ta-indicator 0.0.4 → 0.1.0

data/README.rdoc

@@ -1,196 +1,200 @@
-= Technical Analysis Indicator Library
-
-== Overview
-
-Provides a wrapper around the talib-ruby[https://github.com/rivella50/talib-ruby] library which is a ruby wrapper for the ta-lib[http://ta-lib.org/] library.
-
-This library has been designed to make interfacing with the ta-lib functions easy by wrapping each function in a ruby class. 
-
-The wrappers are autogenerated from the xml function description provided with the ta-lib project.
-
-== Usage
-
-Requires the talib-ruby gem. The examples require the yahoofinance gem.
-
-=== Simple Example 
-The easiest way to use the indicator library is to include the indicator mixin module. This module extends the Array class with the Indicator::Mixin module allowing quick calculations to be performed:
-
-  require 'indicator/mixin'
-
-  data = [1, 2, 3, 2, 3, 2, 3, 2, 3, 2, 3]
-  results = data.indicator(:sma, :time_period => 5)
-  results = data.indicator(:sma, 5)
-  results = data.indicator(:sma_5)
-
-All perform a simple moving average with time period of 5 and produce the same results:
-
-  => [nil, nil, nil, nil, 2.2, 2.4, 2.6, 2.4, 2.6, 2.4, 2.6]
-
-More complex indicators can also be used
-  
-  result = data.indicator(:macd_12_26_9)
-
-This performs a macd calculation using a slow period of 12, fast period of 26 and signal period of 9.
-
-The list of available indicators can be retrieved via
-
-  Indicator.list
-
-Information about each indicator including a list of arguments can be retrieved via:
-  
-  Indicator.info :sma
-  Inficator.info :macd
-  ... 
-
-== Details 
-The base Indicator functions are located in the Indicator module and the auto generated classed are located in the Indicator::AutoGen module. All of the following examples assume these modules have been included:
-
-  require 'indicator'
-  include Indicator
-  include Indicator::AutoGen
-
-=== Class Construction
-
-All ta-lib functions are wrapped in a class named using the camel class name of the function: SMA is Sma, AVGPRICE is AvgPrice, etc. The constructor takes the optional arguments either as a hash or argument list. For example the Macd class takes three arguments, fast_period, slow_period and signal_period. They can be initialised in any of the following ways:
-  
-  sma = Sma.new 5
-  macd = Macd.new 12,26,9
-or
-  sma = Sma.new :time_period => 5
-  macd = Macd.new :fast_period => 12, :slow_period => 26, :signal_period => 9
-
-If a parameter is not passed in then it will be initialised to the default value as specified by the ta-lib interface.
-
-The Indicator module also supports factory style functions to simplify class creation.
-
-  sma = Indicator.create :sma
-  sma = Indicator.create :sma, 5
-  sma = Indicator.create :sma, time_period => 5
-
-  macd = Indicator.create :macd
-  macd = Indicator.create :macd, 12,26,9
-  macd = Indicator.create :macd, :fast_period => 12, :slow_period => 26, :signal_period => 9
-
-If a indicator is to be constructed using only integer parameters then an indicator can be constructed using the create_named factory function. The create_named function expects the indicator name optionally followed by it's arguments joined by an underscore.
-
- sma = Indicator.create_named :sma_5
- macd = Indicator.create_named :sma_12_26_9
-
-=== Argument attributes
-
-All arguments can be updated through attributes:
-  macd.fast_period
-  => 12
-  macd.slow_period = 30
-  => 30
-
-A list of all the arguments that a particular class takes can be be retrieved using the class method 'arguments'.
-  Macd.arguments
-  => [:fast_period, :slow_period, :signal_period]
-  Sma.arguments
-  => [:time_period] 
-
-=== Running The Indicators
-Each indicator defines a run method that takes in each input array to be processed as a List. An example of an indicator that takes one input:
-  sma = Indicator.create_named :sma_5
-  sma.run [1,2,3,4,3,2,3,2,3,2,3,2]
-  => [nil, nil, nil, nil, 2.6, 2.8, 3.0, 2.8, 2.6, 2.4, 2.6, 2.4]
-
-An example of an indicator that takes two inputs:
-  add = Indicator.create_named :add 
-  add.run [1,2,3,4,5], [5,4,3,2,1]
-  => [6.0, 6.0, 6.0, 6.0, 6.0]
-
-Some indicators require OHLC (and optionally V) price inputs. An example of an indicator that takes price inputs:
-  avg = AvgPrice.new
-  # AvgPrice run function takes open, high, low, close
-  avg.run [1,2,1,2], [2,1,2,1], [3,1,3,1], [1,3,1,3]
-  => [1.75, 1.75, 1.75, 1.75] 
-
-A list of inputs that a indicator run function requires can be retrieved using the class method 'inputs'.
-  Sma.inputs
-  => [:in_real]
-  Add.inputs
-  => [:in_real0, in_real1] 
-  AvgPrice.inputs
-  => [:open, :high, :low, :close]
-  AdOsc.inputs
-  => [:open, :high, :low, :close, :volume]
-   
-=== Outputs
-The run function returns an array containing the results if there is only one List to return otherwise it returns a hash that maps each output List to it's name. For eample:
-  sma = Sma.new(5)
-  sma.run [1,2,3,4,3,2,3,2,3,2,3,2]
-  => [nil, nil, nil, nil, 2.6, 2.8, 3.0, 2.8, 2.6, 2.4, 2.6, 2.4]
-  macd = Macd.new 3,4,1
-  result = macd.run [1,2,3,4,4,3]
-  puts results[:out_macd]
-  => [nil, nil, -3.785768566076978e-270, 0.5, nil, nil]
-  puts result[:out_macd_signal]
-  => [nil, nil, 0.399999999999999, 0.189999999999999, nil, nil], 
-  puts result[:out_macd_hist]
-  => [nil, nil, -0.3999999999999999, 0.31000000000000005, nil, nil]
-  
-A list of outputs that an indicator run function returns can be retrieved using the class method 'outputs'.
-  Sma.outputs
-  => [:out_real]
-  Macd.outputs
-  => [:out_macd, :out_macd_signal, :out_macd_hist]
-
-=== Data Mapping
-The run function also accepts a DataMapping::Map structure which can be used to extract data from an enumerable collection.
-
-  # Assume historical_data is a list of hashes with the following keys
-  # :open, :high, :low, :close, :volume
-  sma = Sma.new 5
-  sma_results = sma.run(DataMapper::Map.new(historical_data, :open))
-
-When the above example is run the DataMapper will attempt to extract data from the historical_data collection by either calling a function called open or retrieving a hash value using the key :open. You can also directly pass in a lambda function if a more complex mapping function is required.
-To reduce the amount of code required a helper function called new_map is available:
-
-  sma = Sma.new 5
-  sma_results = sma.run new_map(historical_data, :open)
-  sma_results = sma.run new_map(historical_data, lambda => |b| { b[:open] / 2 })
-
-By default the run function will attempt to use a default getter of :open, so the following is also valid:
-  
-  sma = Sma.new 5
-  sma_results = sma.run historical_data 
-  # Calculates the sma by accessing [:open] on each element of historical_data
-
-The default getter can be changed:
-  sma = Sma.new 5
-  sma.default_getter :high
-  sma_results = sma.run historical_data 
-  # Calculates the sma by accessing [:high] on each element of historical_data
-
-The same mapping system works for functions requiring price data as an input. The AvgPrice function can be called using either of the following syntax:
-  
-  ap = AvgPrice.new
-  ap.run(
-    new_map(historical_data, :open), 
-    new_map(historical_data, :high), 
-    new_map(historical_data, :low), 
-    new_map(historical_data, :close))
-
-or
-
-  ap = AvgPrice.new
-  ap.run historical_data
-
-The run function will again attempt to use sensible default mappings of :open, :high, :low, :close and :volume (if required).
-
-== Regenerating the wrappers
-
-The wrappers can be regenerated using the gen_wrapper.rb file in the tools directory:
-  
-  ruby gen_wrapper.rb
-
-This script must be run from the tools directory as it uses realtive paths.
-The gen_wrapper.rb script uses the erb library to generate code from the defined templates.
-
-== Copyright
-
-Copyright (c) 2012 Michael Lamb. See LICENSE for details.
-
-The files ta_func_api.xml and ta_func_api.xsd are from the talib library. The license details are contained within LICENSE-ta-lib.
+= Technical Analysis Indicator Library
+
+== Overview
+
+Provides a wrapper around the talib-ruby[https://github.com/rivella50/talib-ruby] library which is a ruby wrapper for the ta-lib[http://ta-lib.org/] library.
+
+This library has been designed to make interfacing with the ta-lib functions easy by wrapping each function in a ruby class. 
+
+The wrappers are autogenerated from the xml function description provided with the ta-lib project.
+
+== Usage
+
+Requires the talib-ruby gem. The examples require the yahoofinance gem.
+
+Install via gem using:
+
+  gem install ta-indicator
+
+=== Simple Example 
+The easiest way to use the indicator library is to include the indicator mixin module. This module extends the Array class with the Indicator::Mixin module allowing quick calculations to be performed:
+
+  require 'indicator/mixin'
+
+  data = [1, 2, 3, 2, 3, 2, 3, 2, 3, 2, 3]
+  results = data.indicator(:sma, :time_period => 5)
+  results = data.indicator(:sma, 5)
+  results = data.indicator(:sma_5)
+
+All perform a simple moving average with time period of 5 and produce the same results:
+
+  => [nil, nil, nil, nil, 2.2, 2.4, 2.6, 2.4, 2.6, 2.4, 2.6]
+
+More complex indicators can also be used
+  
+  result = data.indicator(:macd_12_26_9)
+
+This performs a macd calculation using a slow period of 12, fast period of 26 and signal period of 9.
+
+The list of available indicators can be retrieved via
+
+  Indicator.list
+
+Information about each indicator including a list of arguments can be retrieved via:
+  
+  Indicator.info :sma
+  Inficator.info :macd
+  ... 
+
+== Details 
+The base Indicator functions are located in the Indicator module and the auto generated classed are located in the Indicator::AutoGen module. All of the following examples assume these modules have been included:
+
+  require 'indicator'
+  include Indicator
+  include Indicator::AutoGen
+
+=== Class Construction
+
+All ta-lib functions are wrapped in a class named using the camel class name of the function: SMA is Sma, AVGPRICE is AvgPrice, etc. The constructor takes the optional arguments either as a hash or argument list. For example the Macd class takes three arguments, fast_period, slow_period and signal_period. They can be initialised in any of the following ways:
+  
+  sma = Sma.new 5
+  macd = Macd.new 12,26,9
+or
+  sma = Sma.new :time_period => 5
+  macd = Macd.new :fast_period => 12, :slow_period => 26, :signal_period => 9
+
+If a parameter is not passed in then it will be initialised to the default value as specified by the ta-lib interface.
+
+The Indicator module also supports factory style functions to simplify class creation.
+
+  sma = Indicator.create :sma
+  sma = Indicator.create :sma, 5
+  sma = Indicator.create :sma, time_period => 5
+
+  macd = Indicator.create :macd
+  macd = Indicator.create :macd, 12,26,9
+  macd = Indicator.create :macd, :fast_period => 12, :slow_period => 26, :signal_period => 9
+
+If a indicator is to be constructed using only integer parameters then an indicator can be constructed using the create_named factory function. The create_named function expects the indicator name optionally followed by it's arguments joined by an underscore.
+
+ sma = Indicator.create_named :sma_5
+ macd = Indicator.create_named :macd_12_26_9
+
+=== Argument attributes
+
+All arguments can be updated through attributes:
+  macd.fast_period
+  => 12
+  macd.slow_period = 30
+  => 30
+
+A list of all the arguments that a particular class takes can be be retrieved using the class method 'arguments'.
+  Macd.arguments
+  => [:fast_period, :slow_period, :signal_period]
+  Sma.arguments
+  => [:time_period] 
+
+=== Running The Indicators
+Each indicator defines a run method that takes in each input array to be processed as a List. An example of an indicator that takes one input:
+  sma = Indicator.create_named :sma_5
+  sma.run [1,2,3,4,3,2,3,2,3,2,3,2]
+  => [nil, nil, nil, nil, 2.6, 2.8, 3.0, 2.8, 2.6, 2.4, 2.6, 2.4]
+
+An example of an indicator that takes two inputs:
+  add = Indicator.create_named :add 
+  add.run [1,2,3,4,5], [5,4,3,2,1]
+  => [6.0, 6.0, 6.0, 6.0, 6.0]
+
+Some indicators require OHLC (and optionally V) price inputs. An example of an indicator that takes price inputs:
+  avg = AvgPrice.new
+  # AvgPrice run function takes open, high, low, close
+  avg.run [1,2,1,2], [2,1,2,1], [3,1,3,1], [1,3,1,3]
+  => [1.75, 1.75, 1.75, 1.75] 
+
+A list of inputs that a indicator run function requires can be retrieved using the class method 'inputs'.
+  Sma.inputs
+  => [:in_real]
+  Add.inputs
+  => [:in_real0, in_real1] 
+  AvgPrice.inputs
+  => [:open, :high, :low, :close]
+  AdOsc.inputs
+  => [:open, :high, :low, :close, :volume]
+   
+=== Outputs
+The run function returns an array containing the results if there is only one List to return otherwise it returns a hash that maps each output List to it's name. For eample:
+  sma = Sma.new(5)
+  sma.run [1,2,3,4,3,2,3,2,3,2,3,2]
+  => [nil, nil, nil, nil, 2.6, 2.8, 3.0, 2.8, 2.6, 2.4, 2.6, 2.4]
+  macd = Macd.new 3,4,1
+  result = macd.run [1,2,3,4,4,3]
+  puts results[:out_macd]
+  => [nil, nil, -3.785768566076978e-270, 0.5, nil, nil]
+  puts result[:out_macd_signal]
+  => [nil, nil, 0.399999999999999, 0.189999999999999, nil, nil], 
+  puts result[:out_macd_hist]
+  => [nil, nil, -0.3999999999999999, 0.31000000000000005, nil, nil]
+  
+A list of outputs that an indicator run function returns can be retrieved using the class method 'outputs'.
+  Sma.outputs
+  => [:out_real]
+  Macd.outputs
+  => [:out_macd, :out_macd_signal, :out_macd_hist]
+
+=== Data Mapping
+The run function also accepts a DataMapping::Map structure which can be used to extract data from an enumerable collection.
+
+  # Assume historical_data is a list of hashes with the following keys
+  # :open, :high, :low, :close, :volume
+  sma = Sma.new 5
+  sma_results = sma.run(DataMapper::Map.new(historical_data, :open))
+
+When the above example is run the DataMapper will attempt to extract data from the historical_data collection by either calling a function called open or retrieving a hash value using the key :open. You can also directly pass in a lambda function if a more complex mapping function is required.
+To reduce the amount of code required a helper function called new_map is available:
+
+  sma = Sma.new 5
+  sma_results = sma.run new_map(historical_data, :open)
+  sma_results = sma.run new_map(historical_data, lambda => |b| { b[:open] / 2 })
+
+By default the run function will attempt to use a default getter of :open, so the following is also valid:
+  
+  sma = Sma.new 5
+  sma_results = sma.run historical_data 
+  # Calculates the sma by accessing [:open] on each element of historical_data
+
+The default getter can be changed:
+  sma = Sma.new 5
+  sma.default_getter :high
+  sma_results = sma.run historical_data 
+  # Calculates the sma by accessing [:high] on each element of historical_data
+
+The same mapping system works for functions requiring price data as an input. The AvgPrice function can be called using either of the following syntax:
+  
+  ap = AvgPrice.new
+  ap.run(
+    new_map(historical_data, :open), 
+    new_map(historical_data, :high), 
+    new_map(historical_data, :low), 
+    new_map(historical_data, :close))
+
+or
+
+  ap = AvgPrice.new
+  ap.run historical_data
+
+The run function will again attempt to use sensible default mappings of :open, :high, :low, :close and :volume (if required).
+
+== Regenerating the wrappers
+
+The wrappers can be regenerated using the gen_wrapper.rb file in the tools directory:
+  
+  ruby gen_wrapper.rb
+
+This script must be run from the tools directory as it uses realtive paths.
+The gen_wrapper.rb script uses the erb library to generate code from the defined templates.
+
+== Copyright
+
+Copyright (c) 2012 Michael Lamb. See LICENSE for details.
+
+The files ta_func_api.xml and ta_func_api.xsd are from the talib library. The license details are contained within LICENSE-ta-lib.

data/examples/mapping.rb

@@ -13,6 +13,16 @@ def bar_to_hash r
   h
 end
 
+def short_hash r
+  h = {}
+  h[:date] = r[:date]
+  h[:high] = r[:high]
+  h[:low] = r[:low]
+  h[:close] = r[:close]
+  h[:volume] = r[:volume]
+  h
+end
+
 def get_data_100 ticker
   YahooFinance::get_historical_quotes_days(ticker, 100)
 end
@@ -20,6 +30,7 @@ end
 puts 'Retrieving historical data'
 cba = get_data_100("CBA.AX").inject([]) { |lst, q| lst << bar_to_hash(q) }
 nab = get_data_100("NAB.AX").inject([]) { |lst, q| lst << bar_to_hash(q) }
+nab_no_open = nab.inject([]) { |lst, q| lst << short_hash(q) }
 
 sma = Indicator.create_named :sma_13
 sma_results = sma.run(Indicator::DataMapper::Map.new(cba, :open))
@@ -32,6 +43,10 @@ sub = Indicator.create :sub
 sub.default_getter = :low
 sub_results = sub.run cba, nab
 
+stoch = Indicator.create :stoch
+stoch_results = stoch.run nab
+stoch_results = stoch.run nab_no_open
+
 adx = Indicator.create :adx
 adx_results = adx.run(
   new_map(nab, :open), 

data/lib/indicator/auto_gen.rb

@@ -3,161 +3,161 @@ module Indicator
   end
 end
 
-require 'indicator/auto_gen/acos'
-require 'indicator/auto_gen/ad'
-require 'indicator/auto_gen/add'
-require 'indicator/auto_gen/ad_osc'
-require 'indicator/auto_gen/adx'
-require 'indicator/auto_gen/adxr'
-require 'indicator/auto_gen/apo'
-require 'indicator/auto_gen/aroon'
-require 'indicator/auto_gen/aroon_osc'
-require 'indicator/auto_gen/asin'
-require 'indicator/auto_gen/atan'
-require 'indicator/auto_gen/atr'
-require 'indicator/auto_gen/avg_price'
-require 'indicator/auto_gen/bbands'
-require 'indicator/auto_gen/beta'
-require 'indicator/auto_gen/bop'
-require 'indicator/auto_gen/cci'
-require 'indicator/auto_gen/cdl2_crows'
-require 'indicator/auto_gen/cdl3_black_crows'
-require 'indicator/auto_gen/cdl3_inside'
-require 'indicator/auto_gen/cdl3_line_strike'
-require 'indicator/auto_gen/cdl3_outside'
-require 'indicator/auto_gen/cdl3_stars_in_south'
-require 'indicator/auto_gen/cdl3_white_soldiers'
-require 'indicator/auto_gen/cdl_abandoned_baby'
-require 'indicator/auto_gen/cdl_advance_block'
-require 'indicator/auto_gen/cdl_belt_hold'
-require 'indicator/auto_gen/cdl_breakaway'
-require 'indicator/auto_gen/cdl_closing_marubozu'
-require 'indicator/auto_gen/cdl_conceal_babys_wall'
-require 'indicator/auto_gen/cdl_counter_attack'
-require 'indicator/auto_gen/cdl_dark_cloud_cover'
-require 'indicator/auto_gen/cdl_doji'
-require 'indicator/auto_gen/cdl_doji_star'
-require 'indicator/auto_gen/cdl_dragonfly_doji'
-require 'indicator/auto_gen/cdl_engulfing'
-require 'indicator/auto_gen/cdl_evening_doji_star'
-require 'indicator/auto_gen/cdl_evening_star'
-require 'indicator/auto_gen/cdl_gap_side_side_white'
-require 'indicator/auto_gen/cdl_gravestone_doji'
-require 'indicator/auto_gen/cdl_hammer'
-require 'indicator/auto_gen/cdl_hanging_man'
-require 'indicator/auto_gen/cdl_harami'
-require 'indicator/auto_gen/cdl_harami_cross'
-require 'indicator/auto_gen/cdl_hign_wave'
-require 'indicator/auto_gen/cdl_hikkake'
-require 'indicator/auto_gen/cdl_hikkake_mod'
-require 'indicator/auto_gen/cdl_homing_pigeon'
-require 'indicator/auto_gen/cdl_identical3_crows'
-require 'indicator/auto_gen/cdl_in_neck'
-require 'indicator/auto_gen/cdl_inverted_hammer'
-require 'indicator/auto_gen/cdl_kicking'
-require 'indicator/auto_gen/cdl_kicking_by_length'
-require 'indicator/auto_gen/cdl_ladder_bottom'
-require 'indicator/auto_gen/cdl_long_legged_doji'
-require 'indicator/auto_gen/cdl_long_line'
-require 'indicator/auto_gen/cdl_marubozu'
-require 'indicator/auto_gen/cdl_matching_low'
-require 'indicator/auto_gen/cdl_mat_hold'
-require 'indicator/auto_gen/cdl_morning_doji_star'
-require 'indicator/auto_gen/cdl_morning_star'
-require 'indicator/auto_gen/cdl_on_neck'
-require 'indicator/auto_gen/cdl_piercing'
-require 'indicator/auto_gen/cdl_rickshaw_man'
-require 'indicator/auto_gen/cdl_rise_fall3_methods'
-require 'indicator/auto_gen/cdl_seperating_lines'
-require 'indicator/auto_gen/cdl_shooting_star'
-require 'indicator/auto_gen/cdl_short_line'
-require 'indicator/auto_gen/cdl_spinning_top'
-require 'indicator/auto_gen/cdl_stalled_pattern'
-require 'indicator/auto_gen/cdl_stick_sandwhich'
-require 'indicator/auto_gen/cdl_takuri'
-require 'indicator/auto_gen/cdl_tasuki_gap'
-require 'indicator/auto_gen/cdl_thrusting'
-require 'indicator/auto_gen/cdl_tristar'
-require 'indicator/auto_gen/cdl_unique3_river'
-require 'indicator/auto_gen/cdl_upside_gap2_crows'
-require 'indicator/auto_gen/cdl_x_side_gap3_methods'
-require 'indicator/auto_gen/ceil'
-require 'indicator/auto_gen/cmo'
-require 'indicator/auto_gen/correl'
-require 'indicator/auto_gen/cos'
-require 'indicator/auto_gen/cosh'
-require 'indicator/auto_gen/dema'
-require 'indicator/auto_gen/div'
-require 'indicator/auto_gen/dx'
-require 'indicator/auto_gen/ema'
-require 'indicator/auto_gen/exp'
-require 'indicator/auto_gen/floor'
-require 'indicator/auto_gen/ht_dc_period'
-require 'indicator/auto_gen/ht_dc_phase'
-require 'indicator/auto_gen/ht_phasor'
-require 'indicator/auto_gen/ht_sine'
-require 'indicator/auto_gen/ht_trendline'
-require 'indicator/auto_gen/ht_trend_mode'
-require 'indicator/auto_gen/kama'
-require 'indicator/auto_gen/linear_reg'
-require 'indicator/auto_gen/linear_reg_angle'
-require 'indicator/auto_gen/linear_reg_intercept'
-require 'indicator/auto_gen/linear_reg_slope'
-require 'indicator/auto_gen/ln'
-require 'indicator/auto_gen/log10'
-require 'indicator/auto_gen/moving_average'
-require 'indicator/auto_gen/macd'
-require 'indicator/auto_gen/macd_ext'
-require 'indicator/auto_gen/macd_fix'
-require 'indicator/auto_gen/mama'
-require 'indicator/auto_gen/moving_average_variable_period'
-require 'indicator/auto_gen/max'
-require 'indicator/auto_gen/max_index'
-require 'indicator/auto_gen/med_price'
-require 'indicator/auto_gen/mfi'
-require 'indicator/auto_gen/mid_point'
-require 'indicator/auto_gen/mid_price'
-require 'indicator/auto_gen/min'
-require 'indicator/auto_gen/min_index'
-require 'indicator/auto_gen/min_max'
-require 'indicator/auto_gen/min_max_index'
-require 'indicator/auto_gen/minus_di'
-require 'indicator/auto_gen/minus_dm'
-require 'indicator/auto_gen/mom'
-require 'indicator/auto_gen/mult'
-require 'indicator/auto_gen/natr'
-require 'indicator/auto_gen/obv'
-require 'indicator/auto_gen/plus_di'
-require 'indicator/auto_gen/plus_dm'
-require 'indicator/auto_gen/ppo'
-require 'indicator/auto_gen/roc'
-require 'indicator/auto_gen/roc_p'
-require 'indicator/auto_gen/roc_r'
-require 'indicator/auto_gen/roc_r100'
-require 'indicator/auto_gen/rsi'
-require 'indicator/auto_gen/sar'
-require 'indicator/auto_gen/sar_ext'
-require 'indicator/auto_gen/sin'
-require 'indicator/auto_gen/sinh'
-require 'indicator/auto_gen/sma'
-require 'indicator/auto_gen/sqrt'
-require 'indicator/auto_gen/std_dev'
-require 'indicator/auto_gen/stoch'
-require 'indicator/auto_gen/stoch_f'
-require 'indicator/auto_gen/stoch_rsi'
-require 'indicator/auto_gen/sub'
-require 'indicator/auto_gen/sum'
-require 'indicator/auto_gen/t3'
-require 'indicator/auto_gen/tan'
-require 'indicator/auto_gen/tanh'
-require 'indicator/auto_gen/tema'
-require 'indicator/auto_gen/true_range'
-require 'indicator/auto_gen/trima'
-require 'indicator/auto_gen/trix'
-require 'indicator/auto_gen/tsf'
-require 'indicator/auto_gen/typ_price'
-require 'indicator/auto_gen/ult_osc'
-require 'indicator/auto_gen/variance'
-require 'indicator/auto_gen/wcl_price'
-require 'indicator/auto_gen/will_r'
-require 'indicator/auto_gen/wma'
+require 'indicator\auto_gen\acos'
+require 'indicator\auto_gen\ad'
+require 'indicator\auto_gen\add'
+require 'indicator\auto_gen\ad_osc'
+require 'indicator\auto_gen\adx'
+require 'indicator\auto_gen\adxr'
+require 'indicator\auto_gen\apo'
+require 'indicator\auto_gen\aroon'
+require 'indicator\auto_gen\aroon_osc'
+require 'indicator\auto_gen\asin'
+require 'indicator\auto_gen\atan'
+require 'indicator\auto_gen\atr'
+require 'indicator\auto_gen\avg_price'
+require 'indicator\auto_gen\bbands'
+require 'indicator\auto_gen\beta'
+require 'indicator\auto_gen\bop'
+require 'indicator\auto_gen\cci'
+require 'indicator\auto_gen\cdl2_crows'
+require 'indicator\auto_gen\cdl3_black_crows'
+require 'indicator\auto_gen\cdl3_inside'
+require 'indicator\auto_gen\cdl3_line_strike'
+require 'indicator\auto_gen\cdl3_outside'
+require 'indicator\auto_gen\cdl3_stars_in_south'
+require 'indicator\auto_gen\cdl3_white_soldiers'
+require 'indicator\auto_gen\cdl_abandoned_baby'
+require 'indicator\auto_gen\cdl_advance_block'
+require 'indicator\auto_gen\cdl_belt_hold'
+require 'indicator\auto_gen\cdl_breakaway'
+require 'indicator\auto_gen\cdl_closing_marubozu'
+require 'indicator\auto_gen\cdl_conceal_babys_wall'
+require 'indicator\auto_gen\cdl_counter_attack'
+require 'indicator\auto_gen\cdl_dark_cloud_cover'
+require 'indicator\auto_gen\cdl_doji'
+require 'indicator\auto_gen\cdl_doji_star'
+require 'indicator\auto_gen\cdl_dragonfly_doji'
+require 'indicator\auto_gen\cdl_engulfing'
+require 'indicator\auto_gen\cdl_evening_doji_star'
+require 'indicator\auto_gen\cdl_evening_star'
+require 'indicator\auto_gen\cdl_gap_side_side_white'
+require 'indicator\auto_gen\cdl_gravestone_doji'
+require 'indicator\auto_gen\cdl_hammer'
+require 'indicator\auto_gen\cdl_hanging_man'
+require 'indicator\auto_gen\cdl_harami'
+require 'indicator\auto_gen\cdl_harami_cross'
+require 'indicator\auto_gen\cdl_hign_wave'
+require 'indicator\auto_gen\cdl_hikkake'
+require 'indicator\auto_gen\cdl_hikkake_mod'
+require 'indicator\auto_gen\cdl_homing_pigeon'
+require 'indicator\auto_gen\cdl_identical3_crows'
+require 'indicator\auto_gen\cdl_in_neck'
+require 'indicator\auto_gen\cdl_inverted_hammer'
+require 'indicator\auto_gen\cdl_kicking'
+require 'indicator\auto_gen\cdl_kicking_by_length'
+require 'indicator\auto_gen\cdl_ladder_bottom'
+require 'indicator\auto_gen\cdl_long_legged_doji'
+require 'indicator\auto_gen\cdl_long_line'
+require 'indicator\auto_gen\cdl_marubozu'
+require 'indicator\auto_gen\cdl_matching_low'
+require 'indicator\auto_gen\cdl_mat_hold'
+require 'indicator\auto_gen\cdl_morning_doji_star'
+require 'indicator\auto_gen\cdl_morning_star'
+require 'indicator\auto_gen\cdl_on_neck'
+require 'indicator\auto_gen\cdl_piercing'
+require 'indicator\auto_gen\cdl_rickshaw_man'
+require 'indicator\auto_gen\cdl_rise_fall3_methods'
+require 'indicator\auto_gen\cdl_seperating_lines'
+require 'indicator\auto_gen\cdl_shooting_star'
+require 'indicator\auto_gen\cdl_short_line'
+require 'indicator\auto_gen\cdl_spinning_top'
+require 'indicator\auto_gen\cdl_stalled_pattern'
+require 'indicator\auto_gen\cdl_stick_sandwhich'
+require 'indicator\auto_gen\cdl_takuri'
+require 'indicator\auto_gen\cdl_tasuki_gap'
+require 'indicator\auto_gen\cdl_thrusting'
+require 'indicator\auto_gen\cdl_tristar'
+require 'indicator\auto_gen\cdl_unique3_river'
+require 'indicator\auto_gen\cdl_upside_gap2_crows'
+require 'indicator\auto_gen\cdl_x_side_gap3_methods'
+require 'indicator\auto_gen\ceil'
+require 'indicator\auto_gen\cmo'
+require 'indicator\auto_gen\correl'
+require 'indicator\auto_gen\cos'
+require 'indicator\auto_gen\cosh'
+require 'indicator\auto_gen\dema'
+require 'indicator\auto_gen\div'
+require 'indicator\auto_gen\dx'
+require 'indicator\auto_gen\ema'
+require 'indicator\auto_gen\exp'
+require 'indicator\auto_gen\floor'
+require 'indicator\auto_gen\ht_dc_period'
+require 'indicator\auto_gen\ht_dc_phase'
+require 'indicator\auto_gen\ht_phasor'
+require 'indicator\auto_gen\ht_sine'
+require 'indicator\auto_gen\ht_trendline'
+require 'indicator\auto_gen\ht_trend_mode'
+require 'indicator\auto_gen\kama'
+require 'indicator\auto_gen\linear_reg'
+require 'indicator\auto_gen\linear_reg_angle'
+require 'indicator\auto_gen\linear_reg_intercept'
+require 'indicator\auto_gen\linear_reg_slope'
+require 'indicator\auto_gen\ln'
+require 'indicator\auto_gen\log10'
+require 'indicator\auto_gen\moving_average'
+require 'indicator\auto_gen\macd'
+require 'indicator\auto_gen\macd_ext'
+require 'indicator\auto_gen\macd_fix'
+require 'indicator\auto_gen\mama'
+require 'indicator\auto_gen\moving_average_variable_period'
+require 'indicator\auto_gen\max'
+require 'indicator\auto_gen\max_index'
+require 'indicator\auto_gen\med_price'
+require 'indicator\auto_gen\mfi'
+require 'indicator\auto_gen\mid_point'
+require 'indicator\auto_gen\mid_price'
+require 'indicator\auto_gen\min'
+require 'indicator\auto_gen\min_index'
+require 'indicator\auto_gen\min_max'
+require 'indicator\auto_gen\min_max_index'
+require 'indicator\auto_gen\minus_di'
+require 'indicator\auto_gen\minus_dm'
+require 'indicator\auto_gen\mom'
+require 'indicator\auto_gen\mult'
+require 'indicator\auto_gen\natr'
+require 'indicator\auto_gen\obv'
+require 'indicator\auto_gen\plus_di'
+require 'indicator\auto_gen\plus_dm'
+require 'indicator\auto_gen\ppo'
+require 'indicator\auto_gen\roc'
+require 'indicator\auto_gen\roc_p'
+require 'indicator\auto_gen\roc_r'
+require 'indicator\auto_gen\roc_r100'
+require 'indicator\auto_gen\rsi'
+require 'indicator\auto_gen\sar'
+require 'indicator\auto_gen\sar_ext'
+require 'indicator\auto_gen\sin'
+require 'indicator\auto_gen\sinh'
+require 'indicator\auto_gen\sma'
+require 'indicator\auto_gen\sqrt'
+require 'indicator\auto_gen\std_dev'
+require 'indicator\auto_gen\stoch'
+require 'indicator\auto_gen\stoch_f'
+require 'indicator\auto_gen\stoch_rsi'
+require 'indicator\auto_gen\sub'
+require 'indicator\auto_gen\sum'
+require 'indicator\auto_gen\t3'
+require 'indicator\auto_gen\tan'
+require 'indicator\auto_gen\tanh'
+require 'indicator\auto_gen\tema'
+require 'indicator\auto_gen\true_range'
+require 'indicator\auto_gen\trima'
+require 'indicator\auto_gen\trix'
+require 'indicator\auto_gen\tsf'
+require 'indicator\auto_gen\typ_price'
+require 'indicator\auto_gen\ult_osc'
+require 'indicator\auto_gen\variance'
+require 'indicator\auto_gen\wcl_price'
+require 'indicator\auto_gen\will_r'
+require 'indicator\auto_gen\wma'