sqa-tai 0.1.0 → 0.1.2

data/lib/sqa/tai/overlap_studies.rb

@@ -0,0 +1,144 @@
+# frozen_string_literal: true
+
+module SQA
+  module TAI
+    # Overlap Studies (Moving Averages, Bands)
+    module OverlapStudies
+      # Moving Average - Generic
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 30)
+      # @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)
+      # @return [Array<Float>] MA values
+      def ma(prices, period: 30, ma_type: 0)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.ma(prices, time_period: period, ma_type: ma_type)
+      end
+
+      # Simple Moving Average
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 30)
+      # @return [Array<Float>] SMA values
+      def sma(prices, period: 30)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.sma(prices, time_period: period)
+      end
+
+      # Exponential Moving Average
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 30)
+      # @return [Array<Float>] EMA values
+      def ema(prices, period: 30)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.ema(prices, time_period: period)
+      end
+
+      # Weighted Moving Average
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 30)
+      # @return [Array<Float>] WMA values
+      def wma(prices, period: 30)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.wma(prices, time_period: period)
+      end
+
+      # Double Exponential Moving Average
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 30)
+      # @return [Array<Float>] DEMA values
+      def dema(prices, period: 30)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.dema(prices, time_period: period)
+      end
+
+      # Triple Exponential Moving Average
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 30)
+      # @return [Array<Float>] TEMA values
+      def tema(prices, period: 30)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.tema(prices, time_period: period)
+      end
+
+      # Triangular Moving Average
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 30)
+      # @return [Array<Float>] TRIMA values
+      def trima(prices, period: 30)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.trima(prices, time_period: period)
+      end
+
+      # Kaufman Adaptive Moving Average
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 30)
+      # @return [Array<Float>] KAMA values
+      def kama(prices, period: 30)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.kama(prices, time_period: period)
+      end
+
+      # Triple Exponential Moving Average (T3)
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 5)
+      # @param vfactor [Float] Volume factor (default: 0.7)
+      # @return [Array<Float>] T3 values
+      def t3(prices, period: 5, vfactor: 0.7)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        TALibFFI.t3(prices, time_period: period, vfactor: vfactor)
+      end
+
+      # Bollinger Bands
+      # @param prices [Array<Float>] Array of prices
+      # @param period [Integer] Time period (default: 5)
+      # @param nbdev_up [Float] Upper deviation (default: 2.0)
+      # @param nbdev_down [Float] Lower deviation (default: 2.0)
+      # @return [Array<Array<Float>>] [upper_band, middle_band, lower_band]
+      def bbands(prices, period: 5, nbdev_up: 2.0, nbdev_down: 2.0)
+        check_available!
+        validate_prices!(prices)
+        validate_period!(period, prices.size)
+
+        result = TALibFFI.bbands(
+          prices,
+          time_period: period,
+          nbdev_up: nbdev_up,
+          nbdev_dn: nbdev_down
+        )
+
+        # 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
+    end
+  end
+end