sqa-tai 0.1.0 → 0.1.1

data/lib/sqa/tai/price_transform.rb

@@ -0,0 +1,64 @@
+# frozen_string_literal: true
+
+module SQA
+  module TAI
+    # Price Transform
+    module PriceTransform
+      # Average Price
+      # @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>] Average price values
+      def avgprice(open, high, low, close)
+        check_available!
+        validate_prices!(open)
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.avgprice(open, high, low, close)
+      end
+
+      # Median Price
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @return [Array<Float>] Median price values
+      def medprice(high, low)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+
+        TALibFFI.medprice(high, low)
+      end
+
+      # Typical Price
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @return [Array<Float>] Typical price values
+      def typprice(high, low, close)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.typprice(high, low, close)
+      end
+
+      # Weighted Close Price
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @return [Array<Float>] Weighted close price values
+      def wclprice(high, low, close)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.wclprice(high, low, close)
+      end
+    end
+  end
+end

data/lib/sqa/tai/statistical_functions.rb

@@ -0,0 +1,122 @@
+# frozen_string_literal: true
+
+module SQA
+  module TAI
+    # Statistical Functions
+    module StatisticalFunctions
+      # Pearson's Correlation Coefficient
+      # @param prices1 [Array<Float>] First array of prices
+      # @param prices2 [Array<Float>] Second array of prices
+      # @param period [Integer] Time period (default: 30)
+      # @return [Array<Float>] Correlation values
+      def correl(prices1, prices2, period: 30)
+        check_available!
+        validate_prices!(prices1)
+        validate_prices!(prices2)
+        validate_period!(period, [prices1.size, prices2.size].min)
+
+        TALibFFI.correl(prices1, prices2, time_period: period)
+      end
+
+      # Beta
+      # @param prices1 [Array<Float>] First array of prices
+      # @param prices2 [Array<Float>] Second array of prices
+      # @param period [Integer] Time period (default: 5)
+      # @return [Array<Float>] Beta values
+      def beta(prices1, prices2, period: 5)
+        check_available!
+        validate_prices!(prices1)
+        validate_prices!(prices2)
+        validate_period!(period, [prices1.size, prices2.size].min)
+
+        TALibFFI.beta(prices1, prices2, time_period: period)
+      end
+
+      # Variance
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 5)
+      # @param nbdev [Float] Number of deviations (default: 1.0)
+      # @return [Array<Float>] Variance values
+      def var(prices, period: 5, nbdev: 1.0)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.var(prices, time_period: period, nbdev: nbdev)
+      end
+
+      # Standard Deviation
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 5)
+      # @param nbdev [Float] Number of deviations (default: 1.0)
+      # @return [Array<Float>] Standard deviation values
+      def stddev(prices, period: 5, nbdev: 1.0)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.stddev(prices, time_period: period, nbdev: nbdev)
+      end
+
+      # Linear Regression
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] Linear regression values
+      def linearreg(prices, period: 14)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.linearreg(prices, time_period: period)
+      end
+
+      # Linear Regression Angle
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] Linear regression angle values
+      def linearreg_angle(prices, period: 14)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.linearreg_angle(prices, time_period: period)
+      end
+
+      # Linear Regression Intercept
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] Linear regression intercept values
+      def linearreg_intercept(prices, period: 14)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.linearreg_intercept(prices, time_period: period)
+      end
+
+      # Linear Regression Slope
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] Linear regression slope values
+      def linearreg_slope(prices, period: 14)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.linearreg_slope(prices, time_period: period)
+      end
+
+      # Time Series Forecast
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] Time series forecast values
+      def tsf(prices, period: 14)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.tsf(prices, time_period: period)
+      end
+    end
+  end
+end

data/lib/sqa/tai/version.rb

@@ -2,6 +2,6 @@
 
 module SQA
   module TAI
-    VERSION = "0.1.0"
+    VERSION = "0.1.1"
   end
 end

data/lib/sqa/tai/volatility_indicators.rb

@@ -0,0 +1,179 @@
+# frozen_string_literal: true
+
+module SQA
+  module TAI
+    # Volatility Indicators
+    module VolatilityIndicators
+      # Average True Range
+      # @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>] ATR values
+      def atr(high, low, close, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.atr(high, low, close, time_period: period)
+      end
+
+      # True Range
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @return [Array<Float>] True Range values
+      def trange(high, low, close)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.trange(high, low, close)
+      end
+
+      # Normalized Average True Range
+      # @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>] NATR values
+      def natr(high, low, close, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+
+        TALibFFI.natr(high, low, close, time_period: period)
+      end
+
+      # Parabolic SAR
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param acceleration [Float] Acceleration factor (default: 0.02)
+      # @param maximum [Float] Maximum acceleration (default: 0.20)
+      # @return [Array<Float>] SAR values
+      def sar(high, low, acceleration: 0.02, maximum: 0.20)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+
+        TALibFFI.sar(high, low, acceleration: acceleration, maximum: maximum)
+      end
+
+      # Parabolic SAR - Extended
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param start_value [Float] Start value (default: 0.0)
+      # @param offset_on_reverse [Float] Offset on reverse (default: 0.0)
+      # @param acceleration_init [Float] Acceleration init (default: 0.02)
+      # @param acceleration_step [Float] Acceleration step (default: 0.02)
+      # @param acceleration_max [Float] Acceleration max (default: 0.20)
+      # @return [Array<Float>] SAREXT values
+      def sarext(high, low, start_value: 0.0, offset_on_reverse: 0.0, acceleration_init: 0.02, acceleration_step: 0.02, acceleration_max: 0.20)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+
+        TALibFFI.sarext(high, low,
+          start_value: start_value,
+          offset_on_reverse: offset_on_reverse,
+          af_init: acceleration_init,
+          af_increment: acceleration_step,
+          af_max: acceleration_max)
+      end
+
+      # Acceleration Bands
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @param period [Integer] Time period (default: 20)
+      # @return [Array<Array<Float>>] [upper_band, middle_band, lower_band]
+      def accbands(high, low, close, period: 20)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+        validate_period!(period, [high.size, low.size, close.size].min)
+
+        result = TALibFFI.accbands(high, low, close, time_period: period)
+
+        # Handle hash return format from newer ta_lib_ffi versions
+        if result.is_a?(Hash)
+          [result[:upper_band], result[:middle_band], result[:lower_band]]
+        else
+          result
+        end
+      end
+
+      # Hilbert Transform - Instantaneous Trendline
+      # @param prices [Array<Float>] Array of prices
+      # @return [Array<Float>] Trendline values
+      def ht_trendline(prices)
+        check_available!
+        validate_prices!(prices)
+
+        TALibFFI.ht_trendline(prices)
+      end
+
+      # MESA Adaptive Moving Average
+      # @param prices [Array<Float>] Array of prices
+      # @param fast_limit [Float] Fast limit (default: 0.5)
+      # @param slow_limit [Float] Slow limit (default: 0.05)
+      # @return [Array<Array<Float>>] [mama, fama]
+      def mama(prices, fast_limit: 0.5, slow_limit: 0.05)
+        check_available!
+        validate_prices!(prices)
+
+        result = TALibFFI.mama(prices, fastlimit: fast_limit, slowlimit: slow_limit)
+
+        # Handle hash return format from newer ta_lib_ffi versions
+        if result.is_a?(Hash)
+          [result[:mama], result[:fama]]
+        else
+          result
+        end
+      end
+
+      # Moving Average with Variable Period
+      # @param prices [Array<Float>] Array of prices
+      # @param periods [Array<Integer>] Array of periods for each data point
+      # @param ma_type [Integer] Moving average type (default: 0)
+      # @return [Array<Float>] MAVP values
+      def mavp(prices, periods, ma_type: 0)
+        check_available!
+        validate_prices!(prices)
+        validate_prices!(periods)
+
+        TALibFFI.mavp(prices, periods, ma_type: ma_type)
+      end
+
+      # Midpoint over period
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] Midpoint values
+      def midpoint(prices, period: 14)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.midpoint(prices, time_period: period)
+      end
+
+      # Midpoint Price over period
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param period [Integer] Time period (default: 14)
+      # @return [Array<Float>] Midpoint price values
+      def midprice(high, low, period: 14)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_period!(period, [high.size, low.size].min)
+
+        TALibFFI.midprice(high, low, time_period: period)
+      end
+    end
+  end
+end

data/lib/sqa/tai/volume_indicators.rb

@@ -0,0 +1,54 @@
+# frozen_string_literal: true
+
+module SQA
+  module TAI
+    # Volume Indicators
+    module VolumeIndicators
+      # On Balance Volume
+      # @param close [Array<Float>] Close prices
+      # @param volume [Array<Float>] Volume values
+      # @return [Array<Float>] OBV values
+      def obv(close, volume)
+        check_available!
+        validate_prices!(close)
+        validate_prices!(volume)
+
+        TALibFFI.obv(close, volume)
+      end
+
+      # Chaikin A/D Line
+      # @param high [Array<Float>] High prices
+      # @param low [Array<Float>] Low prices
+      # @param close [Array<Float>] Close prices
+      # @param volume [Array<Float>] Volume values
+      # @return [Array<Float>] AD values
+      def ad(high, low, close, volume)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+        validate_prices!(volume)
+
+        TALibFFI.ad(high, low, close, volume)
+      end
+
+      # Chaikin A/D Oscillator
+      # @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 fast_period [Integer] Fast period (default: 3)
+      # @param slow_period [Integer] Slow period (default: 10)
+      # @return [Array<Float>] ADOSC values
+      def adosc(high, low, close, volume, fast_period: 3, slow_period: 10)
+        check_available!
+        validate_prices!(high)
+        validate_prices!(low)
+        validate_prices!(close)
+        validate_prices!(volume)
+
+        TALibFFI.adosc(high, low, close, volume, fast_period: fast_period, slow_period: slow_period)
+      end
+    end
+  end
+end