ta-indicator 0.0.4 → 0.1.0
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- data/README.rdoc +200 -196
- data/examples/mapping.rb +15 -0
- data/lib/indicator/auto_gen.rb +158 -158
- data/lib/indicator/auto_gen/ad.rb +2 -2
- data/lib/indicator/auto_gen/ad_osc.rb +2 -2
- data/lib/indicator/auto_gen/adx.rb +2 -2
- data/lib/indicator/auto_gen/adxr.rb +2 -2
- data/lib/indicator/auto_gen/aroon.rb +2 -2
- data/lib/indicator/auto_gen/aroon_osc.rb +2 -2
- data/lib/indicator/auto_gen/atr.rb +2 -2
- data/lib/indicator/auto_gen/avg_price.rb +1 -1
- data/lib/indicator/auto_gen/bop.rb +1 -1
- data/lib/indicator/auto_gen/cci.rb +2 -2
- data/lib/indicator/auto_gen/cdl2_crows.rb +1 -1
- data/lib/indicator/auto_gen/cdl3_black_crows.rb +1 -1
- data/lib/indicator/auto_gen/cdl3_inside.rb +1 -1
- data/lib/indicator/auto_gen/cdl3_line_strike.rb +1 -1
- data/lib/indicator/auto_gen/cdl3_outside.rb +1 -1
- data/lib/indicator/auto_gen/cdl3_stars_in_south.rb +1 -1
- data/lib/indicator/auto_gen/cdl3_white_soldiers.rb +1 -1
- data/lib/indicator/auto_gen/cdl_abandoned_baby.rb +1 -1
- data/lib/indicator/auto_gen/cdl_advance_block.rb +1 -1
- data/lib/indicator/auto_gen/cdl_belt_hold.rb +1 -1
- data/lib/indicator/auto_gen/cdl_breakaway.rb +1 -1
- data/lib/indicator/auto_gen/cdl_closing_marubozu.rb +1 -1
- data/lib/indicator/auto_gen/cdl_conceal_babys_wall.rb +1 -1
- data/lib/indicator/auto_gen/cdl_counter_attack.rb +1 -1
- data/lib/indicator/auto_gen/cdl_dark_cloud_cover.rb +1 -1
- data/lib/indicator/auto_gen/cdl_doji.rb +1 -1
- data/lib/indicator/auto_gen/cdl_doji_star.rb +1 -1
- data/lib/indicator/auto_gen/cdl_dragonfly_doji.rb +1 -1
- data/lib/indicator/auto_gen/cdl_engulfing.rb +1 -1
- data/lib/indicator/auto_gen/cdl_evening_doji_star.rb +1 -1
- data/lib/indicator/auto_gen/cdl_evening_star.rb +1 -1
- data/lib/indicator/auto_gen/cdl_gap_side_side_white.rb +1 -1
- data/lib/indicator/auto_gen/cdl_gravestone_doji.rb +1 -1
- data/lib/indicator/auto_gen/cdl_hammer.rb +1 -1
- data/lib/indicator/auto_gen/cdl_hanging_man.rb +1 -1
- data/lib/indicator/auto_gen/cdl_harami.rb +1 -1
- data/lib/indicator/auto_gen/cdl_harami_cross.rb +1 -1
- data/lib/indicator/auto_gen/cdl_hign_wave.rb +1 -1
- data/lib/indicator/auto_gen/cdl_hikkake.rb +1 -1
- data/lib/indicator/auto_gen/cdl_hikkake_mod.rb +1 -1
- data/lib/indicator/auto_gen/cdl_homing_pigeon.rb +1 -1
- data/lib/indicator/auto_gen/cdl_identical3_crows.rb +1 -1
- data/lib/indicator/auto_gen/cdl_in_neck.rb +1 -1
- data/lib/indicator/auto_gen/cdl_inverted_hammer.rb +1 -1
- data/lib/indicator/auto_gen/cdl_kicking.rb +1 -1
- data/lib/indicator/auto_gen/cdl_kicking_by_length.rb +1 -1
- data/lib/indicator/auto_gen/cdl_ladder_bottom.rb +1 -1
- data/lib/indicator/auto_gen/cdl_long_legged_doji.rb +1 -1
- data/lib/indicator/auto_gen/cdl_long_line.rb +1 -1
- data/lib/indicator/auto_gen/cdl_marubozu.rb +1 -1
- data/lib/indicator/auto_gen/cdl_mat_hold.rb +1 -1
- data/lib/indicator/auto_gen/cdl_matching_low.rb +1 -1
- data/lib/indicator/auto_gen/cdl_morning_doji_star.rb +1 -1
- data/lib/indicator/auto_gen/cdl_morning_star.rb +1 -1
- data/lib/indicator/auto_gen/cdl_on_neck.rb +1 -1
- data/lib/indicator/auto_gen/cdl_piercing.rb +1 -1
- data/lib/indicator/auto_gen/cdl_rickshaw_man.rb +1 -1
- data/lib/indicator/auto_gen/cdl_rise_fall3_methods.rb +1 -1
- data/lib/indicator/auto_gen/cdl_seperating_lines.rb +1 -1
- data/lib/indicator/auto_gen/cdl_shooting_star.rb +1 -1
- data/lib/indicator/auto_gen/cdl_short_line.rb +1 -1
- data/lib/indicator/auto_gen/cdl_spinning_top.rb +1 -1
- data/lib/indicator/auto_gen/cdl_stalled_pattern.rb +1 -1
- data/lib/indicator/auto_gen/cdl_stick_sandwhich.rb +1 -1
- data/lib/indicator/auto_gen/cdl_takuri.rb +1 -1
- data/lib/indicator/auto_gen/cdl_tasuki_gap.rb +1 -1
- data/lib/indicator/auto_gen/cdl_thrusting.rb +1 -1
- data/lib/indicator/auto_gen/cdl_tristar.rb +1 -1
- data/lib/indicator/auto_gen/cdl_unique3_river.rb +1 -1
- data/lib/indicator/auto_gen/cdl_upside_gap2_crows.rb +1 -1
- data/lib/indicator/auto_gen/cdl_x_side_gap3_methods.rb +1 -1
- data/lib/indicator/auto_gen/dx.rb +2 -2
- data/lib/indicator/auto_gen/med_price.rb +2 -2
- data/lib/indicator/auto_gen/mfi.rb +2 -2
- data/lib/indicator/auto_gen/mid_price.rb +2 -2
- data/lib/indicator/auto_gen/minus_di.rb +2 -2
- data/lib/indicator/auto_gen/minus_dm.rb +2 -2
- data/lib/indicator/auto_gen/natr.rb +2 -2
- data/lib/indicator/auto_gen/obv.rb +6 -5
- data/lib/indicator/auto_gen/plus_di.rb +2 -2
- data/lib/indicator/auto_gen/plus_dm.rb +2 -2
- data/lib/indicator/auto_gen/sar.rb +2 -2
- data/lib/indicator/auto_gen/sar_ext.rb +2 -2
- data/lib/indicator/auto_gen/stoch.rb +2 -2
- data/lib/indicator/auto_gen/stoch_f.rb +2 -2
- data/lib/indicator/auto_gen/true_range.rb +2 -2
- data/lib/indicator/auto_gen/typ_price.rb +2 -2
- data/lib/indicator/auto_gen/ult_osc.rb +2 -2
- data/lib/indicator/auto_gen/wcl_price.rb +2 -2
- data/lib/indicator/auto_gen/will_r.rb +2 -2
- data/lib/indicator/base.rb +18 -0
- data/lib/indicator/data_mapper.rb +0 -20
- data/lib/indicator/version.rb +1 -1
- metadata +4 -4
@@ -29,7 +29,7 @@ class Indicator::AutoGen::PlusDI < Indicator::Base
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# The minimum set of inputs required
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def self.inputs
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[ :
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[ :high, :low, :close ]
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end
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# The outputs generated by this function
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@@ -38,7 +38,7 @@ class Indicator::AutoGen::PlusDI < Indicator::Base
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(
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o, h, l, c, v, len = map_ohlcv(self.class.inputs, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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@func.opt_int(0, @time_period)
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@@ -29,7 +29,7 @@ class Indicator::AutoGen::PlusDM < Indicator::Base
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# The minimum set of inputs required
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def self.inputs
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[ :
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[ :high, :low ]
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end
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# The outputs generated by this function
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@@ -38,7 +38,7 @@ class Indicator::AutoGen::PlusDM < Indicator::Base
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(
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o, h, l, c, v, len = map_ohlcv(self.class.inputs, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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@func.opt_int(0, @time_period)
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@@ -33,7 +33,7 @@ class Indicator::AutoGen::Sar < Indicator::Base
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# The minimum set of inputs required
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def self.inputs
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-
[ :
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[ :high, :low ]
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end
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# The outputs generated by this function
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@@ -42,7 +42,7 @@ class Indicator::AutoGen::Sar < Indicator::Base
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(
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o, h, l, c, v, len = map_ohlcv(self.class.inputs, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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@func.opt_real(0, @acceleration_factor)
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@@ -57,7 +57,7 @@ class Indicator::AutoGen::SarExt < Indicator::Base
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# The minimum set of inputs required
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def self.inputs
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-
[ :
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[ :high, :low ]
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end
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# The outputs generated by this function
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@@ -66,7 +66,7 @@ class Indicator::AutoGen::SarExt < Indicator::Base
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(
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o, h, l, c, v, len = map_ohlcv(self.class.inputs, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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@func.opt_real(0, @start_value)
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@@ -45,7 +45,7 @@ class Indicator::AutoGen::Stoch < Indicator::Base
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# The minimum set of inputs required
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def self.inputs
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[ :
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[ :high, :low, :close ]
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end
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# The outputs generated by this function
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@@ -54,7 +54,7 @@ class Indicator::AutoGen::Stoch < Indicator::Base
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(
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o, h, l, c, v, len = map_ohlcv(self.class.inputs, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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@func.opt_int(0, @fast_k_period)
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@@ -37,7 +37,7 @@ class Indicator::AutoGen::StochF < Indicator::Base
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# The minimum set of inputs required
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def self.inputs
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[ :
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[ :high, :low, :close ]
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end
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# The outputs generated by this function
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@@ -46,7 +46,7 @@ class Indicator::AutoGen::StochF < Indicator::Base
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(
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o, h, l, c, v, len = map_ohlcv(self.class.inputs, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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@func.opt_int(0, @fast_k_period)
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@@ -21,7 +21,7 @@ class Indicator::AutoGen::TrueRange < Indicator::Base
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# The minimum set of inputs required
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def self.inputs
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[ :
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[ :high, :low, :close ]
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end
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# The outputs generated by this function
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@@ -30,7 +30,7 @@ class Indicator::AutoGen::TrueRange < Indicator::Base
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(
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o, h, l, c, v, len = map_ohlcv(self.class.inputs, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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@@ -21,7 +21,7 @@ class Indicator::AutoGen::TypPrice < Indicator::Base
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# The minimum set of inputs required
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def self.inputs
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[ :
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[ :high, :low, :close ]
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end
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# The outputs generated by this function
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@@ -30,7 +30,7 @@ class Indicator::AutoGen::TypPrice < Indicator::Base
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(
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o, h, l, c, v, len = map_ohlcv(self.class.inputs, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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@@ -37,7 +37,7 @@ class Indicator::AutoGen::UltOsc < Indicator::Base
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# The minimum set of inputs required
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def self.inputs
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[ :
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[ :high, :low, :close ]
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end
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# The outputs generated by this function
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@@ -46,7 +46,7 @@ class Indicator::AutoGen::UltOsc < Indicator::Base
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(
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o, h, l, c, v, len = map_ohlcv(self.class.inputs, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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@func.opt_int(0, @first_period)
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@@ -21,7 +21,7 @@ class Indicator::AutoGen::WclPrice < Indicator::Base
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# The minimum set of inputs required
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def self.inputs
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[ :
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[ :high, :low, :close ]
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end
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# The outputs generated by this function
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@@ -30,7 +30,7 @@ class Indicator::AutoGen::WclPrice < Indicator::Base
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(
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o, h, l, c, v, len = map_ohlcv(self.class.inputs, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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@@ -29,7 +29,7 @@ class Indicator::AutoGen::WillR < Indicator::Base
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# The minimum set of inputs required
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def self.inputs
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[ :
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[ :high, :low, :close ]
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end
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# The outputs generated by this function
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@@ -38,7 +38,7 @@ class Indicator::AutoGen::WillR < Indicator::Base
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(
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o, h, l, c, v, len = map_ohlcv(self.class.inputs, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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@func.opt_int(0, @time_period)
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data/lib/indicator/base.rb
CHANGED
@@ -15,5 +15,23 @@ module Indicator
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def self.inherited(subclass)
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Base.indicators << subclass
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end
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+
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def map_ohlcv types, *args
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raise ArgumentError unless args.length > 0
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first = args.first
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l = [:open, :high, :low, :close, :volume].inject([]) do |lst, t|
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if types.include? t
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a = args.shift
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lst << (a ? map(a, t) : map(first, t))
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else
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lst << nil
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end
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end
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# Push the length onto the end of the array
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l << first.length
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end
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end
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end
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@@ -65,26 +65,6 @@ module Indicator
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source.collect { |e| map_proc.call(e) }
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end
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-
def map_ohlcv volume_required, *args
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-
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raise ArgumentError unless args.length > 0
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-
first = args.first
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-
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types = [:open, :high, :low, :close]
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types << :volume if volume_required
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-
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l = types.inject([]) do |lst, t|
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a = args.shift
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-
lst << (a ? map(a, t) : map(first, t))
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-
end
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-
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-
# Push a nil in the place of the volume data series
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# if it hasn't been requested
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l << nil unless volume_required
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-
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-
# Push the length onto the end of the array
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l << first.length
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-
end
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end
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end
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data/lib/indicator/version.rb
CHANGED
metadata
CHANGED
@@ -1,7 +1,7 @@
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1
1
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--- !ruby/object:Gem::Specification
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name: ta-indicator
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version: !ruby/object:Gem::Version
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-
version: 0.0
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+
version: 0.1.0
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prerelease:
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platform: ruby
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7
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authors:
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@@ -9,11 +9,11 @@ authors:
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9
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autorequire:
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10
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bindir: bin
|
11
11
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cert_chain: []
|
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-
date:
|
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+
date: 2013-01-06 00:00:00.000000000Z
|
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13
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dependencies:
|
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- !ruby/object:Gem::Dependency
|
15
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name: talib_ruby
|
16
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-
requirement: &
|
16
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+
requirement: &18354552 !ruby/object:Gem::Requirement
|
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17
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none: false
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18
18
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requirements:
|
19
19
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- - ! '>='
|
@@ -21,7 +21,7 @@ dependencies:
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|
21
21
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version: '0'
|
22
22
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type: :runtime
|
23
23
|
prerelease: false
|
24
|
-
version_requirements: *
|
24
|
+
version_requirements: *18354552
|
25
25
|
description: Higher level wrapper around the talib_ruby project
|
26
26
|
email: mr.lamby@gmail.com
|
27
27
|
executables: []
|