Class: Alphavantage::Indicator

Inherits:
Object
  • Object
show all
Includes:
HelperFunctions
Defined in:
lib/Indicator.rb

Instance Attribute Summary collapse

Instance Method Summary collapse

Methods included from HelperFunctions

#check_argument, #method_missing, #recreate_metadata_key, #return_client, #return_int_val, #return_matype, #return_series, #return_value

Constructor Details

#initialize(function:, symbol:, interval: "daily", time_period: "60", series_type: "close", fastlimit: "0.01", slowlimit: "0.01", fastperiod: "12", slowperiod: "26", signalperiod: "9", fastmatype: "0", slowmatype: "0", signalmatype: "0", fastkperiod: "5", slowkperiod: "3", slowdperiod: "3", slowkmatype: "0", slowdmatype: "0", fastdperiod: "3", fastdmatype: "0", matype: "0", timeperiod1: "7", timeperiod2: "14", timeperiod3: "28", nbdevup: "2", nbdevdn: "2", acceleration: "0.01", maximum: "0.20", key:, verbose: false) ⇒ Indicator

Returns a new instance of Indicator.



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# File 'lib/Indicator.rb', line 5

def initialize function:, symbol:, interval: "daily", time_period: "60",
  series_type: "close", fastlimit: "0.01", slowlimit: "0.01",
  fastperiod: "12", slowperiod: "26", signalperiod: "9",
  fastmatype: "0", slowmatype: "0", signalmatype: "0",
  fastkperiod: "5", slowkperiod: "3", slowdperiod: "3",
  slowkmatype: "0", slowdmatype: "0", fastdperiod: "3",
  fastdmatype: "0", matype: "0", timeperiod1: "7", timeperiod2: "14",
  timeperiod3: "28", nbdevup: "2", nbdevdn: "2", acceleration: "0.01",
  maximum: "0.20", key:, verbose: false
  check_argument([true, false], verbose, "verbose")
  @client = return_client(key, verbose)
  check_argument(["SMA", "EMA", "WMA", "DEMA", "TEMA", "TRIMA", "KAMA", "T3",
    "RSI","MAMA", "MACD", "MACDEXT", "STOCH", "STOCHF", "STOCHRSI", "WILLR",
    "ADX", "ADXR", "APO", "PPO", "MOM", "BOP", "CCI", "CMO", "ROC", "ROCR",
    "AROON", "AROONOSC", "MFI", "TRIX", "ULTOSC", "DX", "MINUS_DI",
    "PLUS_DI", "MINUS_DM", "PLUS_DM", "BBANDS", "MIDPOINT", "MIDPRICE",
    "SAR", "TRANGE", "ATR", "NATR", "AD", "ADOSC", "OBV", "HT_SINE",
    "HT_TRENDLINE", "HT_TRENDMODE", "HT_DCPERIOD", "HT_DCPHASE",
    "HT_PHASOR"], function, "function")
  url = "function=#{function}&symbol=#{symbol}"

  if ["SMA", "EMA", "WMA", "DEMA", "TEMA", "TRIMA", "KAMA", "T3", "RSI",
    "MAMA", "MACD", "MACDEXT", "STOCH", "STOCHF", "STOCHRSI", "WILLR",
    "ADX", "ADXR", "APO", "PPO", "MOM", "BOP", "CCI", "CMO", "ROC", "ROCR",
    "AROON", "AROONOSC", "MFI", "TRIX", "ULTOSC", "DX", "MINUS_DI",
    "PLUS_DI", "MINUS_DM", "PLUS_DM", "BBANDS", "MIDPOINT", "MIDPRICE",
    "SAR", "TRANGE", "ATR", "NATR", "AD", "ADOSC", "OBV", "HT_SINE",
    "HT_TRENDLINE", "HT_TRENDMODE", "HT_DCPERIOD", "HT_DCPHASE",
    "HT_PHASOR"].include? function
    check_argument(["1min", "5min", "15min", "30min", "60min", "daily", "weekly", "monthly"], interval, "interval")
    url += "&interval=#{interval}"
  end
  if ["SMA", "EMA", "WMA", "DEMA", "TEMA", "TRIMA", "KAMA", "T3", "RSI",
    "STOCHRSI", "WILLR", "ADX", "ADXR", "MOM", "CCI", "CMO", "ROC", "ROCR",
    "AROON", "AROONOSC", "MFI", "TRIX", "DX", "MINUS_DI", "PLUS_DI",
    "MINUS_DM", "PLUS_DM", "BBANDS", "MIDPOINT", "MIDPRICE", "ATR",
    "NATR"].include? function
    url += return_int_val(time_period, "time_period", "integer")
  end
  if ["SMA", "EMA", "WMA", "DEMA", "TEMA", "TRIMA", "KAMA", "T3", "RSI",
    "MAMA", "MACD", "MACDEXT", "STOCHRSI", "APO", "PPO", "MOM", "ROC",
    "ROCR", "TRIX", "BBANDS", "MIDPOINT", "HT_SINE", "HT_TRENDLINE",
    "HT_TRENDMODE", "HT_DCPERIOD", "HT_DCPHASE", "HT_PHASOR", "CMO"].include? function
    check_argument(["close", "open", "high", "low"], series_type, "series_type")
    url += "&series_type=#{series_type}"
  end
  if ["MAMA"].include? function
    url += return_int_val(fastlimit, "fastlimit", "float")
    url += return_int_val(slowlimit, "slowlimit", "float")
  end
  if ["MACD", "MACDEXT", "APO", "PPO", "ADOSC"].include? function
    url += return_int_val(fastperiod, "fastperiod", "integer")
    url += return_int_val(slowperiod, "slowperiod", "integer")
  end
  if ["MACD", "MACDEXT"].include? function
    url += return_int_val(signalperiod, "signalperiod", "integer")
  end
  if ["MACDEXT"].include? function
    url += return_matype(fastmatype, "fastmatype")
    url += return_matype(slowmatype, "slowmatype")
    url += return_matype(signalmatype, "signalmatype")
  end
  if ["STOCH", "STOCHF", "STOCHRSI"].include? function
    url += return_int_val(fastkperiod, "fastkperiod", "integer")
    url += return_int_val(fastdperiod, "fastdperiod", "integer")
  end
  if ["STOCH"].include? function
    url += return_int_val(slowkperiod, "slowkperiod", "integer")
    url += return_int_val(signalperiod, "signalperiod", "integer")
    url += return_matype(slowkmatype, "slowkmatype")
    url += return_matype(slowdmatype, "slowdmatype")
  end
  if ["STOCH", "STOCHF", "STOCHRSI"].include? function
    url += return_matype(fastdmatype, "fastdmatype")
  end
  if ["APO", "PPO", "BBANDS"].include? function
    url += return_matype(matype, "matype")
  end
  if ["ULTOSC"].include? function
    url += return_int_val(timeperiod1, "timeperiod1", "integer")
    url += return_int_val(timeperiod2, "timeperiod2", "integer")
    url += return_int_val(timeperiod3, "timeperiod3", "integer")
  end
  if ["BBANDS"].include? function
    url += return_int_val(nbdevup, "nbdevup", "integer")
    url += return_int_val(nbdevdn, "nbdevdn", "integer")
  end
  if ["SAR"].include? function
    url += return_int_val(acceleration, "acceleration", "float")
    url += return_int_val(maximum, "maximum", "float")
  end

  @hash = @client.request(url)
  metadata = @hash.dig("Meta Data") || {}
  metadata.each do |key, val|
    key_sym = recreate_metadata_key(key)
    define_singleton_method(key_sym) do
      return val
    end
  end

  begin
    time_series = @hash.find{|key, val| key.include?("Technical Analysis")}[1]
  rescue Exception => e
    raise Alphavantage::Error.new message: "No Time Series found: #{e.message}",
      data: @hash
  end

  series = {}
  convert_key = {}
  time_series.values[0].keys.each do |key|
    key_sym = key.downcase.gsub(/[.\/]/, "").lstrip.gsub(" ", "_").to_sym
    series[key_sym] = []
    convert_key[key] = key_sym
  end
  time_series.each do |time, ts_hash|
    ts_hash.each do |key, value|
      series[convert_key[key]] << [time, value]
    end
  end
  series.keys.each do |key_sym|
    define_singleton_method(key_sym) do |*args|
      args ||= []
      return return_series(series[key_sym], args[0])
    end
  end
end

Dynamic Method Handling

This class handles dynamic methods through the method_missing method in the class HelperFunctions

Instance Attribute Details

#hash ⇒ Object (readonly)

Returns the value of attribute hash.



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# File 'lib/Indicator.rb', line 133

def hash
  @hash
end