ta-indicator 0.0.4
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- data/LICENSE +10 -0
- data/LICENSE-ta-lib +32 -0
- data/README.rdoc +196 -0
- data/Rakefile +13 -0
- data/examples/mapping.rb +43 -0
- data/lib/indicator.rb +56 -0
- data/lib/indicator/auto_gen.rb +163 -0
- data/lib/indicator/auto_gen/acos.rb +44 -0
- data/lib/indicator/auto_gen/ad.rb +44 -0
- data/lib/indicator/auto_gen/ad_osc.rb +58 -0
- data/lib/indicator/auto_gen/add.rb +45 -0
- data/lib/indicator/auto_gen/adx.rb +53 -0
- data/lib/indicator/auto_gen/adxr.rb +53 -0
- data/lib/indicator/auto_gen/apo.rb +63 -0
- data/lib/indicator/auto_gen/aroon.rb +56 -0
- data/lib/indicator/auto_gen/aroon_osc.rb +53 -0
- data/lib/indicator/auto_gen/asin.rb +44 -0
- data/lib/indicator/auto_gen/atan.rb +44 -0
- data/lib/indicator/auto_gen/atr.rb +53 -0
- data/lib/indicator/auto_gen/avg_price.rb +44 -0
- data/lib/indicator/auto_gen/bbands.rb +74 -0
- data/lib/indicator/auto_gen/beta.rb +54 -0
- data/lib/indicator/auto_gen/bop.rb +44 -0
- data/lib/indicator/auto_gen/cci.rb +53 -0
- data/lib/indicator/auto_gen/cdl2_crows.rb +44 -0
- data/lib/indicator/auto_gen/cdl3_black_crows.rb +44 -0
- data/lib/indicator/auto_gen/cdl3_inside.rb +44 -0
- data/lib/indicator/auto_gen/cdl3_line_strike.rb +44 -0
- data/lib/indicator/auto_gen/cdl3_outside.rb +44 -0
- data/lib/indicator/auto_gen/cdl3_stars_in_south.rb +44 -0
- data/lib/indicator/auto_gen/cdl3_white_soldiers.rb +44 -0
- data/lib/indicator/auto_gen/cdl_abandoned_baby.rb +53 -0
- data/lib/indicator/auto_gen/cdl_advance_block.rb +44 -0
- data/lib/indicator/auto_gen/cdl_belt_hold.rb +44 -0
- data/lib/indicator/auto_gen/cdl_breakaway.rb +44 -0
- data/lib/indicator/auto_gen/cdl_closing_marubozu.rb +44 -0
- data/lib/indicator/auto_gen/cdl_conceal_babys_wall.rb +44 -0
- data/lib/indicator/auto_gen/cdl_counter_attack.rb +44 -0
- data/lib/indicator/auto_gen/cdl_dark_cloud_cover.rb +53 -0
- data/lib/indicator/auto_gen/cdl_doji.rb +44 -0
- data/lib/indicator/auto_gen/cdl_doji_star.rb +44 -0
- data/lib/indicator/auto_gen/cdl_dragonfly_doji.rb +44 -0
- data/lib/indicator/auto_gen/cdl_engulfing.rb +44 -0
- data/lib/indicator/auto_gen/cdl_evening_doji_star.rb +53 -0
- data/lib/indicator/auto_gen/cdl_evening_star.rb +53 -0
- data/lib/indicator/auto_gen/cdl_gap_side_side_white.rb +44 -0
- data/lib/indicator/auto_gen/cdl_gravestone_doji.rb +44 -0
- data/lib/indicator/auto_gen/cdl_hammer.rb +44 -0
- data/lib/indicator/auto_gen/cdl_hanging_man.rb +44 -0
- data/lib/indicator/auto_gen/cdl_harami.rb +44 -0
- data/lib/indicator/auto_gen/cdl_harami_cross.rb +44 -0
- data/lib/indicator/auto_gen/cdl_hign_wave.rb +44 -0
- data/lib/indicator/auto_gen/cdl_hikkake.rb +44 -0
- data/lib/indicator/auto_gen/cdl_hikkake_mod.rb +44 -0
- data/lib/indicator/auto_gen/cdl_homing_pigeon.rb +44 -0
- data/lib/indicator/auto_gen/cdl_identical3_crows.rb +44 -0
- data/lib/indicator/auto_gen/cdl_in_neck.rb +44 -0
- data/lib/indicator/auto_gen/cdl_inverted_hammer.rb +44 -0
- data/lib/indicator/auto_gen/cdl_kicking.rb +44 -0
- data/lib/indicator/auto_gen/cdl_kicking_by_length.rb +44 -0
- data/lib/indicator/auto_gen/cdl_ladder_bottom.rb +44 -0
- data/lib/indicator/auto_gen/cdl_long_legged_doji.rb +44 -0
- data/lib/indicator/auto_gen/cdl_long_line.rb +44 -0
- data/lib/indicator/auto_gen/cdl_marubozu.rb +44 -0
- data/lib/indicator/auto_gen/cdl_mat_hold.rb +53 -0
- data/lib/indicator/auto_gen/cdl_matching_low.rb +44 -0
- data/lib/indicator/auto_gen/cdl_morning_doji_star.rb +53 -0
- data/lib/indicator/auto_gen/cdl_morning_star.rb +53 -0
- data/lib/indicator/auto_gen/cdl_on_neck.rb +44 -0
- data/lib/indicator/auto_gen/cdl_piercing.rb +44 -0
- data/lib/indicator/auto_gen/cdl_rickshaw_man.rb +44 -0
- data/lib/indicator/auto_gen/cdl_rise_fall3_methods.rb +44 -0
- data/lib/indicator/auto_gen/cdl_seperating_lines.rb +44 -0
- data/lib/indicator/auto_gen/cdl_shooting_star.rb +44 -0
- data/lib/indicator/auto_gen/cdl_short_line.rb +44 -0
- data/lib/indicator/auto_gen/cdl_spinning_top.rb +44 -0
- data/lib/indicator/auto_gen/cdl_stalled_pattern.rb +44 -0
- data/lib/indicator/auto_gen/cdl_stick_sandwhich.rb +44 -0
- data/lib/indicator/auto_gen/cdl_takuri.rb +44 -0
- data/lib/indicator/auto_gen/cdl_tasuki_gap.rb +44 -0
- data/lib/indicator/auto_gen/cdl_thrusting.rb +44 -0
- data/lib/indicator/auto_gen/cdl_tristar.rb +44 -0
- data/lib/indicator/auto_gen/cdl_unique3_river.rb +44 -0
- data/lib/indicator/auto_gen/cdl_upside_gap2_crows.rb +44 -0
- data/lib/indicator/auto_gen/cdl_x_side_gap3_methods.rb +44 -0
- data/lib/indicator/auto_gen/ceil.rb +44 -0
- data/lib/indicator/auto_gen/cmo.rb +53 -0
- data/lib/indicator/auto_gen/correl.rb +54 -0
- data/lib/indicator/auto_gen/cos.rb +44 -0
- data/lib/indicator/auto_gen/cosh.rb +44 -0
- data/lib/indicator/auto_gen/dema.rb +53 -0
- data/lib/indicator/auto_gen/div.rb +45 -0
- data/lib/indicator/auto_gen/dx.rb +53 -0
- data/lib/indicator/auto_gen/ema.rb +53 -0
- data/lib/indicator/auto_gen/exp.rb +44 -0
- data/lib/indicator/auto_gen/floor.rb +44 -0
- data/lib/indicator/auto_gen/ht_dc_period.rb +44 -0
- data/lib/indicator/auto_gen/ht_dc_phase.rb +44 -0
- data/lib/indicator/auto_gen/ht_phasor.rb +47 -0
- data/lib/indicator/auto_gen/ht_sine.rb +47 -0
- data/lib/indicator/auto_gen/ht_trend_mode.rb +44 -0
- data/lib/indicator/auto_gen/ht_trendline.rb +44 -0
- data/lib/indicator/auto_gen/kama.rb +53 -0
- data/lib/indicator/auto_gen/linear_reg.rb +53 -0
- data/lib/indicator/auto_gen/linear_reg_angle.rb +53 -0
- data/lib/indicator/auto_gen/linear_reg_intercept.rb +53 -0
- data/lib/indicator/auto_gen/linear_reg_slope.rb +53 -0
- data/lib/indicator/auto_gen/ln.rb +44 -0
- data/lib/indicator/auto_gen/log10.rb +44 -0
- data/lib/indicator/auto_gen/macd.rb +69 -0
- data/lib/indicator/auto_gen/macd_ext.rb +84 -0
- data/lib/indicator/auto_gen/macd_fix.rb +59 -0
- data/lib/indicator/auto_gen/mama.rb +61 -0
- data/lib/indicator/auto_gen/max.rb +53 -0
- data/lib/indicator/auto_gen/max_index.rb +53 -0
- data/lib/indicator/auto_gen/med_price.rb +44 -0
- data/lib/indicator/auto_gen/mfi.rb +53 -0
- data/lib/indicator/auto_gen/mid_point.rb +53 -0
- data/lib/indicator/auto_gen/mid_price.rb +53 -0
- data/lib/indicator/auto_gen/min.rb +53 -0
- data/lib/indicator/auto_gen/min_index.rb +53 -0
- data/lib/indicator/auto_gen/min_max.rb +56 -0
- data/lib/indicator/auto_gen/min_max_index.rb +56 -0
- data/lib/indicator/auto_gen/minus_di.rb +53 -0
- data/lib/indicator/auto_gen/minus_dm.rb +53 -0
- data/lib/indicator/auto_gen/mom.rb +53 -0
- data/lib/indicator/auto_gen/moving_average.rb +58 -0
- data/lib/indicator/auto_gen/moving_average_variable_period.rb +64 -0
- data/lib/indicator/auto_gen/mult.rb +45 -0
- data/lib/indicator/auto_gen/natr.rb +53 -0
- data/lib/indicator/auto_gen/obv.rb +44 -0
- data/lib/indicator/auto_gen/plus_di.rb +53 -0
- data/lib/indicator/auto_gen/plus_dm.rb +53 -0
- data/lib/indicator/auto_gen/ppo.rb +63 -0
- data/lib/indicator/auto_gen/roc.rb +53 -0
- data/lib/indicator/auto_gen/roc_p.rb +53 -0
- data/lib/indicator/auto_gen/roc_r.rb +53 -0
- data/lib/indicator/auto_gen/roc_r100.rb +53 -0
- data/lib/indicator/auto_gen/rsi.rb +53 -0
- data/lib/indicator/auto_gen/sar.rb +58 -0
- data/lib/indicator/auto_gen/sar_ext.rb +88 -0
- data/lib/indicator/auto_gen/sin.rb +44 -0
- data/lib/indicator/auto_gen/sinh.rb +44 -0
- data/lib/indicator/auto_gen/sma.rb +53 -0
- data/lib/indicator/auto_gen/sqrt.rb +44 -0
- data/lib/indicator/auto_gen/std_dev.rb +58 -0
- data/lib/indicator/auto_gen/stoch.rb +76 -0
- data/lib/indicator/auto_gen/stoch_f.rb +66 -0
- data/lib/indicator/auto_gen/stoch_rsi.rb +71 -0
- data/lib/indicator/auto_gen/sub.rb +45 -0
- data/lib/indicator/auto_gen/sum.rb +53 -0
- data/lib/indicator/auto_gen/t3.rb +58 -0
- data/lib/indicator/auto_gen/tan.rb +44 -0
- data/lib/indicator/auto_gen/tanh.rb +44 -0
- data/lib/indicator/auto_gen/tema.rb +53 -0
- data/lib/indicator/auto_gen/trima.rb +53 -0
- data/lib/indicator/auto_gen/trix.rb +53 -0
- data/lib/indicator/auto_gen/true_range.rb +44 -0
- data/lib/indicator/auto_gen/tsf.rb +53 -0
- data/lib/indicator/auto_gen/typ_price.rb +44 -0
- data/lib/indicator/auto_gen/ult_osc.rb +63 -0
- data/lib/indicator/auto_gen/variance.rb +58 -0
- data/lib/indicator/auto_gen/wcl_price.rb +44 -0
- data/lib/indicator/auto_gen/will_r.rb +53 -0
- data/lib/indicator/auto_gen/wma.rb +53 -0
- data/lib/indicator/base.rb +19 -0
- data/lib/indicator/data_mapper.rb +93 -0
- data/lib/indicator/mixin.rb +15 -0
- data/lib/indicator/version.rb +3 -0
- data/test/data_mapper_test.rb +76 -0
- metadata +226 -0
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# Ta-Lib function mapping class
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# Function: 'ASIN'
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# Description: 'Vector Trigonometric ASin'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::Asin < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("ASIN")
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end
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# Is price data required as an input
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def self.price_input?
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false
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end
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# The list of arguments
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def self.arguments
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[ ]
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end
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# The minimum set of inputs required
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def self.inputs
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[ :in_real ]
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end
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# The outputs generated by this function
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def self.outputs
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[ :out_real ]
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end
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def run(in_real)
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len = in_real.length
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@func.in_real(0, map(in_real))
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out_real = Array.new(len)
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@func.out_real(0, out_real)
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@func.call(0, len - 1)
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out_real
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end
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end
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# Ta-Lib function mapping class
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# Function: 'ATAN'
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# Description: 'Vector Trigonometric ATan'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::Atan < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("ATAN")
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end
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# Is price data required as an input
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def self.price_input?
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false
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end
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# The list of arguments
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def self.arguments
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[ ]
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end
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# The minimum set of inputs required
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def self.inputs
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[ :in_real ]
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end
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# The outputs generated by this function
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def self.outputs
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[ :out_real ]
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end
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def run(in_real)
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len = in_real.length
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@func.in_real(0, map(in_real))
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out_real = Array.new(len)
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@func.out_real(0, out_real)
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@func.call(0, len - 1)
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out_real
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end
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end
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# Ta-Lib function mapping class
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# Function: 'ATR'
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# Description: 'Average True Range'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::Atr < Indicator::Base
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# Time Period <Integer>
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attr_accessor :time_period
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def initialize(*args)
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if args.first.is_a? Hash
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h = args.first
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@time_period = h[:time_period] || 14
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else
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@time_period = args[0] || 14
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end
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@func = TaLib::Function.new("ATR")
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end
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# Is price data required as an input
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def self.price_input?
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true
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end
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# The list of arguments
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def self.arguments
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[ :time_period ]
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end
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# The minimum set of inputs required
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def self.inputs
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[ :open, :high, :low, :close ]
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end
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# The outputs generated by this function
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def self.outputs
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[ :out_real ]
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(false, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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@func.opt_int(0, @time_period)
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out_real = Array.new(len)
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@func.out_real(0, out_real)
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@func.call(0, len - 1)
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out_real
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end
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end
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# Ta-Lib function mapping class
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# Function: 'AVGPRICE'
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# Description: 'Average Price'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::AvgPrice < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("AVGPRICE")
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end
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# Is price data required as an input
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def self.price_input?
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true
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end
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# The list of arguments
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def self.arguments
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[ ]
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end
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# The minimum set of inputs required
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def self.inputs
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[ :open, :high, :low, :close ]
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end
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# The outputs generated by this function
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def self.outputs
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[ :out_real ]
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(false, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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out_real = Array.new(len)
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@func.out_real(0, out_real)
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@func.call(0, len - 1)
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out_real
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end
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end
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# Ta-Lib function mapping class
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# Function: 'BBANDS'
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# Description: 'Bollinger Bands'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::Bbands < Indicator::Base
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# Time Period <Integer>
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attr_accessor :time_period
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# Deviations up <Double>
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attr_accessor :deviations_up
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# Deviations down <Double>
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attr_accessor :deviations_down
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# MA Type <MA Type>
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attr_accessor :ma_type
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def initialize(*args)
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if args.first.is_a? Hash
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h = args.first
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@time_period = h[:time_period] || 5
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@deviations_up = h[:deviations_up] || 2.000000e+0
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@deviations_down = h[:deviations_down] || 2.000000e+0
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@ma_type = h[:ma_type] || 0
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else
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@time_period = args[0] || 5
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@deviations_up = args[1] || 2.000000e+0
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@deviations_down = args[2] || 2.000000e+0
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@ma_type = args[3] || 0
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end
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@func = TaLib::Function.new("BBANDS")
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end
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# Is price data required as an input
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def self.price_input?
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false
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end
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# The list of arguments
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def self.arguments
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[ :time_period, :deviations_up, :deviations_down, :ma_type ]
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end
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# The minimum set of inputs required
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def self.inputs
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[ :in_real ]
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end
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# The outputs generated by this function
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def self.outputs
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[ :out_real_upper_band, :out_real_middle_band, :out_real_lower_band ]
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end
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def run(in_real)
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len = in_real.length
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@func.in_real(0, map(in_real))
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@func.opt_int(0, @time_period)
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@func.opt_real(1, @deviations_up)
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@func.opt_real(2, @deviations_down)
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@func.opt_int(3, @ma_type)
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out_real_upper_band = Array.new(len)
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@func.out_real(0, out_real_upper_band)
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out_real_middle_band = Array.new(len)
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@func.out_real(1, out_real_middle_band)
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out_real_lower_band = Array.new(len)
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@func.out_real(2, out_real_lower_band)
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@func.call(0, len - 1)
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{:out_real_upper_band => out_real_upper_band,
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:out_real_middle_band => out_real_middle_band,
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:out_real_lower_band => out_real_lower_band}
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end
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end
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# Ta-Lib function mapping class
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# Function: 'BETA'
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# Description: 'Beta'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::Beta < Indicator::Base
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# Time Period <Integer>
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attr_accessor :time_period
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def initialize(*args)
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if args.first.is_a? Hash
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h = args.first
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@time_period = h[:time_period] || 5
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else
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@time_period = args[0] || 5
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end
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@func = TaLib::Function.new("BETA")
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end
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# Is price data required as an input
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def self.price_input?
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false
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end
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# The list of arguments
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def self.arguments
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[ :time_period ]
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end
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# The minimum set of inputs required
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def self.inputs
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[ :in_real0, :in_real1 ]
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end
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# The outputs generated by this function
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def self.outputs
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[ :out_real ]
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end
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def run(in_real0, in_real1)
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len = in_real0.length
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@func.in_real(0, map(in_real0))
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@func.in_real(1, map(in_real1))
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@func.opt_int(0, @time_period)
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out_real = Array.new(len)
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@func.out_real(0, out_real)
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@func.call(0, len - 1)
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out_real
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end
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end
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# Ta-Lib function mapping class
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# Function: 'BOP'
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# Description: 'Balance Of Power'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::Bop < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("BOP")
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end
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# Is price data required as an input
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def self.price_input?
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true
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end
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# The list of arguments
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def self.arguments
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[ ]
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end
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# The minimum set of inputs required
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def self.inputs
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[ :open, :high, :low, :close ]
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end
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# The outputs generated by this function
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def self.outputs
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[ :out_real ]
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(false, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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out_real = Array.new(len)
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@func.out_real(0, out_real)
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@func.call(0, len - 1)
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out_real
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end
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end
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# Ta-Lib function mapping class
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# Function: 'CCI'
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# Description: 'Commodity Channel Index'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::Cci < Indicator::Base
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# Time Period <Integer>
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attr_accessor :time_period
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def initialize(*args)
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if args.first.is_a? Hash
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h = args.first
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@time_period = h[:time_period] || 14
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else
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@time_period = args[0] || 14
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end
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@func = TaLib::Function.new("CCI")
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end
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# Is price data required as an input
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def self.price_input?
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true
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end
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# The list of arguments
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def self.arguments
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[ :time_period ]
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end
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# The minimum set of inputs required
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def self.inputs
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[ :open, :high, :low, :close ]
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end
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# The outputs generated by this function
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def self.outputs
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[ :out_real ]
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(false, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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@func.opt_int(0, @time_period)
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out_real = Array.new(len)
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@func.out_real(0, out_real)
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@func.call(0, len - 1)
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out_real
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end
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end
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# Ta-Lib function mapping class
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# Function: 'CDL2CROWS'
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# Description: 'Two Crows'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::Cdl2Crows < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("CDL2CROWS")
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end
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# Is price data required as an input
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def self.price_input?
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true
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end
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# The list of arguments
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def self.arguments
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[ ]
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end
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# The minimum set of inputs required
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def self.inputs
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[ :open, :high, :low, :close ]
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end
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# The outputs generated by this function
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def self.outputs
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[ :out_integer ]
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end
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def run(*args)
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o, h, l, c, v, len = map_ohlcv(false, *args)
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@func.in_price(0, o, h, l, c, v, nil)
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out_integer = Array.new(len)
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@func.out_int(0, out_integer)
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@func.call(0, len - 1)
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out_integer
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end
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end
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