Class: Indicator::AutoGen::SarExt

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

Overview

Ta-Lib function mapping class Function: ‘SAREXT’ Description: ‘Parabolic SAR - Extended’ 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) ⇒ SarExt

Returns a new instance of SarExt.



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# File 'lib/indicator/auto_gen/sar_ext.rb', line 23

def initialize(*args)
  if args.first.is_a? Hash
    h = args.first
    @start_value = h[:start_value] || 0.000000e+0
    @offset_on_reverse = h[:offset_on_reverse] || 0.000000e+0
    @af_init_long = h[:af_init_long] || 2.000000e-2
    @af_long = h[:af_long] || 2.000000e-2
    @af_max_long = h[:af_max_long] || 2.000000e-1
    @af_init_short = h[:af_init_short] || 2.000000e-2
    @af_short = h[:af_short] || 2.000000e-2
    @af_max_short = h[:af_max_short] || 2.000000e-1
  else
    @start_value = args[0] || 0.000000e+0 
    @offset_on_reverse = args[1] || 0.000000e+0 
    @af_init_long = args[2] || 2.000000e-2 
    @af_long = args[3] || 2.000000e-2 
    @af_max_long = args[4] || 2.000000e-1 
    @af_init_short = args[5] || 2.000000e-2 
    @af_short = args[6] || 2.000000e-2 
    @af_max_short = args[7] || 2.000000e-1 
  end
  
  @func = TaLib::Function.new("SAREXT")
end

Instance Attribute Details

#af_init_long ⇒ Object

AF Init Long <Double>



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# File 'lib/indicator/auto_gen/sar_ext.rb', line 11

def af_init_long
  @af_init_long
end

#af_init_short ⇒ Object

AF Init Short <Double>



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# File 'lib/indicator/auto_gen/sar_ext.rb', line 17

def af_init_short
  @af_init_short
end

#af_long ⇒ Object

AF Long <Double>



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# File 'lib/indicator/auto_gen/sar_ext.rb', line 13

def af_long
  @af_long
end

#af_max_long ⇒ Object

AF Max Long <Double>



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# File 'lib/indicator/auto_gen/sar_ext.rb', line 15

def af_max_long
  @af_max_long
end

#af_max_short ⇒ Object

AF Max Short <Double>



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

def af_max_short
  @af_max_short
end

#af_short ⇒ Object

AF Short <Double>



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# File 'lib/indicator/auto_gen/sar_ext.rb', line 19

def af_short
  @af_short
end

#offset_on_reverse ⇒ Object

Offset on Reverse <Double>



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

def offset_on_reverse
  @offset_on_reverse
end

#start_value ⇒ Object

Start Value <Double>



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

def start_value
  @start_value
end

Class Method Details

.arguments ⇒ Object

The list of arguments



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# File 'lib/indicator/auto_gen/sar_ext.rb', line 54

def self.arguments
  [ :start_value, :offset_on_reverse, :af_init_long, :af_long, :af_max_long, :af_init_short, :af_short, :af_max_short ]
end

.inputs ⇒ Object

The minimum set of inputs required



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# File 'lib/indicator/auto_gen/sar_ext.rb', line 59

def self.inputs
  [ :high, :low ]
end

.outputs ⇒ Object

The outputs generated by this function



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# File 'lib/indicator/auto_gen/sar_ext.rb', line 64

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/sar_ext.rb', line 49

def self.price_input?
  true
end

Instance Method Details

#run(*args) ⇒ Object 



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# File 'lib/indicator/auto_gen/sar_ext.rb', line 68

def run(*args)
  o, h, l, c, v, len = map_ohlcv(self.class.inputs, *args)
  @func.in_price(0, o, h, l, c, v, nil)

  @func.opt_real(0, @start_value)
  @func.opt_real(1, @offset_on_reverse)
  @func.opt_real(2, @af_init_long)
  @func.opt_real(3, @af_long)
  @func.opt_real(4, @af_max_long)
  @func.opt_real(5, @af_init_short)
  @func.opt_real(6, @af_short)
  @func.opt_real(7, @af_max_short)

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

  @func.call(0, len - 1)

  out_real
end