ta-indicator 0.0.4

data/lib/indicator/auto_gen/stoch.rb

@@ -0,0 +1,76 @@
+# Ta-Lib function mapping class 
+# Function: 'STOCH'
+# Description: 'Stochastic'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Stoch < Indicator::Base
+  # Fast-K Period <Integer>
+  attr_accessor :fast_k_period
+  # Slow-K Period <Integer>
+  attr_accessor :slow_k_period
+  # Slow-K MA <MA Type>
+  attr_accessor :slow_k_ma
+  # Slow-D Period <Integer>
+  attr_accessor :slow_d_period
+  # Slow-D MA <MA Type>
+  attr_accessor :slow_d_ma
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @fast_k_period = h[:fast_k_period] || 5
+      @slow_k_period = h[:slow_k_period] || 3
+      @slow_k_ma = h[:slow_k_ma] || 0
+      @slow_d_period = h[:slow_d_period] || 3
+      @slow_d_ma = h[:slow_d_ma] || 0
+    else
+      @fast_k_period = args[0] || 5 
+      @slow_k_period = args[1] || 3 
+      @slow_k_ma = args[2] || 0 
+      @slow_d_period = args[3] || 3 
+      @slow_d_ma = args[4] || 0 
+    end
+    
+    @func = TaLib::Function.new("STOCH")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    true
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :fast_k_period, :slow_k_period, :slow_k_ma, :slow_d_period, :slow_d_ma ]
+  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_slow_k, :out_slow_d ]
+  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, @fast_k_period)
+    @func.opt_int(1, @slow_k_period)
+    @func.opt_int(2, @slow_k_ma)
+    @func.opt_int(3, @slow_d_period)
+    @func.opt_int(4, @slow_d_ma)
+
+    out_slow_k = Array.new(len)
+    @func.out_real(0, out_slow_k)
+    out_slow_d = Array.new(len)
+    @func.out_real(1, out_slow_d)
+  
+    @func.call(0, len - 1)
+
+  {:out_slow_k => out_slow_k,
+    :out_slow_d => out_slow_d}
+  end
+end

data/lib/indicator/auto_gen/stoch_f.rb

@@ -0,0 +1,66 @@
+# Ta-Lib function mapping class 
+# Function: 'STOCHF'
+# Description: 'Stochastic Fast'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::StochF < Indicator::Base
+  # Fast-K Period <Integer>
+  attr_accessor :fast_k_period
+  # Fast-D Period <Integer>
+  attr_accessor :fast_d_period
+  # Fast-D MA <MA Type>
+  attr_accessor :fast_d_ma
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @fast_k_period = h[:fast_k_period] || 5
+      @fast_d_period = h[:fast_d_period] || 3
+      @fast_d_ma = h[:fast_d_ma] || 0
+    else
+      @fast_k_period = args[0] || 5 
+      @fast_d_period = args[1] || 3 
+      @fast_d_ma = args[2] || 0 
+    end
+    
+    @func = TaLib::Function.new("STOCHF")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    true
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :fast_k_period, :fast_d_period, :fast_d_ma ]
+  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_fast_k, :out_fast_d ]
+  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, @fast_k_period)
+    @func.opt_int(1, @fast_d_period)
+    @func.opt_int(2, @fast_d_ma)
+
+    out_fast_k = Array.new(len)
+    @func.out_real(0, out_fast_k)
+    out_fast_d = Array.new(len)
+    @func.out_real(1, out_fast_d)
+  
+    @func.call(0, len - 1)
+
+  {:out_fast_k => out_fast_k,
+    :out_fast_d => out_fast_d}
+  end
+end

data/lib/indicator/auto_gen/stoch_rsi.rb

@@ -0,0 +1,71 @@
+# Ta-Lib function mapping class 
+# Function: 'STOCHRSI'
+# Description: 'Stochastic Relative Strength Index'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::StochRsi < Indicator::Base
+  # Time Period <Integer>
+  attr_accessor :time_period
+  # Fast-K Period <Integer>
+  attr_accessor :fast_k_period
+  # Fast-D Period <Integer>
+  attr_accessor :fast_d_period
+  # Fast-D MA <MA Type>
+  attr_accessor :fast_d_ma
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @time_period = h[:time_period] || 14
+      @fast_k_period = h[:fast_k_period] || 5
+      @fast_d_period = h[:fast_d_period] || 3
+      @fast_d_ma = h[:fast_d_ma] || 0
+    else
+      @time_period = args[0] || 14 
+      @fast_k_period = args[1] || 5 
+      @fast_d_period = args[2] || 3 
+      @fast_d_ma = args[3] || 0 
+    end
+    
+    @func = TaLib::Function.new("STOCHRSI")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    false
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :time_period, :fast_k_period, :fast_d_period, :fast_d_ma ]
+  end
+
+  # The minimum set of inputs required
+  def self.inputs
+    [ :in_real ]
+  end
+
+  # The outputs generated by this function
+  def self.outputs
+    [ :out_fast_k, :out_fast_d ]
+  end
+
+  def run(in_real)
+    len = in_real.length
+    @func.in_real(0, map(in_real))
+
+    @func.opt_int(0, @time_period)
+    @func.opt_int(1, @fast_k_period)
+    @func.opt_int(2, @fast_d_period)
+    @func.opt_int(3, @fast_d_ma)
+
+    out_fast_k = Array.new(len)
+    @func.out_real(0, out_fast_k)
+    out_fast_d = Array.new(len)
+    @func.out_real(1, out_fast_d)
+  
+    @func.call(0, len - 1)
+
+  {:out_fast_k => out_fast_k,
+    :out_fast_d => out_fast_d}
+  end
+end

data/lib/indicator/auto_gen/sub.rb

@@ -0,0 +1,45 @@
+# Ta-Lib function mapping class 
+# Function: 'SUB'
+# Description: 'Vector Arithmetic Substraction'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Sub < Indicator::Base
+
+  def initialize(*args)
+    
+    @func = TaLib::Function.new("SUB")
+  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_real0, :in_real1 ]
+  end
+
+  # The outputs generated by this function
+  def self.outputs
+    [ :out_real ]
+  end
+
+  def run(in_real0, in_real1)
+    len = in_real0.length
+    @func.in_real(0, map(in_real0))
+    @func.in_real(1, map(in_real1))
+
+
+    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/sum.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'SUM'
+# Description: 'Summation'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Sum < 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("SUM")
+  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/t3.rb

@@ -0,0 +1,58 @@
+# Ta-Lib function mapping class 
+# Function: 'T3'
+# Description: 'Triple Exponential Moving Average (T3)'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::T3 < Indicator::Base
+  # Time Period <Integer>
+  attr_accessor :time_period
+  # Volume Factor <Double>
+  attr_accessor :volume_factor
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @time_period = h[:time_period] || 5
+      @volume_factor = h[:volume_factor] || 7.000000e-1
+    else
+      @time_period = args[0] || 5 
+      @volume_factor = args[1] || 7.000000e-1 
+    end
+    
+    @func = TaLib::Function.new("T3")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    false
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :time_period, :volume_factor ]
+  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, @volume_factor)
+
+    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/tan.rb

@@ -0,0 +1,44 @@
+# Ta-Lib function mapping class 
+# Function: 'TAN'
+# Description: 'Vector Trigonometric Tan'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Tan < Indicator::Base
+
+  def initialize(*args)
+    
+    @func = TaLib::Function.new("TAN")
+  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/tanh.rb

@@ -0,0 +1,44 @@
+# Ta-Lib function mapping class 
+# Function: 'TANH'
+# Description: 'Vector Trigonometric Tanh'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Tanh < Indicator::Base
+
+  def initialize(*args)
+    
+    @func = TaLib::Function.new("TANH")
+  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