technical-analysis 0.1.0

data/spec/technical_analysis/indicators/dpo_spec.rb

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+require 'technical-analysis'
+require 'spec_helper'
+
+describe 'Indicators' do
+  describe "DPO" do
+    input_data = SpecHelper.get_test_data(:close)
+    indicator = TechnicalAnalysis::Dpo
+
+    describe 'Detrended Price Oscillator' do
+      it 'Calculates DPO (20 day)' do
+        output = indicator.calculate(input_data, period: 20, price_key: :close)
+        normalized_output = output.map(&:to_hash)
+
+        expected_output = [
+          {:date_time=>"2019-01-09T00:00:00.000Z", :dpo=>-15.774999999999977},
+          {:date_time=>"2019-01-08T00:00:00.000Z", :dpo=>-19.607999999999976},
+          {:date_time=>"2019-01-07T00:00:00.000Z", :dpo=>-23.730500000000006},
+          {:date_time=>"2019-01-04T00:00:00.000Z", :dpo=>-24.407999999999987},
+          {:date_time=>"2019-01-03T00:00:00.000Z", :dpo=>-31.726499999999987},
+          {:date_time=>"2019-01-02T00:00:00.000Z", :dpo=>-17.36949999999996},
+          {:date_time=>"2018-12-31T00:00:00.000Z", :dpo=>-18.922999999999973},
+          {:date_time=>"2018-12-28T00:00:00.000Z", :dpo=>-21.498999999999995},
+          {:date_time=>"2018-12-27T00:00:00.000Z", :dpo=>-22.642999999999972},
+          {:date_time=>"2018-12-26T00:00:00.000Z", :dpo=>-22.876499999999993},
+          {:date_time=>"2018-12-24T00:00:00.000Z", :dpo=>-35.0085},
+          {:date_time=>"2018-12-21T00:00:00.000Z", :dpo=>-33.053},
+          {:date_time=>"2018-12-20T00:00:00.000Z", :dpo=>-29.025999999999982},
+          {:date_time=>"2018-12-19T00:00:00.000Z", :dpo=>-26.41850000000005},
+          {:date_time=>"2018-12-18T00:00:00.000Z", :dpo=>-22.48350000000005},
+          {:date_time=>"2018-12-17T00:00:00.000Z", :dpo=>-25.746500000000054},
+          {:date_time=>"2018-12-14T00:00:00.000Z", :dpo=>-26.388500000000022},
+          {:date_time=>"2018-12-13T00:00:00.000Z", :dpo=>-22.884000000000043},
+          {:date_time=>"2018-12-12T00:00:00.000Z", :dpo=>-26.35200000000006},
+          {:date_time=>"2018-12-11T00:00:00.000Z", :dpo=>-28.722000000000037},
+          {:date_time=>"2018-12-10T00:00:00.000Z", :dpo=>-29.836000000000013},
+          {:date_time=>"2018-12-07T00:00:00.000Z", :dpo=>-33.321500000000015},
+          {:date_time=>"2018-12-06T00:00:00.000Z", :dpo=>-29.007000000000033},
+          {:date_time=>"2018-12-04T00:00:00.000Z", :dpo=>-29.3245},
+          {:date_time=>"2018-12-03T00:00:00.000Z", :dpo=>-22.93399999999997},
+          {:date_time=>"2018-11-30T00:00:00.000Z", :dpo=>-30.462999999999965},
+          {:date_time=>"2018-11-29T00:00:00.000Z", :dpo=>-30.723499999999945},
+          {:date_time=>"2018-11-28T00:00:00.000Z", :dpo=>-31.052999999999997},
+          {:date_time=>"2018-11-27T00:00:00.000Z", :dpo=>-39.24899999999997},
+          {:date_time=>"2018-11-26T00:00:00.000Z", :dpo=>-40.02850000000001},
+          {:date_time=>"2018-11-23T00:00:00.000Z", :dpo=>-43.2405},
+          {:date_time=>"2018-11-21T00:00:00.000Z", :dpo=>-39.04850000000002},
+          {:date_time=>"2018-11-20T00:00:00.000Z", :dpo=>-39.16900000000004},
+          {:date_time=>"2018-11-19T00:00:00.000Z", :dpo=>-31.444000000000017}
+        ]
+
+        expect(normalized_output).to eq(expected_output)
+      end
+
+      it "Throws exception if not enough data" do
+        expect {indicator.calculate(input_data, period: input_data.size+1, price_key: :close)}.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
+      end
+
+      it 'Returns the symbol' do
+        indicator_symbol = indicator.indicator_symbol
+        expect(indicator_symbol).to eq('dpo')
+      end
+
+      it 'Returns the name' do
+        indicator_name = indicator.indicator_name
+        expect(indicator_name).to eq('Detrended Price Oscillator')
+      end
+
+      it 'Returns the valid options' do
+        valid_options = indicator.valid_options
+        expect(valid_options).to eq(%i(period price_key))
+      end
+
+      it 'Validates options' do
+        valid_options = { period: 22, price_key: :close }
+        options_validated = indicator.validate_options(valid_options)
+        expect(options_validated).to eq(true)
+      end
+
+      it 'Throws exception for invalid options' do
+        invalid_options = { test: 10 }
+        expect { indicator.validate_options(invalid_options) }.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
+      end
+
+      it 'Calculates minimum data size' do
+        options = { period: 4 }
+        expect(indicator.min_data_size(options)).to eq(6)
+      end
+    end
+  end
+end

data/spec/technical_analysis/indicators/dr_spec.rb

@@ -0,0 +1,119 @@
+require 'technical-analysis'
+require 'spec_helper'
+
+describe 'Indicators' do
+  describe "DR" do
+    input_data = SpecHelper.get_test_data(:close)
+    indicator = TechnicalAnalysis::Dr
+
+    describe 'Daily Return' do
+      it 'Calculates Daily Return' do
+        output = indicator.calculate(input_data, price_key: :close)
+        normalized_output = output.map(&:to_hash)
+
+        expected_output = [
+          {:date_time=>"2019-01-09T00:00:00.000Z", :dr=>0.01698175787728018},
+          {:date_time=>"2019-01-08T00:00:00.000Z", :dr=>0.019063070371121427},
+          {:date_time=>"2019-01-07T00:00:00.000Z", :dr=>-0.0022258195062726527},
+          {:date_time=>"2019-01-04T00:00:00.000Z", :dr=>0.042689359307968244},
+          {:date_time=>"2019-01-03T00:00:00.000Z", :dr=>-0.09960739614994929},
+          {:date_time=>"2019-01-02T00:00:00.000Z", :dr=>0.0011411182959297772},
+          {:date_time=>"2018-12-31T00:00:00.000Z", :dr=>0.009665237150355388},
+          {:date_time=>"2018-12-28T00:00:00.000Z", :dr=>0.00051232788984934},
+          {:date_time=>"2018-12-27T00:00:00.000Z", :dr=>-0.006489788127505114},
+          {:date_time=>"2018-12-26T00:00:00.000Z", :dr=>0.07042157597221266},
+          {:date_time=>"2018-12-24T00:00:00.000Z", :dr=>-0.02587407947986453},
+          {:date_time=>"2018-12-21T00:00:00.000Z", :dr=>-0.038895619460562525},
+          {:date_time=>"2018-12-20T00:00:00.000Z", :dr=>-0.025234632357511222},
+          {:date_time=>"2018-12-19T00:00:00.000Z", :dr=>-0.031191666164870235},
+          {:date_time=>"2018-12-18T00:00:00.000Z", :dr=>0.01299255825301926},
+          {:date_time=>"2018-12-17T00:00:00.000Z", :dr=>-0.009306260575296044},
+          {:date_time=>"2018-12-14T00:00:00.000Z", :dr=>-0.031997660134542305},
+          {:date_time=>"2018-12-13T00:00:00.000Z", :dr=>0.010940272028385545},
+          {:date_time=>"2018-12-12T00:00:00.000Z", :dr=>0.0027871671707289103},
+          {:date_time=>"2018-12-11T00:00:00.000Z", :dr=>-0.005719339622641484},
+          {:date_time=>"2018-12-10T00:00:00.000Z", :dr=>0.006587928066947413},
+          {:date_time=>"2018-12-07T00:00:00.000Z", :dr=>-0.03565705128205121},
+          {:date_time=>"2018-12-06T00:00:00.000Z", :dr=>-0.011149470824608043},
+          {:date_time=>"2018-12-04T00:00:00.000Z", :dr=>-0.043988745806730845},
+          {:date_time=>"2018-12-03T00:00:00.000Z", :dr=>0.03494232276850706},
+          {:date_time=>"2018-11-30T00:00:00.000Z", :dr=>-0.005402394876079075},
+          {:date_time=>"2018-11-29T00:00:00.000Z", :dr=>-0.0076821045650491415},
+          {:date_time=>"2018-11-28T00:00:00.000Z", :dr=>0.038452708907254385},
+          {:date_time=>"2018-11-27T00:00:00.000Z", :dr=>-0.0021761539342571856},
+          {:date_time=>"2018-11-26T00:00:00.000Z", :dr=>0.013523710023797264},
+          {:date_time=>"2018-11-23T00:00:00.000Z", :dr=>-0.025398800769317886},
+          {:date_time=>"2018-11-21T00:00:00.000Z", :dr=>-0.0011300711944851605},
+          {:date_time=>"2018-11-20T00:00:00.000Z", :dr=>-0.047777897342085596},
+          {:date_time=>"2018-11-19T00:00:00.000Z", :dr=>-0.03963209838267967},
+          {:date_time=>"2018-11-16T00:00:00.000Z", :dr=>0.011075701374013924},
+          {:date_time=>"2018-11-15T00:00:00.000Z", :dr=>0.02467880085653107},
+          {:date_time=>"2018-11-14T00:00:00.000Z", :dr=>-0.02824741195442948},
+          {:date_time=>"2018-11-13T00:00:00.000Z", :dr=>-0.009991244785497289},
+          {:date_time=>"2018-11-12T00:00:00.000Z", :dr=>-0.05037413801535684},
+          {:date_time=>"2018-11-09T00:00:00.000Z", :dr=>-0.019281500311765565},
+          {:date_time=>"2018-11-08T00:00:00.000Z", :dr=>-0.006954036675398845},
+          {:date_time=>"2018-11-07T00:00:00.000Z", :dr=>0.030328311331403013},
+          {:date_time=>"2018-11-06T00:00:00.000Z", :dr=>0.010814028473634663},
+          {:date_time=>"2018-11-05T00:00:00.000Z", :dr=>-0.028388278388278287},
+          {:date_time=>"2018-11-02T00:00:00.000Z", :dr=>-0.06633066330663306},
+          {:date_time=>"2018-11-01T00:00:00.000Z", :dr=>0.015352279996344587},
+          {:date_time=>"2018-10-31T00:00:00.000Z", :dr=>0.026066572902015972},
+          {:date_time=>"2018-10-30T00:00:00.000Z", :dr=>0.004994346023369678},
+          {:date_time=>"2018-10-29T00:00:00.000Z", :dr=>-0.018770226537216828},
+          {:date_time=>"2018-10-26T00:00:00.000Z", :dr=>-0.015923566878980888},
+          {:date_time=>"2018-10-25T00:00:00.000Z", :dr=>0.021897810218978186},
+          {:date_time=>"2018-10-24T00:00:00.000Z", :dr=>-0.034301620796480026},
+          {:date_time=>"2018-10-23T00:00:00.000Z", :dr=>0.009426693859052815},
+          {:date_time=>"2018-10-22T00:00:00.000Z", :dr=>0.006110072500113972},
+          {:date_time=>"2018-10-19T00:00:00.000Z", :dr=>0.015230071289695335},
+          {:date_time=>"2018-10-18T00:00:00.000Z", :dr=>-0.023373570233735652},
+          {:date_time=>"2018-10-17T00:00:00.000Z", :dr=>-0.004321404456448352},
+          {:date_time=>"2018-10-16T00:00:00.000Z", :dr=>0.022037173352962736},
+          {:date_time=>"2018-10-15T00:00:00.000Z", :dr=>-0.021385799828913643},
+          {:date_time=>"2018-10-12T00:00:00.000Z", :dr=>0.035719281883889176},
+          {:date_time=>"2018-10-11T00:00:00.000Z", :dr=>-0.00882787946015906},
+          {:date_time=>"2018-10-10T00:00:00.000Z", :dr=>-0.046326089831180806},
+          {:date_time=>"2018-10-09T00:00:00.000Z", :dr=>0.0}
+        ]
+
+        expect(normalized_output).to eq(expected_output)
+      end
+
+      it "Throws exception if not enough data" do
+        expect {indicator.calculate([], price_key: :close)}.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
+      end
+
+      it 'Returns the symbol' do
+        indicator_symbol = indicator.indicator_symbol
+        expect(indicator_symbol).to eq('dr')
+      end
+
+      it 'Returns the name' do
+        indicator_name = indicator.indicator_name
+        expect(indicator_name).to eq('Daily Return')
+      end
+
+      it 'Returns the valid options' do
+        valid_options = indicator.valid_options
+        expect(valid_options).to eq(%i(price_key))
+      end
+
+      it 'Validates options' do
+        valid_options = { price_key: :close }
+        options_validated = indicator.validate_options(valid_options)
+        expect(options_validated).to eq(true)
+      end
+
+      it 'Throws exception for invalid options' do
+        invalid_options = { test: 10 }
+        expect { indicator.validate_options(invalid_options) }.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
+      end
+
+      it 'Calculates minimum data size' do
+        options = {}
+        expect(indicator.min_data_size(options)).to eq(1)
+      end
+    end
+  end
+end

data/spec/technical_analysis/indicators/eom_spec.rb

@@ -0,0 +1,105 @@
+require 'technical-analysis'
+require 'spec_helper'
+
+describe 'Indicators' do
+  describe "EoM" do
+    input_data = SpecHelper.get_test_data(:high, :low, :volume)
+    indicator = TechnicalAnalysis::Eom
+
+    describe 'Ease of Movement' do
+      it 'Calculates EoM (14 day)' do
+        output = indicator.calculate(input_data, period: 14)
+        normalized_output = output.map(&:to_hash)
+
+        expected_output = [
+          {:date_time=>"2019-01-09T00:00:00.000Z", :eom=>-6.497226050937367},
+          {:date_time=>"2019-01-08T00:00:00.000Z", :eom=>-7.7025655861800235},
+          {:date_time=>"2019-01-07T00:00:00.000Z", :eom=>-10.852331038262774},
+          {:date_time=>"2019-01-04T00:00:00.000Z", :eom=>-13.901372232239117},
+          {:date_time=>"2019-01-03T00:00:00.000Z", :eom=>-14.868322149693872},
+          {:date_time=>"2019-01-02T00:00:00.000Z", :eom=>-10.542472341445862},
+          {:date_time=>"2018-12-31T00:00:00.000Z", :eom=>-7.266128029998595},
+          {:date_time=>"2018-12-28T00:00:00.000Z", :eom=>-11.754905920393293},
+          {:date_time=>"2018-12-27T00:00:00.000Z", :eom=>-15.149439471732872},
+          {:date_time=>"2018-12-26T00:00:00.000Z", :eom=>-21.397258702024285},
+          {:date_time=>"2018-12-24T00:00:00.000Z", :eom=>-29.127850557035778},
+          {:date_time=>"2018-12-21T00:00:00.000Z", :eom=>-21.640253827328284},
+          {:date_time=>"2018-12-20T00:00:00.000Z", :eom=>-19.510117531121228},
+          {:date_time=>"2018-12-19T00:00:00.000Z", :eom=>-14.184550665717635},
+          {:date_time=>"2018-12-18T00:00:00.000Z", :eom=>-5.583810139052782},
+          {:date_time=>"2018-12-17T00:00:00.000Z", :eom=>-5.714363954096145},
+          {:date_time=>"2018-12-14T00:00:00.000Z", :eom=>-5.49920090817078},
+          {:date_time=>"2018-12-13T00:00:00.000Z", :eom=>-8.427863395925653},
+          {:date_time=>"2018-12-12T00:00:00.000Z", :eom=>-8.897024349696329},
+          {:date_time=>"2018-12-11T00:00:00.000Z", :eom=>-15.409243349973261},
+          {:date_time=>"2018-12-10T00:00:00.000Z", :eom=>-21.68916026908629},
+          {:date_time=>"2018-12-07T00:00:00.000Z", :eom=>-15.003602992747133},
+          {:date_time=>"2018-12-06T00:00:00.000Z", :eom=>-14.327931101318542},
+          {:date_time=>"2018-12-04T00:00:00.000Z", :eom=>-13.565693513893978},
+          {:date_time=>"2018-12-03T00:00:00.000Z", :eom=>-11.780616477806618},
+          {:date_time=>"2018-11-30T00:00:00.000Z", :eom=>-20.874548142667777},
+          {:date_time=>"2018-11-29T00:00:00.000Z", :eom=>-23.304959556064855},
+          {:date_time=>"2018-11-28T00:00:00.000Z", :eom=>-23.906907831421474},
+          {:date_time=>"2018-11-27T00:00:00.000Z", :eom=>-24.18360420308819},
+          {:date_time=>"2018-11-26T00:00:00.000Z", :eom=>-23.02094878061384},
+          {:date_time=>"2018-11-23T00:00:00.000Z", :eom=>-27.26817615617346},
+          {:date_time=>"2018-11-21T00:00:00.000Z", :eom=>-28.2247053700715},
+          {:date_time=>"2018-11-20T00:00:00.000Z", :eom=>-27.37028760395389},
+          {:date_time=>"2018-11-19T00:00:00.000Z", :eom=>-16.94506299946587},
+          {:date_time=>"2018-11-16T00:00:00.000Z", :eom=>-13.43297156412281},
+          {:date_time=>"2018-11-15T00:00:00.000Z", :eom=>-23.978202090280167},
+          {:date_time=>"2018-11-14T00:00:00.000Z", :eom=>-26.374761082588922},
+          {:date_time=>"2018-11-13T00:00:00.000Z", :eom=>-22.593717509723117},
+          {:date_time=>"2018-11-12T00:00:00.000Z", :eom=>-19.69000228424736},
+          {:date_time=>"2018-11-09T00:00:00.000Z", :eom=>-16.918604972309158},
+          {:date_time=>"2018-11-08T00:00:00.000Z", :eom=>-11.567473480653877},
+          {:date_time=>"2018-11-07T00:00:00.000Z", :eom=>-10.367227984759097},
+          {:date_time=>"2018-11-06T00:00:00.000Z", :eom=>-22.183583990006944},
+          {:date_time=>"2018-11-05T00:00:00.000Z", :eom=>-22.338003197707696},
+          {:date_time=>"2018-11-02T00:00:00.000Z", :eom=>-16.2797807192085},
+          {:date_time=>"2018-11-01T00:00:00.000Z", :eom=>-10.135395436615527},
+          {:date_time=>"2018-10-31T00:00:00.000Z", :eom=>-6.606596973217312},
+          {:date_time=>"2018-10-30T00:00:00.000Z", :eom=>-16.275660385464448},
+          {:date_time=>"2018-10-29T00:00:00.000Z", :eom=>-21.877975231994814}
+        ]
+
+        expect(normalized_output).to eq(expected_output)
+      end
+
+      it "Throws exception if not enough data" do
+        expect {indicator.calculate(input_data, period: input_data.size+2)}.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
+      end
+
+      it 'Returns the symbol' do
+        indicator_symbol = indicator.indicator_symbol
+        expect(indicator_symbol).to eq('eom')
+      end
+
+      it 'Returns the name' do
+        indicator_name = indicator.indicator_name
+        expect(indicator_name).to eq('Ease of Movement')
+      end
+
+      it 'Returns the valid options' do
+        valid_options = indicator.valid_options
+        expect(valid_options).to eq(%i(period))
+      end
+
+      it 'Validates options' do
+        valid_options = { period: 22 }
+        options_validated = indicator.validate_options(valid_options)
+        expect(options_validated).to eq(true)
+      end
+
+      it 'Throws exception for invalid options' do
+        invalid_options = { test: 10 }
+        expect { indicator.validate_options(invalid_options) }.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
+      end
+
+      it 'Calculates minimum data size' do
+        options = { period: 4 }
+        expect(indicator.min_data_size(options)).to eq(5)
+      end
+    end
+  end
+end

data/spec/technical_analysis/indicators/fi_spec.rb

@@ -0,0 +1,118 @@
+require 'technical-analysis'
+require 'spec_helper'
+
+describe 'Indicators' do
+  describe "FI" do
+    input_data = SpecHelper.get_test_data(:close, :volume)
+    indicator = TechnicalAnalysis::Fi
+
+    describe 'Forced Index' do
+      it 'Calculates FI' do
+        output = indicator.calculate(input_data)
+        normalized_output = output.map(&:to_hash)
+
+        expected_output = [
+          {:date_time=>"2019-01-09T00:00:00.000Z", :fi=>115287987.2000001},
+          {:date_time=>"2019-01-08T00:00:00.000Z", :fi=>114556606.19999972},
+          {:date_time=>"2019-01-07T00:00:00.000Z", :fi=>-18008575.19999913},
+          {:date_time=>"2019-01-04T00:00:00.000Z", :fi=>348561555.4999996},
+          {:date_time=>"2019-01-03T00:00:00.000Z", :fi=>-1433110593.199999},
+          {:date_time=>"2019-01-02T00:00:00.000Z", :fi=>6414672.59999923},
+          {:date_time=>"2018-12-31T00:00:00.000Z", :fi=>52094078.90000067},
+          {:date_time=>"2018-12-28T00:00:00.000Z", :fi=>3339247.9999993355},
+          {:date_time=>"2018-12-27T00:00:00.000Z", :fi=>-52641026.99999906},
+          {:date_time=>"2018-12-26T00:00:00.000Z", :fi=>601104008.9999986},
+          {:date_time=>"2018-12-24T00:00:00.000Z", :fi=>-144959996.99999917},
+          {:date_time=>"2018-12-21T00:00:00.000Z", :fi=>-582537190.0000021},
+          {:date_time=>"2018-12-20T00:00:00.000Z", :fi=>-261456813.7999983},
+          {:date_time=>"2018-12-19T00:00:00.000Z", :fi=>-246555930.60000032},
+          {:date_time=>"2018-12-18T00:00:00.000Z", :fi=>71894933.69999984},
+          {:date_time=>"2018-12-17T00:00:00.000Z", :fi=>-66605646.799999654},
+          {:date_time=>"2018-12-14T00:00:00.000Z", :fi=>-222193369.19999996},
+          {:date_time=>"2018-12-13T00:00:00.000Z", :fi=>58745288.49999982},
+          {:date_time=>"2018-12-12T00:00:00.000Z", :fi=>16673099.59999996},
+          {:date_time=>"2018-12-11T00:00:00.000Z", :fi=>-44588998.799999945},
+          {:date_time=>"2018-12-10T00:00:00.000Z", :fi=>68552489.99999909},
+          {:date_time=>"2018-12-07T00:00:00.000Z", :fi=>-259658176.39999956},
+          {:date_time=>"2018-12-06T00:00:00.000Z", :fi=>-84128672.69999996},
+          {:date_time=>"2018-12-04T00:00:00.000Z", :fi=>-334478362.4999998},
+          {:date_time=>"2018-12-03T00:00:00.000Z", :fi=>252955247.99999923},
+          {:date_time=>"2018-11-30T00:00:00.000Z", :fi=>-38241532.19999996},
+          {:date_time=>"2018-11-29T00:00:00.000Z", :fi=>-57717776.19999944},
+          {:date_time=>"2018-11-28T00:00:00.000Z", :fi=>307809724.99999946},
+          {:date_time=>"2018-11-27T00:00:00.000Z", :fi=>-15639333.199999813},
+          {:date_time=>"2018-11-26T00:00:00.000Z", :fi=>104063205.60000056},
+          {:date_time=>"2018-11-23T00:00:00.000Z", :fi=>-106071625.30000022},
+          {:date_time=>"2018-11-21T00:00:00.000Z", :fi=>-6219247.999999646},
+          {:date_time=>"2018-11-20T00:00:00.000Z", :fi=>-600986678.4000016},
+          {:date_time=>"2018-11-19T00:00:00.000Z", :fi=>-319277709.3999995},
+          {:date_time=>"2018-11-16T00:00:00.000Z", :fi=>76725619.60000016},
+          {:date_time=>"2018-11-15T00:00:00.000Z", :fi=>213312352.5999993},
+          {:date_time=>"2018-11-14T00:00:00.000Z", :fi=>-328772056.1999987},
+          {:date_time=>"2018-11-13T00:00:00.000Z", :fi=>-90647877.39999989},
+          {:date_time=>"2018-11-12T00:00:00.000Z", :fi=>-525207609.0000006},
+          {:date_time=>"2018-11-09T00:00:00.000Z", :fi=>-137957395.20000035},
+          {:date_time=>"2018-11-08T00:00:00.000Z", :fi=>-36922334.19999948},
+          {:date_time=>"2018-11-07T00:00:00.000Z", :fi=>205742335.19999927},
+          {:date_time=>"2018-11-06T00:00:00.000Z", :fi=>69268889.60000022},
+          {:date_time=>"2018-11-05T00:00:00.000Z", :fi=>-389165081.2999991},
+          {:date_time=>"2018-11-02T00:00:00.000Z", :fi=>-1342026294.4000008},
+          {:date_time=>"2018-11-01T00:00:00.000Z", :fi=>177925675.1999992},
+          {:date_time=>"2018-10-31T00:00:00.000Z", :fi=>211373463.60000008},
+          {:date_time=>"2018-10-30T00:00:00.000Z", :fi=>38677205.80000009},
+          {:date_time=>"2018-10-29T00:00:00.000Z", :fi=>-185597581.4000001},
+          {:date_time=>"2018-10-26T00:00:00.000Z", :fi=>-165170950.0},
+          {:date_time=>"2018-10-25T00:00:00.000Z", :fi=>136718771.40000024},
+          {:date_time=>"2018-10-24T00:00:00.000Z", :fi=>-305539796.7999995},
+          {:date_time=>"2018-10-23T00:00:00.000Z", :fi=>80456833.59999938},
+          {:date_time=>"2018-10-22T00:00:00.000Z", :fi=>38527063.6000001},
+          {:date_time=>"2018-10-19T00:00:00.000Z", :fi=>108156545.69999973},
+          {:date_time=>"2018-10-18T00:00:00.000Z", :fi=>-167452577.5999996},
+          {:date_time=>"2018-10-17T00:00:00.000Z", :fi=>-21785164.80000018},
+          {:date_time=>"2018-10-16T00:00:00.000Z", :fi=>137964214.49999976},
+          {:date_time=>"2018-10-15T00:00:00.000Z", :fi=>-143832137.5},
+          {:date_time=>"2018-10-12T00:00:00.000Z", :fi=>302529938.200001},
+          {:date_time=>"2018-10-11T00:00:00.000Z", :fi=>-101043431.20000133},
+          {:date_time=>"2018-10-10T00:00:00.000Z", :fi=>-431793575.69999963}
+        ]
+
+        expect(normalized_output).to eq(expected_output)
+      end
+
+      it "Throws exception if not enough data" do
+        expect {indicator.calculate([])}.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
+      end
+
+      it 'Returns the symbol' do
+        indicator_symbol = indicator.indicator_symbol
+        expect(indicator_symbol).to eq('fi')
+      end
+
+      it 'Returns the name' do
+        indicator_name = indicator.indicator_name
+        expect(indicator_name).to eq('Force Index')
+      end
+
+      it 'Returns the valid options' do
+        valid_options = indicator.valid_options
+        expect(valid_options).to eq([])
+      end
+
+      it 'Validates options' do
+        valid_options = {}
+        options_validated = indicator.validate_options(valid_options)
+        expect(options_validated).to eq(true)
+      end
+
+      it 'Throws exception for invalid options' do
+        invalid_options = { test: 10 }
+        expect { indicator.validate_options(invalid_options) }.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
+      end
+
+      it 'Calculates minimum data size' do
+        options = {}
+        expect(indicator.min_data_size(options)).to eq(2)
+      end
+    end
+  end
+end

data/spec/technical_analysis/indicators/ichimoku_spec.rb

@@ -0,0 +1,95 @@
+require 'technical-analysis'
+require 'spec_helper'
+
+describe 'Indicators' do
+  describe "Ichimoku" do
+    input_data = SpecHelper.get_test_data(:high, :low, :close)
+    indicator = TechnicalAnalysis::Ichimoku
+
+    describe 'Ichimoku' do
+      it 'Calculates Ichimoku' do
+        output = indicator.calculate(input_data, low_period: 3, medium_period: 10, high_period: 20)
+        normalized_output = output.map(&:to_hash)
+
+        expected_output = [
+          {:date_time=>"2019-01-09T00:00:00.000Z", :chikou_span=>157.17, :kijun_sen=>150.68, :senkou_span_a=>155.9775, :senkou_span_b=>165.765, :tenkan_sen=>150.215},
+          {:date_time=>"2019-01-08T00:00:00.000Z", :chikou_span=>146.83, :kijun_sen=>150.68, :senkou_span_a=>156.965, :senkou_span_b=>165.765, :tenkan_sen=>147.81},
+          {:date_time=>"2019-01-07T00:00:00.000Z", :chikou_span=>150.73, :kijun_sen=>150.68, :senkou_span_a=>159.82, :senkou_span_b=>167.285, :tenkan_sen=>145.41500000000002},
+          {:date_time=>"2019-01-04T00:00:00.000Z", :chikou_span=>156.83, :kijun_sen=>152.055, :senkou_span_a=>163.15500000000003, :senkou_span_b=>170.12, :tenkan_sen=>150.425},
+          {:date_time=>"2019-01-03T00:00:00.000Z", :chikou_span=>160.89, :kijun_sen=>154.725, :senkou_span_a=>165.3275, :senkou_span_b=>172.015, :tenkan_sen=>150.68},
+          {:date_time=>"2019-01-02T00:00:00.000Z", :chikou_span=>166.07, :kijun_sen=>157.06, :senkou_span_a=>169.23247500000002, :senkou_span_b=>176.71499999999997, :tenkan_sen=>156.79500000000002},
+          {:date_time=>"2018-12-31T00:00:00.000Z", :chikou_span=>163.94, :kijun_sen=>157.47, :senkou_span_a=>170.74249999999998, :senkou_span_b=>178.84975, :tenkan_sen=>154.715},
+          {:date_time=>"2018-12-28T00:00:00.000Z", :chikou_span=>165.48, :kijun_sen=>157.835, :senkou_span_a=>171.53, :senkou_span_b=>179.14975, :tenkan_sen=>152.62},
+          {:date_time=>"2018-12-27T00:00:00.000Z", :chikou_span=>170.95, :kijun_sen=>159.57999999999998, :senkou_span_a=>171.95999999999998, :senkou_span_b=>179.14975, :tenkan_sen=>151.91},
+          {:date_time=>"2018-12-26T00:00:00.000Z", :chikou_span=>169.1, :kijun_sen=>159.57999999999998, :senkou_span_a=>170.88, :senkou_span_b=>180.255, :tenkan_sen=>152.375},
+          {:date_time=>"2018-12-24T00:00:00.000Z", :chikou_span=>168.63, :kijun_sen=>159.57999999999998, :senkou_span_a=>171.5225, :senkou_span_b=>181.59, :tenkan_sen=>154.35000000000002},
+          {:date_time=>"2018-12-21T00:00:00.000Z", :chikou_span=>169.6, :kijun_sen=>161.1, :senkou_span_a=>171.595, :senkou_span_b=>184.67000000000002, :tenkan_sen=>158.54},
+          {:date_time=>"2018-12-20T00:00:00.000Z", :chikou_span=>168.49, :kijun_sen=>164.895, :senkou_span_a=>175.98247500000002, :senkou_span_b=>189.21, :tenkan_sen=>161.41500000000002},
+          {:date_time=>"2018-12-19T00:00:00.000Z", :chikou_span=>174.72, :kijun_sen=>166.935, :senkou_span_a=>177.64, :senkou_span_b=>190.19, :tenkan_sen=>163.72},
+          {:date_time=>"2018-12-18T00:00:00.000Z", :chikou_span=>176.69, :kijun_sen=>172.55995000000001, :senkou_span_a=>179.10250000000002, :senkou_span_b=>190.19, :tenkan_sen=>165.905},
+          {:date_time=>"2018-12-17T00:00:00.000Z", :chikou_span=>184.82, :kijun_sen=>173.83499999999998, :senkou_span_a=>180.73250000000002, :senkou_span_b=>190.19, :tenkan_sen=>167.64999999999998},
+          {:date_time=>"2018-12-14T00:00:00.000Z", :chikou_span=>178.58, :kijun_sen=>174.135, :senkou_span_a=>180.739875, :senkou_span_b=>191.95499999999998, :tenkan_sen=>168.925},
+          {:date_time=>"2018-12-13T00:00:00.000Z", :chikou_span=>179.55, :kijun_sen=>174.135, :senkou_span_a=>179.727375, :senkou_span_b=>196.31, :tenkan_sen=>169.785},
+          {:date_time=>"2018-12-12T00:00:00.000Z", :chikou_span=>180.94, :kijun_sen=>174.135, :senkou_span_a=>179.194875, :senkou_span_b=>196.31, :tenkan_sen=>167.625},
+          {:date_time=>"2018-12-11T00:00:00.000Z", :chikou_span=>174.24, :kijun_sen=>174.135, :senkou_span_a=>178.57375000000002, :senkou_span_b=>196.31, :tenkan_sen=>168.91000000000003},
+          {:date_time=>"2018-12-10T00:00:00.000Z", :chikou_span=>174.62, :kijun_sen=>174.135, :senkou_span_a=>180.16, :senkou_span_b=>196.31, :tenkan_sen=>169.055},
+          {:date_time=>"2018-12-07T00:00:00.000Z", :chikou_span=>172.29, :kijun_sen=>176.62, :senkou_span_a=>182.92000000000002, :senkou_span_b=>197.23000000000002, :tenkan_sen=>175.34495},
+          {:date_time=>"2018-12-06T00:00:00.000Z", :chikou_span=>176.78, :kijun_sen=>177.6, :senkou_span_a=>187.95999999999998, :senkou_span_b=>198.935, :tenkan_sen=>177.68},
+          {:date_time=>"2018-12-04T00:00:00.000Z", :chikou_span=>176.98, :kijun_sen=>177.6, :senkou_span_a=>189.027375, :senkou_span_b=>199.87, :tenkan_sen=>180.60500000000002},
+          {:date_time=>"2018-12-03T00:00:00.000Z", :chikou_span=>185.86, :kijun_sen=>180.48, :senkou_span_a=>193.76737500000002, :senkou_span_b=>204.61, :tenkan_sen=>180.985},
+          {:date_time=>"2018-11-30T00:00:00.000Z", :chikou_span=>193.53, :kijun_sen=>182.61475000000002, :senkou_span_a=>194.237375, :senkou_span_b=>205.07999999999998, :tenkan_sen=>178.865},
+          {:date_time=>"2018-11-29T00:00:00.000Z", :chikou_span=>191.41, :kijun_sen=>182.61475000000002, :senkou_span_a=>195.6725, :senkou_span_b=>205.07999999999998, :tenkan_sen=>176.84},
+          {:date_time=>"2018-11-28T00:00:00.000Z", :chikou_span=>186.8, :kijun_sen=>182.61475000000002, :senkou_span_a=>198.51749999999998, :senkou_span_b=>205.07999999999998, :tenkan_sen=>175.77499999999998},
+          {:date_time=>"2018-11-27T00:00:00.000Z", :chikou_span=>192.23, :kijun_sen=>183.72, :senkou_span_a=>202.81755, :senkou_span_b=>207.84005, :tenkan_sen=>173.4275},
+          {:date_time=>"2018-11-26T00:00:00.000Z", :chikou_span=>194.17, :kijun_sen=>185.055, :senkou_span_a=>205.015, :senkou_span_b=>209.01, :tenkan_sen=>175.265},
+          {:date_time=>"2018-11-23T00:00:00.000Z", :chikou_span=>204.47, :kijun_sen=>189.055, :senkou_span_a=>208.225, :senkou_span_b=>211.2, :tenkan_sen=>176.785},
+          {:date_time=>"2018-11-21T00:00:00.000Z", :chikou_span=>208.49, :kijun_sen=>192.815, :senkou_span_a=>208.08499999999998, :senkou_span_b=>211.2, :tenkan_sen=>183.105},
+          {:date_time=>"2018-11-20T00:00:00.000Z", :chikou_span=>209.95, :kijun_sen=>192.815, :senkou_span_a=>207.19, :senkou_span_b=>211.2, :tenkan_sen=>185.23975000000002},
+          {:date_time=>"2018-11-19T00:00:00.000Z", :chikou_span=>203.77, :kijun_sen=>197.555, :senkou_span_a=>208.555, :senkou_span_b=>212.26, :tenkan_sen=>189.97975000000002},
+          {:date_time=>"2018-11-16T00:00:00.000Z", :chikou_span=>201.59, :kijun_sen=>198.025, :senkou_span_a=>210.7325, :senkou_span_b=>212.72, :tenkan_sen=>190.44975}
+        ]
+
+        expect(normalized_output).to eq(expected_output)
+      end
+
+      it "Throws exception if not enough data" do
+        medium_period = 20
+        high_period = 40
+        size_limit = (medium_period + high_period + 1)
+        
+        expect {indicator.calculate(input_data, high_period: size_limit)}.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
+      end
+
+      it 'Returns the symbol' do
+        indicator_symbol = indicator.indicator_symbol
+        expect(indicator_symbol).to eq('ichimoku')
+      end
+
+      it 'Returns the name' do
+        indicator_name = indicator.indicator_name
+        expect(indicator_name).to eq('Ichimoku Kinko Hyo')
+      end
+
+      it 'Returns the valid options' do
+        valid_options = indicator.valid_options
+        expect(valid_options).to eq(%i(low_period medium_period high_period))
+      end
+
+      it 'Validates options' do
+        valid_options = { low_period: 9, medium_period: 26, high_period: 52 }
+        options_validated = indicator.validate_options(valid_options)
+        expect(options_validated).to eq(true)
+      end
+
+      it 'Throws exception for invalid options' do
+        invalid_options = { test: 10 }
+        expect { indicator.validate_options(invalid_options) }.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
+      end
+
+      it 'Calculates minimum data size' do
+        options = { medium_period: 4, high_period: 10 }
+        expect(indicator.min_data_size(options)).to eq(13)
+      end
+    end
+  end
+end