Class: TechnicalAnalysis::Adtv

Inherits:
Indicator show all
Defined in:
lib/technical_analysis/indicators/adtv.rb

Overview

Average Daily Trading Volume

Class Method Summary collapse

Methods inherited from Indicator

find, roster

Class Method Details

.calculate(data, period: 22, volume_key: :value) ⇒ Array<AdtvValue>

Calculates the average daily trading volume (ADTV) for the data over the given period www.investopedia.com/terms/a/averagedailytradingvolume.asp

Parameters:

  • data (Array) —

    Array of hashes with keys (:date_time, :value)

  • period (Integer) (defaults to: 22) —

    The given number of days used to calculate the ADTV

  • volume_key (Symbol) (defaults to: :value) —

    The hash key for the volume data. Default :value

Returns:

  • (Array<AdtvValue>) —

    An array of AdtvValue instances



53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
 
# File 'lib/technical_analysis/indicators/adtv.rb', line 53

def self.calculate(data, period: 22, volume_key: :value)
  period = period.to_i
  volume_key = volume_key.to_sym
  Validation.validate_numeric_data(data, volume_key)
  Validation.validate_length(data, min_data_size(period: period))
  Validation.validate_date_time_key(data)

  data = data.sort_by { |row| row[:date_time] }

  output = []
  period_values = []

  data.each do |v|
    period_values << v[volume_key]
    if period_values.size == period
      output << AdtvValue.new(date_time: v[:date_time], adtv: ArrayHelper.average(period_values))
      period_values.shift
    end
  end

  output.sort_by(&:date_time).reverse
end

.indicator_name ⇒ String

Returns the name of the technical indicator

Returns:

  • (String) —

    A string of the name of the technical indicator



15
16
17
 
# File 'lib/technical_analysis/indicators/adtv.rb', line 15

def self.indicator_name
  "Average Daily Trading Volume"
end

.indicator_symbol ⇒ String

Returns the symbol of the technical indicator

Returns:

  • (String) —

    A string of the symbol of the technical indicator



8
9
10
 
# File 'lib/technical_analysis/indicators/adtv.rb', line 8

def self.indicator_symbol
  "adtv"
end

.min_data_size(period: 22, **params) ⇒ Integer

Calculates the minimum number of observations needed to calculate the technical indicator

Parameters:

  • options (Hash) —

    The options for the technical indicator

Returns:

  • (Integer) —

    Returns the minimum number of observations needed to calculate the technical indicator based on the options provided



41
42
43
 
# File 'lib/technical_analysis/indicators/adtv.rb', line 41

def self.min_data_size(period: 22, **params)
  period.to_i
end

.valid_options ⇒ Array

Returns an array of valid keys for options for this technical indicator

Returns:

  • (Array) —

    An array of keys as symbols for valid options for this technical indicator



22
23
24
 
# File 'lib/technical_analysis/indicators/adtv.rb', line 22

def self.valid_options
  %i(period volume_key)
end

.validate_options(options) ⇒ Boolean

Validates the provided options for this technical indicator

Parameters:

  • options (Hash) —

    The options for the technical indicator to be validated

Returns:

  • (Boolean) —

    Returns true if options are valid or raises a ValidationError if they’re not



31
32
33
 
# File 'lib/technical_analysis/indicators/adtv.rb', line 31

def self.validate_options(options)
  Validation.validate_options(options, valid_options)
end