sqa-tai 0.1.0 → 0.1.1

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -7,6 +7,36 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+## [0.1.1] 2025-11-13
+### Added
+- Intraday Momentum Index (IMI) indicator
+- GitHub Actions workflow to automatically deploy documentation to GitHub Pages
+- Indicator template markdown file for documentation
+- Chronological ordering note to indicator documentation
+
+### Fixed
+- Hash return format handling from newer ta_lib_ffi versions
+- Image alignment and naming in README
+- API reference documentation formatting and index links
+
+### Changed
+- Refactored library code into modular structure with 8 focused modules organized by indicator category
+  - `lib/sqa/tai/overlap_studies.rb` - Moving averages and bands
+  - `lib/sqa/tai/momentum_indicators.rb` - Momentum and oscillator indicators
+  - `lib/sqa/tai/volatility_indicators.rb` - Volatility and range indicators
+  - `lib/sqa/tai/volume_indicators.rb` - Volume-based indicators
+  - `lib/sqa/tai/price_transform.rb` - Price transformation functions
+  - `lib/sqa/tai/cycle_indicators.rb` - Hilbert Transform cycle indicators
+  - `lib/sqa/tai/statistical_functions.rb` - Statistical analysis functions
+  - `lib/sqa/tai/pattern_recognition.rb` - Candlestick pattern recognition
+- Refactored test suite to mirror lib directory organization with 8 modular test files
+- Reduced main `lib/sqa/tai.rb` from 1,851 lines to 67 lines (96% reduction)
+- Reduced main `test/sqa/tai_test.rb` to core tests only, extracted 72 tests into category-specific files
+- Updated indicator count to 132
+- Reorganized README sections
+- Improved SQA name from "Stock Qualitative Analysis" to "Simple Qualitative Analysis"
+- Updated gemspec description
+
 ## [0.1.0] - 2025-11-06
 
 ### Added

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    sqa-tai (0.1.0)
+    sqa-tai (0.1.1)
       ta_lib_ffi (~> 0.3)
 
 GEM

data/README.md

@@ -7,8 +7,8 @@
 
 <table>
 <tr>
-<td width="30%" valign="top" align="center">
-  <img src="docs/assets/images/sqa-tai.jpg" alt="Ruby Turns Information into Knowledge" width="60%">
+<td width="30%" valign="middle" align="center">
+  <img src="docs/assets/images/sqa.jpg" alt="Ruby Turns Information into Knowledge" width="80%">
   <br/>
 </td>
 <td width="70%" valign="top">

data/lib/sqa/tai/cycle_indicators.rb

@@ -0,0 +1,72 @@
+# frozen_string_literal: true
+
+module SQA
+  module TAI
+    # Cycle Indicators
+    module CycleIndicators
+      # Hilbert Transform - Dominant Cycle Period
+      # @param prices [Array<Float>] Array of prices
+      # @return [Array<Float>] Dominant cycle period values
+      def ht_dcperiod(prices)
+        check_available!
+        validate_prices!(prices)
+
+        TALibFFI.ht_dcperiod(prices)
+      end
+
+      # Hilbert Transform - Trend vs Cycle Mode
+      # @param prices [Array<Float>] Array of prices
+      # @return [Array<Integer>] Trend mode (1) or cycle mode (0)
+      def ht_trendmode(prices)
+        check_available!
+        validate_prices!(prices)
+
+        TALibFFI.ht_trendmode(prices)
+      end
+
+      # Hilbert Transform - Dominant Cycle Phase
+      # @param prices [Array<Float>] Array of prices
+      # @return [Array<Float>] Dominant cycle phase values
+      def ht_dcphase(prices)
+        check_available!
+        validate_prices!(prices)
+
+        TALibFFI.ht_dcphase(prices)
+      end
+
+      # Hilbert Transform - Phasor Components
+      # @param prices [Array<Float>] Array of prices
+      # @return [Array<Array<Float>>] [inphase, quadrature]
+      def ht_phasor(prices)
+        check_available!
+        validate_prices!(prices)
+
+        result = TALibFFI.ht_phasor(prices)
+
+        # Handle hash return format from newer ta_lib_ffi versions
+        if result.is_a?(Hash)
+          [result[:in_phase], result[:quadrature]]
+        else
+          result
+        end
+      end
+
+      # Hilbert Transform - SineWave
+      # @param prices [Array<Float>] Array of prices
+      # @return [Array<Array<Float>>] [sine, lead_sine]
+      def ht_sine(prices)
+        check_available!
+        validate_prices!(prices)
+
+        result = TALibFFI.ht_sine(prices)
+
+        # Handle hash return format from newer ta_lib_ffi versions
+        if result.is_a?(Hash)
+          [result[:sine], result[:lead_sine]]
+        else
+          result
+        end
+      end
+    end
+  end
+end

data/lib/sqa/tai/momentum_indicators.rb

@@ -0,0 +1,517 @@
+# frozen_string_literal: true
+
+module SQA
+  module TAI
+    # Momentum Indicators
+    module MomentumIndicators
+      # Relative Strength Index
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] RSI values
+      def rsi(prices, period: 14)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.rsi(prices, time_period: period)
+      end
+
+      # Intraday Momentum Index
+      # @param open_prices [Array<Float>] Array of open prices
+      # @param close_prices [Array<Float>] Array of close prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] IMI values
+      def imi(open_prices, close_prices, period: 14)
+        check_available!
+        validate_prices!(open_prices)
+        validate_prices!(close_prices)
+        validate_period!(period, [open_prices.size, close_prices.size].min)
+
+        TALibFFI.imi(open_prices, close_prices, time_period: period)
+      end
+
+      # Moving Average Convergence/Divergence
+      # @param prices [Array<Float>] Array of prices
+      # @param fast_period [Integer] Fast period (default: 12)
+      # @param slow_period [Integer] Slow period (default: 26)
+      # @param signal_period [Integer] Signal period (default: 9)
+      # @return [Array<Array<Float>>] [macd, signal, histogram]
+      def macd(prices, fast_period: 12, slow_period: 26, signal_period: 9)
+        check_available!
+        validate_prices!(prices)
+
+        result = TALibFFI.macd(
+          prices,
+          fast_period: fast_period,
+          slow_period: slow_period,
+          signal_period: signal_period
+        )
+
+        # Handle hash return format from newer ta_lib_ffi versions
+        if result.is_a?(Hash)
+          [result[:macd], result[:macd_signal], result[:macd_hist]]
+        else
+          result
+        end
+      end
+
+      # Stochastic Oscillator
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @param fastk_period [Integer] Fast K period (default: 5)
+      # @param slowk_period [Integer] Slow K period (default: 3)
+      # @param slowd_period [Integer] Slow D period (default: 3)
+      # @return [Array<Array<Float>>] [slowk, slowd]
+      def stoch(high, low, close, fastk_period: 5, slowk_period: 3, slowd_period: 3)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        result = TALibFFI.stoch(
+          high,
+          low,
+          close,
+          fastk_period: fastk_period,
+          slowk_period: slowk_period,
+          slowd_period: slowd_period
+        )
+
+        # Handle hash return format from newer ta_lib_ffi versions
+        if result.is_a?(Hash)
+          [result[:slow_k], result[:slow_d]]
+        else
+          result
+        end
+      end
+
+      # Momentum
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 10)
+      # @return [Array<Float>] Momentum values
+      def mom(prices, period: 10)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.mom(prices, time_period: period)
+      end
+
+      # Commodity Channel Index
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] CCI values
+      def cci(high, low, close, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.cci(high, low, close, time_period: period)
+      end
+
+      # Williams' %R
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] WILLR values
+      def willr(high, low, close, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.willr(high, low, close, time_period: period)
+      end
+
+      # Rate of Change
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 10)
+      # @return [Array<Float>] ROC values
+      def roc(prices, period: 10)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.roc(prices, time_period: period)
+      end
+
+      # Rate of Change Percentage
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 10)
+      # @return [Array<Float>] ROCP values
+      def rocp(prices, period: 10)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.rocp(prices, time_period: period)
+      end
+
+      # Rate of Change Ratio
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 10)
+      # @return [Array<Float>] ROCR values
+      def rocr(prices, period: 10)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.rocr(prices, time_period: period)
+      end
+
+      # Percentage Price Oscillator
+      # @param prices [Array<Float>] Array of prices
+      # @param fast_period [Integer] Fast period (default: 12)
+      # @param slow_period [Integer] Slow period (default: 26)
+      # @param ma_type [Integer] Moving average type (default: 0)
+      # @return [Array<Float>] PPO values
+      def ppo(prices, fast_period: 12, slow_period: 26, ma_type: 0)
+        check_available!
+        validate_prices!(prices)
+
+        TALibFFI.ppo(prices, fast_period: fast_period, slow_period: slow_period, ma_type: ma_type)
+      end
+
+      # Average Directional Movement Index
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] ADX values
+      def adx(high, low, close, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.adx(high, low, close, time_period: period)
+      end
+
+      # Average Directional Movement Index Rating
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] ADXR values
+      def adxr(high, low, close, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.adxr(high, low, close, time_period: period)
+      end
+
+      # Absolute Price Oscillator
+      # @param prices [Array<Float>] Array of prices
+      # @param fast_period [Integer] Fast period (default: 12)
+      # @param slow_period [Integer] Slow period (default: 26)
+      # @param ma_type [Integer] Moving average type (default: 0)
+      # @return [Array<Float>] APO values
+      def apo(prices, fast_period: 12, slow_period: 26, ma_type: 0)
+        check_available!
+        validate_prices!(prices)
+
+        TALibFFI.apo(prices, fast_period: fast_period, slow_period: slow_period, ma_type: ma_type)
+      end
+
+      # Aroon
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Array<Float>>] [aroon_down, aroon_up]
+      def aroon(high, low, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+
+        result = TALibFFI.aroon(high, low, time_period: period)
+
+        # Handle hash return format from newer ta_lib_ffi versions
+        if result.is_a?(Hash)
+          [result[:aroon_down], result[:aroon_up]]
+        else
+          result
+        end
+      end
+
+      # Aroon Oscillator
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] AROONOSC values
+      def aroonosc(high, low, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+
+        TALibFFI.aroonosc(high, low, time_period: period)
+      end
+
+      # Balance of Power
+      # @param open [Array<Float>] Open prices
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @return [Array<Float>] BOP values
+      def bop(open, high, low, close)
+        check_available!
+        validate_prices!(open)
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.bop(open, high, low, close)
+      end
+
+      # Chande Momentum Oscillator
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] CMO values
+      def cmo(prices, period: 14)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.cmo(prices, time_period: period)
+      end
+
+      # Directional Movement Index
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] DX values
+      def dx(high, low, close, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.dx(high, low, close, time_period: period)
+      end
+
+      # MACD with Controllable MA Type
+      # @param prices [Array<Float>] Array of prices
+      # @param fast_period [Integer] Fast period (default: 12)
+      # @param fast_ma_type [Integer] Fast MA type (default: 0)
+      # @param slow_period [Integer] Slow period (default: 26)
+      # @param slow_ma_type [Integer] Slow MA type (default: 0)
+      # @param signal_period [Integer] Signal period (default: 9)
+      # @param signal_ma_type [Integer] Signal MA type (default: 0)
+      # @return [Array<Array<Float>>] [macd, signal, histogram]
+      def macdext(prices, fast_period: 12, fast_ma_type: 0, slow_period: 26, slow_ma_type: 0, signal_period: 9, signal_ma_type: 0)
+        check_available!
+        validate_prices!(prices)
+
+        result = TALibFFI.macdext(
+          prices,
+          fast_period: fast_period,
+          fast_ma_type: fast_ma_type,
+          slow_period: slow_period,
+          slow_ma_type: slow_ma_type,
+          signal_period: signal_period,
+          signal_ma_type: signal_ma_type
+        )
+
+        # Handle hash return format from newer ta_lib_ffi versions
+        if result.is_a?(Hash)
+          [result[:macd], result[:macd_signal], result[:macd_hist]]
+        else
+          result
+        end
+      end
+
+      # MACD Fix 12/26
+      # @param prices [Array<Float>] Array of prices
+      # @param signal_period [Integer] Signal period (default: 9)
+      # @return [Array<Array<Float>>] [macd, signal, histogram]
+      def macdfix(prices, signal_period: 9)
+        check_available!
+        validate_prices!(prices)
+
+        result = TALibFFI.macdfix(prices, signal_period: signal_period)
+
+        # Handle hash return format from newer ta_lib_ffi versions
+        if result.is_a?(Hash)
+          [result[:macd], result[:macd_signal], result[:macd_hist]]
+        else
+          result
+        end
+      end
+
+      # Money Flow Index
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @param volume [Array<Float>] Volume values
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] MFI values
+      def mfi(high, low, close, volume, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+        validate_prices!(volume)
+
+        TALibFFI.mfi(high, low, close, volume, time_period: period)
+      end
+
+      # Minus Directional Indicator
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] MINUS_DI values
+      def minus_di(high, low, close, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.minus_di(high, low, close, time_period: period)
+      end
+
+      # Minus Directional Movement
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] MINUS_DM values
+      def minus_dm(high, low, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+
+        TALibFFI.minus_dm(high, low, time_period: period)
+      end
+
+      # Plus Directional Indicator
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] PLUS_DI values
+      def plus_di(high, low, close, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.plus_di(high, low, close, time_period: period)
+      end
+
+      # Plus Directional Movement
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] PLUS_DM values
+      def plus_dm(high, low, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+
+        TALibFFI.plus_dm(high, low, time_period: period)
+      end
+
+      # Rate of Change Ratio 100 scale
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 10)
+      # @return [Array<Float>] ROCR100 values
+      def rocr100(prices, period: 10)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.rocr100(prices, time_period: period)
+      end
+
+      # Stochastic Fast
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @param fastk_period [Integer] Fast K period (default: 5)
+      # @param fastd_period [Integer] Fast D period (default: 3)
+      # @return [Array<Array<Float>>] [fastk, fastd]
+      def stochf(high, low, close, fastk_period: 5, fastd_period: 3)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        result = TALibFFI.stochf(
+          high,
+          low,
+          close,
+          fastk_period: fastk_period,
+          fastd_period: fastd_period
+        )
+
+        # Handle hash return format from newer ta_lib_ffi versions
+        if result.is_a?(Hash)
+          [result[:fast_k], result[:fast_d]]
+        else
+          result
+        end
+      end
+
+      # Stochastic RSI
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 14)
+      # @param fastk_period [Integer] Fast K period (default: 5)
+      # @param fastd_period [Integer] Fast D period (default: 3)
+      # @return [Array<Array<Float>>] [fastk, fastd]
+      def stochrsi(prices, period: 14, fastk_period: 5, fastd_period: 3)
+        check_available!
+        validate_prices!(prices)
+
+        result = TALibFFI.stochrsi(
+          prices,
+          time_period: period,
+          fastk_period: fastk_period,
+          fastd_period: fastd_period
+        )
+
+        # Handle hash return format from newer ta_lib_ffi versions
+        if result.is_a?(Hash)
+          [result[:fast_k], result[:fast_d]]
+        else
+          result
+        end
+      end
+
+      # 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 30)
+      # @return [Array<Float>] TRIX values
+      def trix(prices, period: 30)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.trix(prices, time_period: period)
+      end
+
+      # Ultimate Oscillator
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @param period1 [Integer] First period (default: 7)
+      # @param period2 [Integer] Second period (default: 14)
+      # @param period3 [Integer] Third period (default: 28)
+      # @return [Array<Float>] ULTOSC values
+      def ultosc(high, low, close, period1: 7, period2: 14, period3: 28)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.ultosc(high, low, close, time_period1: period1, time_period2: period2, time_period3: period3)
+      end
+    end
+  end
+end