Class: TechnicalAnalysis::Ao

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

Overview

Awesome Oscillator

Class Method Summary collapse

Methods inherited from Indicator

find, roster

Class Method Details

.calculate(data, short_period: 5, long_period: 34) ⇒ Array<AoValue>

Calculates the awesome oscillator for the data over the given period https://www.tradingview.com/wiki/Awesome_Oscillator_(AO)



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

def self.calculate(data, short_period: 5, long_period: 34)
  short_period = short_period.to_i
  long_period = long_period.to_i
  Validation.validate_numeric_data(data, :high, :low)
  Validation.validate_length(data, min_data_size(long_period: long_period))
  Validation.validate_date_time_key(data)

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

  midpoint_values = []
  output = []

  data.each do |v|
    midpoint = (v[:high] + v[:low]) / 2
    midpoint_values << midpoint

    if midpoint_values.size == long_period
      short_period_sma = ArrayHelper.average(midpoint_values.last(short_period))
      long_period_sma = ArrayHelper.average(midpoint_values)
      value = short_period_sma - long_period_sma

      output << AoValue.new(date_time: v[:date_time], ao: value)

      midpoint_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/ao.rb', line 15

def self.indicator_name
  "Awesome Oscillator"
end

.indicator_symbol ⇒ String

Returns the symbol of the technical indicator



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

def self.indicator_symbol
  "ao"
end

.min_data_size(long_period: 34, **params) ⇒ Integer

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



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

def self.min_data_size(long_period: 34, **params)
  long_period.to_i
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/ao.rb', line 22

def self.valid_options
  %i(short_period long_period)
end

.validate_options(options) ⇒ Boolean

Validates the provided options for this technical indicator



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

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