Class: TechnicalAnalysis::Ichimoku

Inherits:
Indicator
  • Object
show all
Defined in:
lib/technical_analysis/indicators/ichimoku.rb

Overview

Ichimoku Kinko Hyo

Class Method Summary collapse

Methods inherited from Indicator

find, roster

Class Method Details

.calculate(data, low_period: 9, medium_period: 26, high_period: 52) ⇒ Array<IchimokuValue>

Calculates the 5 points of Ichimoku Kinko Hyo (Ichimoku) for the data over the given period

1. tenkan_sen    (Conversion Line)
2. kijun_sen     (Base Line)
3. senkou_span_a (Leading Span A)
4. senkou_span_b (Leading Span B)
5. chickou_span  (Lagging Span)

en.wikipedia.org/wiki/Ichimoku_Kink%C5%8D_Hy%C5%8D

Parameters:

  • data (Array) —

    Array of hashes with keys (:date_time, :high, :low, :close)

  • low_period (Integer) (defaults to: 9) —

    The given period to calculate tenkan_sen (Conversion Line)

  • medium_period (Integer) (defaults to: 26) —

    The given period to calculate kijun_sen (Base Line), senkou_span_a (Leading Span A), and chikou_span (Lagging Span)

  • high_period (Integer) (defaults to: 52) —

    The given period to calculate senkou_span_b (Leading Span B)

Returns:



59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
 
# File 'lib/technical_analysis/indicators/ichimoku.rb', line 59

def self.calculate(data, low_period: 9, medium_period: 26, high_period: 52)
  low_period = low_period.to_i
  medium_period = medium_period.to_i
  high_period = high_period.to_i
  Validation.validate_numeric_data(data, :high, :low, :close)
  Validation.validate_length(data, min_data_size(high_period: high_period, medium_period: medium_period))
  Validation.validate_date_time_key(data)

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

  index = high_period + medium_period - 2
  output = []

  while index < data.size
    date_time = data[index][:date_time]

    tenkan_sen = calculate_midpoint(index, low_period, data)
    kinjun_sen = calculate_midpoint(index, medium_period, data)
    senkou_span_a = calculate_senkou_span_a(index, low_period, medium_period, data)
    senkou_span_b = calculate_senkou_span_b(index, medium_period, high_period, data)
    chikou_span = calculate_chikou_span(index, medium_period, data)

    output << IchimokuValue.new(
      date_time: date_time,
      tenkan_sen: tenkan_sen,
      kijun_sen: kinjun_sen,
      senkou_span_a: senkou_span_a,
      senkou_span_b: senkou_span_b,
      chikou_span: chikou_span
    )

    index += 1
  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/ichimoku.rb', line 15

def self.indicator_name
  "Ichimoku Kinko Hyo"
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/ichimoku.rb', line 8

def self.indicator_symbol
  "ichimoku"
end

.min_data_size(medium_period: 26, high_period: 52, **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/ichimoku.rb', line 41

def self.min_data_size(medium_period: 26, high_period: 52, **params)
  high_period.to_i + medium_period.to_i - 1
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/ichimoku.rb', line 22

def self.valid_options
  %i(low_period medium_period high_period)
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/ichimoku.rb', line 31

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