Class: TechnicalAnalysis::ObvMean

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

Overview

On-balance Volume Mean

Class Method Summary collapse

Methods inherited from Indicator

find, roster

Class Method Details

.calculate(data, period: 10) ⇒ Array<ObvMeanValue>

Calculates the on-balance volume mean (OBV mean) for the data over the given period en.wikipedia.org/wiki/On-balance_volume

Parameters:

  • data (Array) —

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

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

    The given period to calculate the OBV mean

Returns:

  • (Array<ObvMeanValue>) —

    An array of ObvMeanValue instances



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

def self.calculate(data, period: 10)
  period = period.to_i
  Validation.validate_numeric_data(data, :close, :volume)
  Validation.validate_length(data, min_data_size(period: period))
  Validation.validate_date_time_key(data)

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

  current_obv = 0
  obvs = []
  output = []
  prior_close = nil
  prior_volume = nil

  data.each do |v|
    volume = v[:volume]
    close = v[:close]

    unless prior_close.nil?
      current_obv += volume if close > prior_close
      current_obv -= volume if close < prior_close
      obvs << current_obv
    end

    prior_volume = volume
    prior_close = close

    if obvs.size == period
      output << ObvMeanValue.new(date_time: v[:date_time], obv_mean: ArrayHelper.average(obvs))
      obvs.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



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

def self.indicator_name
  "On-balance Volume Mean"
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/obv_mean.rb', line 8

def self.indicator_symbol
  "obv_mean"
end

.min_data_size(period: 10) ⇒ 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/obv_mean.rb', line 41

def self.min_data_size(period: 10)
  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



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

def self.valid_options
  %i(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



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

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