Class: Indicator::AutoGen::Correl

Inherits:
Base
  • Object
show all
Defined in:
lib/indicator/auto_gen/correl.rb

Overview

Ta-Lib function mapping class Function: ‘CORREL’ Description: ‘Pearson’s Correlation Coefficient ®‘ This file has been autogenerated - Do Not Edit.

Instance Attribute Summary collapse

Attributes inherited from Base

#name

Class Method Summary collapse

Instance Method Summary collapse

Methods inherited from Base

inherited, #map_ohlcv

Methods included from DataMapper

#default_getter, #default_getter=, #map

Constructor Details

#initialize(*args) ⇒ Correl

Returns a new instance of Correl.



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# File 'lib/indicator/auto_gen/correl.rb', line 9

def initialize(*args)
  if args.first.is_a? Hash
    h = args.first
    @time_period = h[:time_period] || 30
  else
    @time_period = args[0] || 30 
  end
  
  @func = TaLib::Function.new("CORREL")
end

Instance Attribute Details

#time_period ⇒ Object

Time Period <Integer>



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# File 'lib/indicator/auto_gen/correl.rb', line 7

def time_period
  @time_period
end

Class Method Details

.arguments ⇒ Object

The list of arguments



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# File 'lib/indicator/auto_gen/correl.rb', line 26

def self.arguments
  [ :time_period ]
end

.inputs ⇒ Object

The minimum set of inputs required



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# File 'lib/indicator/auto_gen/correl.rb', line 31

def self.inputs
  [ :in_real0, :in_real1 ]
end

.outputs ⇒ Object

The outputs generated by this function



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# File 'lib/indicator/auto_gen/correl.rb', line 36

def self.outputs
  [ :out_real ]
end

.price_input? ⇒ Boolean

Is price data required as an input

Returns:

  • (Boolean) 


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# File 'lib/indicator/auto_gen/correl.rb', line 21

def self.price_input?
  false
end

Instance Method Details

#run(in_real0, in_real1) ⇒ Object 



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# File 'lib/indicator/auto_gen/correl.rb', line 40

def run(in_real0, in_real1)
  len = in_real0.length
  @func.in_real(0, map(in_real0))
  @func.in_real(1, map(in_real1))

  @func.opt_int(0, @time_period)

  out_real = Array.new(len)
  @func.out_real(0, out_real)

  @func.call(0, len - 1)

  out_real
end