Module: StockCruncher::Stats

Extended by:
Stats
Included in:
Stats
Defined in:
lib/stockcruncher/stats.rb

Overview

this is a module with various statistic calculation methods

Constant Summary collapse

RANGES = 
[5, 10, 20, 30, 50, 100, 200].freeze

Instance Method Summary collapse

Instance Method Details

#list_ema(values) ⇒ Object

Calculate multiple range of exponential moving average



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# File 'lib/stockcruncher/stats.rb', line 12

def list_ema(values)
  h = {}
  RANGES.each do |n|
    next if values.size < n + 1

    h["ema#{n}"] = ema(values[0, n + 1])
  end
  h
end

#list_lwma(values) ⇒ Object

Calculate multiple range of linearly weighted moving average



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# File 'lib/stockcruncher/stats.rb', line 23

def list_lwma(values)
  h = {}
  RANGES.each do |n|
    next if values.size < n

    weights = (1..n).to_a.reverse
    h["lwma#{n}"] = sma(values[0, n], weights)
  end
  h
end

#list_sma(values) ⇒ Object

Calculate multiple range of simple moving average



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# File 'lib/stockcruncher/stats.rb', line 35

def list_sma(values)
  h = {}
  RANGES.each do |n|
    next if values.size < n

    h["sma#{n}"] = sma(values[0, n])
  end
  h
end

#list_vwma(values, volumes) ⇒ Object

Calculate multiple range of volume weighted moving average



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# File 'lib/stockcruncher/stats.rb', line 46

def list_vwma(values, volumes)
  h = {}
  RANGES.each do |n|
    next if values.size < n

    h["vwma#{n}"] = sma(values[0, n], volumes[0, n])
  end
  h
end