ta-indicator 0.0.4

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Files changed (171) hide show
  1. data/LICENSE +10 -0
  2. data/LICENSE-ta-lib +32 -0
  3. data/README.rdoc +196 -0
  4. data/Rakefile +13 -0
  5. data/examples/mapping.rb +43 -0
  6. data/lib/indicator.rb +56 -0
  7. data/lib/indicator/auto_gen.rb +163 -0
  8. data/lib/indicator/auto_gen/acos.rb +44 -0
  9. data/lib/indicator/auto_gen/ad.rb +44 -0
  10. data/lib/indicator/auto_gen/ad_osc.rb +58 -0
  11. data/lib/indicator/auto_gen/add.rb +45 -0
  12. data/lib/indicator/auto_gen/adx.rb +53 -0
  13. data/lib/indicator/auto_gen/adxr.rb +53 -0
  14. data/lib/indicator/auto_gen/apo.rb +63 -0
  15. data/lib/indicator/auto_gen/aroon.rb +56 -0
  16. data/lib/indicator/auto_gen/aroon_osc.rb +53 -0
  17. data/lib/indicator/auto_gen/asin.rb +44 -0
  18. data/lib/indicator/auto_gen/atan.rb +44 -0
  19. data/lib/indicator/auto_gen/atr.rb +53 -0
  20. data/lib/indicator/auto_gen/avg_price.rb +44 -0
  21. data/lib/indicator/auto_gen/bbands.rb +74 -0
  22. data/lib/indicator/auto_gen/beta.rb +54 -0
  23. data/lib/indicator/auto_gen/bop.rb +44 -0
  24. data/lib/indicator/auto_gen/cci.rb +53 -0
  25. data/lib/indicator/auto_gen/cdl2_crows.rb +44 -0
  26. data/lib/indicator/auto_gen/cdl3_black_crows.rb +44 -0
  27. data/lib/indicator/auto_gen/cdl3_inside.rb +44 -0
  28. data/lib/indicator/auto_gen/cdl3_line_strike.rb +44 -0
  29. data/lib/indicator/auto_gen/cdl3_outside.rb +44 -0
  30. data/lib/indicator/auto_gen/cdl3_stars_in_south.rb +44 -0
  31. data/lib/indicator/auto_gen/cdl3_white_soldiers.rb +44 -0
  32. data/lib/indicator/auto_gen/cdl_abandoned_baby.rb +53 -0
  33. data/lib/indicator/auto_gen/cdl_advance_block.rb +44 -0
  34. data/lib/indicator/auto_gen/cdl_belt_hold.rb +44 -0
  35. data/lib/indicator/auto_gen/cdl_breakaway.rb +44 -0
  36. data/lib/indicator/auto_gen/cdl_closing_marubozu.rb +44 -0
  37. data/lib/indicator/auto_gen/cdl_conceal_babys_wall.rb +44 -0
  38. data/lib/indicator/auto_gen/cdl_counter_attack.rb +44 -0
  39. data/lib/indicator/auto_gen/cdl_dark_cloud_cover.rb +53 -0
  40. data/lib/indicator/auto_gen/cdl_doji.rb +44 -0
  41. data/lib/indicator/auto_gen/cdl_doji_star.rb +44 -0
  42. data/lib/indicator/auto_gen/cdl_dragonfly_doji.rb +44 -0
  43. data/lib/indicator/auto_gen/cdl_engulfing.rb +44 -0
  44. data/lib/indicator/auto_gen/cdl_evening_doji_star.rb +53 -0
  45. data/lib/indicator/auto_gen/cdl_evening_star.rb +53 -0
  46. data/lib/indicator/auto_gen/cdl_gap_side_side_white.rb +44 -0
  47. data/lib/indicator/auto_gen/cdl_gravestone_doji.rb +44 -0
  48. data/lib/indicator/auto_gen/cdl_hammer.rb +44 -0
  49. data/lib/indicator/auto_gen/cdl_hanging_man.rb +44 -0
  50. data/lib/indicator/auto_gen/cdl_harami.rb +44 -0
  51. data/lib/indicator/auto_gen/cdl_harami_cross.rb +44 -0
  52. data/lib/indicator/auto_gen/cdl_hign_wave.rb +44 -0
  53. data/lib/indicator/auto_gen/cdl_hikkake.rb +44 -0
  54. data/lib/indicator/auto_gen/cdl_hikkake_mod.rb +44 -0
  55. data/lib/indicator/auto_gen/cdl_homing_pigeon.rb +44 -0
  56. data/lib/indicator/auto_gen/cdl_identical3_crows.rb +44 -0
  57. data/lib/indicator/auto_gen/cdl_in_neck.rb +44 -0
  58. data/lib/indicator/auto_gen/cdl_inverted_hammer.rb +44 -0
  59. data/lib/indicator/auto_gen/cdl_kicking.rb +44 -0
  60. data/lib/indicator/auto_gen/cdl_kicking_by_length.rb +44 -0
  61. data/lib/indicator/auto_gen/cdl_ladder_bottom.rb +44 -0
  62. data/lib/indicator/auto_gen/cdl_long_legged_doji.rb +44 -0
  63. data/lib/indicator/auto_gen/cdl_long_line.rb +44 -0
  64. data/lib/indicator/auto_gen/cdl_marubozu.rb +44 -0
  65. data/lib/indicator/auto_gen/cdl_mat_hold.rb +53 -0
  66. data/lib/indicator/auto_gen/cdl_matching_low.rb +44 -0
  67. data/lib/indicator/auto_gen/cdl_morning_doji_star.rb +53 -0
  68. data/lib/indicator/auto_gen/cdl_morning_star.rb +53 -0
  69. data/lib/indicator/auto_gen/cdl_on_neck.rb +44 -0
  70. data/lib/indicator/auto_gen/cdl_piercing.rb +44 -0
  71. data/lib/indicator/auto_gen/cdl_rickshaw_man.rb +44 -0
  72. data/lib/indicator/auto_gen/cdl_rise_fall3_methods.rb +44 -0
  73. data/lib/indicator/auto_gen/cdl_seperating_lines.rb +44 -0
  74. data/lib/indicator/auto_gen/cdl_shooting_star.rb +44 -0
  75. data/lib/indicator/auto_gen/cdl_short_line.rb +44 -0
  76. data/lib/indicator/auto_gen/cdl_spinning_top.rb +44 -0
  77. data/lib/indicator/auto_gen/cdl_stalled_pattern.rb +44 -0
  78. data/lib/indicator/auto_gen/cdl_stick_sandwhich.rb +44 -0
  79. data/lib/indicator/auto_gen/cdl_takuri.rb +44 -0
  80. data/lib/indicator/auto_gen/cdl_tasuki_gap.rb +44 -0
  81. data/lib/indicator/auto_gen/cdl_thrusting.rb +44 -0
  82. data/lib/indicator/auto_gen/cdl_tristar.rb +44 -0
  83. data/lib/indicator/auto_gen/cdl_unique3_river.rb +44 -0
  84. data/lib/indicator/auto_gen/cdl_upside_gap2_crows.rb +44 -0
  85. data/lib/indicator/auto_gen/cdl_x_side_gap3_methods.rb +44 -0
  86. data/lib/indicator/auto_gen/ceil.rb +44 -0
  87. data/lib/indicator/auto_gen/cmo.rb +53 -0
  88. data/lib/indicator/auto_gen/correl.rb +54 -0
  89. data/lib/indicator/auto_gen/cos.rb +44 -0
  90. data/lib/indicator/auto_gen/cosh.rb +44 -0
  91. data/lib/indicator/auto_gen/dema.rb +53 -0
  92. data/lib/indicator/auto_gen/div.rb +45 -0
  93. data/lib/indicator/auto_gen/dx.rb +53 -0
  94. data/lib/indicator/auto_gen/ema.rb +53 -0
  95. data/lib/indicator/auto_gen/exp.rb +44 -0
  96. data/lib/indicator/auto_gen/floor.rb +44 -0
  97. data/lib/indicator/auto_gen/ht_dc_period.rb +44 -0
  98. data/lib/indicator/auto_gen/ht_dc_phase.rb +44 -0
  99. data/lib/indicator/auto_gen/ht_phasor.rb +47 -0
  100. data/lib/indicator/auto_gen/ht_sine.rb +47 -0
  101. data/lib/indicator/auto_gen/ht_trend_mode.rb +44 -0
  102. data/lib/indicator/auto_gen/ht_trendline.rb +44 -0
  103. data/lib/indicator/auto_gen/kama.rb +53 -0
  104. data/lib/indicator/auto_gen/linear_reg.rb +53 -0
  105. data/lib/indicator/auto_gen/linear_reg_angle.rb +53 -0
  106. data/lib/indicator/auto_gen/linear_reg_intercept.rb +53 -0
  107. data/lib/indicator/auto_gen/linear_reg_slope.rb +53 -0
  108. data/lib/indicator/auto_gen/ln.rb +44 -0
  109. data/lib/indicator/auto_gen/log10.rb +44 -0
  110. data/lib/indicator/auto_gen/macd.rb +69 -0
  111. data/lib/indicator/auto_gen/macd_ext.rb +84 -0
  112. data/lib/indicator/auto_gen/macd_fix.rb +59 -0
  113. data/lib/indicator/auto_gen/mama.rb +61 -0
  114. data/lib/indicator/auto_gen/max.rb +53 -0
  115. data/lib/indicator/auto_gen/max_index.rb +53 -0
  116. data/lib/indicator/auto_gen/med_price.rb +44 -0
  117. data/lib/indicator/auto_gen/mfi.rb +53 -0
  118. data/lib/indicator/auto_gen/mid_point.rb +53 -0
  119. data/lib/indicator/auto_gen/mid_price.rb +53 -0
  120. data/lib/indicator/auto_gen/min.rb +53 -0
  121. data/lib/indicator/auto_gen/min_index.rb +53 -0
  122. data/lib/indicator/auto_gen/min_max.rb +56 -0
  123. data/lib/indicator/auto_gen/min_max_index.rb +56 -0
  124. data/lib/indicator/auto_gen/minus_di.rb +53 -0
  125. data/lib/indicator/auto_gen/minus_dm.rb +53 -0
  126. data/lib/indicator/auto_gen/mom.rb +53 -0
  127. data/lib/indicator/auto_gen/moving_average.rb +58 -0
  128. data/lib/indicator/auto_gen/moving_average_variable_period.rb +64 -0
  129. data/lib/indicator/auto_gen/mult.rb +45 -0
  130. data/lib/indicator/auto_gen/natr.rb +53 -0
  131. data/lib/indicator/auto_gen/obv.rb +44 -0
  132. data/lib/indicator/auto_gen/plus_di.rb +53 -0
  133. data/lib/indicator/auto_gen/plus_dm.rb +53 -0
  134. data/lib/indicator/auto_gen/ppo.rb +63 -0
  135. data/lib/indicator/auto_gen/roc.rb +53 -0
  136. data/lib/indicator/auto_gen/roc_p.rb +53 -0
  137. data/lib/indicator/auto_gen/roc_r.rb +53 -0
  138. data/lib/indicator/auto_gen/roc_r100.rb +53 -0
  139. data/lib/indicator/auto_gen/rsi.rb +53 -0
  140. data/lib/indicator/auto_gen/sar.rb +58 -0
  141. data/lib/indicator/auto_gen/sar_ext.rb +88 -0
  142. data/lib/indicator/auto_gen/sin.rb +44 -0
  143. data/lib/indicator/auto_gen/sinh.rb +44 -0
  144. data/lib/indicator/auto_gen/sma.rb +53 -0
  145. data/lib/indicator/auto_gen/sqrt.rb +44 -0
  146. data/lib/indicator/auto_gen/std_dev.rb +58 -0
  147. data/lib/indicator/auto_gen/stoch.rb +76 -0
  148. data/lib/indicator/auto_gen/stoch_f.rb +66 -0
  149. data/lib/indicator/auto_gen/stoch_rsi.rb +71 -0
  150. data/lib/indicator/auto_gen/sub.rb +45 -0
  151. data/lib/indicator/auto_gen/sum.rb +53 -0
  152. data/lib/indicator/auto_gen/t3.rb +58 -0
  153. data/lib/indicator/auto_gen/tan.rb +44 -0
  154. data/lib/indicator/auto_gen/tanh.rb +44 -0
  155. data/lib/indicator/auto_gen/tema.rb +53 -0
  156. data/lib/indicator/auto_gen/trima.rb +53 -0
  157. data/lib/indicator/auto_gen/trix.rb +53 -0
  158. data/lib/indicator/auto_gen/true_range.rb +44 -0
  159. data/lib/indicator/auto_gen/tsf.rb +53 -0
  160. data/lib/indicator/auto_gen/typ_price.rb +44 -0
  161. data/lib/indicator/auto_gen/ult_osc.rb +63 -0
  162. data/lib/indicator/auto_gen/variance.rb +58 -0
  163. data/lib/indicator/auto_gen/wcl_price.rb +44 -0
  164. data/lib/indicator/auto_gen/will_r.rb +53 -0
  165. data/lib/indicator/auto_gen/wma.rb +53 -0
  166. data/lib/indicator/base.rb +19 -0
  167. data/lib/indicator/data_mapper.rb +93 -0
  168. data/lib/indicator/mixin.rb +15 -0
  169. data/lib/indicator/version.rb +3 -0
  170. data/test/data_mapper_test.rb +76 -0
  171. metadata +226 -0
@@ -0,0 +1,44 @@
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+ # Ta-Lib function mapping class
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+ # Function: 'CEIL'
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+ # Description: 'Vector Ceil'
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+ # This file has been autogenerated - Do Not Edit.
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+ class Indicator::AutoGen::Ceil < Indicator::Base
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+
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+ def initialize(*args)
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+
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+ @func = TaLib::Function.new("CEIL")
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+ end
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+
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+ # Is price data required as an input
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+ def self.price_input?
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+ false
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+ end
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+
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+ # The list of arguments
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+ def self.arguments
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+ [ ]
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+ end
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+
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+ # The minimum set of inputs required
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+ def self.inputs
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+ [ :in_real ]
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+ end
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+
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+ # The outputs generated by this function
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+ def self.outputs
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+ [ :out_real ]
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+ end
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+
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+ def run(in_real)
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+ len = in_real.length
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+ @func.in_real(0, map(in_real))
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+
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+
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+ out_real = Array.new(len)
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+ @func.out_real(0, out_real)
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+
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+ @func.call(0, len - 1)
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+
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+ out_real
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+ end
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+ end
@@ -0,0 +1,53 @@
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+ # Ta-Lib function mapping class
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+ # Function: 'CMO'
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+ # Description: 'Chande Momentum Oscillator'
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+ # This file has been autogenerated - Do Not Edit.
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+ class Indicator::AutoGen::Cmo < Indicator::Base
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+ # Time Period <Integer>
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+ attr_accessor :time_period
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+
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+ def initialize(*args)
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+ if args.first.is_a? Hash
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+ h = args.first
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+ @time_period = h[:time_period] || 14
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+ else
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+ @time_period = args[0] || 14
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+ end
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+
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+ @func = TaLib::Function.new("CMO")
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+ end
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+
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+ # Is price data required as an input
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+ def self.price_input?
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+ false
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+ end
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+
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+ # The list of arguments
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+ def self.arguments
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+ [ :time_period ]
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+ end
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+
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+ # The minimum set of inputs required
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+ def self.inputs
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+ [ :in_real ]
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+ end
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+
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+ # The outputs generated by this function
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+ def self.outputs
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+ [ :out_real ]
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+ end
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+
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+ def run(in_real)
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+ len = in_real.length
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+ @func.in_real(0, map(in_real))
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+
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+ @func.opt_int(0, @time_period)
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+
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+ out_real = Array.new(len)
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+ @func.out_real(0, out_real)
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+
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+ @func.call(0, len - 1)
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+
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+ out_real
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+ end
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+ end
@@ -0,0 +1,54 @@
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+ # Ta-Lib function mapping class
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+ # Function: 'CORREL'
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+ # Description: 'Pearson's Correlation Coefficient (r)'
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+ # This file has been autogenerated - Do Not Edit.
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+ class Indicator::AutoGen::Correl < Indicator::Base
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+ # Time Period <Integer>
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+ attr_accessor :time_period
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+
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+ def initialize(*args)
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+ if args.first.is_a? Hash
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+ h = args.first
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+ @time_period = h[:time_period] || 30
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+ else
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+ @time_period = args[0] || 30
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+ end
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+
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+ @func = TaLib::Function.new("CORREL")
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+ end
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+
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+ # Is price data required as an input
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+ def self.price_input?
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+ false
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+ end
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+
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+ # The list of arguments
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+ def self.arguments
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+ [ :time_period ]
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+ end
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+
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+ # The minimum set of inputs required
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+ def self.inputs
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+ [ :in_real0, :in_real1 ]
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+ end
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+
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+ # The outputs generated by this function
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+ def self.outputs
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+ [ :out_real ]
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+ end
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+
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+ def run(in_real0, in_real1)
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+ len = in_real0.length
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+ @func.in_real(0, map(in_real0))
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+ @func.in_real(1, map(in_real1))
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+
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+ @func.opt_int(0, @time_period)
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+
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+ out_real = Array.new(len)
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+ @func.out_real(0, out_real)
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+
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+ @func.call(0, len - 1)
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+
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+ out_real
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+ end
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+ end
@@ -0,0 +1,44 @@
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+ # Ta-Lib function mapping class
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+ # Function: 'COS'
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+ # Description: 'Vector Trigonometric Cos'
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+ # This file has been autogenerated - Do Not Edit.
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+ class Indicator::AutoGen::Cos < Indicator::Base
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+
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+ def initialize(*args)
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+
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+ @func = TaLib::Function.new("COS")
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+ end
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+
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+ # Is price data required as an input
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+ def self.price_input?
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+ false
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+ end
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+
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+ # The list of arguments
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+ def self.arguments
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+ [ ]
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+ end
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+
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+ # The minimum set of inputs required
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+ def self.inputs
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+ [ :in_real ]
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+ end
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+
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+ # The outputs generated by this function
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+ def self.outputs
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+ [ :out_real ]
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+ end
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+
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+ def run(in_real)
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+ len = in_real.length
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+ @func.in_real(0, map(in_real))
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+
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+
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+ out_real = Array.new(len)
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+ @func.out_real(0, out_real)
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+
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+ @func.call(0, len - 1)
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+
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+ out_real
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+ end
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+ end
@@ -0,0 +1,44 @@
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+ # Ta-Lib function mapping class
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+ # Function: 'COSH'
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+ # Description: 'Vector Trigonometric Cosh'
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+ # This file has been autogenerated - Do Not Edit.
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+ class Indicator::AutoGen::Cosh < Indicator::Base
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+
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+ def initialize(*args)
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+
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+ @func = TaLib::Function.new("COSH")
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+ end
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+
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+ # Is price data required as an input
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+ def self.price_input?
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+ false
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+ end
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+
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+ # The list of arguments
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+ def self.arguments
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+ [ ]
20
+ end
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+
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+ # The minimum set of inputs required
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+ def self.inputs
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+ [ :in_real ]
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+ end
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+
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+ # The outputs generated by this function
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+ def self.outputs
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+ [ :out_real ]
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+ end
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+
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+ def run(in_real)
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+ len = in_real.length
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+ @func.in_real(0, map(in_real))
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+
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+
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+ out_real = Array.new(len)
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+ @func.out_real(0, out_real)
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+
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+ @func.call(0, len - 1)
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+
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+ out_real
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+ end
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+ end
@@ -0,0 +1,53 @@
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+ # Ta-Lib function mapping class
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+ # Function: 'DEMA'
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+ # Description: 'Double Exponential Moving Average'
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+ # This file has been autogenerated - Do Not Edit.
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+ class Indicator::AutoGen::Dema < Indicator::Base
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+ # Time Period <Integer>
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+ attr_accessor :time_period
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+
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+ def initialize(*args)
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+ if args.first.is_a? Hash
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+ h = args.first
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+ @time_period = h[:time_period] || 30
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+ else
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+ @time_period = args[0] || 30
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+ end
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+
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+ @func = TaLib::Function.new("DEMA")
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+ end
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+
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+ # Is price data required as an input
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+ def self.price_input?
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+ false
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+ end
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+
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+ # The list of arguments
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+ def self.arguments
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+ [ :time_period ]
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+ end
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+
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+ # The minimum set of inputs required
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+ def self.inputs
32
+ [ :in_real ]
33
+ end
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+
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+ # The outputs generated by this function
36
+ def self.outputs
37
+ [ :out_real ]
38
+ end
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+
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+ def run(in_real)
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+ len = in_real.length
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+ @func.in_real(0, map(in_real))
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+
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+ @func.opt_int(0, @time_period)
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+
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+ out_real = Array.new(len)
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+ @func.out_real(0, out_real)
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+
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+ @func.call(0, len - 1)
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+
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+ out_real
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+ end
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+ end
@@ -0,0 +1,45 @@
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+ # Ta-Lib function mapping class
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+ # Function: 'DIV'
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+ # Description: 'Vector Arithmetic Div'
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+ # This file has been autogenerated - Do Not Edit.
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+ class Indicator::AutoGen::Div < Indicator::Base
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+
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+ def initialize(*args)
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+
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+ @func = TaLib::Function.new("DIV")
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+ end
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+
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+ # Is price data required as an input
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+ def self.price_input?
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+ false
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+ end
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+
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+ # The list of arguments
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+ def self.arguments
19
+ [ ]
20
+ end
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+
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+ # The minimum set of inputs required
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+ def self.inputs
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+ [ :in_real0, :in_real1 ]
25
+ end
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+
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+ # The outputs generated by this function
28
+ def self.outputs
29
+ [ :out_real ]
30
+ end
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+
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+ def run(in_real0, in_real1)
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+ len = in_real0.length
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+ @func.in_real(0, map(in_real0))
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+ @func.in_real(1, map(in_real1))
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+
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+
38
+ out_real = Array.new(len)
39
+ @func.out_real(0, out_real)
40
+
41
+ @func.call(0, len - 1)
42
+
43
+ out_real
44
+ end
45
+ end
@@ -0,0 +1,53 @@
1
+ # Ta-Lib function mapping class
2
+ # Function: 'DX'
3
+ # Description: 'Directional Movement Index'
4
+ # This file has been autogenerated - Do Not Edit.
5
+ class Indicator::AutoGen::Dx < Indicator::Base
6
+ # Time Period <Integer>
7
+ attr_accessor :time_period
8
+
9
+ def initialize(*args)
10
+ if args.first.is_a? Hash
11
+ h = args.first
12
+ @time_period = h[:time_period] || 14
13
+ else
14
+ @time_period = args[0] || 14
15
+ end
16
+
17
+ @func = TaLib::Function.new("DX")
18
+ end
19
+
20
+ # Is price data required as an input
21
+ def self.price_input?
22
+ true
23
+ end
24
+
25
+ # The list of arguments
26
+ def self.arguments
27
+ [ :time_period ]
28
+ end
29
+
30
+ # The minimum set of inputs required
31
+ def self.inputs
32
+ [ :open, :high, :low, :close ]
33
+ end
34
+
35
+ # The outputs generated by this function
36
+ def self.outputs
37
+ [ :out_real ]
38
+ end
39
+
40
+ def run(*args)
41
+ o, h, l, c, v, len = map_ohlcv(false, *args)
42
+ @func.in_price(0, o, h, l, c, v, nil)
43
+
44
+ @func.opt_int(0, @time_period)
45
+
46
+ out_real = Array.new(len)
47
+ @func.out_real(0, out_real)
48
+
49
+ @func.call(0, len - 1)
50
+
51
+ out_real
52
+ end
53
+ end
@@ -0,0 +1,53 @@
1
+ # Ta-Lib function mapping class
2
+ # Function: 'EMA'
3
+ # Description: 'Exponential Moving Average'
4
+ # This file has been autogenerated - Do Not Edit.
5
+ class Indicator::AutoGen::Ema < Indicator::Base
6
+ # Time Period <Integer>
7
+ attr_accessor :time_period
8
+
9
+ def initialize(*args)
10
+ if args.first.is_a? Hash
11
+ h = args.first
12
+ @time_period = h[:time_period] || 30
13
+ else
14
+ @time_period = args[0] || 30
15
+ end
16
+
17
+ @func = TaLib::Function.new("EMA")
18
+ end
19
+
20
+ # Is price data required as an input
21
+ def self.price_input?
22
+ false
23
+ end
24
+
25
+ # The list of arguments
26
+ def self.arguments
27
+ [ :time_period ]
28
+ end
29
+
30
+ # The minimum set of inputs required
31
+ def self.inputs
32
+ [ :in_real ]
33
+ end
34
+
35
+ # The outputs generated by this function
36
+ def self.outputs
37
+ [ :out_real ]
38
+ end
39
+
40
+ def run(in_real)
41
+ len = in_real.length
42
+ @func.in_real(0, map(in_real))
43
+
44
+ @func.opt_int(0, @time_period)
45
+
46
+ out_real = Array.new(len)
47
+ @func.out_real(0, out_real)
48
+
49
+ @func.call(0, len - 1)
50
+
51
+ out_real
52
+ end
53
+ end