Class: TechnicalAnalysis::Eom

Inherits:
Indicator show all
Defined in:
lib/technical_analysis/indicators/eom.rb

Overview

Ease of Movement

Class Method Summary collapse

Methods inherited from Indicator

find, roster

Class Method Details

.calculate(data, period: 14) ⇒ Array<Hash>

Calculates the ease of movement (EoM) for the data over the given period en.wikipedia.org/wiki/Ease_of_movement



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# File 'lib/technical_analysis/indicators/eom.rb', line 52

def self.calculate(data, period: 14)
  period = period.to_i
  Validation.validate_numeric_data(data, :high, :low, :volume)
  Validation.validate_length(data, min_data_size(period: period))
  Validation.validate_date_time_key(data)

  data = data.sort_by { |row| row[:date_time] }

  output = []
  period_values = []
  prev_price = data.shift

  data.each do |v|
    distance_moved = ((v[:high] + v[:low]) / 2) - ((prev_price[:high] + prev_price[:low]) / 2)
    box_ratio = (v[:volume] / 100_000_000.00) / (v[:high] - v[:low])
    emv = distance_moved / box_ratio

    period_values << emv

    if period_values.size == period
      output << EomValue.new(date_time: v[:date_time], eom: ArrayHelper.average(period_values))
      period_values.shift
    end

    prev_price = v
  end

  output.sort_by(&:date_time).reverse
end

.indicator_name ⇒ String

Returns the name of the technical indicator



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# File 'lib/technical_analysis/indicators/eom.rb', line 15

def self.indicator_name
  "Ease of Movement"
end

.indicator_symbol ⇒ String

Returns the symbol of the technical indicator



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# File 'lib/technical_analysis/indicators/eom.rb', line 8

def self.indicator_symbol
  "eom"
end

.min_data_size(period: 14) ⇒ Integer

Calculates the minimum number of observations needed to calculate the technical indicator



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# File 'lib/technical_analysis/indicators/eom.rb', line 41

def self.min_data_size(period: 14)
  period.to_i + 1
end

.valid_options ⇒ Array

Returns an array of valid keys for options for this technical indicator



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# File 'lib/technical_analysis/indicators/eom.rb', line 22

def self.valid_options
  i(period)
end

.validate_options(options) ⇒ Boolean

Validates the provided options for this technical indicator



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# File 'lib/technical_analysis/indicators/eom.rb', line 31

def self.validate_options(options)
  Validation.validate_options(options, valid_options)
end