Class: TechnicalAnalysis::Nvi

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

Overview

Negative Volume Index

Class Method Summary collapse

Methods inherited from Indicator

find, roster

Class Method Details

.calculate(data) ⇒ Array<NviValue>

Calculates the negative volume index (NVI) for the data en.wikipedia.org/wiki/Negative_volume_index

Parameters:

  • data (Array) —

    Array of hashes with keys (:date_time, :close, :volume)

Returns:

  • (Array<NviValue>) —

    An array of NviValue instances



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# File 'lib/technical_analysis/indicators/nvi.rb', line 52

def self.calculate(data)
  Validation.validate_numeric_data(data, :close, :volume)
  Validation.validate_length(data, min_data_size({}))
  Validation.validate_date_time_key(data)

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

  nvi_cumulative = 1_000.00
  output = []
  prev_price = data.shift

  output << NviValue.new(date_time: prev_price[:date_time], nvi: nvi_cumulative) # Start with default of 1_000

  data.each do |v|
    volume_change = ((v[:volume] - prev_price[:volume]) / prev_price[:volume])

    if volume_change < 0
      price_change = ((v[:close] - prev_price[:close]) / prev_price[:close]) * 100.00
      nvi_cumulative += price_change
    end

    output << NviValue.new(date_time: v[:date_time], nvi: nvi_cumulative)
    prev_price = v
  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/nvi.rb', line 15

def self.indicator_name
  "Negative Volume Index"
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/nvi.rb', line 8

def self.indicator_symbol
  "nvi"
end

.min_data_size(**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/nvi.rb', line 42

def self.min_data_size(**params)
  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/nvi.rb', line 22

def self.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/nvi.rb', line 31

def self.validate_options(options)
  return true if options == {}
  raise Validation::ValidationError.new "This indicator doesn't accept any options."
end