expect(roc.call).to eq(-8.99)
+        end
+      end
+
+      describe "#valid?" do
+        it "returns true when the series is valid" do
+          expect(roc.valid?).to be(true)
+        end
+
+        it "returns false when the series is not valid" do
+          expect(described_class.new(series: [1, 2, 3], period: period).valid?).to be(false)
+        end
+      end
+    end
+
+    describe "secondary series" do
+      series = [5.5625, 5.375, 5.375, 5.0625, 5.1094]
+      period = 3
+
+      expected_value = -4.94
+
+      it "returns the expected value" do
+        expect(described_class.new(series: series, period: period).call).to eq(expected_value)
+      end
+    end
+  end
+end

data/spec/ruby_technical_analysis/indicators/relative_momentum_index_spec.rb

@@ -0,0 +1,67 @@
+require "spec_helper"
+
+module RubyTechnicalAnalysis
+  RSpec.describe RelativeMomentumIndex do
+    let(:series) {
+      [6.875, 6.9375, 6.8125, 6.6095, 6.7345, 6.672, 6.625, 6.6875, 6.547, 6.6563, 6.672, 6.6563]
+    }
+    let(:period_mom) { 4 }
+    let(:period_rmi) { 8 }
+
+    let(:rmi) { described_class.new(series: series, period_mom: period_mom, period_rmi: period_rmi) }
+
+    describe "#initialize" do
+      it "initializes the RelativeMomentumIndex object" do
+        expect(rmi).to be_an_instance_of(described_class)
+      end
+
+      it "initializes with default period_mom of 14" do
+        expect(described_class.new(series: series).period_mom).to eq(14)
+      end
+
+      it "initializes with default period_rmi of 20" do
+        expect(described_class.new(series: series).period_rmi).to eq(20)
+      end
+    end
+
+    describe "class methods" do
+      describe "#call" do
+        let(:rmi) { described_class.call(series: series, period_mom: period_mom, period_rmi: period_rmi) }
+
+        it "returns the RelativeMomentumIndex value" do
+          expect(rmi).to eq(13.1179)
+        end
+      end
+    end
+
+    describe "instance methods" do
+      describe "#call" do
+        it "returns the RelativeMomentumIndex value" do
+          expect(rmi.call).to eq(13.1179)
+        end
+      end
+
+      describe "#valid?" do
+        it "returns true when the series is valid" do
+          expect(rmi.valid?).to be(true)
+        end
+
+        it "returns false when the series is not valid" do
+          expect(described_class.new(series: [*1..11], period_mom: period_mom, period_rmi: period_rmi).valid?).to be(false)
+        end
+      end
+    end
+
+    describe "secondary series" do
+      series = [6.875, 6.9375, 6.8125, 6.6095, 6.7345, 6.672, 6.625, 6.6875, 6.547, 6.6563, 6.672, 6.6563, 6.5938]
+      period_mom = 4
+      period_rmi = 8
+
+      expected_value = 17.7112
+
+      it "returns the expected value" do
+        expect(described_class.new(series: series, period_mom: period_mom, period_rmi: period_rmi).call).to eq(expected_value)
+      end
+    end
+  end
+end

data/spec/ruby_technical_analysis/indicators/relative_strength_index_spec.rb

@@ -0,0 +1,59 @@
+require "spec_helper"
+
+module RubyTechnicalAnalysis
+  RSpec.describe RelativeStrengthIndex do
+    let(:series) { [37.875, 39.5, 38.75, 39.8125, 40, 39.875] }
+    let(:period) { 5 }
+
+    let(:rsi) { described_class.new(series: series, period: period) }
+
+    describe "#initialize" do
+      it "initializes the RelativeStrengthIndex object" do
+        expect(rsi).to be_an_instance_of(described_class)
+      end
+
+      it "initializes with default period of 14" do
+        expect(described_class.new(series: series).period).to eq(14)
+      end
+    end
+
+    describe "class methods" do
+      describe "#call" do
+        let(:rsi) { described_class.call(series: series, period: period) }
+
+        it "returns the RelativeStrengthIndex value" do
+          expect(rsi).to eq(76.6667)
+        end
+      end
+    end
+
+    describe "instance methods" do
+      describe "#call" do
+        it "returns the RelativeStrengthIndex value" do
+          expect(rsi.call).to eq(76.6667)
+        end
+      end
+
+      describe "#valid?" do
+        it "returns true when the series is valid" do
+          expect(rsi.valid?).to be(true)
+        end
+
+        it "returns false when the series is not valid" do
+          expect(described_class.new(series: [*1..5], period: period).valid?).to be(false)
+        end
+      end
+    end
+
+    describe "secondary series" do
+      series = [37.875, 39.5, 38.75, 39.8125, 40, 39.875, 40.1875]
+      period = 5
+
+      expected_value = 78.8679
+
+      it "returns the expected value" do
+        expect(described_class.new(series: series, period: period).call).to eq(expected_value)
+      end
+    end
+  end
+end

data/spec/ruby_technical_analysis/indicators/statistical_methods_spec.rb

@@ -0,0 +1,91 @@
+require "spec_helper"
+
+module RubyTechnicalAnalysis
+  RSpec.describe StatisticalMethods do
+    let(:series) { [0, 1, 2, 3] }
+
+    let(:stats) { described_class.new(series: series) }
+
+    describe "#initialize" do
+      it "initializes the StatisticalMethods object" do
+        expect(stats).to be_an_instance_of(described_class)
+      end
+    end
+
+    describe "#mean" do
+      it "returns the mean value" do
+        expect(stats.mean).to eq(1.5)
+      end
+
+      context "secondary series" do
+        series = [-1, 1, 2, -2]
+
+        it "returns the expected value" do
+          expect(described_class.new(series: series).mean).to eq(0)
+        end
+      end
+
+      context "when the series is all zeros" do
+        series = [0, 0, 0, 0]
+
+        it "returns 0" do
+          expect(described_class.new(series: series).mean).to eq(0)
+        end
+      end
+    end
+
+    describe "#variance" do
+      it "returns the variance value" do
+        expect(stats.variance).to eq(1.25)
+      end
+
+      context "secondary series" do
+        series = [-1, 1, 2, -2]
+
+        it "returns the expected value" do
+          expect(described_class.new(series: series).variance).to eq(2.5)
+        end
+      end
+
+      context "when the series is all zeros" do
+        series = [0, 0, 0, 0]
+
+        it "returns 0" do
+          expect(described_class.new(series: series).variance).to eq(0)
+        end
+      end
+    end
+
+    describe "#standard_deviation" do
+      it "returns the standard_deviation value" do
+        expect(stats.standard_deviation.truncate(5)).to eq(1.11803)
+      end
+
+      context "secondary series" do
+        series = [-1, 1, 2, -2]
+
+        it "returns the expected value" do
+          expect(described_class.new(series: series).standard_deviation.truncate(5)).to eq(1.58113)
+        end
+      end
+
+      context "when the series is all zeros" do
+        series = [0, 0, 0, 0]
+
+        it "returns 0" do
+          expect(described_class.new(series: series).standard_deviation).to eq(0)
+        end
+      end
+    end
+
+    describe "#valid?" do
+      it "returns true when the series is valid" do
+        expect(stats.valid?).to be(true)
+      end
+
+      it "returns false when the series is not valid" do
+        expect(described_class.new(series: []).valid?).to be(false)
+      end
+    end
+  end
+end

data/spec/ruby_technical_analysis/indicators/stochastic_oscillator_spec.rb

@@ -0,0 +1,106 @@
+require "spec_helper"
+
+module RubyTechnicalAnalysis
+  RSpec.describe StochasticOscillator do
+    let(:series) {
+      [[34.375, 33.5312, 34.3125], [34.75, 33.9062, 34.125], [34.2188, 33.6875, 33.75],
+        [33.8281, 33.25, 33.6406], [33.4375, 33, 33.0156], [33.4688, 32.9375, 33.0469],
+        [34.375, 33.25, 34.2969], [34.7188, 34.0469, 34.1406], [34.625, 33.9375, 34.5469]]
+    }
+    let(:k_periods) { 5 }
+    let(:k_slow_periods) { 3 }
+    let(:d_periods) { 3 }
+
+    let(:oscillator) {
+      described_class.new(
+        series: series,
+        k_periods: k_periods,
+        k_slow_periods: k_slow_periods,
+        d_periods: d_periods
+      )
+    }
+
+    describe "#initialize" do
+      it "initializes the StochasticOscillator object" do
+        expect(oscillator).to be_an_instance_of(described_class)
+      end
+
+      it "initializes with default k_periods of 14" do
+        expect(described_class.new(series: series).k_periods).to eq(14)
+      end
+
+      it "initializes with default k_slow_periods of 3" do
+        expect(described_class.new(series: series).k_slow_periods).to eq(3)
+      end
+
+      it "initializes with default d_periods of 3" do
+        expect(described_class.new(series: series).d_periods).to eq(3)
+      end
+    end
+
+    describe "class methods" do
+      describe "#call" do
+        let(:oscillator) {
+          described_class.call(
+            series: series,
+            k_periods: k_periods,
+            k_slow_periods: k_slow_periods,
+            d_periods: d_periods
+          )
+        }
+
+        it "returns the StochasticOscillator value" do
+          expect(oscillator).to eq(55.41)
+        end
+      end
+    end
+
+    describe "instance methods" do
+      describe "#call" do
+        it "returns the StochasticOscillator value" do
+          expect(oscillator.call).to eq(55.41)
+        end
+      end
+
+      describe "#valid?" do
+        it "returns true when the series is valid" do
+          expect(oscillator.valid?).to be(true)
+        end
+
+        it "returns false when the series is not valid" do
+          expect(
+            described_class.new(
+              series: [*1..(k_periods + d_periods - 1)],
+              k_periods: k_periods,
+              k_slow_periods: k_slow_periods,
+              d_periods: d_periods
+            ).valid?
+          ).to be(false)
+        end
+      end
+    end
+
+    describe "secondary series" do
+      series = [[34.375, 33.5312, 34.3125], [34.75, 33.9062, 34.125], [34.2188, 33.6875, 33.75],
+        [33.8281, 33.25, 33.6406], [33.4375, 33, 33.0156], [33.4688, 32.9375, 33.0469],
+        [34.375, 33.25, 34.2969], [34.7188, 34.0469, 34.1406], [34.625, 33.9375, 34.5469],
+        [34.9219, 34.0625, 34.3281]]
+      k_periods = 5
+      k_slow_periods = 3
+      d_periods = 3
+
+      expected_value = 70.7715
+
+      it "returns the expected value" do
+        expect(
+          described_class.new(
+            series: series,
+            k_periods: k_periods,
+            k_slow_periods: k_slow_periods,
+            d_periods: d_periods
+          ).call
+        ).to eq(expected_value)
+      end
+    end
+  end
+end

data/spec/ruby_technical_analysis/indicators/volume_oscillator_spec.rb

@@ -0,0 +1,98 @@
+require "spec_helper"
+
+module RubyTechnicalAnalysis
+  RSpec.describe VolumeOscillator do
+    let(:series) { [17_604, 18_918, 21_030, 13_854, 10_866] }
+    let(:short_ma_period) { 2 }
+    let(:long_ma_period) { 5 }
+
+    let(:oscillator) {
+      described_class.new(
+        series: series,
+        short_ma_period: short_ma_period,
+        long_ma_period: long_ma_period
+      )
+    }
+
+    describe "#initialize" do
+      it "initializes the VolumeOscillator object" do
+        expect(oscillator).to be_an_instance_of(described_class)
+      end
+
+      it "initializes with default short_ma_period of 20" do
+        expect(described_class.new(series: series).short_ma_period).to eq(20)
+      end
+
+      it "initializes with default long_ma_period of 60" do
+        expect(described_class.new(series: series).long_ma_period).to eq(60)
+      end
+    end
+
+    describe "class methods" do
+      describe "#call" do
+        let(:oscillator) {
+          described_class.call(
+            series: series,
+            short_ma_period: short_ma_period,
+            long_ma_period: long_ma_period
+          )
+        }
+
+        it "returns the VolumeOscillator value" do
+          expect(oscillator).to eq(-24.88)
+        end
+      end
+    end
+
+    describe "instance methods" do
+      describe "#call" do
+        it "returns the VolumeOscillator value" do
+          expect(oscillator.call).to eq(-24.88)
+        end
+      end
+
+      describe "#valid?" do
+        context "when the short_ma_period is greater than the long_ma_period" do
+          let(:short_ma_period) { 60 }
+          let(:long_ma_period) { 20 }
+
+          it "returns false" do
+            expect(oscillator.valid?).to eq(false)
+          end
+        end
+
+        context "when the long_ma_period is greater than the series length" do
+          let(:long_ma_period) { 100 }
+
+          it "returns false" do
+            expect(oscillator.valid?).to eq(false)
+          end
+        end
+
+        context "when the short_ma_period is less than the long_ma_period and the long_ma_period is less than the series length" do
+          it "returns true" do
+            expect(oscillator.valid?).to eq(true)
+          end
+        end
+      end
+    end
+
+    describe "secondary series" do
+      series = [17_604, 18_918, 21_030, 13_854, 10_866, 14_580]
+      short_ma_period = 2
+      long_ma_period = 5
+
+      expected_value = -19.73
+
+      it "returns the expected value" do
+        expect(
+          described_class.new(
+            series: series,
+            short_ma_period: short_ma_period,
+            long_ma_period: long_ma_period
+          ).call
+        ).to eq(expected_value)
+      end
+    end
+  end
+end