signal_tools 0.2.0 → 0.2.1

data/README.rdoc

@@ -4,24 +4,24 @@ Signal tools allows you to create technical analysis data for a given stock (lik
 
 == Installation
 
-gem install signal_tools
-bundle install --without development test
+    gem install signal_tools
+    bundle install --without development test
 
 == Usage
 
-require 'signal_tools'
+    require 'signal_tools'
 
-stock = SignalTools::Stock.new('GOOG', '2010-01-01', '2010-05-31')
-# Leave the last parameter blank to get from a previous date up until today:
-stock = SignalTools::Stock.new('GOOG', '2010-01-01')
-# Leave both dates blank to get the past 90 days:
-stock = SignalTools::Stock.new('GOOG')
+    stock = SignalTools::Stock.new('GOOG', '2010-01-01', '2010-05-31')
+    # Leave the last parameter blank to get from a previous date up until today:
+    stock = SignalTools::Stock.new('GOOG', '2010-01-01')
+    # Leave both dates blank to get the past 90 days:
+    stock = SignalTools::Stock.new('GOOG')
 
-# Generate MACD signal with an 8 day short period, 17 day long period, and 9 day EMA signal period:
-stock.macd(8, 17, 9)
+    # Generate MACD signal with an 8 day short period, 17 day long period, and 9 day EMA signal period:
+    stock.macd(8, 17, 9)
 
-# Generate slow stochastic signal with a 14 day K period and a 5 day D period:
-stock.slow_stochastic(14, 5)
+    # Generate slow stochastic signal with a 14 day K period and a 5 day D period:
+    stock.slow_stochastic(14, 5)
 
 == Note on Patches/Pull Requests
 

data/Rakefile

@@ -1,5 +1,4 @@
-require 'rubygems'
-require 'rake'
+require 'bundler/gem_tasks'
 
 require 'rake/testtask'
 Rake::TestTask.new(:test) do |test|
@@ -8,33 +7,4 @@ Rake::TestTask.new(:test) do |test|
   test.verbose = true
 end
 
-begin
-  require 'rcov/rcovtask'
-  Rcov::RcovTask.new do |test|
-    test.libs << 'test'
-    test.pattern = 'test/**/*_test.rb'
-    test.verbose = true
-  end
-rescue LoadError
-  task :rcov do
-    abort "RCov is not available. In order to run rcov, you must: sudo gem install spicycode-rcov"
-  end
-end
-
-#task :test => :check_dependencies
-
 task :default => :test
-
-require 'rake/rdoctask'
-Rake::RDocTask.new do |rdoc|
-  if File.exist?('VERSION')
-    version = File.read('VERSION')
-  else
-    version = ""
-  end
-
-  rdoc.rdoc_dir = 'rdoc'
-  rdoc.title = "signal_tools #{version}"
-  rdoc.rdoc_files.include('README*')
-  rdoc.rdoc_files.include('lib/**/*.rb')
-end

data/lib/signal_tools/stock.rb

@@ -15,33 +15,37 @@ module SignalTools
       @stock_data = SignalTools::StockData.new(ticker, from_date, to_date)
     end
 
-    def dates
-      @stock_data.dates
-    end
-
     # Takes a period of days over which to average closing prices and returns the exponential moving average for each day.
     def ema(period=10)
-      trim_data_to_range(ema_points(period, @stock_data.close_prices))
+      trim_data_to_range!(ema_points(period, @stock_data.close_prices))
     end
 
     def macd(fast=8, slow=17, signal=9)
-      trim_data_to_range(macd_points(fast, slow, signal))
+      trim_data_to_range!(macd_points(fast, slow, signal))
     end
 
     def fast_stochastic(k=14, d=5)
-      trim_data_to_range(fast_stochastic_points(k, d))
+      trim_data_to_range!(fast_stochastic_points(k, d))
     end
 
     def slow_stochastic(k=14, d=5)
-      trim_data_to_range(slow_stochastic_points(k, d))
+      trim_data_to_range!(slow_stochastic_points(k, d))
     end
 
     def atr(period=14)
-      trim_data_to_range(average_true_ranges(period))
+      trim_data_to_range!(average_true_ranges(period))
     end
 
     def adx(period=14)
-      trim_data_to_range(average_directional_indexes(period))
+      trim_data_to_range!(average_directional_indexes(period))
+    end
+
+    def dates
+      @stock_data.dates
+    end
+
+    def close_prices
+      @close_prices = trim_data_to_range(@stock_data.close_prices)
     end
 
     private
@@ -263,15 +267,19 @@ module SignalTools
     #### Misc Utility Methods
 
     # Returns only the points specific to the date range given.
-    def trim_data_to_range(data)
+    def trim_data_to_range!(data)
       if data.is_a? Array
-        data.slice!(0...(-dates.size))
+        data.slice!(0..(-dates.size-1))
       elsif data.is_a? Hash
-        data.each { |k,v| v = v.slice!(0...(-dates.size)) }
+        data.each { |k,v| v = v.slice!(0..(-dates.size-1)) }
       end
       data
     end
 
+    def trim_data_to_range(data)
+      data.slice((-dates.size+1)..-1)
+    end
+
     # Gets the first 0...period of numbers from data and returns a simple average.
     def default_simple_average(data, period)
       SignalTools.average(data.slice(0...period))
@@ -299,11 +307,5 @@ module SignalTools
       end
       collection
     end
-
-    def matching_dates(array)
-      dates = @stock_data.dates.dup
-      SignalTools.truncate_to_shortest!(dates, array)
-      @dates = dates
-    end
   end
 end

data/lib/signal_tools/stock_data.rb

@@ -56,7 +56,7 @@ module SignalTools
     def trim_dates
       dates = @raw_data.map { |d| d[Indexes[:date]] }
       index = binary_search_for_date_index(dates)
-      dates[index..-1]
+      dates[(index+1)..-1]
     end
 
     # Performs a binary search for @from_date on @dates. Returns the index of @from_date.

data/test/test_stock.rb

@@ -65,12 +65,12 @@ class TestStock < Test::Unit::TestCase
   end
 
   def test_stock_should_have_correct_number_of_data_elements
-    assert_equal(@days+1, @stock.dates.size)
-    assert_equal(@days+1, @stock.ema.size)
-    assert_equal(@days+1, @stock.macd[:divergences].size)
-    assert_equal(@days+1, @stock.fast_stochastic[:k].size)
-    assert_equal(@days+1, @stock.slow_stochastic[:k].size)
-    assert_equal(@days+1, @stock.atr.size)
-    assert_equal(@days+1, @stock.adx.size)
+    assert_equal(@days, @stock.dates.size)
+    assert_equal(@days, @stock.ema.size)
+    assert_equal(@days, @stock.macd[:divergences].size)
+    assert_equal(@days, @stock.fast_stochastic[:k].size)
+    assert_equal(@days, @stock.slow_stochastic[:k].size)
+    assert_equal(@days, @stock.atr.size)
+    assert_equal(@days, @stock.adx.size)
   end
 end

data/test/test_stock_data.rb

@@ -14,7 +14,7 @@ class TestStockData < Test::Unit::TestCase
 
   def test_dates
     new_dates = []
-    (0..@days).each { |i| new_dates.unshift((@to_date - i)) }
+    (0...@days).each { |i| new_dates.unshift(@to_date - i) }
     assert_equal new_dates, @stock_data.dates
   end
 

metadata

@@ -1,57 +1,34 @@
---- !ruby/object:Gem::Specification 
+--- !ruby/object:Gem::Specification
 name: signal_tools
-version: !ruby/object:Gem::Version 
-  prerelease: false
-  segments: 
-  - 0
-  - 2
-  - 0
-  version: 0.2.0
+version: !ruby/object:Gem::Version
+  version: 0.2.1
+  prerelease: 
 platform: ruby
-authors: 
+authors:
 - Matt White
 autorequire: 
 bindir: bin
 cert_chain: []
-
-date: 2010-11-05 00:00:00 -06:00
-default_executable: 
-dependencies: 
-- !ruby/object:Gem::Dependency 
-  name: rake
-  prerelease: false
-  requirement: &id001 !ruby/object:Gem::Requirement 
-    none: false
-    requirements: 
-    - - ">="
-      - !ruby/object:Gem::Version 
-        segments: 
-        - 0
-        version: "0"
-  type: :runtime
-  version_requirements: *id001
-- !ruby/object:Gem::Dependency 
+date: 2011-08-29 00:00:00.000000000Z
+dependencies:
+- !ruby/object:Gem::Dependency
   name: yahoofinance
-  prerelease: false
-  requirement: &id002 !ruby/object:Gem::Requirement 
+  requirement: &81101670 !ruby/object:Gem::Requirement
     none: false
-    requirements: 
-    - - ">="
-      - !ruby/object:Gem::Version 
-        segments: 
-        - 0
-        version: "0"
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
   type: :runtime
-  version_requirements: *id002
-description: Gem to create technical analysis data for a given security (like MACD, stochastic, and exponential moving averages).
+  prerelease: false
+  version_requirements: *81101670
+description: Gem to create technical analysis data for a given stock (like MACD, stochastic,
+  and exponential moving averages).
 email: mattw922@gmail.com
 executables: []
-
 extensions: []
-
 extra_rdoc_files: []
-
-files: 
+files:
 - Rakefile
 - lib/signal_tools/stock.rb
 - lib/signal_tools/stock_data.rb
@@ -63,37 +40,28 @@ files:
 - test/test_stock.rb
 - README.rdoc
 - LICENSE
-has_rdoc: true
 homepage: http://github.com/whitethunder/signal_tools
 licenses: []
-
 post_install_message: 
 rdoc_options: []
-
-require_paths: 
+require_paths:
 - lib
-required_ruby_version: !ruby/object:Gem::Requirement 
+required_ruby_version: !ruby/object:Gem::Requirement
   none: false
-  requirements: 
-  - - ">="
-    - !ruby/object:Gem::Version 
-      segments: 
-      - 0
-      version: "0"
-required_rubygems_version: !ruby/object:Gem::Requirement 
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
   none: false
-  requirements: 
-  - - ">="
-    - !ruby/object:Gem::Version 
-      segments: 
-      - 0
-      version: "0"
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
 requirements: []
-
 rubyforge_project: 
-rubygems_version: 1.3.7
+rubygems_version: 1.8.6
 signing_key: 
 specification_version: 3
 summary: Create technical analysis data for a given stock.
 test_files: []
-