Class: TechnicalAnalysis::Wr

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

Overview

Williams %R

Class Method Summary collapse

Methods inherited from Indicator

find, roster

Class Method Details

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

Calculates the Williams %R (WR) for the data over the given period en.wikipedia.org/wiki/Williams_%25R



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

def self.calculate(data, period: 14)
  period = period.to_i
  Validation.validate_numeric_data(data, :high, :low, :close)
  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 << { high: v[:high], low: v[:low] }

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

      wr = (highest_high - v[:close]) / (highest_high - lowest_low) * -100

      output << WrValue.new(date_time: v[:date_time], wr: wr)

      period_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/wr.rb', line 15

def self.indicator_name
  "Williams %R"
end

.indicator_symbol ⇒ String

Returns the symbol of the technical indicator



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

def self.indicator_symbol
  "wr"
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/wr.rb', line 41

def self.min_data_size(period: 14)
  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/wr.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/wr.rb', line 31

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