Merge pull request #45 from vertfin/jms/rsi_date_time_key

Add date_time_key support to RSI indicator

Author: alexnsolo

lib/technical_analysis/indicators/rsi.rb

@@ -20,7 +20,7 @@ def self.indicator_name
     #
     # @return [Array] An array of keys as symbols for valid options for this technical indicator
     def self.valid_options
-      %i(period price_key)
+      %i(period price_key date_time_key)
     end
 
     # Validates the provided options for this technical indicator
@@ -48,16 +48,17 @@ def self.min_data_size(period: 14, **params)
     # @param data [Array] Array of hashes with keys (:date_time, :value)
     # @param period [Integer] The given period to calculate the RSI
     # @param price_key [Symbol] The hash key for the price data. Default :value
+    # @param date_time_key [Symbol] The hash key for the date time data. Default :date_time
     #
     # @return [Array<RsiValue>] An array of RsiValue instances
-    def self.calculate(data, period: 14, price_key: :value)
+    def self.calculate(data, period: 14, price_key: :value, date_time_key: :date_time)
       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)
+      Validation.validate_date_time_key(data, date_time_key)
 
-      data = data.sort_by { |row| row[:date_time] }
+      data = data.sort_by { |row| row[date_time_key] }
 
       output = []
       prev_price = data.shift[price_key]
@@ -96,7 +97,7 @@ def self.calculate(data, period: 14, price_key: :value)
             rsi = (100.00 - (100.00 / (1.00 + rs)))
           end
 
-          output << RsiValue.new(date_time: v[:date_time], rsi: rsi)
+          output << RsiValue.new(date_time: v[date_time_key], rsi: rsi)
 
           prev_avg = { gain: avg_gain, loss: avg_loss }
           price_changes.shift

spec/technical_analysis/indicators/rsi_spec.rb

@@ -3,12 +3,12 @@
 
 describe 'Indicators' do
   describe "RSI" do
-    input_data = SpecHelper.get_test_data(:close)
+    input_data = SpecHelper.get_test_data(:close, date_time_key: :timestep)
     indicator = TechnicalAnalysis::Rsi
 
     describe 'Relative Strength Index' do
       it 'Calculates RSI (14 day)' do
-        output = indicator.calculate(input_data, period: 14, price_key: :close)
+        output = indicator.calculate(input_data, period: 14, price_key: :close, date_time_key: :timestep)
         normalized_output = output.map(&:to_hash)
 
         expected_output = [
@@ -67,7 +67,7 @@
       end
 
       it "Throws exception if not enough data" do
-        expect {indicator.calculate(input_data, period: input_data.size+2, price_key: :close)}.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
+        expect {indicator.calculate(input_data, period: input_data.size+2, price_key: :close, date_time_key: :time)}.to raise_exception(TechnicalAnalysis::Validation::ValidationError)
       end
 
       it 'Returns the symbol' do
@@ -82,11 +82,11 @@
 
       it 'Returns the valid options' do
         valid_options = indicator.valid_options
-        expect(valid_options).to eq(%i(period price_key))
+        expect(valid_options).to eq(%i(period price_key date_time_key))
       end
 
       it 'Validates options' do
-        valid_options = { period: 22, price_key: :close }
+        valid_options = { period: 22, price_key: :close, date_time_key: :timespec }
         options_validated = indicator.validate_options(valid_options)
         expect(options_validated).to eq(true)
       end