sqa-tai 0.1.0 → 0.1.1

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Files changed (16) hide show
  1. checksums.yaml +4 -4
  2. data/CHANGELOG.md +30 -0
  3. data/Gemfile.lock +1 -1
  4. data/README.md +2 -2
  5. data/lib/sqa/tai/cycle_indicators.rb +72 -0
  6. data/lib/sqa/tai/momentum_indicators.rb +517 -0
  7. data/lib/sqa/tai/overlap_studies.rb +144 -0
  8. data/lib/sqa/tai/pattern_recognition.rb +684 -0
  9. data/lib/sqa/tai/price_transform.rb +64 -0
  10. data/lib/sqa/tai/statistical_functions.rb +122 -0
  11. data/lib/sqa/tai/version.rb +1 -1
  12. data/lib/sqa/tai/volatility_indicators.rb +179 -0
  13. data/lib/sqa/tai/volume_indicators.rb +54 -0
  14. data/lib/sqa/tai.rb +20 -1804
  15. data/mkdocs.yml +7 -10
  16. metadata +9 -1
data/lib/sqa/tai/overlap_studies.rb ADDED
@@ -0,0 +1,144 @@
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+ # frozen_string_literal: true
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+
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+ module SQA
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+ module TAI
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+ # Overlap Studies (Moving Averages, Bands)
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+ module OverlapStudies
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+ # Moving Average - Generic
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+ # @param prices [Array<Float>] Array of prices
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+ # @param period [Integer] Time period (default: 30)
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+ # @param ma_type [Integer] MA type: 0=SMA, 1=EMA, 2=WMA, 3=DEMA, 4=TEMA, 5=TRIMA, 6=KAMA, 7=MAMA, 8=T3 (default: 0)
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+ # @return [Array<Float>] MA values
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+ def ma(prices, period: 30, ma_type: 0)
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+ check_available!
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+ validate_prices!(prices)
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+ validate_period!(period, prices.size)
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+
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+ TALibFFI.ma(prices, time_period: period, ma_type: ma_type)
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+ end
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+
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+ # Simple Moving Average
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+ # @param prices [Array<Float>] Array of prices
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+ # @param period [Integer] Time period (default: 30)
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+ # @return [Array<Float>] SMA values
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+ def sma(prices, period: 30)
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+ check_available!
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+ validate_prices!(prices)
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+ validate_period!(period, prices.size)
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+
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+ TALibFFI.sma(prices, time_period: period)
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+ end
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+
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+ # Exponential Moving Average
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+ # @param prices [Array<Float>] Array of prices
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+ # @param period [Integer] Time period (default: 30)
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+ # @return [Array<Float>] EMA values
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+ def ema(prices, period: 30)
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+ check_available!
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+ validate_prices!(prices)
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+ validate_period!(period, prices.size)
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+
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+ TALibFFI.ema(prices, time_period: period)
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+ end
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+
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+ # Weighted Moving Average
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+ # @param prices [Array<Float>] Array of prices
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+ # @param period [Integer] Time period (default: 30)
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+ # @return [Array<Float>] WMA values
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+ def wma(prices, period: 30)
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+ check_available!
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+ validate_prices!(prices)
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+ validate_period!(period, prices.size)
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+
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+ TALibFFI.wma(prices, time_period: period)
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+ end
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+
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+ # Double Exponential Moving Average
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+ # @param prices [Array<Float>] Array of prices
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+ # @param period [Integer] Time period (default: 30)
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+ # @return [Array<Float>] DEMA values
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+ def dema(prices, period: 30)
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+ check_available!
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+ validate_prices!(prices)
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+ validate_period!(period, prices.size)
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+
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+ TALibFFI.dema(prices, time_period: period)
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+ end
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+
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+ # Triple Exponential Moving Average
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+ # @param prices [Array<Float>] Array of prices
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+ # @param period [Integer] Time period (default: 30)
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+ # @return [Array<Float>] TEMA values
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+ def tema(prices, period: 30)
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+ check_available!
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+ validate_prices!(prices)
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+ validate_period!(period, prices.size)
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+
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+ TALibFFI.tema(prices, time_period: period)
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+ end
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+
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+ # Triangular Moving Average
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+ # @param prices [Array<Float>] Array of prices
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+ # @param period [Integer] Time period (default: 30)
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+ # @return [Array<Float>] TRIMA values
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+ def trima(prices, period: 30)
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+ check_available!
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+ validate_prices!(prices)
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+ validate_period!(period, prices.size)
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+
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+ TALibFFI.trima(prices, time_period: period)
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+ end
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+
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+ # Kaufman Adaptive Moving Average
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+ # @param prices [Array<Float>] Array of prices
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+ # @param period [Integer] Time period (default: 30)
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+ # @return [Array<Float>] KAMA values
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+ def kama(prices, period: 30)
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+ check_available!
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+ validate_prices!(prices)
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+ validate_period!(period, prices.size)
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+
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+ TALibFFI.kama(prices, time_period: period)
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+ end
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+
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+ # Triple Exponential Moving Average (T3)
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+ # @param prices [Array<Float>] Array of prices
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+ # @param period [Integer] Time period (default: 5)
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+ # @param vfactor [Float] Volume factor (default: 0.7)
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+ # @return [Array<Float>] T3 values
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+ def t3(prices, period: 5, vfactor: 0.7)
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+ check_available!
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+ validate_prices!(prices)
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+ validate_period!(period, prices.size)
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+
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+ TALibFFI.t3(prices, time_period: period, vfactor: vfactor)
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+ end
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+
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+ # Bollinger Bands
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+ # @param prices [Array<Float>] Array of prices
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+ # @param period [Integer] Time period (default: 5)
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+ # @param nbdev_up [Float] Upper deviation (default: 2.0)
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+ # @param nbdev_down [Float] Lower deviation (default: 2.0)
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+ # @return [Array<Array<Float>>] [upper_band, middle_band, lower_band]
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+ def bbands(prices, period: 5, nbdev_up: 2.0, nbdev_down: 2.0)
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+ check_available!
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+ validate_prices!(prices)
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+ validate_period!(period, prices.size)
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+
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+ result = TALibFFI.bbands(
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+ prices,
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+ time_period: period,
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+ nbdev_up: nbdev_up,
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+ nbdev_dn: nbdev_down
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+ )
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+
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+ # Handle hash return format from newer ta_lib_ffi versions
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+ if result.is_a?(Hash)
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+ [result[:upper_band], result[:middle_band], result[:lower_band]]
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+ else
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+ result
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+ end
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+ end
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+ end
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+ end
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+ end