ta-indicator 0.0.4
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- data/LICENSE +10 -0
- data/LICENSE-ta-lib +32 -0
- data/README.rdoc +196 -0
- data/Rakefile +13 -0
- data/examples/mapping.rb +43 -0
- data/lib/indicator.rb +56 -0
- data/lib/indicator/auto_gen.rb +163 -0
- data/lib/indicator/auto_gen/acos.rb +44 -0
- data/lib/indicator/auto_gen/ad.rb +44 -0
- data/lib/indicator/auto_gen/ad_osc.rb +58 -0
- data/lib/indicator/auto_gen/add.rb +45 -0
- data/lib/indicator/auto_gen/adx.rb +53 -0
- data/lib/indicator/auto_gen/adxr.rb +53 -0
- data/lib/indicator/auto_gen/apo.rb +63 -0
- data/lib/indicator/auto_gen/aroon.rb +56 -0
- data/lib/indicator/auto_gen/aroon_osc.rb +53 -0
- data/lib/indicator/auto_gen/asin.rb +44 -0
- data/lib/indicator/auto_gen/atan.rb +44 -0
- data/lib/indicator/auto_gen/atr.rb +53 -0
- data/lib/indicator/auto_gen/avg_price.rb +44 -0
- data/lib/indicator/auto_gen/bbands.rb +74 -0
- data/lib/indicator/auto_gen/beta.rb +54 -0
- data/lib/indicator/auto_gen/bop.rb +44 -0
- data/lib/indicator/auto_gen/cci.rb +53 -0
- data/lib/indicator/auto_gen/cdl2_crows.rb +44 -0
- data/lib/indicator/auto_gen/cdl3_black_crows.rb +44 -0
- data/lib/indicator/auto_gen/cdl3_inside.rb +44 -0
- data/lib/indicator/auto_gen/cdl3_line_strike.rb +44 -0
- data/lib/indicator/auto_gen/cdl3_outside.rb +44 -0
- data/lib/indicator/auto_gen/cdl3_stars_in_south.rb +44 -0
- data/lib/indicator/auto_gen/cdl3_white_soldiers.rb +44 -0
- data/lib/indicator/auto_gen/cdl_abandoned_baby.rb +53 -0
- data/lib/indicator/auto_gen/cdl_advance_block.rb +44 -0
- data/lib/indicator/auto_gen/cdl_belt_hold.rb +44 -0
- data/lib/indicator/auto_gen/cdl_breakaway.rb +44 -0
- data/lib/indicator/auto_gen/cdl_closing_marubozu.rb +44 -0
- data/lib/indicator/auto_gen/cdl_conceal_babys_wall.rb +44 -0
- data/lib/indicator/auto_gen/cdl_counter_attack.rb +44 -0
- data/lib/indicator/auto_gen/cdl_dark_cloud_cover.rb +53 -0
- data/lib/indicator/auto_gen/cdl_doji.rb +44 -0
- data/lib/indicator/auto_gen/cdl_doji_star.rb +44 -0
- data/lib/indicator/auto_gen/cdl_dragonfly_doji.rb +44 -0
- data/lib/indicator/auto_gen/cdl_engulfing.rb +44 -0
- data/lib/indicator/auto_gen/cdl_evening_doji_star.rb +53 -0
- data/lib/indicator/auto_gen/cdl_evening_star.rb +53 -0
- data/lib/indicator/auto_gen/cdl_gap_side_side_white.rb +44 -0
- data/lib/indicator/auto_gen/cdl_gravestone_doji.rb +44 -0
- data/lib/indicator/auto_gen/cdl_hammer.rb +44 -0
- data/lib/indicator/auto_gen/cdl_hanging_man.rb +44 -0
- data/lib/indicator/auto_gen/cdl_harami.rb +44 -0
- data/lib/indicator/auto_gen/cdl_harami_cross.rb +44 -0
- data/lib/indicator/auto_gen/cdl_hign_wave.rb +44 -0
- data/lib/indicator/auto_gen/cdl_hikkake.rb +44 -0
- data/lib/indicator/auto_gen/cdl_hikkake_mod.rb +44 -0
- data/lib/indicator/auto_gen/cdl_homing_pigeon.rb +44 -0
- data/lib/indicator/auto_gen/cdl_identical3_crows.rb +44 -0
- data/lib/indicator/auto_gen/cdl_in_neck.rb +44 -0
- data/lib/indicator/auto_gen/cdl_inverted_hammer.rb +44 -0
- data/lib/indicator/auto_gen/cdl_kicking.rb +44 -0
- data/lib/indicator/auto_gen/cdl_kicking_by_length.rb +44 -0
- data/lib/indicator/auto_gen/cdl_ladder_bottom.rb +44 -0
- data/lib/indicator/auto_gen/cdl_long_legged_doji.rb +44 -0
- data/lib/indicator/auto_gen/cdl_long_line.rb +44 -0
- data/lib/indicator/auto_gen/cdl_marubozu.rb +44 -0
- data/lib/indicator/auto_gen/cdl_mat_hold.rb +53 -0
- data/lib/indicator/auto_gen/cdl_matching_low.rb +44 -0
- data/lib/indicator/auto_gen/cdl_morning_doji_star.rb +53 -0
- data/lib/indicator/auto_gen/cdl_morning_star.rb +53 -0
- data/lib/indicator/auto_gen/cdl_on_neck.rb +44 -0
- data/lib/indicator/auto_gen/cdl_piercing.rb +44 -0
- data/lib/indicator/auto_gen/cdl_rickshaw_man.rb +44 -0
- data/lib/indicator/auto_gen/cdl_rise_fall3_methods.rb +44 -0
- data/lib/indicator/auto_gen/cdl_seperating_lines.rb +44 -0
- data/lib/indicator/auto_gen/cdl_shooting_star.rb +44 -0
- data/lib/indicator/auto_gen/cdl_short_line.rb +44 -0
- data/lib/indicator/auto_gen/cdl_spinning_top.rb +44 -0
- data/lib/indicator/auto_gen/cdl_stalled_pattern.rb +44 -0
- data/lib/indicator/auto_gen/cdl_stick_sandwhich.rb +44 -0
- data/lib/indicator/auto_gen/cdl_takuri.rb +44 -0
- data/lib/indicator/auto_gen/cdl_tasuki_gap.rb +44 -0
- data/lib/indicator/auto_gen/cdl_thrusting.rb +44 -0
- data/lib/indicator/auto_gen/cdl_tristar.rb +44 -0
- data/lib/indicator/auto_gen/cdl_unique3_river.rb +44 -0
- data/lib/indicator/auto_gen/cdl_upside_gap2_crows.rb +44 -0
- data/lib/indicator/auto_gen/cdl_x_side_gap3_methods.rb +44 -0
- data/lib/indicator/auto_gen/ceil.rb +44 -0
- data/lib/indicator/auto_gen/cmo.rb +53 -0
- data/lib/indicator/auto_gen/correl.rb +54 -0
- data/lib/indicator/auto_gen/cos.rb +44 -0
- data/lib/indicator/auto_gen/cosh.rb +44 -0
- data/lib/indicator/auto_gen/dema.rb +53 -0
- data/lib/indicator/auto_gen/div.rb +45 -0
- data/lib/indicator/auto_gen/dx.rb +53 -0
- data/lib/indicator/auto_gen/ema.rb +53 -0
- data/lib/indicator/auto_gen/exp.rb +44 -0
- data/lib/indicator/auto_gen/floor.rb +44 -0
- data/lib/indicator/auto_gen/ht_dc_period.rb +44 -0
- data/lib/indicator/auto_gen/ht_dc_phase.rb +44 -0
- data/lib/indicator/auto_gen/ht_phasor.rb +47 -0
- data/lib/indicator/auto_gen/ht_sine.rb +47 -0
- data/lib/indicator/auto_gen/ht_trend_mode.rb +44 -0
- data/lib/indicator/auto_gen/ht_trendline.rb +44 -0
- data/lib/indicator/auto_gen/kama.rb +53 -0
- data/lib/indicator/auto_gen/linear_reg.rb +53 -0
- data/lib/indicator/auto_gen/linear_reg_angle.rb +53 -0
- data/lib/indicator/auto_gen/linear_reg_intercept.rb +53 -0
- data/lib/indicator/auto_gen/linear_reg_slope.rb +53 -0
- data/lib/indicator/auto_gen/ln.rb +44 -0
- data/lib/indicator/auto_gen/log10.rb +44 -0
- data/lib/indicator/auto_gen/macd.rb +69 -0
- data/lib/indicator/auto_gen/macd_ext.rb +84 -0
- data/lib/indicator/auto_gen/macd_fix.rb +59 -0
- data/lib/indicator/auto_gen/mama.rb +61 -0
- data/lib/indicator/auto_gen/max.rb +53 -0
- data/lib/indicator/auto_gen/max_index.rb +53 -0
- data/lib/indicator/auto_gen/med_price.rb +44 -0
- data/lib/indicator/auto_gen/mfi.rb +53 -0
- data/lib/indicator/auto_gen/mid_point.rb +53 -0
- data/lib/indicator/auto_gen/mid_price.rb +53 -0
- data/lib/indicator/auto_gen/min.rb +53 -0
- data/lib/indicator/auto_gen/min_index.rb +53 -0
- data/lib/indicator/auto_gen/min_max.rb +56 -0
- data/lib/indicator/auto_gen/min_max_index.rb +56 -0
- data/lib/indicator/auto_gen/minus_di.rb +53 -0
- data/lib/indicator/auto_gen/minus_dm.rb +53 -0
- data/lib/indicator/auto_gen/mom.rb +53 -0
- data/lib/indicator/auto_gen/moving_average.rb +58 -0
- data/lib/indicator/auto_gen/moving_average_variable_period.rb +64 -0
- data/lib/indicator/auto_gen/mult.rb +45 -0
- data/lib/indicator/auto_gen/natr.rb +53 -0
- data/lib/indicator/auto_gen/obv.rb +44 -0
- data/lib/indicator/auto_gen/plus_di.rb +53 -0
- data/lib/indicator/auto_gen/plus_dm.rb +53 -0
- data/lib/indicator/auto_gen/ppo.rb +63 -0
- data/lib/indicator/auto_gen/roc.rb +53 -0
- data/lib/indicator/auto_gen/roc_p.rb +53 -0
- data/lib/indicator/auto_gen/roc_r.rb +53 -0
- data/lib/indicator/auto_gen/roc_r100.rb +53 -0
- data/lib/indicator/auto_gen/rsi.rb +53 -0
- data/lib/indicator/auto_gen/sar.rb +58 -0
- data/lib/indicator/auto_gen/sar_ext.rb +88 -0
- data/lib/indicator/auto_gen/sin.rb +44 -0
- data/lib/indicator/auto_gen/sinh.rb +44 -0
- data/lib/indicator/auto_gen/sma.rb +53 -0
- data/lib/indicator/auto_gen/sqrt.rb +44 -0
- data/lib/indicator/auto_gen/std_dev.rb +58 -0
- data/lib/indicator/auto_gen/stoch.rb +76 -0
- data/lib/indicator/auto_gen/stoch_f.rb +66 -0
- data/lib/indicator/auto_gen/stoch_rsi.rb +71 -0
- data/lib/indicator/auto_gen/sub.rb +45 -0
- data/lib/indicator/auto_gen/sum.rb +53 -0
- data/lib/indicator/auto_gen/t3.rb +58 -0
- data/lib/indicator/auto_gen/tan.rb +44 -0
- data/lib/indicator/auto_gen/tanh.rb +44 -0
- data/lib/indicator/auto_gen/tema.rb +53 -0
- data/lib/indicator/auto_gen/trima.rb +53 -0
- data/lib/indicator/auto_gen/trix.rb +53 -0
- data/lib/indicator/auto_gen/true_range.rb +44 -0
- data/lib/indicator/auto_gen/tsf.rb +53 -0
- data/lib/indicator/auto_gen/typ_price.rb +44 -0
- data/lib/indicator/auto_gen/ult_osc.rb +63 -0
- data/lib/indicator/auto_gen/variance.rb +58 -0
- data/lib/indicator/auto_gen/wcl_price.rb +44 -0
- data/lib/indicator/auto_gen/will_r.rb +53 -0
- data/lib/indicator/auto_gen/wma.rb +53 -0
- data/lib/indicator/base.rb +19 -0
- data/lib/indicator/data_mapper.rb +93 -0
- data/lib/indicator/mixin.rb +15 -0
- data/lib/indicator/version.rb +3 -0
- data/test/data_mapper_test.rb +76 -0
- metadata +226 -0
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# Ta-Lib function mapping class
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# Function: 'EXP'
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# Description: 'Vector Arithmetic Exp'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::Exp < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("EXP")
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end
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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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# The list of arguments
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def self.arguments
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[ ]
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end
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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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# 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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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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out_real = Array.new(len)
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@func.out_real(0, out_real)
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@func.call(0, len - 1)
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out_real
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end
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end
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# Ta-Lib function mapping class
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# Function: 'FLOOR'
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# Description: 'Vector Floor'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::Floor < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("FLOOR")
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end
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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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# The list of arguments
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def self.arguments
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[ ]
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end
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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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# 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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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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out_real = Array.new(len)
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@func.out_real(0, out_real)
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@func.call(0, len - 1)
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out_real
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end
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end
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# Ta-Lib function mapping class
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# Function: 'HT_DCPERIOD'
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# Description: 'Hilbert Transform - Dominant Cycle Period'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::HtDcPeriod < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("HT_DCPERIOD")
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end
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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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# The list of arguments
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def self.arguments
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[ ]
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end
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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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# 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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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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out_real = Array.new(len)
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@func.out_real(0, out_real)
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@func.call(0, len - 1)
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out_real
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end
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end
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# Ta-Lib function mapping class
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# Function: 'HT_DCPHASE'
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# Description: 'Hilbert Transform - Dominant Cycle Phase'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::HtDcPhase < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("HT_DCPHASE")
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end
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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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# The list of arguments
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def self.arguments
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[ ]
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end
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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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# 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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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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out_real = Array.new(len)
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@func.out_real(0, out_real)
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out_real
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end
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end
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# Ta-Lib function mapping class
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# Function: 'HT_PHASOR'
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# Description: 'Hilbert Transform - Phasor Components'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::HtPhasor < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("HT_PHASOR")
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+
end
|
|
11
|
+
|
|
12
|
+
# Is price data required as an input
|
|
13
|
+
def self.price_input?
|
|
14
|
+
false
|
|
15
|
+
end
|
|
16
|
+
|
|
17
|
+
# The list of arguments
|
|
18
|
+
def self.arguments
|
|
19
|
+
[ ]
|
|
20
|
+
end
|
|
21
|
+
|
|
22
|
+
# The minimum set of inputs required
|
|
23
|
+
def self.inputs
|
|
24
|
+
[ :in_real ]
|
|
25
|
+
end
|
|
26
|
+
|
|
27
|
+
# The outputs generated by this function
|
|
28
|
+
def self.outputs
|
|
29
|
+
[ :out_in_phase, :out_quadrature ]
|
|
30
|
+
end
|
|
31
|
+
|
|
32
|
+
def run(in_real)
|
|
33
|
+
len = in_real.length
|
|
34
|
+
@func.in_real(0, map(in_real))
|
|
35
|
+
|
|
36
|
+
|
|
37
|
+
out_in_phase = Array.new(len)
|
|
38
|
+
@func.out_real(0, out_in_phase)
|
|
39
|
+
out_quadrature = Array.new(len)
|
|
40
|
+
@func.out_real(1, out_quadrature)
|
|
41
|
+
|
|
42
|
+
@func.call(0, len - 1)
|
|
43
|
+
|
|
44
|
+
{:out_in_phase => out_in_phase,
|
|
45
|
+
:out_quadrature => out_quadrature}
|
|
46
|
+
end
|
|
47
|
+
end
|
|
@@ -0,0 +1,47 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'HT_SINE'
|
|
3
|
+
# Description: 'Hilbert Transform - SineWave'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::HtSine < Indicator::Base
|
|
6
|
+
|
|
7
|
+
def initialize(*args)
|
|
8
|
+
|
|
9
|
+
@func = TaLib::Function.new("HT_SINE")
|
|
10
|
+
end
|
|
11
|
+
|
|
12
|
+
# Is price data required as an input
|
|
13
|
+
def self.price_input?
|
|
14
|
+
false
|
|
15
|
+
end
|
|
16
|
+
|
|
17
|
+
# The list of arguments
|
|
18
|
+
def self.arguments
|
|
19
|
+
[ ]
|
|
20
|
+
end
|
|
21
|
+
|
|
22
|
+
# The minimum set of inputs required
|
|
23
|
+
def self.inputs
|
|
24
|
+
[ :in_real ]
|
|
25
|
+
end
|
|
26
|
+
|
|
27
|
+
# The outputs generated by this function
|
|
28
|
+
def self.outputs
|
|
29
|
+
[ :out_sine, :out_lead_sine ]
|
|
30
|
+
end
|
|
31
|
+
|
|
32
|
+
def run(in_real)
|
|
33
|
+
len = in_real.length
|
|
34
|
+
@func.in_real(0, map(in_real))
|
|
35
|
+
|
|
36
|
+
|
|
37
|
+
out_sine = Array.new(len)
|
|
38
|
+
@func.out_real(0, out_sine)
|
|
39
|
+
out_lead_sine = Array.new(len)
|
|
40
|
+
@func.out_real(1, out_lead_sine)
|
|
41
|
+
|
|
42
|
+
@func.call(0, len - 1)
|
|
43
|
+
|
|
44
|
+
{:out_sine => out_sine,
|
|
45
|
+
:out_lead_sine => out_lead_sine}
|
|
46
|
+
end
|
|
47
|
+
end
|
|
@@ -0,0 +1,44 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'HT_TRENDMODE'
|
|
3
|
+
# Description: 'Hilbert Transform - Trend vs Cycle Mode'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::HtTrendMode < Indicator::Base
|
|
6
|
+
|
|
7
|
+
def initialize(*args)
|
|
8
|
+
|
|
9
|
+
@func = TaLib::Function.new("HT_TRENDMODE")
|
|
10
|
+
end
|
|
11
|
+
|
|
12
|
+
# Is price data required as an input
|
|
13
|
+
def self.price_input?
|
|
14
|
+
false
|
|
15
|
+
end
|
|
16
|
+
|
|
17
|
+
# The list of arguments
|
|
18
|
+
def self.arguments
|
|
19
|
+
[ ]
|
|
20
|
+
end
|
|
21
|
+
|
|
22
|
+
# The minimum set of inputs required
|
|
23
|
+
def self.inputs
|
|
24
|
+
[ :in_real ]
|
|
25
|
+
end
|
|
26
|
+
|
|
27
|
+
# The outputs generated by this function
|
|
28
|
+
def self.outputs
|
|
29
|
+
[ :out_integer ]
|
|
30
|
+
end
|
|
31
|
+
|
|
32
|
+
def run(in_real)
|
|
33
|
+
len = in_real.length
|
|
34
|
+
@func.in_real(0, map(in_real))
|
|
35
|
+
|
|
36
|
+
|
|
37
|
+
out_integer = Array.new(len)
|
|
38
|
+
@func.out_int(0, out_integer)
|
|
39
|
+
|
|
40
|
+
@func.call(0, len - 1)
|
|
41
|
+
|
|
42
|
+
out_integer
|
|
43
|
+
end
|
|
44
|
+
end
|
|
@@ -0,0 +1,44 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'HT_TRENDLINE'
|
|
3
|
+
# Description: 'Hilbert Transform - Instantaneous Trendline'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::HtTrendline < Indicator::Base
|
|
6
|
+
|
|
7
|
+
def initialize(*args)
|
|
8
|
+
|
|
9
|
+
@func = TaLib::Function.new("HT_TRENDLINE")
|
|
10
|
+
end
|
|
11
|
+
|
|
12
|
+
# Is price data required as an input
|
|
13
|
+
def self.price_input?
|
|
14
|
+
false
|
|
15
|
+
end
|
|
16
|
+
|
|
17
|
+
# The list of arguments
|
|
18
|
+
def self.arguments
|
|
19
|
+
[ ]
|
|
20
|
+
end
|
|
21
|
+
|
|
22
|
+
# The minimum set of inputs required
|
|
23
|
+
def self.inputs
|
|
24
|
+
[ :in_real ]
|
|
25
|
+
end
|
|
26
|
+
|
|
27
|
+
# The outputs generated by this function
|
|
28
|
+
def self.outputs
|
|
29
|
+
[ :out_real ]
|
|
30
|
+
end
|
|
31
|
+
|
|
32
|
+
def run(in_real)
|
|
33
|
+
len = in_real.length
|
|
34
|
+
@func.in_real(0, map(in_real))
|
|
35
|
+
|
|
36
|
+
|
|
37
|
+
out_real = Array.new(len)
|
|
38
|
+
@func.out_real(0, out_real)
|
|
39
|
+
|
|
40
|
+
@func.call(0, len - 1)
|
|
41
|
+
|
|
42
|
+
out_real
|
|
43
|
+
end
|
|
44
|
+
end
|
|
@@ -0,0 +1,53 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'KAMA'
|
|
3
|
+
# Description: 'Kaufman Adaptive Moving Average'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::Kama < 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("KAMA")
|
|
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
|
|
@@ -0,0 +1,53 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'LINEARREG'
|
|
3
|
+
# Description: 'Linear Regression'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::LinearReg < 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("LINEARREG")
|
|
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
|