Module: Quant::Mixins::HilbertTransform

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

Instance Method Summary collapse

Instance Method Details

#hilbert_transform(source, period:) ⇒ Object 



6
7
8
9
10
11
 
# File 'lib/quant/mixins/hilbert_transform.rb', line 6

def hilbert_transform(source, period:)
  [0.0962 * p0.send(source),
   0.5769 * p2.send(source),
   -0.5769 * p(4).send(source),
   -0.0962 * p(6).send(source),].sum * ((0.075 * period) + 0.54)
end