Module: Quant::Mixins::Functions

Included in:
Indicators::Indicator
Defined in:
lib/quant/mixins/functions.rb

Instance Method Summary collapse

Instance Method Details

#angle(line1, line2) ⇒ Object

d = dx1*dx2 + dy1*dy2; // dot product of the 2 vectors l2 = (dx1*dx1+dy1*dy1)*(dx2*dx2+dy2*dy2) // product of the squared lengths



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# File 'lib/quant/mixins/functions.rb', line 44

def angle(line1, line2)
  dx1 = line2[0][0] - line1[0][0]
  dy1 = line2[0][1] - line1[0][1]
  dx2 = line2[1][0] - line1[1][0]
  dy2 = line2[1][1] - line1[1][1]

  d = dx1 * dx2 + dy1 * dy2
  l2 = ((dx1**2 + dy1**2) * (dx2**2 + dy2**2))

  radians = d.to_f / Math.sqrt(l2)
  value = rad2deg Math.acos(radians)

  value.nan? ? 0.0 : value
end

#bars_to_alpha(bars) ⇒ Object

3 bars = 0.5 4 bars = 0.4 5 bars = 0.333 6 bars = 0.285 10 bars = 0.182 20 bars = 0.0952 40 bars = 0.0488 50 bars = 0.0392



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# File 'lib/quant/mixins/functions.rb', line 25

def bars_to_alpha(bars)
  2.0 / (bars + 1)
end

#deg2rad(degrees) ⇒ Object 



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# File 'lib/quant/mixins/functions.rb', line 29

def deg2rad(degrees)
  degrees * Math::PI / 180.0
end

#period_to_alpha(period, k: 1.0) ⇒ Object

α = Cos(K*360/Period)+Sin(K*360/Period)−1 / Cos(K*360/Period) k = 1.0 for single-pole filters k = 0.707 for two-pole high-pass filters k = 1.414 for two-pole low-pass filters



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# File 'lib/quant/mixins/functions.rb', line 10

def period_to_alpha(period, k: 1.0)
  radians = deg2rad(k * 360 / period.to_f)
  cos = Math.cos(radians)
  sin = Math.sin(radians)
  (cos + sin - 1) / cos
end

#rad2deg(radians) ⇒ Object 



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# File 'lib/quant/mixins/functions.rb', line 33

def rad2deg(radians)
  radians * 180.0 / Math::PI
end