ta-indicator 0.0.4

data/lib/indicator/auto_gen/natr.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'NATR'
+# Description: 'Normalized Average True Range'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Natr < 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("NATR")
+  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/obv.rb

@@ -0,0 +1,44 @@
+# Ta-Lib function mapping class 
+# Function: 'OBV'
+# Description: 'On Balance Volume'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Obv < Indicator::Base
+
+  def initialize(*args)
+    
+    @func = TaLib::Function.new("OBV")
+  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, :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)
+
+
+    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/plus_di.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'PLUS_DI'
+# Description: 'Plus Directional Indicator'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::PlusDI < 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("PLUS_DI")
+  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/plus_dm.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'PLUS_DM'
+# Description: 'Plus Directional Movement'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::PlusDM < 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("PLUS_DM")
+  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/ppo.rb

@@ -0,0 +1,63 @@
+# Ta-Lib function mapping class 
+# Function: 'PPO'
+# Description: 'Percentage Price Oscillator'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Ppo < Indicator::Base
+  # Fast Period <Integer>
+  attr_accessor :fast_period
+  # Slow Period <Integer>
+  attr_accessor :slow_period
+  # MA Type <MA Type>
+  attr_accessor :ma_type
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @fast_period = h[:fast_period] || 12
+      @slow_period = h[:slow_period] || 26
+      @ma_type = h[:ma_type] || 0
+    else
+      @fast_period = args[0] || 12 
+      @slow_period = args[1] || 26 
+      @ma_type = args[2] || 0 
+    end
+    
+    @func = TaLib::Function.new("PPO")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    false
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :fast_period, :slow_period, :ma_type ]
+  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, @fast_period)
+    @func.opt_int(1, @slow_period)
+    @func.opt_int(2, @ma_type)
+
+    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/roc.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'ROC'
+# Description: 'Rate of change : ((price/prevPrice)-1)*100'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Roc < 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] || 10
+    else
+      @time_period = args[0] || 10 
+    end
+    
+    @func = TaLib::Function.new("ROC")
+  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/roc_p.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'ROCP'
+# Description: 'Rate of change Percentage: (price-prevPrice)/prevPrice'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::RocP < 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] || 10
+    else
+      @time_period = args[0] || 10 
+    end
+    
+    @func = TaLib::Function.new("ROCP")
+  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/roc_r.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'ROCR'
+# Description: 'Rate of change ratio: (price/prevPrice)'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::RocR < 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] || 10
+    else
+      @time_period = args[0] || 10 
+    end
+    
+    @func = TaLib::Function.new("ROCR")
+  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/roc_r100.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'ROCR100'
+# Description: 'Rate of change ratio 100 scale: (price/prevPrice)*100'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::RocR100 < 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] || 10
+    else
+      @time_period = args[0] || 10 
+    end
+    
+    @func = TaLib::Function.new("ROCR100")
+  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