technical-analysis 0.1.0

data/spec/technical_analysis/indicators/mi_spec.rb

@@ -0,0 +1,79 @@
+require 'technical-analysis'
+require 'spec_helper'
+
+describe 'Indicators' do
+  describe "MI" do
+    input_data = SpecHelper.get_test_data(:high, :low)
+    indicator = TechnicalAnalysis::Mi
+
+    describe 'Simple Mass Index' do
+      it 'Calculates MI' do
+        output = indicator.calculate(input_data, ema_period: 9, sum_period: 25)
+        normalized_output = output.map(&:to_hash)
+
+        expected_output = [
+          {:date_time=>"2019-01-09T00:00:00.000Z", :mi=>24.77520633216394},
+          {:date_time=>"2019-01-08T00:00:00.000Z", :mi=>24.80084030980544},
+          {:date_time=>"2019-01-07T00:00:00.000Z", :mi=>24.924292786436485},
+          {:date_time=>"2019-01-04T00:00:00.000Z", :mi=>25.026285600546654},
+          {:date_time=>"2019-01-03T00:00:00.000Z", :mi=>25.018142841959207},
+          {:date_time=>"2019-01-02T00:00:00.000Z", :mi=>25.04245599370965},
+          {:date_time=>"2018-12-31T00:00:00.000Z", :mi=>25.03284918462693},
+          {:date_time=>"2018-12-28T00:00:00.000Z", :mi=>25.020764664334674},
+          {:date_time=>"2018-12-27T00:00:00.000Z", :mi=>24.964776002066408},
+          {:date_time=>"2018-12-26T00:00:00.000Z", :mi=>24.791003528125515},
+          {:date_time=>"2018-12-24T00:00:00.000Z", :mi=>24.564590708470064},
+          {:date_time=>"2018-12-21T00:00:00.000Z", :mi=>24.454674020826847},
+          {:date_time=>"2018-12-20T00:00:00.000Z", :mi=>24.303447406952383},
+          {:date_time=>"2018-12-19T00:00:00.000Z", :mi=>24.12156756268421},
+          {:date_time=>"2018-12-18T00:00:00.000Z", :mi=>23.94958830559542},
+          {:date_time=>"2018-12-17T00:00:00.000Z", :mi=>23.879826345759078},
+          {:date_time=>"2018-12-14T00:00:00.000Z", :mi=>23.792012619835983},
+          {:date_time=>"2018-12-13T00:00:00.000Z", :mi=>23.82241708019551},
+          {:date_time=>"2018-12-12T00:00:00.000Z", :mi=>23.835760161850434},
+          {:date_time=>"2018-12-11T00:00:00.000Z", :mi=>23.89261610689666},
+          {:date_time=>"2018-12-10T00:00:00.000Z", :mi=>23.890966368346767},
+          {:date_time=>"2018-12-07T00:00:00.000Z", :mi=>23.8163614080134},
+          {:date_time=>"2018-12-06T00:00:00.000Z", :mi=>23.82917406071097}
+        ]
+
+        expect(normalized_output).to eq(expected_output)
+      end
+
+      it "Throws exception if not enough data" do
+        expect {indicator.calculate(input_data, ema_period: input_data.size+1)}.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
+      end
+
+      it 'Returns the symbol' do
+        indicator_symbol = indicator.indicator_symbol
+        expect(indicator_symbol).to eq('mi')
+      end
+
+      it 'Returns the name' do
+        indicator_name = indicator.indicator_name
+        expect(indicator_name).to eq('Mass Index')
+      end
+
+      it 'Returns the valid options' do
+        valid_options = indicator.valid_options
+        expect(valid_options).to eq(%i(ema_period sum_period))
+      end
+
+      it 'Validates options' do
+        valid_options = { ema_period: 9, sum_period: 25 }
+        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 = { ema_period: 10, sum_period: 20 }
+        expect(indicator.min_data_size(options)).to eq(38)
+      end
+    end
+  end
+end

data/spec/technical_analysis/indicators/nvi_spec.rb

@@ -0,0 +1,119 @@
+require 'technical-analysis'
+require 'spec_helper'
+
+describe 'Indicators' do
+  describe "NVI" do
+    input_data = SpecHelper.get_test_data(:close, :volume)
+    indicator = TechnicalAnalysis::Nvi
+
+    describe 'Negative Volume Index' do
+      it 'Calculates NVI' do
+        output = indicator.calculate(input_data)
+        normalized_output = output.map(&:to_hash)
+
+        expected_output = [
+          {:date_time=>"2019-01-09T00:00:00.000Z", :nvi=>1002.8410612825647},
+          {:date_time=>"2019-01-08T00:00:00.000Z", :nvi=>1002.8410612825647},
+          {:date_time=>"2019-01-07T00:00:00.000Z", :nvi=>1000.9347542454526},
+          {:date_time=>"2019-01-04T00:00:00.000Z", :nvi=>1001.1573361960799},
+          {:date_time=>"2019-01-03T00:00:00.000Z", :nvi=>996.888400265283},
+          {:date_time=>"2019-01-02T00:00:00.000Z", :nvi=>996.888400265283},
+          {:date_time=>"2018-12-31T00:00:00.000Z", :nvi=>996.888400265283},
+          {:date_time=>"2018-12-28T00:00:00.000Z", :nvi=>995.9218765502475},
+          {:date_time=>"2018-12-27T00:00:00.000Z", :nvi=>995.8706437612625},
+          {:date_time=>"2018-12-26T00:00:00.000Z", :nvi=>996.519622574013},
+          {:date_time=>"2018-12-24T00:00:00.000Z", :nvi=>996.519622574013},
+          {:date_time=>"2018-12-21T00:00:00.000Z", :nvi=>999.1070305219995},
+          {:date_time=>"2018-12-20T00:00:00.000Z", :nvi=>999.1070305219995},
+          {:date_time=>"2018-12-19T00:00:00.000Z", :nvi=>999.1070305219995},
+          {:date_time=>"2018-12-18T00:00:00.000Z", :nvi=>999.1070305219995},
+          {:date_time=>"2018-12-17T00:00:00.000Z", :nvi=>997.8077746966976},
+          {:date_time=>"2018-12-14T00:00:00.000Z", :nvi=>997.8077746966976},
+          {:date_time=>"2018-12-13T00:00:00.000Z", :nvi=>997.8077746966976},
+          {:date_time=>"2018-12-12T00:00:00.000Z", :nvi=>996.713747493859},
+          {:date_time=>"2018-12-11T00:00:00.000Z", :nvi=>996.4350307767862},
+          {:date_time=>"2018-12-10T00:00:00.000Z", :nvi=>997.0069647390503},
+          {:date_time=>"2018-12-07T00:00:00.000Z", :nvi=>997.0069647390503},
+          {:date_time=>"2018-12-06T00:00:00.000Z", :nvi=>1000.5726698672554},
+          {:date_time=>"2018-12-04T00:00:00.000Z", :nvi=>1000.5726698672554},
+          {:date_time=>"2018-12-03T00:00:00.000Z", :nvi=>1000.5726698672554},
+          {:date_time=>"2018-11-30T00:00:00.000Z", :nvi=>1000.5726698672554},
+          {:date_time=>"2018-11-29T00:00:00.000Z", :nvi=>1001.1129093548633},
+          {:date_time=>"2018-11-28T00:00:00.000Z", :nvi=>1001.8811198113682},
+          {:date_time=>"2018-11-27T00:00:00.000Z", :nvi=>1001.8811198113682},
+          {:date_time=>"2018-11-26T00:00:00.000Z", :nvi=>1002.0987352047939},
+          {:date_time=>"2018-11-23T00:00:00.000Z", :nvi=>1002.0987352047939},
+          {:date_time=>"2018-11-21T00:00:00.000Z", :nvi=>1004.6386152817257},
+          {:date_time=>"2018-11-20T00:00:00.000Z", :nvi=>1004.7516224011742},
+          {:date_time=>"2018-11-19T00:00:00.000Z", :nvi=>1004.7516224011742},
+          {:date_time=>"2018-11-16T00:00:00.000Z", :nvi=>1004.7516224011742},
+          {:date_time=>"2018-11-15T00:00:00.000Z", :nvi=>1003.6440522637729},
+          {:date_time=>"2018-11-14T00:00:00.000Z", :nvi=>1001.1761721781198},
+          {:date_time=>"2018-11-13T00:00:00.000Z", :nvi=>1001.1761721781198},
+          {:date_time=>"2018-11-12T00:00:00.000Z", :nvi=>1002.1752966566695},
+          {:date_time=>"2018-11-09T00:00:00.000Z", :nvi=>1002.1752966566695},
+          {:date_time=>"2018-11-08T00:00:00.000Z", :nvi=>1002.1752966566695},
+          {:date_time=>"2018-11-07T00:00:00.000Z", :nvi=>1002.8707003242093},
+          {:date_time=>"2018-11-06T00:00:00.000Z", :nvi=>1002.8707003242093},
+          {:date_time=>"2018-11-05T00:00:00.000Z", :nvi=>1001.7892974768458},
+          {:date_time=>"2018-11-02T00:00:00.000Z", :nvi=>1004.6281253156736},
+          {:date_time=>"2018-11-01T00:00:00.000Z", :nvi=>1004.6281253156736},
+          {:date_time=>"2018-10-31T00:00:00.000Z", :nvi=>1004.6281253156736},
+          {:date_time=>"2018-10-30T00:00:00.000Z", :nvi=>1004.6281253156736},
+          {:date_time=>"2018-10-29T00:00:00.000Z", :nvi=>1004.1286907133366},
+          {:date_time=>"2018-10-26T00:00:00.000Z", :nvi=>1006.0057133670583},
+          {:date_time=>"2018-10-25T00:00:00.000Z", :nvi=>1006.0057133670583},
+          {:date_time=>"2018-10-24T00:00:00.000Z", :nvi=>1003.8159323451605},
+          {:date_time=>"2018-10-23T00:00:00.000Z", :nvi=>1003.8159323451605},
+          {:date_time=>"2018-10-22T00:00:00.000Z", :nvi=>1003.8159323451605},
+          {:date_time=>"2018-10-19T00:00:00.000Z", :nvi=>1003.2049250951491},
+          {:date_time=>"2018-10-18T00:00:00.000Z", :nvi=>1003.2049250951491},
+          {:date_time=>"2018-10-17T00:00:00.000Z", :nvi=>1003.2049250951491},
+          {:date_time=>"2018-10-16T00:00:00.000Z", :nvi=>1003.6370655407939},
+          {:date_time=>"2018-10-15T00:00:00.000Z", :nvi=>1001.4333482054976},
+          {:date_time=>"2018-10-12T00:00:00.000Z", :nvi=>1003.5719281883889},
+          {:date_time=>"2018-10-11T00:00:00.000Z", :nvi=>1000.0},
+          {:date_time=>"2018-10-10T00:00:00.000Z", :nvi=>1000.0},
+          {:date_time=>"2018-10-09T00:00:00.000Z", :nvi=>1000.0}
+        ]
+
+        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('nvi')
+      end
+
+      it 'Returns the name' do
+        indicator_name = indicator.indicator_name
+        expect(indicator_name).to eq('Negative Volume 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(1)
+      end
+    end
+  end
+end

data/spec/technical_analysis/indicators/obv_mean_spec.rb

@@ -0,0 +1,109 @@
+require 'technical-analysis'
+require 'spec_helper'
+
+describe 'Indicators' do
+  describe "OBV Mean" do
+    input_data = SpecHelper.get_test_data(:close, :volume)
+    indicator = TechnicalAnalysis::ObvMean
+
+    describe 'On-balance Volume Mean' do
+      it 'Calculates OBV Mean (10 day)' do
+        output = indicator.calculate(input_data, period: 10)
+        normalized_output = output.map(&:to_hash)
+
+        expected_output = [
+          {:date_time=>"2019-01-09T00:00:00.000Z", :obv_mean=>-642606913.0},
+          {:date_time=>"2019-01-08T00:00:00.000Z", :obv_mean=>-654187384.0},
+          {:date_time=>"2019-01-07T00:00:00.000Z", :obv_mean=>-657547495.0},
+          {:date_time=>"2019-01-04T00:00:00.000Z", :obv_mean=>-647295525.0},
+          {:date_time=>"2019-01-03T00:00:00.000Z", :obv_mean=>-636060876.0},
+          {:date_time=>"2019-01-02T00:00:00.000Z", :obv_mean=>-614324095.0},
+          {:date_time=>"2018-12-31T00:00:00.000Z", :obv_mean=>-605073347.0},
+          {:date_time=>"2018-12-28T00:00:00.000Z", :obv_mean=>-587933850.0},
+          {:date_time=>"2018-12-27T00:00:00.000Z", :obv_mean=>-563282378.0},
+          {:date_time=>"2018-12-26T00:00:00.000Z", :obv_mean=>-537632267.0},
+          {:date_time=>"2018-12-24T00:00:00.000Z", :obv_mean=>-520690509.0},
+          {:date_time=>"2018-12-21T00:00:00.000Z", :obv_mean=>-493338562.0},
+          {:date_time=>"2018-12-20T00:00:00.000Z", :obv_mean=>-475879438.0},
+          {:date_time=>"2018-12-19T00:00:00.000Z", :obv_mean=>-463802236.0},
+          {:date_time=>"2018-12-18T00:00:00.000Z", :obv_mean=>-453894366.0},
+          {:date_time=>"2018-12-17T00:00:00.000Z", :obv_mean=>-444632138.0},
+          {:date_time=>"2018-12-14T00:00:00.000Z", :obv_mean=>-436048331.0},
+          {:date_time=>"2018-12-13T00:00:00.000Z", :obv_mean=>-427847140.0},
+          {:date_time=>"2018-12-12T00:00:00.000Z", :obv_mean=>-419555627.0},
+          {:date_time=>"2018-12-11T00:00:00.000Z", :obv_mean=>-412682868.0},
+          {:date_time=>"2018-12-10T00:00:00.000Z", :obv_mean=>-398147027.0},
+          {:date_time=>"2018-12-07T00:00:00.000Z", :obv_mean=>-392674222.0},
+          {:date_time=>"2018-12-06T00:00:00.000Z", :obv_mean=>-378663120.0},
+          {:date_time=>"2018-12-04T00:00:00.000Z", :obv_mean=>-365710262.0},
+          {:date_time=>"2018-12-03T00:00:00.000Z", :obv_mean=>-350260027.0},
+          {:date_time=>"2018-11-30T00:00:00.000Z", :obv_mean=>-334761235.0},
+          {:date_time=>"2018-11-29T00:00:00.000Z", :obv_mean=>-318827806.0},
+          {:date_time=>"2018-11-28T00:00:00.000Z", :obv_mean=>-311463969.0},
+          {:date_time=>"2018-11-27T00:00:00.000Z", :obv_mean=>-302197756.0},
+          {:date_time=>"2018-11-26T00:00:00.000Z", :obv_mean=>-283664797.0},
+          {:date_time=>"2018-11-23T00:00:00.000Z", :obv_mean=>-264148349.0},
+          {:date_time=>"2018-11-21T00:00:00.000Z", :obv_mean=>-236733893.0},
+          {:date_time=>"2018-11-20T00:00:00.000Z", :obv_mean=>-209152907.0},
+          {:date_time=>"2018-11-19T00:00:00.000Z", :obv_mean=>-188010709.0},
+          {:date_time=>"2018-11-16T00:00:00.000Z", :obv_mean=>-176813851.0},
+          {:date_time=>"2018-11-15T00:00:00.000Z", :obv_mean=>-163172458.0},
+          {:date_time=>"2018-11-14T00:00:00.000Z", :obv_mean=>-136807276.0},
+          {:date_time=>"2018-11-13T00:00:00.000Z", :obv_mean=>-111110335.0},
+          {:date_time=>"2018-11-12T00:00:00.000Z", :obv_mean=>-95269809.0},
+          {:date_time=>"2018-11-09T00:00:00.000Z", :obv_mean=>-87750647.0},
+          {:date_time=>"2018-11-08T00:00:00.000Z", :obv_mean=>-80759219.0},
+          {:date_time=>"2018-11-07T00:00:00.000Z", :obv_mean=>-72480397.0},
+          {:date_time=>"2018-11-06T00:00:00.000Z", :obv_mean=>-69633236.0},
+          {:date_time=>"2018-11-05T00:00:00.000Z", :obv_mean=>-59457699.0},
+          {:date_time=>"2018-11-02T00:00:00.000Z", :obv_mean=>-49972807.0},
+          {:date_time=>"2018-11-01T00:00:00.000Z", :obv_mean=>-49970286.0},
+          {:date_time=>"2018-10-31T00:00:00.000Z", :obv_mean=>-62359854.0},
+          {:date_time=>"2018-10-30T00:00:00.000Z", :obv_mean=>-66215087.0},
+          {:date_time=>"2018-10-29T00:00:00.000Z", :obv_mean=>-63999351.0},
+          {:date_time=>"2018-10-26T00:00:00.000Z", :obv_mean=>-61015077.0},
+          {:date_time=>"2018-10-25T00:00:00.000Z", :obv_mean=>-59574127.0},
+          {:date_time=>"2018-10-24T00:00:00.000Z", :obv_mean=>-66801824.0},
+          {:date_time=>"2018-10-23T00:00:00.000Z", :obv_mean=>-65836555.0}
+        ]
+
+        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)}.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
+      end
+
+      it 'Returns the symbol' do
+        indicator_symbol = indicator.indicator_symbol
+        expect(indicator_symbol).to eq('obv_mean')
+      end
+
+      it 'Returns the name' do
+        indicator_name = indicator.indicator_name
+        expect(indicator_name).to eq('On-balance Volume Mean')
+      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/obv_spec.rb

@@ -0,0 +1,119 @@
+require 'technical-analysis'
+require 'spec_helper'
+
+describe 'Indicators' do
+  describe "OBV" do
+    input_data = SpecHelper.get_test_data(:close, :volume)
+    indicator = TechnicalAnalysis::Obv
+
+    describe 'On-balance Volume' do
+      it 'Calculates OBV' do
+        output = indicator.calculate(input_data)
+        normalized_output = output.map(&:to_hash)
+
+        expected_output = [
+          {:date_time=>"2019-01-09T00:00:00.000Z", :obv=>-591085010},
+          {:date_time=>"2019-01-08T00:00:00.000Z", :obv=>-636119380},
+          {:date_time=>"2019-01-07T00:00:00.000Z", :obv=>-676742290},
+          {:date_time=>"2019-01-04T00:00:00.000Z", :obv=>-622170850},
+          {:date_time=>"2019-01-03T00:00:00.000Z", :obv=>-679594500},
+          {:date_time=>"2019-01-02T00:00:00.000Z", :obv=>-588487660},
+          {:date_time=>"2018-12-31T00:00:00.000Z", :obv=>-624124730},
+          {:date_time=>"2018-12-28T00:00:00.000Z", :obv=>-658624120},
+          {:date_time=>"2018-12-27T00:00:00.000Z", :obv=>-700364720},
+          {:date_time=>"2018-12-26T00:00:00.000Z", :obv=>-648755870},
+          {:date_time=>"2018-12-24T00:00:00.000Z", :obv=>-706889720},
+          {:date_time=>"2018-12-21T00:00:00.000Z", :obv=>-669720490},
+          {:date_time=>"2018-12-20T00:00:00.000Z", :obv=>-574222590},
+          {:date_time=>"2018-12-19T00:00:00.000Z", :obv=>-509824360},
+          {:date_time=>"2018-12-18T00:00:00.000Z", :obv=>-462226690},
+          {:date_time=>"2018-12-17T00:00:00.000Z", :obv=>-495980180},
+          {:date_time=>"2018-12-14T00:00:00.000Z", :obv=>-452729760},
+          {:date_time=>"2018-12-13T00:00:00.000Z", :obv=>-412109400},
+          {:date_time=>"2018-12-12T00:00:00.000Z", :obv=>-443863610},
+          {:date_time=>"2018-12-11T00:00:00.000Z", :obv=>-479338290},
+          {:date_time=>"2018-12-10T00:00:00.000Z", :obv=>-433370250},
+          {:date_time=>"2018-12-07T00:00:00.000Z", :obv=>-495129250},
+          {:date_time=>"2018-12-06T00:00:00.000Z", :obv=>-453450570},
+          {:date_time=>"2018-12-04T00:00:00.000Z", :obv=>-410745660},
+          {:date_time=>"2018-12-03T00:00:00.000Z", :obv=>-369604410},
+          {:date_time=>"2018-11-30T00:00:00.000Z", :obv=>-410142110},
+          {:date_time=>"2018-11-29T00:00:00.000Z", :obv=>-370717850},
+          {:date_time=>"2018-11-28T00:00:00.000Z", :obv=>-329194270},
+          {:date_time=>"2018-11-27T00:00:00.000Z", :obv=>-375136020},
+          {:date_time=>"2018-11-26T00:00:00.000Z", :obv=>-333979880},
+          {:date_time=>"2018-11-23T00:00:00.000Z", :obv=>-378642200},
+          {:date_time=>"2018-11-21T00:00:00.000Z", :obv=>-355018230},
+          {:date_time=>"2018-11-20T00:00:00.000Z", :obv=>-323921990},
+          {:date_time=>"2018-11-19T00:00:00.000Z", :obv=>-256243310},
+          {:date_time=>"2018-11-16T00:00:00.000Z", :obv=>-214616490},
+          {:date_time=>"2018-11-15T00:00:00.000Z", :obv=>-250807820},
+          {:date_time=>"2018-11-14T00:00:00.000Z", :obv=>-297079480},
+          {:date_time=>"2018-11-13T00:00:00.000Z", :obv=>-236532140},
+          {:date_time=>"2018-11-12T00:00:00.000Z", :obv=>-189806430},
+          {:date_time=>"2018-11-09T00:00:00.000Z", :obv=>-138815400},
+          {:date_time=>"2018-11-08T00:00:00.000Z", :obv=>-104497640},
+          {:date_time=>"2018-11-07T00:00:00.000Z", :obv=>-79208370},
+          {:date_time=>"2018-11-06T00:00:00.000Z", :obv=>-112500010},
+          {:date_time=>"2018-11-05T00:00:00.000Z", :obv=>-144274730},
+          {:date_time=>"2018-11-02T00:00:00.000Z", :obv=>-78202560},
+          {:date_time=>"2018-11-01T00:00:00.000Z", :obv=>12844000},
+          {:date_time=>"2018-10-31T00:00:00.000Z", :obv=>-40110070},
+          {:date_time=>"2018-10-30T00:00:00.000Z", :obv=>-78126880},
+          {:date_time=>"2018-10-29T00:00:00.000Z", :obv=>-114614810},
+          {:date_time=>"2018-10-26T00:00:00.000Z", :obv=>-68901120},
+          {:date_time=>"2018-10-25T00:00:00.000Z", :obv=>-21709420},
+          {:date_time=>"2018-10-24T00:00:00.000Z", :obv=>-50736760},
+          {:date_time=>"2018-10-23T00:00:00.000Z", :obv=>-10744640},
+          {:date_time=>"2018-10-22T00:00:00.000Z", :obv=>-49425810},
+          {:date_time=>"2018-10-19T00:00:00.000Z", :obv=>-78177350},
+          {:date_time=>"2018-10-18T00:00:00.000Z", :obv=>-111051680},
+          {:date_time=>"2018-10-17T00:00:00.000Z", :obv=>-78662400},
+          {:date_time=>"2018-10-16T00:00:00.000Z", :obv=>-55969520},
+          {:date_time=>"2018-10-15T00:00:00.000Z", :obv=>-84772070},
+          {:date_time=>"2018-10-12T00:00:00.000Z", :obv=>-54491620},
+          {:date_time=>"2018-10-11T00:00:00.000Z", :obv=>-93986390},
+          {:date_time=>"2018-10-10T00:00:00.000Z", :obv=>-41084070},
+          {:date_time=>"2018-10-09T00:00:00.000Z", :obv=>0}
+        ]
+
+        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('obv')
+      end
+
+      it 'Returns the name' do
+        indicator_name = indicator.indicator_name
+        expect(indicator_name).to eq('On-balance Volume')
+      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(1)
+      end
+    end
+  end
+end

data/spec/technical_analysis/indicators/rsi_spec.rb

@@ -0,0 +1,105 @@
+require 'technical-analysis'
+require 'spec_helper'
+
+describe 'Indicators' do
+  describe "RSI" do
+    input_data = SpecHelper.get_test_data(:close)
+    indicator = TechnicalAnalysis::Rsi
+
+    describe 'Relative Strength Index' do
+      it 'Calculates RSI (14 day)' do
+        output = indicator.calculate(input_data, period: 14, price_key: :close)
+        normalized_output = output.map(&:to_hash)
+
+        expected_output = [
+          {:date_time=>"2019-01-09T00:00:00.000Z", :rsi=>41.01572095202713},
+          {:date_time=>"2019-01-08T00:00:00.000Z", :rsi=>38.100858593859655},
+          {:date_time=>"2019-01-07T00:00:00.000Z", :rsi=>34.80538400125879},
+          {:date_time=>"2019-01-04T00:00:00.000Z", :rsi=>35.00790948034705},
+          {:date_time=>"2019-01-03T00:00:00.000Z", :rsi=>27.835833051062522},
+          {:date_time=>"2019-01-02T00:00:00.000Z", :rsi=>37.90003559360193},
+          {:date_time=>"2018-12-31T00:00:00.000Z", :rsi=>37.66054013673465},
+          {:date_time=>"2018-12-28T00:00:00.000Z", :rsi=>35.7297472286003},
+          {:date_time=>"2018-12-27T00:00:00.000Z", :rsi=>35.63166885267985},
+          {:date_time=>"2018-12-26T00:00:00.000Z", :rsi=>36.28727515078207},
+          {:date_time=>"2018-12-24T00:00:00.000Z", :rsi=>22.94077952430888},
+          {:date_time=>"2018-12-21T00:00:00.000Z", :rsi=>24.757134961511937},
+          {:date_time=>"2018-12-20T00:00:00.000Z", :rsi=>27.973957664061984},
+          {:date_time=>"2018-12-19T00:00:00.000Z", :rsi=>30.416532991054595},
+          {:date_time=>"2018-12-18T00:00:00.000Z", :rsi=>33.926041361905774},
+          {:date_time=>"2018-12-17T00:00:00.000Z", :rsi=>30.880956115136144},
+          {:date_time=>"2018-12-14T00:00:00.000Z", :rsi=>31.866930881658718},
+          {:date_time=>"2018-12-13T00:00:00.000Z", :rsi=>35.61772436774288},
+          {:date_time=>"2018-12-12T00:00:00.000Z", :rsi=>33.146531878947414},
+          {:date_time=>"2018-12-11T00:00:00.000Z", :rsi=>32.53565170863392},
+          {:date_time=>"2018-12-10T00:00:00.000Z", :rsi=>33.115551932880564},
+          {:date_time=>"2018-12-07T00:00:00.000Z", :rsi=>31.82436379692355},
+          {:date_time=>"2018-12-06T00:00:00.000Z", :rsi=>35.38441991619841},
+          {:date_time=>"2018-12-04T00:00:00.000Z", :rsi=>36.58615110748291},
+          {:date_time=>"2018-12-03T00:00:00.000Z", :rsi=>42.06016450933706},
+          {:date_time=>"2018-11-30T00:00:00.000Z", :rsi=>35.1442970032345},
+          {:date_time=>"2018-11-29T00:00:00.000Z", :rsi=>35.760430191057694},
+          {:date_time=>"2018-11-28T00:00:00.000Z", :rsi=>36.61457624117541},
+          {:date_time=>"2018-11-27T00:00:00.000Z", :rsi=>29.027101402280678},
+          {:date_time=>"2018-11-26T00:00:00.000Z", :rsi=>29.211255846774762},
+          {:date_time=>"2018-11-23T00:00:00.000Z", :rsi=>26.558433878585916},
+          {:date_time=>"2018-11-21T00:00:00.000Z", :rsi=>28.467396310763007},
+          {:date_time=>"2018-11-20T00:00:00.000Z", :rsi=>28.552282046348225},
+          {:date_time=>"2018-11-19T00:00:00.000Z", :rsi=>32.554453236286506},
+          {:date_time=>"2018-11-16T00:00:00.000Z", :rsi=>36.677863857193564},
+          {:date_time=>"2018-11-15T00:00:00.000Z", :rsi=>34.550163030510646},
+          {:date_time=>"2018-11-14T00:00:00.000Z", :rsi=>29.78632377839773},
+          {:date_time=>"2018-11-13T00:00:00.000Z", :rsi=>32.36268849740294},
+          {:date_time=>"2018-11-12T00:00:00.000Z", :rsi=>33.31877385045367},
+          {:date_time=>"2018-11-09T00:00:00.000Z", :rsi=>38.99885805229995},
+          {:date_time=>"2018-11-08T00:00:00.000Z", :rsi=>41.56699725744853},
+          {:date_time=>"2018-11-07T00:00:00.000Z", :rsi=>42.51108193242363},
+          {:date_time=>"2018-11-06T00:00:00.000Z", :rsi=>36.875893042068746},
+          {:date_time=>"2018-11-05T00:00:00.000Z", :rsi=>34.78189708111985},
+          {:date_time=>"2018-11-02T00:00:00.000Z", :rsi=>37.93941116682432},
+          {:date_time=>"2018-11-01T00:00:00.000Z", :rsi=>48.08268788472883},
+          {:date_time=>"2018-10-31T00:00:00.000Z", :rsi=>44.96841382331871},
+          {:date_time=>"2018-10-30T00:00:00.000Z", :rsi=>39.38109368376431},
+          {:date_time=>"2018-10-29T00:00:00.000Z", :rsi=>38.27160493827161}
+        ]
+
+        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, 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('rsi')
+      end
+
+      it 'Returns the name' do
+        indicator_name = indicator.indicator_name
+        expect(indicator_name).to eq('Relative Strength Index')
+      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(5)
+      end
+    end
+  end
+end