Skip to content

First wave of technical indicators#34

Merged
atsmith813 merged 96 commits intomasterfrom
ATS/technical-analysis/indicator-refactor
Jan 31, 2019
Merged

First wave of technical indicators#34
atsmith813 merged 96 commits intomasterfrom
ATS/technical-analysis/indicator-refactor

Conversation

@atsmith813
Copy link
Copy Markdown
Contributor

@atsmith813 atsmith813 commented Jan 31, 2019 •
edited
Loading

Description

This includes the following indicators:

  • ADI: Accumulation/Distribution Index
  • ADTV: Average Daily Trading Volume
  • ADX: Average Directional Index
  • AO: Awesome Oscillator
  • ATR: Average True Range
  • BB: Bollinger Bands
  • CCI: Commodity Channel Index
  • CMF: Chaikin Money Flow
  • CR: Cumulative Return
  • DC: Donchian Channel
  • DLR: Daily Log Return
  • DPO: Detrended Price Oscillator
  • DR: Daily Return
  • EOM: Ease of Movement
  • EVM: Ease of Movement
  • FI: Force Index
  • ICHIMOKU: Ichimoku
  • KC: Keltner Channel
  • KST: Know Sure Thing
  • MACD: Moving Average Convergence Divergence
  • MFI: Money Flow Index
  • MI: Mass Index
  • NVI: Negative Volume Index
  • OBV: On-balance Volume
  • OBV MEAN: On-balance Volume Mean
  • RSI: Relative Strength Index
  • SMA: Simple Moving Average
  • SR: Stochastic Oscillator
  • TRIX: Triple Exponential Average
  • TSI: True Strength Index
  • UO: Ultimate Oscillator
  • VI: Vortex Indicator
  • VPT: Volume Price Trent
  • WR: Williams %R

And it also includes a few helpers for arrays, tests, and validation.

jfeust and others added 30 commits January 5, 2019 10:05
@jfeust
Start of ADI indicator
47fa2d8
@jfeust
f16b2cb 
Updated SMA and ADI to use new input/output data format (array of hashes). Spec helpers to use CSV sample data. Updated SMA and ADI specs to use new sample data. Data sort helpers. Validation updates.
@jfeust
Updated yard comments
10888da
@atsmith813
Remove /calculate
7f333d3
@atsmith813
Add Stochastic Oscillator
291a7c3 
- Require in main technical_analysis
- Create calculation
- Create spec
@atsmith813
Add Stochastic Oscillator Signal (%D)
ad4738f 
- Update main technical_analysis to require sr_signal
- Create calculation
- Create spec
@atsmith813
Add Awesome Oscillator
1273011 
- Update technical_analysis to require AO
- Create calculation
- Create spec
@atsmith813
Add Ultimate Oscillator
22ace85 
- Add require uo to technical_analysis
- Create calculation
- Create spec
@atsmith813
Create Williams %R
19cc7e3 
- Add require wr to technical_analysis
- Create calculation
- Create spec
@atsmith813
Create ADTV - Average Daily Trading Volume
54ccaa6 
- Add require 'adtv' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Create OBV Mean - On-balance volume mean
ea256bc 
- Add require 'obv_mean' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Change price_key to volume_key for clarity
9f8e954
@atsmith813
Create OBV - On-balance volume
298806b 
- Add require 'obv' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Create CR - Cumulative Return
aaed60f 
- Add require 'cr' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add validator to make sure data exists
537271c
@atsmith813
Add DLR - Daily Log Return
367288e 
- Add require 'dlr' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add DR - Daily Return
16fc756 
- Add require 'dr' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add TSI - True Strength Index
de115bb 
- Add require 'tsi' to technical_analysis
- Create calculation
- create spec
@atsmith813
Add RSI - Relative Strength Index
aabc1ab 
- Add require 'rsi' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add MFI - Money Flow Index
4f0928c 
- Add require 'mfi' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add Ichimoku
c0ba88d 
- Add require 'ichimoku' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Move response inside value key
c146a41
@atsmith813
Add KST - Known Sure Thing
795d81e 
- Add require 'kst' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add DSO - Detrended Price Oscillator
3291b5c 
- Add require 'dso' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add CCI - Commodity Channel Index
40dfaa3 
- Add require 'cci' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add MI - Mass Index
014ab58 
- Add require 'mi' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Add Trix - Triple Exponential Average
ae93510 
- Add require 'trix' to technical_analysis
- Create calculation
- Create spec
@atsmith813
Refactor
bb7f308
@atsmith813
Add VI - Vortex Indicator
9d62cbc 
- Add require 'vi' to technical_analysis
- Create caluclation
- Create spec
@atsmith813
Refactor
5de81d1
@atsmith813
Merge branch 'ATS/technical-analysis/daily-return' of github.com:intr…
47c4500 
…inio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/true-strength-index' of github.c…
0926151 
…om:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/relative-strength-index' of gith…
e082fac 
…ub.com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/money-flow-index' of github.com:…
04da7ff 
…intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/ichimoku' of github.com:intrinio…
dc549de 
…/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/know-sure-thing' of github.com:i…
49cdda4 
…ntrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/detrended-price-oscillator' of g…
44cc9e7 
…ithub.com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/commodity-channel-index' of gith…
ef4b929 
…ub.com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/mass-index' of github.com:intrin…
59ad7f2 
…io/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/triple-exponential-average' of g…
57b509d 
…ithub.com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/vortex-indicator' of github.com:…
4e799e8 
…intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/average-directional-index' of gi…
474406d 
…thub.com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/force-index' of github.com:intri…
fca19cc 
…nio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/volume-price-trend' of github.co…
3b9fd45 
…m:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/chaikin-money-flow' of github.co…
8c12985 
…m:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/ease-of-movement' of github.com:…
d2a0550 
…intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/negative-volume-index' of github…
60b2704 
….com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/average-true-range' of github.co…
c6a2550 
…m:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/bollinger-bands' of github.com:i…
4e10ded 
…ntrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/keltner-channel' of github.com:i…
56ebd3d 
…ntrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/donchian-channel' of github.com:…
7d42c4f 
…intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Merge branch 'ATS/technical-analysis/moving-average-convergence-diver…
1b30ea6 
…gence' of github.com:intrinio/technical-analysis into ATS/technical-analysis/indicator-refactor
@atsmith813
Refactor
844478e 
- Add StockCalculation helper
- Add true_range method to StockCalculation
- Replace manual averages with Array.average helper
@atsmith813
Add typical_price helper to StockCalculation
f730f10 
- Update typical_price calculations to use new helper
@atsmith813
Add ema to StockCalculation
798c43f
@atsmith813
Update calculation to use Array.average helper
82d3b19
@atsmith813
Minor code format updates
e0c2b63
@atsmith813
Remove comments about sorting data by date
950a366
@atsmith813
Change date to date_time
48e2a47
@atsmith813 atsmith813 merged commit 990d509 into master Jan 31, 2019
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Reviewers

No reviews

Assignees

No one assigned

Labels

None yet

Projects

None yet

Milestone

No milestone

Development

Successfully merging this pull request may close these issues.

2 participants

@atsmith813 @jfeust