Kashrobinson71 tech patch 1

.circleci/config.yml

@@ -0,0 +1,14 @@
+version: 2
+jobs:
+    build:
+        working_directory: ~/technical-analysis
+        docker:
+            - image: circleci/ruby:2.3.6
+        steps:
+            - checkout
+
+            # Bundle install dependencies
+            - run: bundle install
+
+            # Run the tests
+            - run: bundle exec rspec

.gitignore

@@ -48,3 +48,4 @@ build-iPhoneSimulator/
 
 # unless supporting rvm < 1.11.0 or doing something fancy, ignore this:
 .rvmrc
+.tool-versions

Gemfile.lock

@@ -0,0 +1,37 @@
+PATH
+  remote: .
+  specs:
+    technical-analysis (0.2.3)
+
+GEM
+  remote: https://rubygems.org/
+  specs:
+    diff-lcs (1.4.4)
+    rake (12.3.3)
+    rspec (3.9.0)
+      rspec-core (~> 3.9.0)
+      rspec-expectations (~> 3.9.0)
+      rspec-mocks (~> 3.9.0)
+    rspec-core (3.9.2)
+      rspec-support (~> 3.9.3)
+    rspec-expectations (3.9.2)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.9.0)
+    rspec-mocks (3.9.1)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.9.0)
+    rspec-support (3.9.3)
+    yard (0.9.36)
+
+PLATFORMS
+  ruby
+
+DEPENDENCIES
+  bundler (~> 1.16)
+  rake (~> 12.3)
+  rspec (~> 3.0)
+  technical-analysis!
+  yard (~> 0.9.20)
+
+BUNDLED WITH
+   1.17.1

README.md

@@ -1,5 +1,180 @@
-# technical-analysis
+# technical-analysisfor codeland
 A Ruby library for performing technical analysis on stock prices and other data sets.
 
+## Indicators
+The following technical indicators are supported:
+- Accumulation/Distribution Index (ADI)
+- Average Daily Trading Volume (ADTV)
+- Average Directional Index (ADX)
+- Awesome Oscillator (AO)
+- Average True Range (ATR)
+- Bollinger Bands (BB)
+- Commodity Channel Index (CCI)
+- Chaikin Money Flow (CMF)
+- Cumulative Return (CR)
+- Donchian Channel (DC)
+- Daily Log Return (DLR)
+- Detrended Price Oscillator (DPO)
+- Daily Return (DR)
+- Ease of Movement (EOM)
+- Exponential Moving Average (EMA)
+- Force Index (FI)
+- Ichimoku Kinko Hyo (ICHIMOKU)
+- Keltner Channel (KC)
+- Know Sure Thing (KST)
+- Moving Average Convergence Divergence (MACD)
+- Money Flow Index (MFI)
+- Mass Index (MI)
+- Negative Volume Index (NVI)
+- On-balance Volume (OBV)
+- On-balance Volume Mean (OBV_MEAN)
+- Relative Strength Index (RSI)
+- Simple Moving Average (SMA)
+- Stochastic Oscillator (SR)
+- Triple Exponential Average (TRIX)
+- True Strength Index (TSI)
+- Ultimate Oscillator (UO)
+- Vortex Indicator (VI)
+- Volume-price Trend (VPT)
+- Volume Weighted Average Price (VWAP)
+- Weighted Moving Average (WMA)
+- Williams %R (WR)
+
+## Install
+
+Add the following line to Gemfile:
+
+```ruby
+gem 'technical-analysis'
+```
+
+and run `bundle install` from your shell.
+
+To install the gem manually from your shell, run:
+
+```shell
+gem install technical-analysis
+```
+
+## Usage
+First, for the sake of these code samples, we'll load some test data from `spec/ta_test_data.csv`. This is the same data used for the unit tests. The data will be an `Array` of `Hashes`.
+
+```ruby
+input_data = SpecHelper.get_test_data(:close)
+# [
+#   { date_time: "2019-01-09T00:00:00.000Z", close: 153.3100 },
+#   { date_time: "2019-01-08T00:00:00.000Z", close: 150.7500 },
+#   ...
+#   { date_time: "2018-10-09T00:00:00.000Z", close: 226.8700 }
+# ]
+```
+
+Each technical indicator has the following methods:
+- `calculate` - Each technical indicator returns an Array of values. These values are instances of a class specific to each indicator. It's typically in the format of SymbolValue. For example, Simple Moving Average (SMA) returns an Array of `SmaValue` instances. These classes contain the appropriate data fields for each technical indicator.
+- `indicator_symbol` returns the symbol of the technical indicator as a String.
+- `indicator_name` returns the name of the technical indicator as a String.
+- `valid_options` returns an Array of keys (as Symbols) for valid options that the technical indicator accepts in its `calculate` method.
+- `validate_options` returns true if the options provided are valid or raises a `ValidationError`.
+- `min_data_size` returns the minimum number of observations needed (as an Integer) to calculate the technical indicator based on the options provided.
+
+### Class-Based Usage
+You can call methods on the class of the specific technical indicator that you want to calculate. To calculate a Simple Moving Average, for example, you would just call `calculate` on the Simple Moving Average class like so:
+
+```ruby
+input_data = SpecHelper.get_test_data(:close)
+
+TechnicalAnalysis::Sma.calculate(input_data, period: 30, price_key: :close)
+```
+
+Here are examples of other methods for technical indicators:
+
+```ruby
+TechnicalAnalysis::Sma.indicator_symbol
+# "sma"
+
+TechnicalAnalysis::Sma.indicator_name
+# "Simple Moving Average"
+
+TechnicalAnalysis::Sma.valid_options
+# [:period, :price_key]
+
+options = { period: 30, price_key: :close }
+TechnicalAnalysis::Sma.validate_options(options)
+# true
+
+options = { period: 30, price_key: :close }
+TechnicalAnalysis::Sma.min_data_size(options)
+# 30
+```
+
+### Generic Usage
+You can also use the generic indicator class. The purpose of this class is to be a sort of master class that will find and call the correct indicator based on the params provided to it.
+
+The `calculate` method on the `Indicator` class accepts:
+- The indicator symbol as a String - `"sma"`
+- The data to be used for calculations as an Array of Hashes - `input_data`
+- The calculation to be performed as a Symbol - `:technicals`
+- The options for the indicator as a Hash - `options`
+
+```ruby
+input_data = SpecHelper.get_test_data(:close)
+options = { period: 30, price_key: :close }
+
+TechnicalAnalysis::Indicator.calculate('sma', input_data, :technicals, options)
+```
+
+Here's each example again using the generic indicator class:
+
+```ruby
+input_data = SpecHelper.get_test_data(:close)
+
+TechnicalAnalysis::Indicator.calculate('sma', input_data, :indicator_symbol)
+# "sma"
+
+TechnicalAnalysis::Indicator.calculate('sma', input_data, :indicator_name)
+# "Simple Moving Average"
+
+TechnicalAnalysis::Indicator.calculate('sma', input_data, :valid_options)
+# [:period, :price_key]
+
+options = { period: 30, price_key: :close }
+TechnicalAnalysis::Indicator.calculate('sma', input_data, :validate_options, options)
+# true
+
+options = { period: 30, price_key: :close }
+TechnicalAnalysis::Indicator.calculate('sma', input_data, :min_data_size, options)
+# 30
+```
+
+Or you can use it to find the correct technical indicator class based on indicator symbol:
+
+```ruby
+simple_moving_average = TechnicalAnalysis::Indicator.find("sma")
+# TechnicalAnalysis::Sma
+
+input_data = SpecHelper.get_test_data(:close)
+simple_moving_average.calculate(input_data, period: 30, price_key: :close)
+
+simple_moving_average.indicator_symbol
+# "sma"
+
+simple_moving_average.indicator_name
+# "Simple Moving Average"
+
+simple_moving_average.valid_options
+# [:period, :price_key]
+
+options = { period: 30, price_key: :close }
+simple_moving_average.validate_options(options)
+# true
+
+options = { period: 30, price_key: :close }
+simple_moving_average.min_data_size(options)
+# 30
+```
+
+## Further documentation
+This gem is also documented using [Yard](https://yardoc.org/). You can view the [guides](https://yardoc.org/guides/index.html) to help get you started.
+
 ## Run Tests
-`rspec spec`
+`rspec spec`

lib/technical_analysis.rb

@@ -1,8 +1,44 @@
-require "technical_analysis/calculate"
-
 # Helpers
-require 'technical_analysis/helpers/array'
+require 'technical_analysis/helpers/array_helper'
+require 'technical_analysis/helpers/stock_calculation'
 require 'technical_analysis/helpers/validation'
 
 # Indicators
-require 'technical_analysis/indicators/sma'
+require 'technical_analysis/indicators/indicator'
+
+require 'technical_analysis/indicators/adi'
+require 'technical_analysis/indicators/adtv'
+require 'technical_analysis/indicators/adx'
+require 'technical_analysis/indicators/ao'
+require 'technical_analysis/indicators/atr'
+require 'technical_analysis/indicators/bb'
+require 'technical_analysis/indicators/cci'
+require 'technical_analysis/indicators/cmf'
+require 'technical_analysis/indicators/cr'
+require 'technical_analysis/indicators/dc'
+require 'technical_analysis/indicators/dlr'
+require 'technical_analysis/indicators/dpo'
+require 'technical_analysis/indicators/dr'
+require 'technical_analysis/indicators/ema'
+require 'technical_analysis/indicators/eom'
+require 'technical_analysis/indicators/fi'
+require 'technical_analysis/indicators/ichimoku'
+require 'technical_analysis/indicators/kc'
+require 'technical_analysis/indicators/kst'
+require 'technical_analysis/indicators/macd'
+require 'technical_analysis/indicators/mfi'
+require 'technical_analysis/indicators/mi'
+require 'technical_analysis/indicators/nvi'
+require 'technical_analysis/indicators/obv'
+require 'technical_analysis/indicators/obv_mean'
+require 'technical_analysis/indicators/rsi'
+require 'technical_analysis/indicators/sma'
+require 'technical_analysis/indicators/sr'
+require 'technical_analysis/indicators/trix'
+require 'technical_analysis/indicators/tsi'
+require 'technical_analysis/indicators/uo'
+require 'technical_analysis/indicators/vi'
+require 'technical_analysis/indicators/vpt'
+require 'technical_analysis/indicators/vwap'
+require 'technical_analysis/indicators/wma'
+require 'technical_analysis/indicators/wr'

lib/technical_analysis/helpers/array_helper.rb

@@ -0,0 +1,27 @@
+module TechnicalAnalysis
+  class ArrayHelper
+
+    def self.sum(data)
+      data.inject(0, :+)
+    end
+
+    def self.mean(data)
+      sum(data) / data.size.to_f
+    end
+
+    def self.average(data)
+      sum(data) / data.size.to_f
+    end
+
+    def self.sample_variance(data)
+      m = mean(data)
+      sum = data.inject(0) { |accum, i| accum + (i - m)**2 }
+      sum / (data.size - 1).to_f
+    end
+
+    def self.standard_deviation(data)
+      Math.sqrt(sample_variance(data))
+    end
+
+  end
+end

lib/technical_analysis/helpers/stock_calculation.rb

@@ -0,0 +1,33 @@
+module TechnicalAnalysis
+  class StockCalculation
+
+    def self.true_range(current_high, current_low, previous_close)
+      [
+        (current_high - current_low),
+        (current_high - previous_close).abs,
+        (current_low - previous_close).abs
+      ].max
+    end
+
+    def self.typical_price(price)
+      (price[:high] + price[:low] + price[:close]) / 3.0
+    end
+
+    def self.ema(current_value, data, period, prev_value)
+      if prev_value.nil?
+        ArrayHelper.average(data)
+      else
+        (current_value - prev_value) * (2.0 / (period + 1.0)) + prev_value
+      end
+    end
+
+    def self.wma(data)
+      intermediate_values = []
+      data.each_with_index do |datum, i|
+        intermediate_values << datum * (i + 1)/(data.size * (data.size + 1)/2).to_f
+      end
+      ArrayHelper.sum(intermediate_values)
+    end
+
+  end
+end