ta-indicator 0.0.4

data/lib/indicator/auto_gen/mama.rb

@@ -0,0 +1,61 @@
+# Ta-Lib function mapping class 
+# Function: 'MAMA'
+# Description: 'MESA Adaptive Moving Average'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Mama < Indicator::Base
+  # Fast Limit <Double>
+  attr_accessor :fast_limit
+  # Slow Limit <Double>
+  attr_accessor :slow_limit
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @fast_limit = h[:fast_limit] || 5.000000e-1
+      @slow_limit = h[:slow_limit] || 5.000000e-2
+    else
+      @fast_limit = args[0] || 5.000000e-1 
+      @slow_limit = args[1] || 5.000000e-2 
+    end
+    
+    @func = TaLib::Function.new("MAMA")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    false
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :fast_limit, :slow_limit ]
+  end
+
+  # The minimum set of inputs required
+  def self.inputs
+    [ :in_real ]
+  end
+
+  # The outputs generated by this function
+  def self.outputs
+    [ :out_mama, :out_fama ]
+  end
+
+  def run(in_real)
+    len = in_real.length
+    @func.in_real(0, map(in_real))
+
+    @func.opt_real(0, @fast_limit)
+    @func.opt_real(1, @slow_limit)
+
+    out_mama = Array.new(len)
+    @func.out_real(0, out_mama)
+    out_fama = Array.new(len)
+    @func.out_real(1, out_fama)
+  
+    @func.call(0, len - 1)
+
+  {:out_mama => out_mama,
+    :out_fama => out_fama}
+  end
+end

data/lib/indicator/auto_gen/max.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'MAX'
+# Description: 'Highest value over a specified period'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Max < Indicator::Base
+  # Time Period <Integer>
+  attr_accessor :time_period
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @time_period = h[:time_period] || 30
+    else
+      @time_period = args[0] || 30 
+    end
+    
+    @func = TaLib::Function.new("MAX")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    false
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :time_period ]
+  end
+
+  # The minimum set of inputs required
+  def self.inputs
+    [ :in_real ]
+  end
+
+  # The outputs generated by this function
+  def self.outputs
+    [ :out_real ]
+  end
+
+  def run(in_real)
+    len = in_real.length
+    @func.in_real(0, map(in_real))
+
+    @func.opt_int(0, @time_period)
+
+    out_real = Array.new(len)
+    @func.out_real(0, out_real)
+  
+    @func.call(0, len - 1)
+
+    out_real
+  end
+end

data/lib/indicator/auto_gen/max_index.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'MAXINDEX'
+# Description: 'Index of highest value over a specified period'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::MaxIndex < Indicator::Base
+  # Time Period <Integer>
+  attr_accessor :time_period
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @time_period = h[:time_period] || 30
+    else
+      @time_period = args[0] || 30 
+    end
+    
+    @func = TaLib::Function.new("MAXINDEX")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    false
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :time_period ]
+  end
+
+  # The minimum set of inputs required
+  def self.inputs
+    [ :in_real ]
+  end
+
+  # The outputs generated by this function
+  def self.outputs
+    [ :out_integer ]
+  end
+
+  def run(in_real)
+    len = in_real.length
+    @func.in_real(0, map(in_real))
+
+    @func.opt_int(0, @time_period)
+
+    out_integer = Array.new(len)
+    @func.out_int(0, out_integer)
+  
+    @func.call(0, len - 1)
+
+    out_integer
+  end
+end

data/lib/indicator/auto_gen/med_price.rb

@@ -0,0 +1,44 @@
+# Ta-Lib function mapping class 
+# Function: 'MEDPRICE'
+# Description: 'Median Price'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::MedPrice < Indicator::Base
+
+  def initialize(*args)
+    
+    @func = TaLib::Function.new("MEDPRICE")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    true
+  end
+
+  # The list of arguments
+  def self.arguments
+    [  ]
+  end
+
+  # The minimum set of inputs required
+  def self.inputs
+    [ :open, :high, :low, :close ]
+  end
+
+  # The outputs generated by this function
+  def self.outputs
+    [ :out_real ]
+  end
+
+  def run(*args)
+    o, h, l, c, v, len = map_ohlcv(false, *args)
+    @func.in_price(0, o, h, l, c, v, nil)
+
+
+    out_real = Array.new(len)
+    @func.out_real(0, out_real)
+  
+    @func.call(0, len - 1)
+
+    out_real
+  end
+end

data/lib/indicator/auto_gen/mfi.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'MFI'
+# Description: 'Money Flow Index'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Mfi < Indicator::Base
+  # Time Period <Integer>
+  attr_accessor :time_period
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @time_period = h[:time_period] || 14
+    else
+      @time_period = args[0] || 14 
+    end
+    
+    @func = TaLib::Function.new("MFI")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    true
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :time_period ]
+  end
+
+  # The minimum set of inputs required
+  def self.inputs
+    [ :open, :high, :low, :close, :volume ]
+  end
+
+  # The outputs generated by this function
+  def self.outputs
+    [ :out_real ]
+  end
+
+  def run(*args)
+    o, h, l, c, v, len = map_ohlcv(true, *args)
+    @func.in_price(0, o, h, l, c, v, nil)
+
+    @func.opt_int(0, @time_period)
+
+    out_real = Array.new(len)
+    @func.out_real(0, out_real)
+  
+    @func.call(0, len - 1)
+
+    out_real
+  end
+end

data/lib/indicator/auto_gen/mid_point.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'MIDPOINT'
+# Description: 'MidPoint over period'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::MidPoint < Indicator::Base
+  # Time Period <Integer>
+  attr_accessor :time_period
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @time_period = h[:time_period] || 14
+    else
+      @time_period = args[0] || 14 
+    end
+    
+    @func = TaLib::Function.new("MIDPOINT")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    false
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :time_period ]
+  end
+
+  # The minimum set of inputs required
+  def self.inputs
+    [ :in_real ]
+  end
+
+  # The outputs generated by this function
+  def self.outputs
+    [ :out_real ]
+  end
+
+  def run(in_real)
+    len = in_real.length
+    @func.in_real(0, map(in_real))
+
+    @func.opt_int(0, @time_period)
+
+    out_real = Array.new(len)
+    @func.out_real(0, out_real)
+  
+    @func.call(0, len - 1)
+
+    out_real
+  end
+end

data/lib/indicator/auto_gen/mid_price.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'MIDPRICE'
+# Description: 'Midpoint Price over period'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::MidPrice < Indicator::Base
+  # Time Period <Integer>
+  attr_accessor :time_period
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @time_period = h[:time_period] || 14
+    else
+      @time_period = args[0] || 14 
+    end
+    
+    @func = TaLib::Function.new("MIDPRICE")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    true
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :time_period ]
+  end
+
+  # The minimum set of inputs required
+  def self.inputs
+    [ :open, :high, :low, :close ]
+  end
+
+  # The outputs generated by this function
+  def self.outputs
+    [ :out_real ]
+  end
+
+  def run(*args)
+    o, h, l, c, v, len = map_ohlcv(false, *args)
+    @func.in_price(0, o, h, l, c, v, nil)
+
+    @func.opt_int(0, @time_period)
+
+    out_real = Array.new(len)
+    @func.out_real(0, out_real)
+  
+    @func.call(0, len - 1)
+
+    out_real
+  end
+end

data/lib/indicator/auto_gen/min.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'MIN'
+# Description: 'Lowest value over a specified period'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Min < Indicator::Base
+  # Time Period <Integer>
+  attr_accessor :time_period
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @time_period = h[:time_period] || 30
+    else
+      @time_period = args[0] || 30 
+    end
+    
+    @func = TaLib::Function.new("MIN")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    false
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :time_period ]
+  end
+
+  # The minimum set of inputs required
+  def self.inputs
+    [ :in_real ]
+  end
+
+  # The outputs generated by this function
+  def self.outputs
+    [ :out_real ]
+  end
+
+  def run(in_real)
+    len = in_real.length
+    @func.in_real(0, map(in_real))
+
+    @func.opt_int(0, @time_period)
+
+    out_real = Array.new(len)
+    @func.out_real(0, out_real)
+  
+    @func.call(0, len - 1)
+
+    out_real
+  end
+end

data/lib/indicator/auto_gen/min_index.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'MININDEX'
+# Description: 'Index of lowest value over a specified period'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::MinIndex < Indicator::Base
+  # Time Period <Integer>
+  attr_accessor :time_period
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @time_period = h[:time_period] || 30
+    else
+      @time_period = args[0] || 30 
+    end
+    
+    @func = TaLib::Function.new("MININDEX")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    false
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :time_period ]
+  end
+
+  # The minimum set of inputs required
+  def self.inputs
+    [ :in_real ]
+  end
+
+  # The outputs generated by this function
+  def self.outputs
+    [ :out_integer ]
+  end
+
+  def run(in_real)
+    len = in_real.length
+    @func.in_real(0, map(in_real))
+
+    @func.opt_int(0, @time_period)
+
+    out_integer = Array.new(len)
+    @func.out_int(0, out_integer)
+  
+    @func.call(0, len - 1)
+
+    out_integer
+  end
+end