TAFunc - another talib_ruby wrapper and extension README.

TAFunc provides utility extensions for talib_ruby.

Requirements

Installation

Description

According to ta_abstract.h of TA-Lib, there are some ways of wrapping library. Mlamby-san's indicator, which contains useful extension, takes static code generation approach using {XML at SourceForge}[] to get TA method information.

On the contrary, the approach of TAFunc is more dynamic and meta-programming. No xml is needed. No static code generation.

Usage

ma = TaLib::TAFunc.new( :MA ) do |taf|
  taf.param_in_real = ARRAY_OF_HISTORICAL_DATA
  taf.param_opt_in_period = 2
end

ma.call
result = [1.0, 2.0, 3.0, 4.0].tafunc( :MA ) do |taf|
  taf.param_in_real = ARRAY_OF_HISTORICAL_DATA
  taf.param_opt_in_time_period = 2
end
TaLib::TAFunc.new( :MACDEXT ).hints
==== Momentum Indicators ====
<MACDEXT>
inputs:
param_in_real

options:
param_opt_in_fast_period
param_opt_in_fast_ma_type
param_opt_in_slow_period
param_opt_in_slow_ma_type
param_opt_in_signal_period
param_opt_in_signal_ma_type

outputs:
param_out_macd
param_out_macd_signal
param_out_macd_hist


=> ["Momentum Indicators"]
>> TaLib::TAFunc.groups
=> ["Math Operators", "Math Transform", "Overlap Studies", "Volatility Indicators", "Momentum Indicators", "Cycle Indicators", "Volume Indicators", "Pattern Recognition", "Statistic Functions", "Price Transform"]
>> TaLib::TAFunc.function
TaLib::TAFunc.function_exists?  TaLib::TAFunc.functions
TaLib::TAFunc.function_find

>> TaLib::TAFunc.group_of_function( :MA )
=> "Overlap Studies"
>> TaLib::TAFunc.new( :MA ).hints
==== Overlap Studies ====
<MA>
inputs:
param_in_real

options:
param_opt_in_time_period
param_opt_in_ma_type

outputs:
param_out_real


=> ["Overlap Studies"]

See in examples directory and test code for details.

References

Contributing to TAFunc

Copyright © 2013 YAMAMOTO, Masayuki. License is MIT. See LICENSE.txt for further details.