This gem containing the module 'Indicators' is part of the Cotcube suite. Its purpose is the application on indicators on a given time series. An example should help to understand how it works:
series = 10.times.map {|i| Hash[x: i, y: ((i**2 + 2.0)/(4*i + 1)).round(2)] }
indicators = {
first: Cotcube::Indicators.change(key: :y),
second: Cotcube::Indicators.change(key: :first, lookback: 2)
}
series.each {|dataset| indicators.map{|key, lambada| dataset[key] = lambada.call(dataset).round(3) } }This results in the following series (note that the applied function is arbitrary):
| x | y | first | second |
|---|---|---|---|
| 0 | 2.0 | 2.0 | 0.0 |
| 1 | 0.6 | -1.4 | -1.4 |
| 2 | 0.67 | 0.07 | -1.93 |
| 3 | 0.85 | 0.18 | 1.58 |
| 4 | 1.06 | 0.21 | 0.14 |
| 5 | 1.29 | 0.23 | 0.05 |
| 6 | 1.52 | 0.23 | 0.02 |
| 7 | 1.76 | 0.24 | 0.01 |
| 8 | 2.0 | 0.24 | 0.01 |
| 9 | 2.24 | 0.24 | 0.0 |
where first displays the change of current y to its predecessor and second displays the change of first to its pre-predescessor.
It's just a super tiny helper class. Most indicators rely on a backward aggregation of data. For this purpose the Carrier class maintains an array of given length for its indicator, FIFOing out-aged data.
This indicators is basically a helper. It allows arithmetical combination of 2 parameters (resp. calculation on one by omitting the other). The operation is passed as a block.
Returns the difference (i.e. change) between carrier.get.last and carrier.get.first, where in most occasions carrier.size would be 2--hence comparing a current value with it's predecessor.
When passed a block, the indicator returns a value only when the block evaluates truthy, otherwise it returns 0'
Returns an index-position of the current value within the carrier (i.e. 1.0 for being the highest, 0.0 for being the lowest value).
- When passed a block, the indicator returns a value only when the block evaluates truthy, otherwise it returns 0'
- When passed
abs: true, the absolute value is processed. - When passed
reverse: true, the result will be inverted by1.0 - result.
Returns a score position if the current value within the carrier (i.e. 1 for being the highest, carrier.size for being the lowest value).
- When passed
abs: true, the absolute value is processed. - When passed
index: true, the score is converted to an index, so score 1 matches 1.0 and carrier.size matches 0.0.
Returns the true range of the current value and it predescessor. Only works when the series contains [:high, :low. :close] or effective alternatives are promoted as parameters. to get ATR combine this one with sma.
Returns the according classical indicator based on the provided :key and :length.
Add this line to your application's Gemfile:
gem 'cotcube-indicators'And then execute:
$ bundle install
Or install it yourself as:
$ gem install cotcube-indicators
After checking out the repo, run bin/setup to install dependencies. Then, run rake spec to run the tests. You can also run bin/console for an interactive prompt that will allow you to experiment.
To install this gem onto your local machine, run bundle exec rake install. To release a new version, update the version number in version.rb, and then run bundle exec rake release, which will create a git tag for the version, push git commits and tags, and push the .gem file to rubygems.org.
Bug reports and pull requests are welcome on GitHub at https://github.com/[USERNAME]/cotcube-indicators.
The gem is available as open source under the terms of the MIT License.