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
|
@@ -0,0 +1,56 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'MINMAX'
|
|
3
|
+
# Description: 'Lowest and highest values over a specified period'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::MinMax < 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("MINMAX")
|
|
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_min, :out_max ]
|
|
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_min = Array.new(len)
|
|
47
|
+
@func.out_real(0, out_min)
|
|
48
|
+
out_max = Array.new(len)
|
|
49
|
+
@func.out_real(1, out_max)
|
|
50
|
+
|
|
51
|
+
@func.call(0, len - 1)
|
|
52
|
+
|
|
53
|
+
{:out_min => out_min,
|
|
54
|
+
:out_max => out_max}
|
|
55
|
+
end
|
|
56
|
+
end
|
|
@@ -0,0 +1,56 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'MINMAXINDEX'
|
|
3
|
+
# Description: 'Indexes of lowest and highest values over a specified period'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::MinMaxIndex < 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("MINMAXINDEX")
|
|
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_min_idx, :out_max_idx ]
|
|
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_min_idx = Array.new(len)
|
|
47
|
+
@func.out_int(0, out_min_idx)
|
|
48
|
+
out_max_idx = Array.new(len)
|
|
49
|
+
@func.out_int(1, out_max_idx)
|
|
50
|
+
|
|
51
|
+
@func.call(0, len - 1)
|
|
52
|
+
|
|
53
|
+
{:out_min_idx => out_min_idx,
|
|
54
|
+
:out_max_idx => out_max_idx}
|
|
55
|
+
end
|
|
56
|
+
end
|
|
@@ -0,0 +1,53 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'MINUS_DI'
|
|
3
|
+
# Description: 'Minus Directional Indicator'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::MinusDI < 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("MINUS_DI")
|
|
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: 'MINUS_DM'
|
|
3
|
+
# Description: 'Minus Directional Movement'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::MinusDM < 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("MINUS_DM")
|
|
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: 'MOM'
|
|
3
|
+
# Description: 'Momentum'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::Mom < 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] || 10
|
|
13
|
+
else
|
|
14
|
+
@time_period = args[0] || 10
|
|
15
|
+
end
|
|
16
|
+
|
|
17
|
+
@func = TaLib::Function.new("MOM")
|
|
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 +1,58 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'MA'
|
|
3
|
+
# Description: 'Moving average'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::MovingAverage < Indicator::Base
|
|
6
|
+
# Time Period <Integer>
|
|
7
|
+
attr_accessor :time_period
|
|
8
|
+
# MA Type <MA Type>
|
|
9
|
+
attr_accessor :ma_type
|
|
10
|
+
|
|
11
|
+
def initialize(*args)
|
|
12
|
+
if args.first.is_a? Hash
|
|
13
|
+
h = args.first
|
|
14
|
+
@time_period = h[:time_period] || 30
|
|
15
|
+
@ma_type = h[:ma_type] || 0
|
|
16
|
+
else
|
|
17
|
+
@time_period = args[0] || 30
|
|
18
|
+
@ma_type = args[1] || 0
|
|
19
|
+
end
|
|
20
|
+
|
|
21
|
+
@func = TaLib::Function.new("MA")
|
|
22
|
+
end
|
|
23
|
+
|
|
24
|
+
# Is price data required as an input
|
|
25
|
+
def self.price_input?
|
|
26
|
+
false
|
|
27
|
+
end
|
|
28
|
+
|
|
29
|
+
# The list of arguments
|
|
30
|
+
def self.arguments
|
|
31
|
+
[ :time_period, :ma_type ]
|
|
32
|
+
end
|
|
33
|
+
|
|
34
|
+
# The minimum set of inputs required
|
|
35
|
+
def self.inputs
|
|
36
|
+
[ :in_real ]
|
|
37
|
+
end
|
|
38
|
+
|
|
39
|
+
# The outputs generated by this function
|
|
40
|
+
def self.outputs
|
|
41
|
+
[ :out_real ]
|
|
42
|
+
end
|
|
43
|
+
|
|
44
|
+
def run(in_real)
|
|
45
|
+
len = in_real.length
|
|
46
|
+
@func.in_real(0, map(in_real))
|
|
47
|
+
|
|
48
|
+
@func.opt_int(0, @time_period)
|
|
49
|
+
@func.opt_int(1, @ma_type)
|
|
50
|
+
|
|
51
|
+
out_real = Array.new(len)
|
|
52
|
+
@func.out_real(0, out_real)
|
|
53
|
+
|
|
54
|
+
@func.call(0, len - 1)
|
|
55
|
+
|
|
56
|
+
out_real
|
|
57
|
+
end
|
|
58
|
+
end
|
|
@@ -0,0 +1,64 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'MAVP'
|
|
3
|
+
# Description: 'Moving average with variable period'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::MovingAverageVariablePeriod < Indicator::Base
|
|
6
|
+
# Minimum Period <Integer>
|
|
7
|
+
attr_accessor :minimum_period
|
|
8
|
+
# Maximum Period <Integer>
|
|
9
|
+
attr_accessor :maximum_period
|
|
10
|
+
# MA Type <MA Type>
|
|
11
|
+
attr_accessor :ma_type
|
|
12
|
+
|
|
13
|
+
def initialize(*args)
|
|
14
|
+
if args.first.is_a? Hash
|
|
15
|
+
h = args.first
|
|
16
|
+
@minimum_period = h[:minimum_period] || 2
|
|
17
|
+
@maximum_period = h[:maximum_period] || 30
|
|
18
|
+
@ma_type = h[:ma_type] || 0
|
|
19
|
+
else
|
|
20
|
+
@minimum_period = args[0] || 2
|
|
21
|
+
@maximum_period = args[1] || 30
|
|
22
|
+
@ma_type = args[2] || 0
|
|
23
|
+
end
|
|
24
|
+
|
|
25
|
+
@func = TaLib::Function.new("MAVP")
|
|
26
|
+
end
|
|
27
|
+
|
|
28
|
+
# Is price data required as an input
|
|
29
|
+
def self.price_input?
|
|
30
|
+
false
|
|
31
|
+
end
|
|
32
|
+
|
|
33
|
+
# The list of arguments
|
|
34
|
+
def self.arguments
|
|
35
|
+
[ :minimum_period, :maximum_period, :ma_type ]
|
|
36
|
+
end
|
|
37
|
+
|
|
38
|
+
# The minimum set of inputs required
|
|
39
|
+
def self.inputs
|
|
40
|
+
[ :in_real, :in_periods ]
|
|
41
|
+
end
|
|
42
|
+
|
|
43
|
+
# The outputs generated by this function
|
|
44
|
+
def self.outputs
|
|
45
|
+
[ :out_real ]
|
|
46
|
+
end
|
|
47
|
+
|
|
48
|
+
def run(in_real, in_periods)
|
|
49
|
+
len = in_real.length
|
|
50
|
+
@func.in_real(0, map(in_real))
|
|
51
|
+
@func.in_real(1, map(in_periods))
|
|
52
|
+
|
|
53
|
+
@func.opt_int(0, @minimum_period)
|
|
54
|
+
@func.opt_int(1, @maximum_period)
|
|
55
|
+
@func.opt_int(2, @ma_type)
|
|
56
|
+
|
|
57
|
+
out_real = Array.new(len)
|
|
58
|
+
@func.out_real(0, out_real)
|
|
59
|
+
|
|
60
|
+
@func.call(0, len - 1)
|
|
61
|
+
|
|
62
|
+
out_real
|
|
63
|
+
end
|
|
64
|
+
end
|
|
@@ -0,0 +1,45 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'MULT'
|
|
3
|
+
# Description: 'Vector Arithmetic Mult'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::Mult < Indicator::Base
|
|
6
|
+
|
|
7
|
+
def initialize(*args)
|
|
8
|
+
|
|
9
|
+
@func = TaLib::Function.new("MULT")
|
|
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_real0, :in_real1 ]
|
|
25
|
+
end
|
|
26
|
+
|
|
27
|
+
# The outputs generated by this function
|
|
28
|
+
def self.outputs
|
|
29
|
+
[ :out_real ]
|
|
30
|
+
end
|
|
31
|
+
|
|
32
|
+
def run(in_real0, in_real1)
|
|
33
|
+
len = in_real0.length
|
|
34
|
+
@func.in_real(0, map(in_real0))
|
|
35
|
+
@func.in_real(1, map(in_real1))
|
|
36
|
+
|
|
37
|
+
|
|
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
|