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: 'CDLIDENTICAL3CROWS'
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# Description: 'Identical Three Crows'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::CdlIdentical3Crows < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("CDLIDENTICAL3CROWS")
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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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# Ta-Lib function mapping class
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# Function: 'CDLINNECK'
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# Description: 'In-Neck Pattern'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::CdlInNeck < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("CDLINNECK")
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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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# Ta-Lib function mapping class
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# Function: 'CDLINVERTEDHAMMER'
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# Description: 'Inverted Hammer'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::CdlInvertedHammer < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("CDLINVERTEDHAMMER")
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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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# Ta-Lib function mapping class
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# Function: 'CDLKICKING'
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# Description: 'Kicking'
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# This file has been autogenerated - Do Not Edit.
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class Indicator::AutoGen::CdlKicking < Indicator::Base
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def initialize(*args)
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@func = TaLib::Function.new("CDLKICKING")
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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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end
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end
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# Ta-Lib function mapping class
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# Function: 'CDLKICKINGBYLENGTH'
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# Description: 'Kicking - bull/bear determined by the longer marubozu'
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# This file has been autogenerated - Do Not Edit.
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5
|
+
class Indicator::AutoGen::CdlKickingByLength < Indicator::Base
|
|
6
|
+
|
|
7
|
+
def initialize(*args)
|
|
8
|
+
|
|
9
|
+
@func = TaLib::Function.new("CDLKICKINGBYLENGTH")
|
|
10
|
+
end
|
|
11
|
+
|
|
12
|
+
# Is price data required as an input
|
|
13
|
+
def self.price_input?
|
|
14
|
+
true
|
|
15
|
+
end
|
|
16
|
+
|
|
17
|
+
# The list of arguments
|
|
18
|
+
def self.arguments
|
|
19
|
+
[ ]
|
|
20
|
+
end
|
|
21
|
+
|
|
22
|
+
# The minimum set of inputs required
|
|
23
|
+
def self.inputs
|
|
24
|
+
[ :open, :high, :low, :close ]
|
|
25
|
+
end
|
|
26
|
+
|
|
27
|
+
# The outputs generated by this function
|
|
28
|
+
def self.outputs
|
|
29
|
+
[ :out_integer ]
|
|
30
|
+
end
|
|
31
|
+
|
|
32
|
+
def run(*args)
|
|
33
|
+
o, h, l, c, v, len = map_ohlcv(false, *args)
|
|
34
|
+
@func.in_price(0, o, h, l, c, v, nil)
|
|
35
|
+
|
|
36
|
+
|
|
37
|
+
out_integer = Array.new(len)
|
|
38
|
+
@func.out_int(0, out_integer)
|
|
39
|
+
|
|
40
|
+
@func.call(0, len - 1)
|
|
41
|
+
|
|
42
|
+
out_integer
|
|
43
|
+
end
|
|
44
|
+
end
|
|
@@ -0,0 +1,44 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'CDLLADDERBOTTOM'
|
|
3
|
+
# Description: 'Ladder Bottom'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::CdlLadderBottom < Indicator::Base
|
|
6
|
+
|
|
7
|
+
def initialize(*args)
|
|
8
|
+
|
|
9
|
+
@func = TaLib::Function.new("CDLLADDERBOTTOM")
|
|
10
|
+
end
|
|
11
|
+
|
|
12
|
+
# Is price data required as an input
|
|
13
|
+
def self.price_input?
|
|
14
|
+
true
|
|
15
|
+
end
|
|
16
|
+
|
|
17
|
+
# The list of arguments
|
|
18
|
+
def self.arguments
|
|
19
|
+
[ ]
|
|
20
|
+
end
|
|
21
|
+
|
|
22
|
+
# The minimum set of inputs required
|
|
23
|
+
def self.inputs
|
|
24
|
+
[ :open, :high, :low, :close ]
|
|
25
|
+
end
|
|
26
|
+
|
|
27
|
+
# The outputs generated by this function
|
|
28
|
+
def self.outputs
|
|
29
|
+
[ :out_integer ]
|
|
30
|
+
end
|
|
31
|
+
|
|
32
|
+
def run(*args)
|
|
33
|
+
o, h, l, c, v, len = map_ohlcv(false, *args)
|
|
34
|
+
@func.in_price(0, o, h, l, c, v, nil)
|
|
35
|
+
|
|
36
|
+
|
|
37
|
+
out_integer = Array.new(len)
|
|
38
|
+
@func.out_int(0, out_integer)
|
|
39
|
+
|
|
40
|
+
@func.call(0, len - 1)
|
|
41
|
+
|
|
42
|
+
out_integer
|
|
43
|
+
end
|
|
44
|
+
end
|
|
@@ -0,0 +1,44 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'CDLLONGLEGGEDDOJI'
|
|
3
|
+
# Description: 'Long Legged Doji'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::CdlLongLeggedDoji < Indicator::Base
|
|
6
|
+
|
|
7
|
+
def initialize(*args)
|
|
8
|
+
|
|
9
|
+
@func = TaLib::Function.new("CDLLONGLEGGEDDOJI")
|
|
10
|
+
end
|
|
11
|
+
|
|
12
|
+
# Is price data required as an input
|
|
13
|
+
def self.price_input?
|
|
14
|
+
true
|
|
15
|
+
end
|
|
16
|
+
|
|
17
|
+
# The list of arguments
|
|
18
|
+
def self.arguments
|
|
19
|
+
[ ]
|
|
20
|
+
end
|
|
21
|
+
|
|
22
|
+
# The minimum set of inputs required
|
|
23
|
+
def self.inputs
|
|
24
|
+
[ :open, :high, :low, :close ]
|
|
25
|
+
end
|
|
26
|
+
|
|
27
|
+
# The outputs generated by this function
|
|
28
|
+
def self.outputs
|
|
29
|
+
[ :out_integer ]
|
|
30
|
+
end
|
|
31
|
+
|
|
32
|
+
def run(*args)
|
|
33
|
+
o, h, l, c, v, len = map_ohlcv(false, *args)
|
|
34
|
+
@func.in_price(0, o, h, l, c, v, nil)
|
|
35
|
+
|
|
36
|
+
|
|
37
|
+
out_integer = Array.new(len)
|
|
38
|
+
@func.out_int(0, out_integer)
|
|
39
|
+
|
|
40
|
+
@func.call(0, len - 1)
|
|
41
|
+
|
|
42
|
+
out_integer
|
|
43
|
+
end
|
|
44
|
+
end
|
|
@@ -0,0 +1,44 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'CDLLONGLINE'
|
|
3
|
+
# Description: 'Long Line Candle'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::CdlLongLine < Indicator::Base
|
|
6
|
+
|
|
7
|
+
def initialize(*args)
|
|
8
|
+
|
|
9
|
+
@func = TaLib::Function.new("CDLLONGLINE")
|
|
10
|
+
end
|
|
11
|
+
|
|
12
|
+
# Is price data required as an input
|
|
13
|
+
def self.price_input?
|
|
14
|
+
true
|
|
15
|
+
end
|
|
16
|
+
|
|
17
|
+
# The list of arguments
|
|
18
|
+
def self.arguments
|
|
19
|
+
[ ]
|
|
20
|
+
end
|
|
21
|
+
|
|
22
|
+
# The minimum set of inputs required
|
|
23
|
+
def self.inputs
|
|
24
|
+
[ :open, :high, :low, :close ]
|
|
25
|
+
end
|
|
26
|
+
|
|
27
|
+
# The outputs generated by this function
|
|
28
|
+
def self.outputs
|
|
29
|
+
[ :out_integer ]
|
|
30
|
+
end
|
|
31
|
+
|
|
32
|
+
def run(*args)
|
|
33
|
+
o, h, l, c, v, len = map_ohlcv(false, *args)
|
|
34
|
+
@func.in_price(0, o, h, l, c, v, nil)
|
|
35
|
+
|
|
36
|
+
|
|
37
|
+
out_integer = Array.new(len)
|
|
38
|
+
@func.out_int(0, out_integer)
|
|
39
|
+
|
|
40
|
+
@func.call(0, len - 1)
|
|
41
|
+
|
|
42
|
+
out_integer
|
|
43
|
+
end
|
|
44
|
+
end
|
|
@@ -0,0 +1,44 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'CDLMARUBOZU'
|
|
3
|
+
# Description: 'Marubozu'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::CdlMarubozu < Indicator::Base
|
|
6
|
+
|
|
7
|
+
def initialize(*args)
|
|
8
|
+
|
|
9
|
+
@func = TaLib::Function.new("CDLMARUBOZU")
|
|
10
|
+
end
|
|
11
|
+
|
|
12
|
+
# Is price data required as an input
|
|
13
|
+
def self.price_input?
|
|
14
|
+
true
|
|
15
|
+
end
|
|
16
|
+
|
|
17
|
+
# The list of arguments
|
|
18
|
+
def self.arguments
|
|
19
|
+
[ ]
|
|
20
|
+
end
|
|
21
|
+
|
|
22
|
+
# The minimum set of inputs required
|
|
23
|
+
def self.inputs
|
|
24
|
+
[ :open, :high, :low, :close ]
|
|
25
|
+
end
|
|
26
|
+
|
|
27
|
+
# The outputs generated by this function
|
|
28
|
+
def self.outputs
|
|
29
|
+
[ :out_integer ]
|
|
30
|
+
end
|
|
31
|
+
|
|
32
|
+
def run(*args)
|
|
33
|
+
o, h, l, c, v, len = map_ohlcv(false, *args)
|
|
34
|
+
@func.in_price(0, o, h, l, c, v, nil)
|
|
35
|
+
|
|
36
|
+
|
|
37
|
+
out_integer = Array.new(len)
|
|
38
|
+
@func.out_int(0, out_integer)
|
|
39
|
+
|
|
40
|
+
@func.call(0, len - 1)
|
|
41
|
+
|
|
42
|
+
out_integer
|
|
43
|
+
end
|
|
44
|
+
end
|
|
@@ -0,0 +1,53 @@
|
|
|
1
|
+
# Ta-Lib function mapping class
|
|
2
|
+
# Function: 'CDLMATHOLD'
|
|
3
|
+
# Description: 'Mat Hold'
|
|
4
|
+
# This file has been autogenerated - Do Not Edit.
|
|
5
|
+
class Indicator::AutoGen::CdlMatHold < Indicator::Base
|
|
6
|
+
# Penetration <Double>
|
|
7
|
+
attr_accessor :penetration
|
|
8
|
+
|
|
9
|
+
def initialize(*args)
|
|
10
|
+
if args.first.is_a? Hash
|
|
11
|
+
h = args.first
|
|
12
|
+
@penetration = h[:penetration] || 5.000000e-1
|
|
13
|
+
else
|
|
14
|
+
@penetration = args[0] || 5.000000e-1
|
|
15
|
+
end
|
|
16
|
+
|
|
17
|
+
@func = TaLib::Function.new("CDLMATHOLD")
|
|
18
|
+
end
|
|
19
|
+
|
|
20
|
+
# Is price data required as an input
|
|
21
|
+
def self.price_input?
|
|
22
|
+
true
|
|
23
|
+
end
|
|
24
|
+
|
|
25
|
+
# The list of arguments
|
|
26
|
+
def self.arguments
|
|
27
|
+
[ :penetration ]
|
|
28
|
+
end
|
|
29
|
+
|
|
30
|
+
# The minimum set of inputs required
|
|
31
|
+
def self.inputs
|
|
32
|
+
[ :open, :high, :low, :close ]
|
|
33
|
+
end
|
|
34
|
+
|
|
35
|
+
# The outputs generated by this function
|
|
36
|
+
def self.outputs
|
|
37
|
+
[ :out_integer ]
|
|
38
|
+
end
|
|
39
|
+
|
|
40
|
+
def run(*args)
|
|
41
|
+
o, h, l, c, v, len = map_ohlcv(false, *args)
|
|
42
|
+
@func.in_price(0, o, h, l, c, v, nil)
|
|
43
|
+
|
|
44
|
+
@func.opt_real(0, @penetration)
|
|
45
|
+
|
|
46
|
+
out_integer = Array.new(len)
|
|
47
|
+
@func.out_int(0, out_integer)
|
|
48
|
+
|
|
49
|
+
@func.call(0, len - 1)
|
|
50
|
+
|
|
51
|
+
out_integer
|
|
52
|
+
end
|
|
53
|
+
end
|