Method: TechnicalAnalysis::Dc.calculate

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

.calculate(data, period: 20, price_key: :value) ⇒ Array<DcValue>

Calculates the donchian channel (DC) for the data over the given period en.wikipedia.org/wiki/Donchian_channel

Parameters:

  • data (Array) —

    Array of hashes with keys (:date_time, :value)

  • period (Integer) (defaults to: 20) —

    The given period to calculate the DC

  • price_key (Symbol) (defaults to: :value) —

    The hash key for the price data. Default :value

Returns:

  • (Array<DcValue>) —

    An array of DcValue instances



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# File 'lib/technical_analysis/indicators/dc.rb', line 53

def self.calculate(data, period: 20, price_key: :value)
  period = period.to_i
  price_key = price_key.to_sym
  Validation.validate_numeric_data(data, price_key)
  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 = []

  data.each do |v|
    period_values << v[price_key]

    if period_values.size == period
      output << DcValue.new(
        date_time: v[:date_time],
        upper_bound: period_values.max,
        lower_bound: period_values.min
      )

      period_values.shift
    end
  end

  output.sort_by(&:date_time).reverse
end