Class: TechnicalAnalysis::Indicator

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

Direct Known Subclasses

Adi, Adtv, Adx, Ao, Atr, Bb, Cci, Cmf, Cr, Dc, Dlr, Dpo, Dr, Ema, Eom, Fi, Ichimoku, Kc, Kst, Macd, Mfi, Mi, Nvi, Obv, ObvMean, Rsi, Sma, Sr, Trix, Tsi, Uo, Vi, Vpt, Vwap, Wma, Wr

Class Method Summary collapse

Class Method Details

.calculate(indicator_symbol, data, calculation, options = {}) ⇒ Object

Find the applicable indicator and looks up the value

Parameters:

  • indicator_symbol (String) —

    Downcased string of the indicator symbol

  • data (Array) —

    Array of hashes of price data to perform calcualtion on

  • calculation (Symbol) —

    The calculation to be performed on the requested indicator and params

  • options (Hash) (defaults to: {}) —

    A hash containing options for the requested calculation

Returns:

  • Returns the requested calculation



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# File 'lib/technical_analysis/indicators/indicator.rb', line 78

def self.calculate(indicator_symbol, data, calculation, options={})
  return nil unless CALCULATIONS.include? calculation

  indicator = find(indicator_symbol)
  raise "Indicator not found!" if indicator.nil?

  case calculation
  when :indicator_name; indicator.indicator_name
  when :indicator_symbol; indicator.indicator_symbol
  when :technicals; indicator.calculate(data, options)
  when :min_data_size; indicator.min_data_size(options)
  when :valid_options; indicator.valid_options
  when :validate_options; indicator.validate_options(options)
  else nil
  end
end

.find(indicator_symbol) ⇒ Object

Finds the applicable indicator and returns an instance

Parameters:

  • indicator_symbol (String) —

    Downcased string of the indicator symbol

Returns:

  • TechnicalAnalysis::ClassName



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# File 'lib/technical_analysis/indicators/indicator.rb', line 62

def self.find(indicator_symbol)
  roster.each do |indicator|
    return indicator if indicator.indicator_symbol == indicator_symbol
  end

  nil
end

.indicator_name ⇒ String

Returns the name of the technical indicator

Returns:

  • (String) —

    A string of the name of the technical indicator



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# File 'lib/technical_analysis/indicators/indicator.rb', line 134

def self.indicator_name
  raise "#{self.name} did not implement indicator_name"
end

.indicator_symbol ⇒ String

Returns the symbol of the technical indicator

Returns:

  • (String) —

    A string of the symbol of the technical indicator



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# File 'lib/technical_analysis/indicators/indicator.rb', line 127

def self.indicator_symbol
  raise "#{self.name} did not implement indicator_symbol"
end

.min_data_size(indicator_symbol, options) ⇒ 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



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# File 'lib/technical_analysis/indicators/indicator.rb', line 101

def self.min_data_size(indicator_symbol, options)
  raise "#{self.name} did not implement min_data_size"
  nil
end

.roster ⇒ Array

Returns an array of TechnicalAnalysis modules

Returns:

  • (Array) —

    A list of TechnicalAnalysis::Class



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# File 'lib/technical_analysis/indicators/indicator.rb', line 18

def self.roster
  [
    TechnicalAnalysis::Adi,
    TechnicalAnalysis::Adtv,
    TechnicalAnalysis::Adx,
    TechnicalAnalysis::Ao,
    TechnicalAnalysis::Atr,
    TechnicalAnalysis::Bb,
    TechnicalAnalysis::Cci,
    TechnicalAnalysis::Cmf,
    TechnicalAnalysis::Cr,
    TechnicalAnalysis::Dc,
    TechnicalAnalysis::Dlr,
    TechnicalAnalysis::Dpo,
    TechnicalAnalysis::Dr,
    TechnicalAnalysis::Eom,
    TechnicalAnalysis::Fi,
    TechnicalAnalysis::Ichimoku,
    TechnicalAnalysis::Kc,
    TechnicalAnalysis::Kst,
    TechnicalAnalysis::Macd,
    TechnicalAnalysis::Mfi,
    TechnicalAnalysis::Mi,
    TechnicalAnalysis::Nvi,
    TechnicalAnalysis::Obv,
    TechnicalAnalysis::ObvMean,
    TechnicalAnalysis::Rsi,
    TechnicalAnalysis::Sma,
    TechnicalAnalysis::Sr,
    TechnicalAnalysis::Trix,
    TechnicalAnalysis::Tsi,
    TechnicalAnalysis::Uo,
    TechnicalAnalysis::Vi,
    TechnicalAnalysis::Vpt,
    TechnicalAnalysis::Vwap,
    TechnicalAnalysis::Wr,
  ]
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



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# File 'lib/technical_analysis/indicators/indicator.rb', line 119

def self.valid_options
  raise "#{self.name} did not implement valid_options"
  []
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



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# File 'lib/technical_analysis/indicators/indicator.rb', line 111

def self.validate_options(options)
  raise "#{self.name} did not implement validate_options"
  false
end