ta-indicator 0.0.4

data/lib/indicator/auto_gen/will_r.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'WILLR'
+# Description: 'Williams' %R'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::WillR < 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("WILLR")
+  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/wma.rb

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

@@ -0,0 +1,19 @@
+module Indicator
+ 
+  # Base Indicator 
+  class Base
+    include Indicator::DataMapper
+
+    attr_accessor :name
+
+    class << self
+      attr_reader :indicators
+    end
+
+    @indicators = []
+      
+    def self.inherited(subclass)
+      Base.indicators << subclass
+    end
+  end
+end

data/lib/indicator/data_mapper.rb

@@ -0,0 +1,93 @@
+module Indicator
+  module DataMapper
+
+    class SourceMustBeEnumerable < StandardError
+    end
+
+    class InvalidMapping < StandardError
+    end
+
+    Map = Struct.new(:source, :getter)
+
+    def default_getter
+      @default_getter || :close
+    end
+
+    def default_getter= v
+      @default_getter = v
+    end
+
+    def map ds, getter=default_getter
+
+      return nil unless ds
+
+      # ds can be supplied as an array of [source, mapping] or simply
+      # the source
+      if ds.is_a? Map
+        source = ds.source
+        mapping = ds.getter
+      else
+        source = ds
+      end
+
+      raise SourceMustBeEnumerable unless source.is_a? Enumerable
+      raise ArgumentError unless getter
+
+      # Return nil straight away if the data source is empty. The
+      # downstream ta-lib functions can handle a nil argument.
+      return nil unless source.length > 0
+
+      # No need to go any further if no mapping was specified and
+      # the specified data source responds to 'to_f'.
+      element = source.first
+      return source if element.respond_to?(:to_f) and mapping.nil?
+
+      mapping ||= getter
+      mapping_sym = mapping.to_sym rescue nil
+
+      # Figure out how to use the mapping value.
+      # It can either be a directly callable mapping, a function name
+      # or a hash index.
+      map_proc =
+        if mapping.respond_to? :call
+          mapping
+        else
+          if not mapping_sym.nil? and element.respond_to?(mapping_sym)
+            mapping_sym.to_proc
+          elsif element.respond_to?(:[])
+            ->(e) { e[mapping] }
+          end
+        end
+
+      raise InvalidMapping unless map_proc
+
+      # Returned the mapped data
+      source.collect { |e| map_proc.call(e) }
+    end
+
+    def map_ohlcv volume_required, *args
+
+      raise ArgumentError unless args.length > 0
+      first = args.first
+
+      types = [:open, :high, :low, :close]
+      types << :volume if volume_required
+
+      l = types.inject([]) do |lst, t|
+        a = args.shift
+        lst << (a ? map(a, t) : map(first, t)) 
+      end
+
+      # Push a nil in the place of the volume data series
+      # if it hasn't been requested
+      l << nil unless volume_required
+
+      # Push the length onto the end of the array
+      l << first.length
+    end
+  end
+end
+
+def new_map(ds, map)
+  Indicator::DataMapper::Map.new(ds, map)
+end

data/lib/indicator/mixin.rb

@@ -0,0 +1,15 @@
+require 'indicator'
+
+module Indicator
+  module Mixin
+    def indicator type, *args
+      i = Indicator.create_named type, *args
+      i.run self
+    end
+  end
+end
+
+# Extend the array class with the mixin
+class Array
+  include Indicator::Mixin
+end

data/lib/indicator/version.rb

@@ -0,0 +1,3 @@
+module Indicator
+  VERSION = '0.0.4'
+end

data/test/data_mapper_test.rb

@@ -0,0 +1,76 @@
+require 'minitest/autorun'
+require 'indicator'
+
+include Indicator
+
+class DataMapperTest < MiniTest::Unit::TestCase
+  class Bar
+    attr_accessor :open, :high, :low, :close, :volume
+
+    def initialize seed
+      @open = seed
+      @high = seed + 1
+      @low = seed + 2
+      @close = seed + 3
+      @volume = seed + 4
+    end
+
+    def [] index
+      if index == :mid
+        return (@open + @close) / 2.0
+      elsif index == :offset
+        return @open + 100
+      end
+    end
+
+    def to_s
+      "#{@open},#{@high},#{@low},#{@close},#{@volume}"
+    end
+  end
+
+  class MapTest
+    include DataMapper
+  end
+  
+  def setup
+    @mapper = MapTest.new
+    @default_getter = :open
+    @simple_ds = [1,2,3,4,5,6,7,8,9,10]
+    @simple_ds2 = [11,12,13,14,15,16,17,18,19,20]
+
+    @bars = (1..10).inject([]) { |list, i| list << Bar.new(i) }
+  end
+
+  def test_simple
+    r = @mapper.map @simple_ds, @default_getter
+
+    assert_equal @simple_ds, r
+  end
+
+  def ensure_default_is_not_used
+    r = @mapper.map @simple_ds, lambda { |i| i * 10 }
+    assert_equal @simple_ds, r
+  end
+
+  def test_with_lamda
+    m = DataMapper::Map.new @simple_ds, lambda { |i| i * 10 }
+    r = @mapper.map m, @default_getter
+   
+    ds2 = [10, 20, 30, 40, 50, 60, 70, 80, 90, 100] 
+    assert_equal ds2, r 
+  end
+
+  def test_double_with_symbol_map
+    m = DataMapper::Map.new @bars, :open
+    r = @mapper.map m, @default_getter
+
+    assert_equal [1,2,3,4,5,6,7,8,9,10], r
+  end
+  
+  def test_double_with_hash_map
+    m = DataMapper::Map.new @bars, :mid
+    r = @mapper.map m, @default_getter
+
+    assert_equal [2.5,3.5,4.5,5.5,6.5,7.5,8.5,9.5,10.5,11.5], r
+  end
+end

metadata

@@ -0,0 +1,226 @@
+--- !ruby/object:Gem::Specification
+name: ta-indicator
+version: !ruby/object:Gem::Version
+  version: 0.0.4
+  prerelease: 
+platform: ruby
+authors:
+- Michael Lamb
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2012-09-29 00:00:00.000000000Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: talib_ruby
+  requirement: &17147904 !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: *17147904
+description: Higher level wrapper around the talib_ruby project
+email: mr.lamby@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- LICENSE
+- LICENSE-ta-lib
+- README.rdoc
+- Rakefile
+- lib/indicator/auto_gen/acos.rb
+- lib/indicator/auto_gen/ad.rb
+- lib/indicator/auto_gen/add.rb
+- lib/indicator/auto_gen/adx.rb
+- lib/indicator/auto_gen/adxr.rb
+- lib/indicator/auto_gen/ad_osc.rb
+- lib/indicator/auto_gen/apo.rb
+- lib/indicator/auto_gen/aroon.rb
+- lib/indicator/auto_gen/aroon_osc.rb
+- lib/indicator/auto_gen/asin.rb
+- lib/indicator/auto_gen/atan.rb
+- lib/indicator/auto_gen/atr.rb
+- lib/indicator/auto_gen/avg_price.rb
+- lib/indicator/auto_gen/bbands.rb
+- lib/indicator/auto_gen/beta.rb
+- lib/indicator/auto_gen/bop.rb
+- lib/indicator/auto_gen/cci.rb
+- lib/indicator/auto_gen/cdl2_crows.rb
+- lib/indicator/auto_gen/cdl3_black_crows.rb
+- lib/indicator/auto_gen/cdl3_inside.rb
+- lib/indicator/auto_gen/cdl3_line_strike.rb
+- lib/indicator/auto_gen/cdl3_outside.rb
+- lib/indicator/auto_gen/cdl3_stars_in_south.rb
+- lib/indicator/auto_gen/cdl3_white_soldiers.rb
+- lib/indicator/auto_gen/cdl_abandoned_baby.rb
+- lib/indicator/auto_gen/cdl_advance_block.rb
+- lib/indicator/auto_gen/cdl_belt_hold.rb
+- lib/indicator/auto_gen/cdl_breakaway.rb
+- lib/indicator/auto_gen/cdl_closing_marubozu.rb
+- lib/indicator/auto_gen/cdl_conceal_babys_wall.rb
+- lib/indicator/auto_gen/cdl_counter_attack.rb
+- lib/indicator/auto_gen/cdl_dark_cloud_cover.rb
+- lib/indicator/auto_gen/cdl_doji.rb
+- lib/indicator/auto_gen/cdl_doji_star.rb
+- lib/indicator/auto_gen/cdl_dragonfly_doji.rb
+- lib/indicator/auto_gen/cdl_engulfing.rb
+- lib/indicator/auto_gen/cdl_evening_doji_star.rb
+- lib/indicator/auto_gen/cdl_evening_star.rb
+- lib/indicator/auto_gen/cdl_gap_side_side_white.rb
+- lib/indicator/auto_gen/cdl_gravestone_doji.rb
+- lib/indicator/auto_gen/cdl_hammer.rb
+- lib/indicator/auto_gen/cdl_hanging_man.rb
+- lib/indicator/auto_gen/cdl_harami.rb
+- lib/indicator/auto_gen/cdl_harami_cross.rb
+- lib/indicator/auto_gen/cdl_hign_wave.rb
+- lib/indicator/auto_gen/cdl_hikkake.rb
+- lib/indicator/auto_gen/cdl_hikkake_mod.rb
+- lib/indicator/auto_gen/cdl_homing_pigeon.rb
+- lib/indicator/auto_gen/cdl_identical3_crows.rb
+- lib/indicator/auto_gen/cdl_inverted_hammer.rb
+- lib/indicator/auto_gen/cdl_in_neck.rb
+- lib/indicator/auto_gen/cdl_kicking.rb
+- lib/indicator/auto_gen/cdl_kicking_by_length.rb
+- lib/indicator/auto_gen/cdl_ladder_bottom.rb
+- lib/indicator/auto_gen/cdl_long_legged_doji.rb
+- lib/indicator/auto_gen/cdl_long_line.rb
+- lib/indicator/auto_gen/cdl_marubozu.rb
+- lib/indicator/auto_gen/cdl_matching_low.rb
+- lib/indicator/auto_gen/cdl_mat_hold.rb
+- lib/indicator/auto_gen/cdl_morning_doji_star.rb
+- lib/indicator/auto_gen/cdl_morning_star.rb
+- lib/indicator/auto_gen/cdl_on_neck.rb
+- lib/indicator/auto_gen/cdl_piercing.rb
+- lib/indicator/auto_gen/cdl_rickshaw_man.rb
+- lib/indicator/auto_gen/cdl_rise_fall3_methods.rb
+- lib/indicator/auto_gen/cdl_seperating_lines.rb
+- lib/indicator/auto_gen/cdl_shooting_star.rb
+- lib/indicator/auto_gen/cdl_short_line.rb
+- lib/indicator/auto_gen/cdl_spinning_top.rb
+- lib/indicator/auto_gen/cdl_stalled_pattern.rb
+- lib/indicator/auto_gen/cdl_stick_sandwhich.rb
+- lib/indicator/auto_gen/cdl_takuri.rb
+- lib/indicator/auto_gen/cdl_tasuki_gap.rb
+- lib/indicator/auto_gen/cdl_thrusting.rb
+- lib/indicator/auto_gen/cdl_tristar.rb
+- lib/indicator/auto_gen/cdl_unique3_river.rb
+- lib/indicator/auto_gen/cdl_upside_gap2_crows.rb
+- lib/indicator/auto_gen/cdl_x_side_gap3_methods.rb
+- lib/indicator/auto_gen/ceil.rb
+- lib/indicator/auto_gen/cmo.rb
+- lib/indicator/auto_gen/correl.rb
+- lib/indicator/auto_gen/cos.rb
+- lib/indicator/auto_gen/cosh.rb
+- lib/indicator/auto_gen/dema.rb
+- lib/indicator/auto_gen/div.rb
+- lib/indicator/auto_gen/dx.rb
+- lib/indicator/auto_gen/ema.rb
+- lib/indicator/auto_gen/exp.rb
+- lib/indicator/auto_gen/floor.rb
+- lib/indicator/auto_gen/ht_dc_period.rb
+- lib/indicator/auto_gen/ht_dc_phase.rb
+- lib/indicator/auto_gen/ht_phasor.rb
+- lib/indicator/auto_gen/ht_sine.rb
+- lib/indicator/auto_gen/ht_trendline.rb
+- lib/indicator/auto_gen/ht_trend_mode.rb
+- lib/indicator/auto_gen/kama.rb
+- lib/indicator/auto_gen/linear_reg.rb
+- lib/indicator/auto_gen/linear_reg_angle.rb
+- lib/indicator/auto_gen/linear_reg_intercept.rb
+- lib/indicator/auto_gen/linear_reg_slope.rb
+- lib/indicator/auto_gen/ln.rb
+- lib/indicator/auto_gen/log10.rb
+- lib/indicator/auto_gen/macd.rb
+- lib/indicator/auto_gen/macd_ext.rb
+- lib/indicator/auto_gen/macd_fix.rb
+- lib/indicator/auto_gen/mama.rb
+- lib/indicator/auto_gen/max.rb
+- lib/indicator/auto_gen/max_index.rb
+- lib/indicator/auto_gen/med_price.rb
+- lib/indicator/auto_gen/mfi.rb
+- lib/indicator/auto_gen/mid_point.rb
+- lib/indicator/auto_gen/mid_price.rb
+- lib/indicator/auto_gen/min.rb
+- lib/indicator/auto_gen/minus_di.rb
+- lib/indicator/auto_gen/minus_dm.rb
+- lib/indicator/auto_gen/min_index.rb
+- lib/indicator/auto_gen/min_max.rb
+- lib/indicator/auto_gen/min_max_index.rb
+- lib/indicator/auto_gen/mom.rb
+- lib/indicator/auto_gen/moving_average.rb
+- lib/indicator/auto_gen/moving_average_variable_period.rb
+- lib/indicator/auto_gen/mult.rb
+- lib/indicator/auto_gen/natr.rb
+- lib/indicator/auto_gen/obv.rb
+- lib/indicator/auto_gen/plus_di.rb
+- lib/indicator/auto_gen/plus_dm.rb
+- lib/indicator/auto_gen/ppo.rb
+- lib/indicator/auto_gen/roc.rb
+- lib/indicator/auto_gen/roc_p.rb
+- lib/indicator/auto_gen/roc_r.rb
+- lib/indicator/auto_gen/roc_r100.rb
+- lib/indicator/auto_gen/rsi.rb
+- lib/indicator/auto_gen/sar.rb
+- lib/indicator/auto_gen/sar_ext.rb
+- lib/indicator/auto_gen/sin.rb
+- lib/indicator/auto_gen/sinh.rb
+- lib/indicator/auto_gen/sma.rb
+- lib/indicator/auto_gen/sqrt.rb
+- lib/indicator/auto_gen/std_dev.rb
+- lib/indicator/auto_gen/stoch.rb
+- lib/indicator/auto_gen/stoch_f.rb
+- lib/indicator/auto_gen/stoch_rsi.rb
+- lib/indicator/auto_gen/sub.rb
+- lib/indicator/auto_gen/sum.rb
+- lib/indicator/auto_gen/t3.rb
+- lib/indicator/auto_gen/tan.rb
+- lib/indicator/auto_gen/tanh.rb
+- lib/indicator/auto_gen/tema.rb
+- lib/indicator/auto_gen/trima.rb
+- lib/indicator/auto_gen/trix.rb
+- lib/indicator/auto_gen/true_range.rb
+- lib/indicator/auto_gen/tsf.rb
+- lib/indicator/auto_gen/typ_price.rb
+- lib/indicator/auto_gen/ult_osc.rb
+- lib/indicator/auto_gen/variance.rb
+- lib/indicator/auto_gen/wcl_price.rb
+- lib/indicator/auto_gen/will_r.rb
+- lib/indicator/auto_gen/wma.rb
+- lib/indicator/auto_gen.rb
+- lib/indicator/base.rb
+- lib/indicator/data_mapper.rb
+- lib/indicator/mixin.rb
+- lib/indicator/version.rb
+- lib/indicator.rb
+- examples/mapping.rb
+- test/data_mapper_test.rb
+homepage: https://github.com/mlamby/indicator
+licenses: []
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 1.8.10
+signing_key: 
+specification_version: 3
+summary: Technical Analysis library
+test_files:
+- test/data_mapper_test.rb