Method: TechnicalAnalysis::Adi.calculate

Defined in:
lib/technical_analysis/indicators/adi.rb

.calculate(data) ⇒ Array<AdiValue>

Calculates the Accumulation/Distribution Index (ADI) for the given data en.wikipedia.org/wiki/Accumulation/distribution_index

Parameters:

  • Array of hashes with keys (:date_time, :high, :low, :close, :volume)

Returns:

  • An array of AdiValue instances



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# File 'lib/technical_analysis/indicators/adi.rb', line 51

def self.calculate(data)
  Validation.validate_numeric_data(data, :high, :low, :close, :volume)
  Validation.validate_date_time_key(data)

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

  ad = 0
  clv = 0
  output = []
  prev_ad = 0

  data.each_with_index do |values, i|
    if values[:high] == values[:low]
      clv = 0
    else
      clv = ((values[:close] - values[:low]) - (values[:high] - values[:close])) / (values[:high] - values[:low])
    end

    ad = prev_ad + (clv * values[:volume])
    prev_ad = ad
    date_time = values[:date_time]

    output << AdiValue.new(date_time: date_time, adi: ad)
  end

  output.sort_by(&:date_time).reverse
end