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Merged
merged 96 commits into from
Jan 31, 2019
Merged

First wave of technical indicators #34

merged 96 commits into from
Jan 31, 2019

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@atsmith813
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@atsmith813 atsmith813 commented Jan 31, 2019 •
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Description

This includes the following indicators:

  • ADI: Accumulation/Distribution Index
  • ADTV: Average Daily Trading Volume
  • ADX: Average Directional Index
  • AO: Awesome Oscillator
  • ATR: Average True Range
  • BB: Bollinger Bands
  • CCI: Commodity Channel Index
  • CMF: Chaikin Money Flow
  • CR: Cumulative Return
  • DC: Donchian Channel
  • DLR: Daily Log Return
  • DPO: Detrended Price Oscillator
  • DR: Daily Return
  • EOM: Ease of Movement
  • EVM: Ease of Movement
  • FI: Force Index
  • ICHIMOKU: Ichimoku
  • KC: Keltner Channel
  • KST: Know Sure Thing
  • MACD: Moving Average Convergence Divergence
  • MFI: Money Flow Index
  • MI: Mass Index
  • NVI: Negative Volume Index
  • OBV: On-balance Volume
  • OBV MEAN: On-balance Volume Mean
  • RSI: Relative Strength Index
  • SMA: Simple Moving Average
  • SR: Stochastic Oscillator
  • TRIX: Triple Exponential Average
  • TSI: True Strength Index
  • UO: Ultimate Oscillator
  • VI: Vortex Indicator
  • VPT: Volume Price Trent
  • WR: Williams %R

And it also includes a few helpers for arrays, tests, and validation.

jfeust and others added 30 commits January 5, 2019 10:05
@jfeust
Start of ADI indicator
47fa2d8
@jfeust
f16b2cb 
Updated SMA and ADI to use new input/output data format (array of hashes). Spec helpers to use CSV sample data. Updated SMA and ADI specs to use new sample data. Data sort helpers. Validation updates.
@jfeust
Updated yard comments
10888da
@atsmith813
Remove /calculate
7f333d3
@atsmith813
Add Stochastic Oscillator
291a7c3 
- Require in main technical_analysis
- Create calculation
- Create spec
@atsmith813
Add Stochastic Oscillator Signal (%D)
ad4738f 
- Update main technical_analysis to require sr_signal
- Create calculation
- Create spec
@atsmith813
Add Awesome Oscillator
1273011 
- Update technical_analysis to require AO
- Create calculation
- Create spec
@atsmith813
Add Ultimate Oscillator
22ace85 
- Add require uo to technical_analysis
- Create calculation
- Create spec
@atsmith813
Create Williams %R
19cc7e3 
- Add require wr to technical_analysis
- Create calculation
- Create spec
@atsmith813
Create ADTV - Average Daily Trading Volume
54ccaa6 
- Add require 'adtv' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Create OBV Mean - On-balance volume mean
ea256bc 
- Add require 'obv_mean' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Change price_key to volume_key for clarity
9f8e954
@atsmith813
Create OBV - On-balance volume
298806b 
- Add require 'obv' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Create CR - Cumulative Return
aaed60f 
- Add require 'cr' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add validator to make sure data exists
537271c
@atsmith813
Add DLR - Daily Log Return
367288e 
- Add require 'dlr' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add DR - Daily Return
16fc756 
- Add require 'dr' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add TSI - True Strength Index
de115bb 
- Add require 'tsi' to technical_analysis
- Create calculation
- create spec
@atsmith813
Add RSI - Relative Strength Index
aabc1ab 
- Add require 'rsi' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add MFI - Money Flow Index
4f0928c 
- Add require 'mfi' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add Ichimoku
c0ba88d 
- Add require 'ichimoku' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Move response inside value key
c146a41
@atsmith813
Add KST - Known Sure Thing
795d81e 
- Add require 'kst' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add DSO - Detrended Price Oscillator
3291b5c 
- Add require 'dso' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add CCI - Commodity Channel Index
40dfaa3 
- Add require 'cci' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add MI - Mass Index
014ab58 
- Add require 'mi' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add Trix - Triple Exponential Average
ae93510 
- Add require 'trix' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Refactor
bb7f308
@atsmith813
Add VI - Vortex Indicator
9d62cbc 
- Add require 'vi' to technical_analysis
- Create caluclation
- Create spec
@atsmith813
Refactor
5de81d1
@atsmith813
Merge branch 'ATS/technical-analysis/daily-return' of github.com:intr…
47c4500 
…inio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/true-strength-index' of github.c…
0926151 
…om:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/relative-strength-index' of gith…
e082fac 
…ub.com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/money-flow-index' of github.com:…
04da7ff 
…intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/ichimoku' of github.com:intrinio…
dc549de 
…/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/know-sure-thing' of github.com:i…
49cdda4 
…ntrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/detrended-price-oscillator' of g…
44cc9e7 
…ithub.com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/commodity-channel-index' of gith…
ef4b929 
…ub.com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/mass-index' of github.com:intrin…
59ad7f2 
…io/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/triple-exponential-average' of g…
57b509d 
…ithub.com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/vortex-indicator' of github.com:…
4e799e8 
…intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/average-directional-index' of gi…
474406d 
…thub.com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/force-index' of github.com:intri…
fca19cc 
…nio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/volume-price-trend' of github.co…
3b9fd45 
…m:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/chaikin-money-flow' of github.co…
8c12985 
…m:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/ease-of-movement' of github.com:…
d2a0550 
…intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/negative-volume-index' of github…
60b2704 
….com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/average-true-range' of github.co…
c6a2550 
…m:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/bollinger-bands' of github.com:i…
4e10ded 
…ntrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/keltner-channel' of github.com:i…
56ebd3d 
…ntrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/donchian-channel' of github.com:…
7d42c4f 
…intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/moving-average-convergence-diver…
1b30ea6 
…gence' of github.com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Refactor
844478e 
- Add StockCalculation helper
- Add true_range method to StockCalculation
- Replace manual averages with Array.average helper
@atsmith813
Add typical_price helper to StockCalculation
f730f10 
- Update typical_price calculations to use new helper
@atsmith813
Add ema to StockCalculation
798c43f
@atsmith813
Update calculation to use Array.average helper
82d3b19
@atsmith813
Minor code format updates
e0c2b63
@atsmith813
Remove comments about sorting data by date
950a366
@atsmith813
Change date to date_time
48e2a47
@atsmith813 atsmith813 merged commit 990d509 into master Jan 31, 2019
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2 participants

@atsmith813 @jfeust