Kashrobinson71 tech patch 1 #56
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* Start of ADI indicator * 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. * Updated yard comments * Remove /calculate * Add Stochastic Oscillator - Require in main technical_analysis - Create calculation - Create spec * Add Stochastic Oscillator Signal (%D) - Update main technical_analysis to require sr_signal - Create calculation - Create spec * Add Awesome Oscillator - Update technical_analysis to require AO - Create calculation - Create spec * Add Ultimate Oscillator - Add require uo to technical_analysis - Create calculation - Create spec * Create Williams %R - Add require wr to technical_analysis - Create calculation - Create spec * Create ADTV - Average Daily Trading Volume - Add require 'adtv' to technical_analysis - Create calculation - Create spec * Create OBV Mean - On-balance volume mean - Add require 'obv_mean' to technical_analysis - Create calculation - Create spec * Change price_key to volume_key for clarity * Create OBV - On-balance volume - Add require 'obv' to technical_analysis - Create calculation - Create spec * Create CR - Cumulative Return - Add require 'cr' to technical_analysis - Create calculation - Create spec * Add validator to make sure data exists * Add DLR - Daily Log Return - Add require 'dlr' to technical_analysis - Create calculation - Create spec * Add DR - Daily Return - Add require 'dr' to technical_analysis - Create calculation - Create spec * Add TSI - True Strength Index - Add require 'tsi' to technical_analysis - Create calculation - create spec * Add RSI - Relative Strength Index - Add require 'rsi' to technical_analysis - Create calculation - Create spec * Add MFI - Money Flow Index - Add require 'mfi' to technical_analysis - Create calculation - Create spec * Add Ichimoku - Add require 'ichimoku' to technical_analysis - Create calculation - Create spec * Move response inside value key * Add KST - Known Sure Thing - Add require 'kst' to technical_analysis - Create calculation - Create spec * Add DSO - Detrended Price Oscillator - Add require 'dso' to technical_analysis - Create calculation - Create spec * Add CCI - Commodity Channel Index - Add require 'cci' to technical_analysis - Create calculation - Create spec * Add MI - Mass Index - Add require 'mi' to technical_analysis - Create calculation - Create spec * Add Trix - Triple Exponential Average - Add require 'trix' to technical_analysis - Create calculation - Create spec * Refactor * Add VI - Vortex Indicator - Add require 'vi' to technical_analysis - Create caluclation - Create spec * Refactor * Refactor - merge SR and SR signal into one calc * Refactor calculation * Update logic for validating data size * Refactor calculation * Remove a puts...oops! * Refactor calculation * Removed old/unused variable * Refactor calculation and fix spec * More trimming * Remove select(&:) / refactor * Refactor * Add ADX - Average Directional Index - Add require 'adx' to technical_analysis - Create calculation - Create spec * Add FI - Force Index - Add require 'fi' to technical_analysis - Create calculation - Create spec * Add VPT - Volume-Price Trent - Add require 'vpt' to technical_analysis - Create calculation - Create spec * Add CMF - Chaikin Money Flow - Add require 'cmf' to technical_analysis - Create calculation - Create spec * Add EoM / EVM - Ease of Movement - Add require 'eom' and 'evm' to technical_analysis - Create calculation for Eom and reference it in Evm - Create specs for Eom and Evm * Update yard comments to remove reference to period * Update yard comments to remove reference to period. * Add NVI - Negative Volume Index - Add require 'nvi' to technical_analysis - Create calculation - Create spec * Add ATR - Average True Range - Add require 'atr' to technical_analysis - Create calculation - Create spec * Don't count first record - To make the true range calculation consistent with other indicators, don't count a true range for the first record. * Refactor true range calculation to be more legible * Add BB - Bollinger Bands - Add require 'bb' to technical_analysis - Create calculation - Create spec - Add methods to array helper: - Mean (also aliased as average) - Sample variance - Standard deviation * In array helper methods, use size vs length * Add KC - Keltner Channel - Add require 'kc' to technical_analysis - Create calculation - Create spec - Update array helper from Bollinger Bands * Add DC - Donchian Channel - Add require 'dc' to technical_analysis - Create calculation - Create spec * Add MACD - Moving Average Convergence Divergence - Add require 'macd' to technical_analysis - Create calculation - Create spec - Import array helper from Bollinger Bands * Refactor EMA logic into its own method * Add back obv_mean * Refactor - Add StockCalculation helper - Add true_range method to StockCalculation - Replace manual averages with Array.average helper * Add typical_price helper to StockCalculation - Update typical_price calculations to use new helper * Add ema to StockCalculation * Update calculation to use Array.average helper * Minor code format updates * Remove comments about sorting data by date * Change date to date_time
- Used to calculate and find data across all indicators - Used for inheritance by each indicator - Add to require
- Inherit from Indicator class - Add symbol method - Fix empty spaces
- Change self.symbol to self.indicator_symbol - Add self.indicator_name
- Add valid_options method to each indicator - Add validate_options method to each indicator - Add validate_options method to Validation helper
- Add indicator_symbol - Add indicator_name - Add validate_options - Add valid_options
- Minor updates to indicators - Test indicator_symbol for each indicator - Test indicator_name for each indicator - Test valid_options for each indicator - Test validate_options for each indicator - Test invalid options for each indicator - Test min_data_size for each indicator
- ao - atr - bb - cci - cmf - cr - dc - dlr - dpo - dr - eom - evm
- fi - ichimoku - indicator - kc - kst - macd - mfi - mi - nvi - obv - obv_mean - rsi - sma - sr - trix - tsi - uo - vi - vpt - wr
- Use min_data_size method when validating data sizes in calculate
I've based the EMA indicator from the SMA indicator, while using the existing `StockCalculation.ema` helper that I found.
Add EMA indicator
Updates the requirements on [rake](https://github.com/ruby/rake) to permit the latest version. - [Release notes](https://github.com/ruby/rake/releases) - [Changelog](https://github.com/ruby/rake/blob/master/History.rdoc) - [Commits](ruby/rake@v10.5.0...v12.3.3) Signed-off-by: dependabot[bot] <[email protected]>
…am-to-ema-and-sma-indicators Add date_time_key param to EMA & SMA indicators
…tw-12.3 Update rake requirement from ~> 10.0 to ~> 12.3
… 14 period values.
fix: ~ indicators/adx.rb, so that it works for other than the default 14 period values.
Add date_time_key support to RSI indicator
+ Weighted Moving Average
…Size Change loop to lookup
Bumps [yard](https://github.com/lsegal/yard) from 0.9.25 to 0.9.36. - [Release notes](https://github.com/lsegal/yard/releases) - [Changelog](https://github.com/lsegal/yard/blob/main/CHANGELOG.md) - [Commits](lsegal/yard@v0.9.25...v0.9.36) --- updated-dependencies: - dependency-name: yard dependency-type: direct:development ... Signed-off-by: dependabot[bot] <[email protected]>
…0.9.36 Bump yard from 0.9.25 to 0.9.36
…iodFlows Handle division by zero error with mfi indicator
l added a new title and lm merging with codeland
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