Class: TechnicalAnalysis::Sr

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

Overview

Stochastic Oscillator

Class Method Summary collapse

Methods inherited from Indicator

find, roster

Class Method Details

.calculate(data, period: 14, signal_period: 3) ⇒ Array<SrValue>

Calculates the stochastic oscillator (%K) for the data over the given period en.wikipedia.org/wiki/Stochastic_oscillator



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

def self.calculate(data, period: 14, signal_period: 3)
  period = period.to_i
  signal_period = signal_period.to_i
  Validation.validate_numeric_data(data, :high, :low, :close)
  Validation.validate_length(data, min_data_size(period: period, signal_period: signal_period))
  Validation.validate_date_time_key(data)

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

  high_low_values = []
  output = []
  sr_values = []

  data.each do |v|
    high_low_values << { high: v[:high], low: v[:low] }

    if high_low_values.size == period
      lowest_low = high_low_values.map { |hlv| hlv[:low] }.min
      highest_high = high_low_values.map { |hlv| hlv[:high] }.max

      sr = (v[:close] - lowest_low) / (highest_high - lowest_low) * 100.00

      sr_values << sr

      if sr_values.size == signal_period
        signal = ArrayHelper.average(sr_values)

        output << SrValue.new(
          date_time: v[:date_time],
          sr: sr,
          sr_signal: signal
        )

        sr_values.shift
      end

      high_low_values.shift
    end
  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/sr.rb', line 15

def self.indicator_name
  "Stochastic Oscillator"
end

.indicator_symbol ⇒ String

Returns the symbol of the technical indicator



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

def self.indicator_symbol
  "sr"
end

.min_data_size(period: 14, signal_period: 3) ⇒ Integer

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



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

def self.min_data_size(period: 14, signal_period: 3)
  period.to_i + signal_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/sr.rb', line 22

def self.valid_options
  i(period signal_period)
end

.validate_options(options) ⇒ Boolean

Validates the provided options for this technical indicator



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

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