ta-indicator 0.0.4

data/lib/indicator/auto_gen/acos.rb

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

@@ -0,0 +1,44 @@
+# Ta-Lib function mapping class 
+# Function: 'AD'
+# Description: 'Chaikin A/D Line'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Ad < Indicator::Base
+
+  def initialize(*args)
+    
+    @func = TaLib::Function.new("AD")
+  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/ad_osc.rb

@@ -0,0 +1,58 @@
+# Ta-Lib function mapping class 
+# Function: 'ADOSC'
+# Description: 'Chaikin A/D Oscillator'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::AdOsc < Indicator::Base
+  # Fast Period <Integer>
+  attr_accessor :fast_period
+  # Slow Period <Integer>
+  attr_accessor :slow_period
+
+  def initialize(*args)
+    if args.first.is_a? Hash
+      h = args.first
+      @fast_period = h[:fast_period] || 3
+      @slow_period = h[:slow_period] || 10
+    else
+      @fast_period = args[0] || 3 
+      @slow_period = args[1] || 10 
+    end
+    
+    @func = TaLib::Function.new("ADOSC")
+  end
+
+  # Is price data required as an input
+  def self.price_input?
+    true
+  end
+
+  # The list of arguments
+  def self.arguments
+    [ :fast_period, :slow_period ]
+  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)
+
+    @func.opt_int(0, @fast_period)
+    @func.opt_int(1, @slow_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/add.rb

@@ -0,0 +1,45 @@
+# Ta-Lib function mapping class 
+# Function: 'ADD'
+# Description: 'Vector Arithmetic Add'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Add < Indicator::Base
+
+  def initialize(*args)
+    
+    @func = TaLib::Function.new("ADD")
+  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/adx.rb

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

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'ADXR'
+# Description: 'Average Directional Movement Index Rating'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Adxr < 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("ADXR")
+  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/apo.rb

@@ -0,0 +1,63 @@
+# Ta-Lib function mapping class 
+# Function: 'APO'
+# Description: 'Absolute Price Oscillator'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Apo < 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("APO")
+  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/aroon.rb

@@ -0,0 +1,56 @@
+# Ta-Lib function mapping class 
+# Function: 'AROON'
+# Description: 'Aroon'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::Aroon < 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("AROON")
+  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_aroon_down, :out_aroon_up ]
+  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_aroon_down = Array.new(len)
+    @func.out_real(0, out_aroon_down)
+    out_aroon_up = Array.new(len)
+    @func.out_real(1, out_aroon_up)
+  
+    @func.call(0, len - 1)
+
+  {:out_aroon_down => out_aroon_down,
+    :out_aroon_up => out_aroon_up}
+  end
+end

data/lib/indicator/auto_gen/aroon_osc.rb

@@ -0,0 +1,53 @@
+# Ta-Lib function mapping class 
+# Function: 'AROONOSC'
+# Description: 'Aroon Oscillator'
+# This file has been autogenerated - Do Not Edit.
+class Indicator::AutoGen::AroonOsc < 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("AROONOSC")
+  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