Class: TA::TechnicalAnalysis

Inherits:
Object
  • Object
show all
Defined in:
lib/ta/technical_analysis.rb

Overview

Main technical analysis orchestrator for multi-timeframe indicator computation

Constant Summary collapse

DEFAULTS = 
{
  rsi_period: 14,
  atr_period: 14,
  adx_period: 14,
  macd_fast: 12,
  macd_slow: 26,
  macd_signal: 9,
  throttle_seconds: 1.0,
  max_retries: 3
}.freeze

Instance Method Summary collapse

Constructor Details

#initialize(options = {}) ⇒ TechnicalAnalysis

Returns a new instance of TechnicalAnalysis.



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# File 'lib/ta/technical_analysis.rb', line 39

def initialize(options = {})
  @opts = DEFAULTS.merge(options.transform_keys(&:to_sym))
  @fetcher = Fetcher.new(throttle_seconds: @opts[:throttle_seconds], max_retries: @opts[:max_retries])
end

Instance Method Details

#compute(exchange_segment:, instrument:, security_id:, from_date: nil, to_date: nil, days_back: nil, intervals: [1, 5, 15, 25, 60]) ⇒ Object 



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# File 'lib/ta/technical_analysis.rb', line 44

def compute(exchange_segment:, instrument:, security_id:, from_date: nil, to_date: nil, days_back: nil,
            intervals: [1, 5, 15, 25, 60])
  # Normalize to_date: default to last trading day; if provided and non-trading, roll back
  to_date = normalize_to_date(to_date)

  # Auto-calculate required trading days if not provided
  days_back = auto_days_needed(intervals) if days_back.nil? || days_back.to_i <= 0

  # Derive/normalize from_date
  from_date = normalize_from_date(from_date, to_date, days_back)

  base_params = {
    exchange_segment: exchange_segment,
    instrument: instrument,
    security_id: security_id,
    from_date: from_date,
    to_date: to_date
  }

  frames = {}
  interval_key = { 1 => :m1, 5 => :m5, 15 => :m15, 25 => :m25, 60 => :m60 }
  intervals.each do |ivl|
    key = interval_key[ivl.to_i]
    next unless key

    raw = @fetcher.intraday_windowed(base_params, ivl.to_i)
    frames[key] = Candles.from_series(raw)
    sleep_with_jitter # throttle between intervals
  end

  {
    meta: {
      exchange_segment: exchange_segment,
      instrument: instrument,
      security_id: security_id,
      from_date: from_date,
      to_date: to_date
    },
    indicators: frames.transform_values { |candles| compute_for(candles) }
  }
end

#compute_from_file(path:, base_interval: 1, intervals: [1, 5, 15, 25, 60]) ⇒ Object 



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# File 'lib/ta/technical_analysis.rb', line 86

def compute_from_file(path:, base_interval: 1, intervals: [1, 5, 15, 25, 60])
  raw = JSON.parse(File.read(path))
  base = Candles.from_series(raw)
  frames = {}
  intervals.each do |ivl|
    case ivl.to_i
    when 1 then frames[:m1]   = (base_interval == 1 ? base : Candles.resample(base, 1))
    when 5 then frames[:m5]   = Candles.resample(base, 5)
    when 15 then frames[:m15] = Candles.resample(base, 15)
    when 25 then frames[:m25] = Candles.resample(base, 25)
    when 60 then frames[:m60] = Candles.resample(base, 60)
    end
  end
  { indicators: frames.transform_values { |candles| compute_for(candles) } }
end