ta-indicator 0.0.4

data/lib/indicator/auto_gen/rsi.rb

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+# Ta-Lib function mapping class 
+# Function: 'RSI'
+# Description: 'Relative Strength Index'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Rsi < 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("RSI")
+  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/sar.rb

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+# Ta-Lib function mapping class 
+# Function: 'SAR'
+# Description: 'Parabolic SAR'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Sar < Indicator::Base
+  # Acceleration Factor <Double>
+  attr_accessor :acceleration_factor
+  # AF Maximum <Double>
+  attr_accessor :af_maximum
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @acceleration_factor = h[:acceleration_factor] || 2.000000e-2
+      @af_maximum = h[:af_maximum] || 2.000000e-1
+    else
+      @acceleration_factor = args[0] || 2.000000e-2 
+      @af_maximum = args[1] || 2.000000e-1 
+    end
+    
+    @func = TaLib::Function.new("SAR")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    true
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :acceleration_factor, :af_maximum ]
+  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_real(0, @acceleration_factor)
+    @func.opt_real(1, @af_maximum)
+
+    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/sar_ext.rb

@@ -0,0 +1,88 @@
+# Ta-Lib function mapping class 
+# Function: 'SAREXT'
+# Description: 'Parabolic SAR - Extended'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::SarExt < Indicator::Base
+  # Start Value <Double>
+  attr_accessor :start_value
+  # Offset on Reverse <Double>
+  attr_accessor :offset_on_reverse
+  # AF Init Long <Double>
+  attr_accessor :af_init_long
+  # AF Long <Double>
+  attr_accessor :af_long
+  # AF Max Long <Double>
+  attr_accessor :af_max_long
+  # AF Init Short <Double>
+  attr_accessor :af_init_short
+  # AF Short <Double>
+  attr_accessor :af_short
+  # AF Max Short <Double>
+  attr_accessor :af_max_short
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @start_value = h[:start_value] || 0.000000e+0
+      @offset_on_reverse = h[:offset_on_reverse] || 0.000000e+0
+      @af_init_long = h[:af_init_long] || 2.000000e-2
+      @af_long = h[:af_long] || 2.000000e-2
+      @af_max_long = h[:af_max_long] || 2.000000e-1
+      @af_init_short = h[:af_init_short] || 2.000000e-2
+      @af_short = h[:af_short] || 2.000000e-2
+      @af_max_short = h[:af_max_short] || 2.000000e-1
+    else
+      @start_value = args[0] || 0.000000e+0 
+      @offset_on_reverse = args[1] || 0.000000e+0 
+      @af_init_long = args[2] || 2.000000e-2 
+      @af_long = args[3] || 2.000000e-2 
+      @af_max_long = args[4] || 2.000000e-1 
+      @af_init_short = args[5] || 2.000000e-2 
+      @af_short = args[6] || 2.000000e-2 
+      @af_max_short = args[7] || 2.000000e-1 
+    end
+    
+    @func = TaLib::Function.new("SAREXT")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    true
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :start_value, :offset_on_reverse, :af_init_long, :af_long, :af_max_long, :af_init_short, :af_short, :af_max_short ]
+  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_real(0, @start_value)
+    @func.opt_real(1, @offset_on_reverse)
+    @func.opt_real(2, @af_init_long)
+    @func.opt_real(3, @af_long)
+    @func.opt_real(4, @af_max_long)
+    @func.opt_real(5, @af_init_short)
+    @func.opt_real(6, @af_short)
+    @func.opt_real(7, @af_max_short)
+
+    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/sin.rb

@@ -0,0 +1,44 @@
+# Ta-Lib function mapping class 
+# Function: 'SIN'
+# Description: 'Vector Trigonometric Sin'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Sin < Indicator::Base
+
+  def initialize(*args)
+    
+    @func = TaLib::Function.new("SIN")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    false
+  end
+
+  # The list of arguments
+  def self.arguments
+    [  ]
+  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))
+
+
+    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/sinh.rb

@@ -0,0 +1,44 @@
+# Ta-Lib function mapping class 
+# Function: 'SINH'
+# Description: 'Vector Trigonometric Sinh'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Sinh < Indicator::Base
+
+  def initialize(*args)
+    
+    @func = TaLib::Function.new("SINH")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    false
+  end
+
+  # The list of arguments
+  def self.arguments
+    [  ]
+  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))
+
+
+    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/sma.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'SMA'
+# Description: 'Simple Moving Average'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Sma < 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("SMA")
+  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/sqrt.rb

@@ -0,0 +1,44 @@
+# Ta-Lib function mapping class 
+# Function: 'SQRT'
+# Description: 'Vector Square Root'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Sqrt < Indicator::Base
+
+  def initialize(*args)
+    
+    @func = TaLib::Function.new("SQRT")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    false
+  end
+
+  # The list of arguments
+  def self.arguments
+    [  ]
+  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))
+
+
+    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/std_dev.rb

@@ -0,0 +1,58 @@
+# Ta-Lib function mapping class 
+# Function: 'STDDEV'
+# Description: 'Standard Deviation'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::StdDev < Indicator::Base
+  # Time Period <Integer>
+  attr_accessor :time_period
+  # Deviations <Double>
+  attr_accessor :deviations
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @time_period = h[:time_period] || 5
+      @deviations = h[:deviations] || 1.000000e+0
+    else
+      @time_period = args[0] || 5 
+      @deviations = args[1] || 1.000000e+0 
+    end
+    
+    @func = TaLib::Function.new("STDDEV")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    false
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :time_period, :deviations ]
+  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)
+    @func.opt_real(1, @deviations)
+
+    out_real = Array.new(len)
+    @func.out_real(0, out_real)
+  
+    @func.call(0, len - 1)
+
+    out_real
+  end
+end