Class: TechnicalAnalysis::Kst

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

Overview

Know Sure Thing

Class Method Summary collapse

Methods inherited from Indicator

find, roster

Class Method Details

.calculate(data, roc1: 10, roc2: 15, roc3: 20, roc4: 30, sma1: 10, sma2: 10, sma3: 10, sma4: 15, price_key: :value) ⇒ Array<KstValue>

Calculates the know sure thing (KST) for the data over the given period en.wikipedia.org/wiki/KST_oscillator

Parameters:

  • data (Array) —

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

  • roc1 (Integer) (defaults to: 10) —

    The given period to calculate the rate-of-change for RCMA1

  • roc2 (Integer) (defaults to: 15) —

    The given period to calculate the rate-of-change for RCMA2

  • roc3 (Integer) (defaults to: 20) —

    The given period to calculate the rate-of-change for RCMA3

  • roc4 (Integer) (defaults to: 30) —

    The given period to calculate the rate-of-change for RCMA4

  • sma1 (Integer) (defaults to: 10) —

    The given period to calculate the SMA of the rate-of-change for RCMA1

  • sma2 (Integer) (defaults to: 10) —

    The given period to calculate the SMA of the rate-of-change for RCMA2

  • sma3 (Integer) (defaults to: 10) —

    The given period to calculate the SMA of the rate-of-change for RCMA3

  • sma4 (Integer) (defaults to: 15) —

    The given period to calculate the SMA of the rate-of-change for RCMA4

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

    The hash key for the price data. Default :value

Returns:

  • (Array<KstValue>) —

    An array of KstValue instances



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# File 'lib/technical_analysis/indicators/kst.rb', line 60

def self.calculate(data, roc1: 10, roc2: 15, roc3: 20, roc4: 30, sma1: 10, sma2: 10, sma3: 10, sma4: 15, price_key: :value)
  roc1 = roc1.to_i
  roc2 = roc2.to_i
  roc3 = roc3.to_i
  roc4 = roc4.to_i
  sma1 = sma1.to_i
  sma2 = sma2.to_i
  sma3 = sma3.to_i
  sma4 = sma4.to_i
  price_key = price_key.to_sym
  Validation.validate_numeric_data(data, price_key)
  Validation.validate_length(data, min_data_size(roc4: roc4, sma4: sma4))
  Validation.validate_date_time_key(data)

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

  index = roc4 + sma4 - 2
  output = []

  while index < data.size
    date_time = data[index][:date_time] 
    rcma1 = calculate_rcma(data, index, price_key, roc1, sma1)
    rcma2 = calculate_rcma(data, index, price_key, roc2, sma2)
    rcma3 = calculate_rcma(data, index, price_key, roc3, sma3)
    rcma4 = calculate_rcma(data, index, price_key, roc4, sma4)

    kst = (1 * rcma1) + (2 * rcma2) + (3 * rcma3) + (4 * rcma4)

    output << KstValue.new(date_time: date_time, kst: kst)

    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



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# File 'lib/technical_analysis/indicators/kst.rb', line 15

def self.indicator_name
  "Know Sure Thing"
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/kst.rb', line 8

def self.indicator_symbol
  "kst"
end

.min_data_size(roc4: 30, sma4: 15, **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



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# File 'lib/technical_analysis/indicators/kst.rb', line 41

def self.min_data_size(roc4: 30, sma4: 15, **params)
  roc4.to_i + sma4.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



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# File 'lib/technical_analysis/indicators/kst.rb', line 22

def self.valid_options
  %i(period roc1 roc2 roc3 roc4 sma1 sma2 sma3 sma4 price_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



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# File 'lib/technical_analysis/indicators/kst.rb', line 31

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