Module: TALibFFI

Extended by:
Fiddle::Importer
Defined in:
lib/ta_lib_ffi.rb

Overview

Ruby FFI wrapper for TA-Lib (Technical Analysis Library)

This module provides a Ruby interface to the TA-Lib technical analysis library using FFI (Foreign Function Interface). It allows you to perform various technical analysis calculations on financial market data.

Examples:

Basic usage

require 'ta_lib_ffi'

# Calculate Simple Moving Average
prices = [10.0, 11.0, 12.0, 11.0, 10.0]
result = TALibFFI.sma(prices, time_period: 3)

See Also:

Defined Under Namespace

Classes: TALibError

Constant Summary collapse

VERSION = 
"0.2.0"
TA_SUCCESS = 
0
TA_LIB_NOT_INITIALIZE = 
1
TA_BAD_PARAM = 
2
TA_ALLOC_ERR = 
3
TA_GROUP_NOT_FOUND = 
4
TA_FUNC_NOT_FOUND = 
5
TA_INVALID_HANDLE = 
6
TA_INVALID_PARAM_HOLDER = 
7
TA_INVALID_PARAM_HOLDER_TYPE = 
8
TA_INVALID_PARAM_FUNCTION = 
9
TA_INPUT_NOT_ALL_INITIALIZE = 
10
TA_OUTPUT_NOT_ALL_INITIALIZE = 
11
TA_OUT_OF_RANGE_START_INDEX = 
12
TA_OUT_OF_RANGE_END_INDEX = 
13
TA_INVALID_LIST_TYPE = 
14
TA_BAD_OBJECT = 
15
TA_NOT_SUPPORTED = 
16
TA_INTERNAL_ERROR = 
5000
TA_UNKNOWN_ERR = 
0xFFFF
TA_StringTable = 
struct [
  "unsigned int size",
  "const char **string",
  "void *hiddenData"
]
TA_FuncInfo = 
struct [
  "const char *name",
  "const char *group",
  "const char *hint",
  "const char *camelCaseName",
  "TA_FuncFlags flags",
  "unsigned int nbInput",
  "unsigned int nbOptInput",
  "unsigned int nbOutput",
  "const TA_FuncHandle *handle"
]
TA_ParamHolder = 
struct [
  "void *hiddenData"
]
TA_InputParameterInfo = 
struct [
  "TA_InputParameterType type",
  "const char *paramName",
  "TA_InputFlags flags"
]
TA_OptInputParameterInfo = 
struct [
  "TA_OptInputParameterType type",
  "const char *paramName",
  "TA_OptInputFlags flags",
  "const char *displayName",
  "const void *dataSet",
  "TA_Real defaultValue",
  "const char *hint",
  "const char *helpFile"
]
TA_OutputParameterInfo = 
struct [
  "TA_OutputParameterType type",
  "const char *paramName",
  "TA_OutputFlags flags"
]
TA_PARAM_TYPE = 
{
  TA_Input_Price: 0,
  TA_Input_Real: 1,
  TA_Input_Integer: 2,
  TA_OptInput_RealRange: 0,
  TA_OptInput_RealList: 1,
  TA_OptInput_IntegerRange: 2,
  TA_OptInput_IntegerList: 3,
  TA_Output_Real: 0,
  TA_Output_Integer: 1
}.freeze
TA_FLAGS = 
{
  TA_InputFlags: {
    TA_IN_PRICE_OPEN: 0x00000001,
    TA_IN_PRICE_HIGH: 0x00000002,
    TA_IN_PRICE_LOW: 0x00000004,
    TA_IN_PRICE_CLOSE: 0x00000008,
    TA_IN_PRICE_VOLUME: 0x00000010,
    TA_IN_PRICE_OPENINTEREST: 0x00000020,
    TA_IN_PRICE_TIMESTAMP: 0x00000040
  },
  TA_OptInputFlags: {
    TA_OPTIN_IS_PERCENT: 0x00100000,
    TA_OPTIN_IS_DEGREE: 0x00200000,
    TA_OPTIN_IS_CURRENCY: 0x00400000,
    TA_OPTIN_ADVANCED: 0x01000000
  },
  TA_OutputFlags: {
    TA_OUT_LINE: 0x00000001,
    TA_OUT_DOT_LINE: 0x00000002,
    TA_OUT_DASH_LINE: 0x00000004,
    TA_OUT_DOT: 0x00000008,
    TA_OUT_HISTO: 0x00000010,
    TA_OUT_PATTERN_BOOL: 0x00000020,
    TA_OUT_PATTERN_BULL_BEAR: 0x00000040,
    TA_OUT_PATTERN_STRENGTH: 0x00000080,
    TA_OUT_POSITIVE: 0x00000100,
    TA_OUT_NEGATIVE: 0x00000200,
    TA_OUT_ZERO: 0x00000400,
    TA_OUT_UPPER_LIMIT: 0x00000800,
    TA_OUT_LOWER_LIMIT: 0x00001000
  }
}.freeze

Class Method Summary collapse

Class Method Details

.accbands(price_hlc, time_period: 20.0) ⇒ Hash

GENERATED DOCUMENTATION START ### Acceleration Bands

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

  • time_period (Integer) (defaults to: 20.0) —

    Number of period (default: 20.0)

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 796

.acos(real) ⇒ Array<Float>

Vector Trigonometric ACos

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 808

.ad(price_hlcv) ⇒ Array<Float>

Chaikin A/D Line

Parameters:

  • price_hlcv (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close, volume

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 815

.add(real0, real1) ⇒ Array<Float>

Vector Arithmetic Add

Parameters:

  • real0 (Array<Float>) —

    Input values

  • real1 (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 822

.adosc(price_hlcv, fast_period: 3.0, slow_period: 10.0) ⇒ Array<Float>

Chaikin A/D Oscillator

Parameters:

  • price_hlcv (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close, volume

  • fast_period (Integer) (defaults to: 3.0) —

    Number of period for the fast MA (default: 3.0)

  • slow_period (Integer) (defaults to: 10.0) —

    Number of period for the slow MA (default: 10.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 830

.adx(price_hlc, time_period: 14.0) ⇒ Array<Float>

Average Directional Movement Index

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 839

.adxr(price_hlc, time_period: 14.0) ⇒ Array<Float>

Average Directional Movement Index Rating

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 847

.apo(real, fast_period: 12.0, slow_period: 26.0, ma_type: 0.0) ⇒ Array<Float>

Absolute Price Oscillator

Parameters:

  • real (Array<Float>) —

    Input values

  • fast_period (Integer) (defaults to: 12.0) —

    Number of period for the fast MA (default: 12.0)

  • slow_period (Integer) (defaults to: 26.0) —

    Number of period for the slow MA (default: 26.0)

  • ma_type (Integer) (defaults to: 0.0) —

    Type of Moving Average (default: 0.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 855

.aroon(price_hl, time_period: 14.0) ⇒ Hash

Aroon

Parameters:

  • price_hl (Array<Float>, Array<Float>) —

    Required price arrays: high, low

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 865

.aroonosc(price_hl, time_period: 14.0) ⇒ Array<Float>

Aroon Oscillator

Parameters:

  • price_hl (Array<Float>, Array<Float>) —

    Required price arrays: high, low

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 875

.asin(real) ⇒ Array<Float>

Vector Trigonometric ASin

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 883

.atan(real) ⇒ Array<Float>

Vector Trigonometric ATan

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 890

.atr(price_hlc, time_period: 14.0) ⇒ Array<Float>

Average True Range

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 897

.avgdev(real, time_period: 14.0) ⇒ Array<Float>

Average Deviation

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 912

.avgprice(price_ohlc) ⇒ Array<Float>

Average Price

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 905

.bbands(real, time_period: 5.0, nb_dev_up: 2.0, nb_dev_dn: 2.0, ma_type: 0.0) ⇒ Hash

Bollinger Bands

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 5.0) —

    Number of period (default: 5.0)

  • nb_dev_up (Float) (defaults to: 2.0) —

    Deviation multiplier for upper band (default: 2.0)

  • nb_dev_dn (Float) (defaults to: 2.0) —

    Deviation multiplier for lower band (default: 2.0)

  • ma_type (Integer) (defaults to: 0.0) —

    Type of Moving Average (default: 0.0)

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 920

.beta(real0, real1, time_period: 5.0) ⇒ Array<Float>

Beta

Parameters:

  • real0 (Array<Float>) —

    Input values

  • real1 (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 5.0) —

    Number of period (default: 5.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 934

.bop(price_ohlc) ⇒ Array<Float>

Balance Of Power

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 943

.build_function_info_map ⇒ Hash

Builds a map of function information for all functions

Returns:

  • (Hash) —

    Map of function information



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# File 'lib/ta_lib_ffi.rb', line 629

def build_function_info_map
  info_map = {}
  each_function do |func_info|
    info_map[func_info["name"].to_s] = {
      info: func_info,
      inputs: collect_input_info(func_info),
      outputs: collect_output_info(func_info),
      opt_inputs: collect_opt_input_info(func_info)
    }
  end
  info_map
end

.calculate_lookback(params_ptr) ⇒ Integer

Calculates the lookback period for a function with given parameters

Parameters:

  • params_ptr (Fiddle::Pointer) —

    Pointer to parameter holder

Returns:

  • (Integer) —

    The lookback period



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# File 'lib/ta_lib_ffi.rb', line 388

def calculate_lookback(params_ptr)
  lookback_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_INT)
  ret_code = TA_GetLookback(params_ptr, lookback_ptr)
  check_ta_return_code(ret_code)
  lookback_ptr[0, Fiddle::SIZEOF_INT].unpack1("l")
end

.calculate_results(params_ptr, input_arrays, func_name) ⇒ Array, Hash

Calculates function results

Parameters:

  • params_ptr (Fiddle::Pointer) —

    Parameter holder pointer

  • input_arrays (Array) —

    Input data

  • func_name (String) —

    Function name

Returns:

  • (Array, Hash) —

    Function results



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# File 'lib/ta_lib_ffi.rb', line 529

def calculate_results(params_ptr, input_arrays, func_name) # rubocop:disable Metrics/MethodLength,Metrics/AbcSize
  func_info = function_info_map[func_name]
  input_size = if func_info[:inputs].first["type"] == TA_PARAM_TYPE[:TA_Input_Price]
                 input_arrays[0][0].length
               else
                 input_arrays[0].length
               end

  out_begin = Fiddle::Pointer.malloc(Fiddle::SIZEOF_INT)
  out_size = Fiddle::Pointer.malloc(Fiddle::SIZEOF_INT)
  output_arrays = setup_output_buffers(params_ptr, input_size, func_name)

  begin
    ret_code = TA_CallFunc(params_ptr, 0, input_size - 1, out_begin, out_size)
    check_ta_return_code(ret_code)

    actual_size = out_size[0, Fiddle::SIZEOF_INT].unpack1("l")
    format_output_results(output_arrays, actual_size, func_name)
  ensure
    out_begin.free
    out_size.free
    output_arrays.each(&:free)
  end
end

.call_func(func_name, args) ⇒ Array, Hash

Calls a TA-Lib function with the given arguments

Parameters:

  • func_name (String) —

    The name of the function to call

  • args (Array) —

    Array of input arrays and optional parameters

Returns:

  • (Array, Hash) —

    Function results (single array or hash of named outputs)

Raises:

  • (TALibError) —

    If there is an error in function execution



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# File 'lib/ta_lib_ffi.rb', line 365

def call_func(func_name, args) # rubocop:disable Metrics/MethodLength
  options = args.last.is_a?(Hash) ? args.pop : {}
  input_arrays = args

  validate_inputs!(input_arrays)

  handle_ptr = get_function_handle(func_name)
  params_ptr = create_parameter_holder(handle_ptr)

  begin
    setup_input_parameters(params_ptr, input_arrays, func_name)
    setup_optional_parameters(params_ptr, options, func_name)
    _lookback = calculate_lookback(params_ptr)
    calculate_results(params_ptr, input_arrays, func_name)
  ensure
    TA_ParamHolderFree(params_ptr)
  end
end

.cci(price_hlc, time_period: 14.0) ⇒ Array<Float>

Commodity Channel Index

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 950

.cdl2crows(price_ohlc) ⇒ Array<Integer>

Two Crows

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 958

.cdl3blackcrows(price_ohlc) ⇒ Array<Integer>

Three Black Crows

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 965

.cdl3inside(price_ohlc) ⇒ Array<Integer>

Three Inside Up/Down

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 972

.cdl3linestrike(price_ohlc) ⇒ Array<Integer>

Three-Line Strike

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 979

.cdl3outside(price_ohlc) ⇒ Array<Integer>

Three Outside Up/Down

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 986

.cdl3starsinsouth(price_ohlc) ⇒ Array<Integer>

Three Stars In The South

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 993

.cdl3whitesoldiers(price_ohlc) ⇒ Array<Integer>

Three Advancing White Soldiers

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1000

.cdlabandonedbaby(price_ohlc, penetration: 0.3) ⇒ Array<Integer>

Abandoned Baby

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

  • penetration (Float) (defaults to: 0.3) —

    Percentage of penetration of a candle within another candle (default: 0.3)

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1007

.cdladvanceblock(price_ohlc) ⇒ Array<Integer>

Advance Block

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1015

.cdlbelthold(price_ohlc) ⇒ Array<Integer>

Belt-hold

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1022

.cdlbreakaway(price_ohlc) ⇒ Array<Integer>

Breakaway

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1029

.cdlclosingmarubozu(price_ohlc) ⇒ Array<Integer>

Closing Marubozu

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1036

.cdlconcealbabyswall(price_ohlc) ⇒ Array<Integer>

Concealing Baby Swallow

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1043

.cdlcounterattack(price_ohlc) ⇒ Array<Integer>

Counterattack

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1050

.cdldarkcloudcover(price_ohlc, penetration: 0.5) ⇒ Array<Integer>

Dark Cloud Cover

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

  • penetration (Float) (defaults to: 0.5) —

    Percentage of penetration of a candle within another candle (default: 0.5)

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1057

.cdldoji(price_ohlc) ⇒ Array<Integer>

Doji

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1065

.cdldojistar(price_ohlc) ⇒ Array<Integer>

Doji Star

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1072

.cdldragonflydoji(price_ohlc) ⇒ Array<Integer>

Dragonfly Doji

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1079

.cdlengulfing(price_ohlc) ⇒ Array<Integer>

Engulfing Pattern

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1086

.cdleveningdojistar(price_ohlc, penetration: 0.3) ⇒ Array<Integer>

Evening Doji Star

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

  • penetration (Float) (defaults to: 0.3) —

    Percentage of penetration of a candle within another candle (default: 0.3)

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1093

.cdleveningstar(price_ohlc, penetration: 0.3) ⇒ Array<Integer>

Evening Star

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

  • penetration (Float) (defaults to: 0.3) —

    Percentage of penetration of a candle within another candle (default: 0.3)

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1101

.cdlgapsidesidewhite(price_ohlc) ⇒ Array<Integer>

Up/Down-gap side-by-side white lines

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1109

.cdlgravestonedoji(price_ohlc) ⇒ Array<Integer>

Gravestone Doji

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1116

.cdlhammer(price_ohlc) ⇒ Array<Integer>

Hammer

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1123

.cdlhangingman(price_ohlc) ⇒ Array<Integer>

Hanging Man

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1130

.cdlharami(price_ohlc) ⇒ Array<Integer>

Harami Pattern

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1137

.cdlharamicross(price_ohlc) ⇒ Array<Integer>

Harami Cross Pattern

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1144

.cdlhighwave(price_ohlc) ⇒ Array<Integer>

High-Wave Candle

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1151

.cdlhikkake(price_ohlc) ⇒ Array<Integer>

Hikkake Pattern

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1158

.cdlhikkakemod(price_ohlc) ⇒ Array<Integer>

Modified Hikkake Pattern

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1165

.cdlhomingpigeon(price_ohlc) ⇒ Array<Integer>

Homing Pigeon

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1172

.cdlidentical3crows(price_ohlc) ⇒ Array<Integer>

Identical Three Crows

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1179

.cdlinneck(price_ohlc) ⇒ Array<Integer>

In-Neck Pattern

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1186

.cdlinvertedhammer(price_ohlc) ⇒ Array<Integer>

Inverted Hammer

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1193

.cdlkicking(price_ohlc) ⇒ Array<Integer>

Kicking

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1200

.cdlkickingbylength(price_ohlc) ⇒ Array<Integer>

Kicking - bull/bear determined by the longer marubozu

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1207

.cdlladderbottom(price_ohlc) ⇒ Array<Integer>

Ladder Bottom

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1214

.cdllongleggeddoji(price_ohlc) ⇒ Array<Integer>

Long Legged Doji

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1221

.cdllongline(price_ohlc) ⇒ Array<Integer>

Long Line Candle

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1228

.cdlmarubozu(price_ohlc) ⇒ Array<Integer>

Marubozu

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1235

.cdlmatchinglow(price_ohlc) ⇒ Array<Integer>

Matching Low

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1242

.cdlmathold(price_ohlc, penetration: 0.5) ⇒ Array<Integer>

Mat Hold

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

  • penetration (Float) (defaults to: 0.5) —

    Percentage of penetration of a candle within another candle (default: 0.5)

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1249

.cdlmorningdojistar(price_ohlc, penetration: 0.3) ⇒ Array<Integer>

Morning Doji Star

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

  • penetration (Float) (defaults to: 0.3) —

    Percentage of penetration of a candle within another candle (default: 0.3)

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1257

.cdlmorningstar(price_ohlc, penetration: 0.3) ⇒ Array<Integer>

Morning Star

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

  • penetration (Float) (defaults to: 0.3) —

    Percentage of penetration of a candle within another candle (default: 0.3)

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1265

.cdlonneck(price_ohlc) ⇒ Array<Integer>

On-Neck Pattern

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1273

.cdlpiercing(price_ohlc) ⇒ Array<Integer>

Piercing Pattern

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1280

.cdlrickshawman(price_ohlc) ⇒ Array<Integer>

Rickshaw Man

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1287

.cdlrisefall3methods(price_ohlc) ⇒ Array<Integer>

Rising/Falling Three Methods

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1294

.cdlseparatinglines(price_ohlc) ⇒ Array<Integer>

Separating Lines

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1301

.cdlshootingstar(price_ohlc) ⇒ Array<Integer>

Shooting Star

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1308

.cdlshortline(price_ohlc) ⇒ Array<Integer>

Short Line Candle

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1315

.cdlspinningtop(price_ohlc) ⇒ Array<Integer>

Spinning Top

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1322

.cdlstalledpattern(price_ohlc) ⇒ Array<Integer>

Stalled Pattern

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1329

.cdlsticksandwich(price_ohlc) ⇒ Array<Integer>

Stick Sandwich

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1336

.cdltakuri(price_ohlc) ⇒ Array<Integer>

Takuri (Dragonfly Doji with very long lower shadow)

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1343

.cdltasukigap(price_ohlc) ⇒ Array<Integer>

Tasuki Gap

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1350

.cdlthrusting(price_ohlc) ⇒ Array<Integer>

Thrusting Pattern

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1357

.cdltristar(price_ohlc) ⇒ Array<Integer>

Tristar Pattern

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1364

.cdlunique3river(price_ohlc) ⇒ Array<Integer>

Unique 3 River

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1371

.cdlupsidegap2crows(price_ohlc) ⇒ Array<Integer>

Upside Gap Two Crows

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1378

.cdlxsidegap3methods(price_ohlc) ⇒ Array<Integer>

Upside/Downside Gap Three Methods

Parameters:

  • price_ohlc (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: open, high, low, close

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1385

.ceil(real) ⇒ Array<Float>

Vector Ceil

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1392

.check_ta_return_code(code) ⇒ Object

Checks TA-Lib return codes and raises appropriate errors

Parameters:

  • code (Integer) —

    TA-Lib return code

Raises:

  • (TALibError) —

    If the return code indicates an error



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# File 'lib/ta_lib_ffi.rb', line 705

def check_ta_return_code(code) # rubocop:disable Metrics/AbcSize,Metrics/CyclomaticComplexity,Metrics/MethodLength
  return if code == TA_SUCCESS

  error_message = case code
                  when TA_LIB_NOT_INITIALIZE
                    "TA-Lib not initialized, please call TA_Initialize first"
                  when TA_BAD_PARAM
                    "Bad parameter, please check input parameters"
                  when TA_ALLOC_ERR
                    "Memory allocation error, possibly insufficient memory"
                  when TA_GROUP_NOT_FOUND
                    "Function group not found"
                  when TA_FUNC_NOT_FOUND
                    "Function not found"
                  when TA_INVALID_HANDLE
                    "Invalid handle"
                  when TA_INVALID_PARAM_HOLDER
                    "Invalid parameter holder"
                  when TA_INVALID_PARAM_HOLDER_TYPE
                    "Invalid parameter holder type"
                  when TA_INVALID_PARAM_FUNCTION
                    "Invalid parameter function"
                  when TA_INPUT_NOT_ALL_INITIALIZE
                    "Input parameters not fully initialized"
                  when TA_OUTPUT_NOT_ALL_INITIALIZE
                    "Output parameters not fully initialized"
                  when TA_OUT_OF_RANGE_START_INDEX
                    "Start index out of range"
                  when TA_OUT_OF_RANGE_END_INDEX
                    "End index out of range"
                  when TA_INVALID_LIST_TYPE
                    "Invalid list type"
                  when TA_BAD_OBJECT
                    "Invalid object"
                  when TA_NOT_SUPPORTED
                    "Operation not supported"
                  when TA_INTERNAL_ERROR
                    "TA-Lib internal error"
                  when TA_UNKNOWN_ERR
                    "Unknown error"
                  else
                    "Undefined TA-Lib error (Error code: #{code})"
                  end

  raise TALibError, error_message
end

.cmo(real, time_period: 14.0) ⇒ Array<Float>

Chande Momentum Oscillator

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1399

.collect_input_info(func_info) ⇒ Array<Fiddle::CStructEntity>

Collects input parameter information for a function

Parameters:

  • func_info (Fiddle::CStructEntity) —

    Function information

Returns:

  • (Array<Fiddle::CStructEntity>) —

    Array of input parameter information



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# File 'lib/ta_lib_ffi.rb', line 646

def collect_input_info(func_info)
  func_info["nbInput"].times.map do |i|
    param_info_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
    TA_GetInputParameterInfo(func_info["handle"], i, param_info_ptr.ref)
    TA_InputParameterInfo.new(param_info_ptr)
  end
end

.collect_opt_input_info(func_info) ⇒ Array<Fiddle::CStructEntity>

Collects optional input parameter information for a function

Parameters:

  • func_info (Fiddle::CStructEntity) —

    Function information

Returns:

  • (Array<Fiddle::CStructEntity>) —

    Array of optional input parameter information



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# File 'lib/ta_lib_ffi.rb', line 658

def collect_opt_input_info(func_info)
  func_info["nbOptInput"].times.map do |i|
    param_info_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
    TA_GetOptInputParameterInfo(func_info["handle"], i, param_info_ptr.ref)
    TA_OptInputParameterInfo.new(param_info_ptr)
  end
end

.collect_output_info(func_info) ⇒ Array<Fiddle::CStructEntity>

Collects output parameter information for a function

Parameters:

  • func_info (Fiddle::CStructEntity) —

    Function information

Returns:

  • (Array<Fiddle::CStructEntity>) —

    Array of output parameter information



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# File 'lib/ta_lib_ffi.rb', line 670

def collect_output_info(func_info)
  func_info["nbOutput"].times.map do |i|
    param_info_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
    TA_GetOutputParameterInfo(func_info["handle"], i, param_info_ptr.ref)
    TA_OutputParameterInfo.new(param_info_ptr)
  end
end

.correl(real0, real1, time_period: 30.0) ⇒ Array<Float>

Pearson’s Correlation Coefficient ®

Parameters:

  • real0 (Array<Float>) —

    Input values

  • real1 (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1407

.cos(real) ⇒ Array<Float>

Vector Trigonometric Cos

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1416

.cosh(real) ⇒ Array<Float>

Vector Trigonometric Cosh

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1423

.create_parameter_holder(handle_ptr) ⇒ Fiddle::Pointer

Creates a parameter holder for a function

Parameters:

  • handle_ptr (Fiddle::Pointer) —

    Function handle pointer

Returns:

  • (Fiddle::Pointer) —

    Pointer to parameter holder



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# File 'lib/ta_lib_ffi.rb', line 429

def create_parameter_holder(handle_ptr)
  params_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
  ret_code = TA_ParamHolderAlloc(handle_ptr, params_ptr.ref)
  check_ta_return_code(ret_code)
  params_ptr
end

.define_ta_function(method_name, func_name) ⇒ Object

Defines a TA-Lib function as a Ruby method with documentation

Parameters:

  • method_name (String) —

    Name of the Ruby method to define

  • func_name (String) —

    Name of the TA-Lib function



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# File 'lib/ta_lib_ffi.rb', line 766

def define_ta_function(method_name, func_name)
  define_singleton_method(method_name) do |*args|
    call_func(func_name, args)
  end
end

.dema(real, time_period: 30.0) ⇒ Array<Float>

Double Exponential Moving Average

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1430

.div(real0, real1) ⇒ Array<Float>

Vector Arithmetic Div

Parameters:

  • real0 (Array<Float>) —

    Input values

  • real1 (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1438

.dx(price_hlc, time_period: 14.0) ⇒ Array<Float>

Directional Movement Index

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1446

.each_function {|func_info| ... } ⇒ Object

Iterates over all available TA-Lib functions

Yields:

  • (func_info) —

    Yields function information for each function

Yield Parameters:

  • func_info (Fiddle::CStructEntity) —

    Function information struct



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# File 'lib/ta_lib_ffi.rb', line 292

def each_function(&block)
  callback = Fiddle::Closure::BlockCaller.new(
    Fiddle::TYPE_VOID,
    [Fiddle::TYPE_VOIDP, Fiddle::TYPE_VOIDP],
    Fiddle::Function::DEFAULT
  ) do |func_info_ptr, _|
    block.call TA_FuncInfo.new(func_info_ptr)
  end

  ret_code = TA_ForEachFunc(callback, nil)
  check_ta_return_code(ret_code)
end

.ema(real, time_period: 30.0) ⇒ Array<Float>

Exponential Moving Average

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1454

.exp(real) ⇒ Array<Float>

Vector Arithmetic Exp

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1462

.extract_flags(value, type) ⇒ Array<Symbol>

Extracts flags from a bitmask value based on the flag type

Parameters:

  • value (Integer) —

    The bitmask value to extract flags from

  • type (Symbol) —

    The type of flags to extract (:TA_InputFlags, :TA_OptInputFlags, or :TA_OutputFlags)

Returns:

  • (Array<Symbol>) —

    Array of flag names that are set in the bitmask



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# File 'lib/ta_lib_ffi.rb', line 232

def extract_flags(value, type)
  flags_set = []
  TA_FLAGS[type].each do |k, v|
    flags_set << k if (value & v) != 0
  end
  flags_set
end

.floor(real) ⇒ Array<Float>

Vector Floor

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1469

.format_output_results(output_ptrs, size, func_name) ⇒ Array, Hash

Formats output results from TA-Lib function

Parameters:

  • output_ptrs (Array<Fiddle::Pointer>) —

    Array of output buffer pointers

  • size (Integer) —

    Size of output data

  • func_name (String) —

    Function name

Returns:

  • (Array, Hash) —

    Formatted results



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# File 'lib/ta_lib_ffi.rb', line 593

def format_output_results(output_ptrs, size, func_name) # rubocop:disable Metrics/AbcSize,Metrics/MethodLength
  func_info = function_info_map[func_name]
  results = output_ptrs.zip(func_info[:outputs]).map do |ptr, output|
    case output["type"]
    when TA_PARAM_TYPE[:TA_Output_Real]
      ptr[0, Fiddle::SIZEOF_DOUBLE * size].unpack("d#{size}")
    when TA_PARAM_TYPE[:TA_Output_Integer]
      ptr[0, Fiddle::SIZEOF_INT * size].unpack("l#{size}")
    end
  end

  return results.first if results.length == 1

  output_names = func_info[:outputs].map do |output|
    normalize_parameter_name(output["paramName"].to_s).to_sym
  end
  output_names.zip(results).to_h
end

.function_description_xml ⇒ String

Gets XML description of all TA-Lib functions

Returns:

  • (String) —

    XML function descriptions



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# File 'lib/ta_lib_ffi.rb', line 615

def function_description_xml
  TA_FunctionDescriptionXML().to_s
end

.function_info(name) ⇒ Fiddle::CStructEntity

Gets detailed information about a specific TA-Lib function

Parameters:

  • name (String) —

    The name of the function to get information for

Returns:

  • (Fiddle::CStructEntity) —

    Struct containing function information



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# File 'lib/ta_lib_ffi.rb', line 276

def function_info(name)
  handle_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
  ret_code = TA_GetFuncHandle(name, handle_ptr.ref)
  check_ta_return_code(ret_code)

  info_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
  ret_code = TA_GetFuncInfo(handle_ptr, info_ptr.ref)
  check_ta_return_code(ret_code)

  TA_FuncInfo.new(info_ptr)
end

.function_info_map ⇒ Hash

Gets or builds the function information map

Returns:

  • (Hash) —

    Map of function information



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# File 'lib/ta_lib_ffi.rb', line 622

def function_info_map
  @function_info_map ||= build_function_info_map
end

.function_table(group) ⇒ Array<String>

Returns a list of all functions in a specific group

Parameters:

  • group (String) —

    The name of the group to get functions for

Returns:

  • (Array<String>) —

    Array of function names in the group



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# File 'lib/ta_lib_ffi.rb', line 259

def function_table(group)
  string_table_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
  ret_code = TA_FuncTableAlloc(group, string_table_ptr.ref)
  check_ta_return_code(ret_code)

  string_table = TA_StringTable.new(string_table_ptr)
  func_names = Fiddle::Pointer.new(string_table["string"])[0, Fiddle::SIZEOF_VOIDP * string_table["size"]].unpack("Q*").collect { |ptr| Fiddle::Pointer.new(ptr).to_s }

  TA_FuncTableFree(string_table)

  func_names
end

.generate_ta_functions ⇒ Object

Generates Ruby methods for all TA-Lib functions

This method iterates through all available TA-Lib functions and creates corresponding Ruby methods with proper documentation.



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# File 'lib/ta_lib_ffi.rb', line 682

def generate_ta_functions
  each_function do |func_info|
    define_ta_function(func_info["name"].to_s.downcase, func_info["name"].to_s)
  end
end

.get_function_handle(func_name) ⇒ Fiddle::Pointer

Gets a function handle for a given function name

Parameters:

  • func_name (String) —

    The name of the function

Returns:

  • (Fiddle::Pointer) —

    Pointer to function handle



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# File 'lib/ta_lib_ffi.rb', line 418

def get_function_handle(func_name)
  handle_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
  ret_code = TA_GetFuncHandle(func_name, handle_ptr.ref)
  check_ta_return_code(ret_code)
  handle_ptr
end

.group_table ⇒ Array<String>

Returns a list of all available function groups in TA-Lib

Returns:

  • (Array<String>) —

    Array of group names



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# File 'lib/ta_lib_ffi.rb', line 243

def group_table
  string_table_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
  ret_code = TA_GroupTableAlloc(string_table_ptr.ref)
  check_ta_return_code(ret_code)

  string_table = TA_StringTable.new(string_table_ptr)
  group_names = Fiddle::Pointer.new(string_table["string"])[0, Fiddle::SIZEOF_VOIDP * string_table["size"]].unpack("Q*").collect { |ptr| Fiddle::Pointer.new(ptr).to_s }
  TA_GroupTableFree(string_table_ptr)

  group_names
end

.ht_dcperiod(real) ⇒ Array<Float>

Hilbert Transform - Dominant Cycle Period

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1476

.ht_dcphase(real) ⇒ Array<Float>

Hilbert Transform - Dominant Cycle Phase

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1483

.ht_phasor(real) ⇒ Hash

Hilbert Transform - Phasor Components

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1490

.ht_sine(real) ⇒ Hash

Hilbert Transform - SineWave

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1499

.ht_trendline(real) ⇒ Array<Float>

Hilbert Transform - Instantaneous Trendline

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1508

.ht_trendmode(real) ⇒ Array<Integer>

Hilbert Transform - Trend vs Cycle Mode

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1515

.imi(price_oc, time_period: 14.0) ⇒ Array<Float>

Intraday Momentum Index

Parameters:

  • price_oc (Array<Float>, Array<Float>) —

    Required price arrays: open, close

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1522

.initialize_ta_lib ⇒ Object

Initializes the TA-Lib library



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# File 'lib/ta_lib_ffi.rb', line 753

def initialize_ta_lib
  return if @initialized

  ret_code = TA_Initialize()
  check_ta_return_code(ret_code)
  at_exit { TA_Shutdown() }
  @initialized = true
end

.kama(real, time_period: 30.0) ⇒ Array<Float>

Kaufman Adaptive Moving Average

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1530

.linearreg(real, time_period: 14.0) ⇒ Array<Float>

Linear Regression

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1538

.linearreg_angle(real, time_period: 14.0) ⇒ Array<Float>

Linear Regression Angle

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1546

.linearreg_intercept(real, time_period: 14.0) ⇒ Array<Float>

Linear Regression Intercept

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1554

.linearreg_slope(real, time_period: 14.0) ⇒ Array<Float>

Linear Regression Slope

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1562

.ln(real) ⇒ Array<Float>

Vector Log Natural

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1570

.log10(real) ⇒ Array<Float>

Vector Log10

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1577

.ma(real, time_period: 30.0, ma_type: 0.0) ⇒ Array<Float>

Moving average

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

  • ma_type (Integer) (defaults to: 0.0) —

    Type of Moving Average (default: 0.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1584

.macd(real, fast_period: 12.0, slow_period: 26.0, signal_period: 9.0) ⇒ Hash

Moving Average Convergence/Divergence

Parameters:

  • real (Array<Float>) —

    Input values

  • fast_period (Integer) (defaults to: 12.0) —

    Number of period for the fast MA (default: 12.0)

  • slow_period (Integer) (defaults to: 26.0) —

    Number of period for the slow MA (default: 26.0)

  • signal_period (Integer) (defaults to: 9.0) —

    Smoothing for the signal line (nb of period) (default: 9.0)

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1593

.macdext(real, fast_period: 12.0, fast_ma_type: 0.0, slow_period: 26.0, slow_ma_type: 0.0, signal_period: 9.0, signal_ma_type: 0.0) ⇒ Hash

MACD with controllable MA type

Parameters:

  • real (Array<Float>) —

    Input values

  • fast_period (Integer) (defaults to: 12.0) —

    Number of period for the fast MA (default: 12.0)

  • fast_ma_type (Integer) (defaults to: 0.0) —

    Type of Moving Average for fast MA (default: 0.0)

  • slow_period (Integer) (defaults to: 26.0) —

    Number of period for the slow MA (default: 26.0)

  • slow_ma_type (Integer) (defaults to: 0.0) —

    Type of Moving Average for slow MA (default: 0.0)

  • signal_period (Integer) (defaults to: 9.0) —

    Smoothing for the signal line (nb of period) (default: 9.0)

  • signal_ma_type (Integer) (defaults to: 0.0) —

    Type of Moving Average for signal line (default: 0.0)

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1606

.macdfix(real, signal_period: 9.0) ⇒ Hash

Moving Average Convergence/Divergence Fix 12/26

Parameters:

  • real (Array<Float>) —

    Input values

  • signal_period (Integer) (defaults to: 9.0) —

    Smoothing for the signal line (nb of period) (default: 9.0)

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1622

.mama(real, fast_limit: 0.5, slow_limit: 0.05) ⇒ Hash

MESA Adaptive Moving Average

Parameters:

  • real (Array<Float>) —

    Input values

  • fast_limit (Float) (defaults to: 0.5) —

    Upper limit use in the adaptive algorithm (default: 0.5)

  • slow_limit (Float) (defaults to: 0.05) —

    Lower limit use in the adaptive algorithm (default: 0.05)

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1633

.mavp(real, periods, min_period: 2.0, max_period: 30.0, ma_type: 0.0) ⇒ Array<Float>

Moving average with variable period

Parameters:

  • real (Array<Float>) —

    Input values

  • periods (Array<Float>) —

    Input values

  • min_period (Integer) (defaults to: 2.0) —

    Value less than minimum will be changed to Minimum period (default: 2.0)

  • max_period (Integer) (defaults to: 30.0) —

    Value higher than maximum will be changed to Maximum period (default: 30.0)

  • ma_type (Integer) (defaults to: 0.0) —

    Type of Moving Average (default: 0.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1644

.max(real, time_period: 30.0) ⇒ Array<Float>

Highest value over a specified period

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1655

.maxindex(real, time_period: 30.0) ⇒ Array<Integer>

Index of highest value over a specified period

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1663

.medprice(price_hl) ⇒ Array<Float>

Median Price

Parameters:

  • price_hl (Array<Float>, Array<Float>) —

    Required price arrays: high, low

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1671

.mfi(price_hlcv, time_period: 14.0) ⇒ Array<Float>

Money Flow Index

Parameters:

  • price_hlcv (Array<Float>, Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close, volume

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1678

.midpoint(real, time_period: 14.0) ⇒ Array<Float>

MidPoint over period

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1686

.midprice(price_hl, time_period: 14.0) ⇒ Array<Float>

Midpoint Price over period

Parameters:

  • price_hl (Array<Float>, Array<Float>) —

    Required price arrays: high, low

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1694

.min(real, time_period: 30.0) ⇒ Array<Float>

Lowest value over a specified period

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1702

.minindex(real, time_period: 30.0) ⇒ Array<Integer>

Index of lowest value over a specified period

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Integer>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1710

.minmax(real, time_period: 30.0) ⇒ Hash

Lowest and highest values over a specified period

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1718

.minmaxindex(real, time_period: 30.0) ⇒ Hash

Indexes of lowest and highest values over a specified period

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1728

.minus_di(price_hlc, time_period: 14.0) ⇒ Array<Float>

Minus Directional Indicator

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1738

.minus_dm(price_hl, time_period: 14.0) ⇒ Array<Float>

Minus Directional Movement

Parameters:

  • price_hl (Array<Float>, Array<Float>) —

    Required price arrays: high, low

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1746

.mom(real, time_period: 10.0) ⇒ Array<Float>

Momentum

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 10.0) —

    Number of period (default: 10.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1754

.mult(real0, real1) ⇒ Array<Float>

Vector Arithmetic Mult

Parameters:

  • real0 (Array<Float>) —

    Input values

  • real1 (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1762

.natr(price_hlc, time_period: 14.0) ⇒ Array<Float>

Normalized Average True Range

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1770

.normalize_parameter_name(name) ⇒ String

Normalizes parameter names to Ruby style

Parameters:

  • name (String) —

    Parameter name to normalize

Returns:

  • (String) —

    Normalized parameter name



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# File 'lib/ta_lib_ffi.rb', line 692

def normalize_parameter_name(name)
  name.sub(/^(optIn|outReal|outInteger|out|in)/, "")
      .gsub(/::/, "/")
      .gsub(/([A-Z]+)([A-Z][a-z])/, '\1_\2')
      .gsub(/([a-z\d])([A-Z])/, '\1_\2')
      .tr("-", "_")
      .downcase
end

.obv(real, price_v) ⇒ Array<Float>

On Balance Volume

Parameters:

  • real (Array<Float>) —

    Input values

  • price_v (Array<Float>) —

    Required price arrays: volume

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1778

.plus_di(price_hlc, time_period: 14.0) ⇒ Array<Float>

Plus Directional Indicator

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1786

.plus_dm(price_hl, time_period: 14.0) ⇒ Array<Float>

Plus Directional Movement

Parameters:

  • price_hl (Array<Float>, Array<Float>) —

    Required price arrays: high, low

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1794

.ppo(real, fast_period: 12.0, slow_period: 26.0, ma_type: 0.0) ⇒ Array<Float>

Percentage Price Oscillator

Parameters:

  • real (Array<Float>) —

    Input values

  • fast_period (Integer) (defaults to: 12.0) —

    Number of period for the fast MA (default: 12.0)

  • slow_period (Integer) (defaults to: 26.0) —

    Number of period for the slow MA (default: 26.0)

  • ma_type (Integer) (defaults to: 0.0) —

    Type of Moving Average (default: 0.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1802

.prepare_double_array(array) ⇒ Fiddle::Pointer

Prepares a double array for TA-Lib input

Parameters:

  • array (Array<Numeric>) —

    Array of numbers to prepare

Returns:

  • (Fiddle::Pointer) —

    Pointer to prepared array



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# File 'lib/ta_lib_ffi.rb', line 474

def prepare_double_array(array)
  array_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_DOUBLE * array.length)
  array.each_with_index do |value, i|
    array_ptr[i * Fiddle::SIZEOF_DOUBLE, Fiddle::SIZEOF_DOUBLE] = [value.to_f].pack("d")
  end
  array_ptr
end

.prepare_integer_array(array) ⇒ Fiddle::Pointer

Prepares an integer array for TA-Lib input

Parameters:

  • array (Array<Numeric>) —

    Array of numbers to prepare

Returns:

  • (Fiddle::Pointer) —

    Pointer to prepared array



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# File 'lib/ta_lib_ffi.rb', line 486

def prepare_integer_array(array)
  array_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_INT * array.length)
  array.each_with_index do |value, i|
    array_ptr[i * Fiddle::SIZEOF_INT, Fiddle::SIZEOF_INT] = [value.to_i].pack("l")
  end
  array_ptr
end

.print_function_info(func_info) ⇒ Object

Prints detailed information about a TA-Lib function

Parameters:

  • func_info (Fiddle::CStructEntity) —

    Function information struct to print



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# File 'lib/ta_lib_ffi.rb', line 308

def print_function_info(func_info) # rubocop:disable Metrics/AbcSize,Metrics/MethodLength
  puts "Function Name: #{func_info["name"]}"
  puts "Function Group: #{func_info["group"]}"
  puts "Function Hint: #{func_info["hint"]}"
  puts "Camel Case Name: #{func_info["camelCaseName"]}"
  puts "Flags: #{func_info["flags"]}"
  puts "Number of Inputs: #{func_info["nbInput"]}"
  puts "Number of Optional Inputs: #{func_info["nbOptInput"]}"
  puts "Number of Outputs: #{func_info["nbOutput"]}"
  puts "Function Handle: #{func_info["handle"].to_i}"

  puts "\nInput Parameter Info:"
  func_info["nbInput"].times do |i|
    param_info_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
    ret_code = TA_GetInputParameterInfo(func_info["handle"], i, param_info_ptr.ref)
    check_ta_return_code(ret_code)
    param_info = TA_InputParameterInfo.new(param_info_ptr)
    puts "  Parameter #{i + 1}:"
    puts "    Name: #{param_info["paramName"]}"
    puts "    Type: #{param_info["type"]}"
    puts "    Flags: #{extract_flags(param_info["flags"], :TA_InputFlags)}"
  end

  puts "\nOptional Input Parameter Info:"
  func_info["nbOptInput"].times do |i|
    param_info_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
    ret_code = TA_GetOptInputParameterInfo(func_info["handle"], i, param_info_ptr.ref)
    check_ta_return_code(ret_code)
    param_info = TA_OptInputParameterInfo.new(param_info_ptr)
    puts "  Parameter #{i + 1}:"
    puts "    Name: #{param_info["paramName"]}"
    puts "    Type: #{param_info["type"]}"
    puts "    Flags: #{extract_flags(param_info["flags"], :TA_OptInputFlags)}"
    puts "    Display Name: #{param_info["displayName"]}"
    puts "    Default Value: #{param_info["defaultValue"]}"
    puts "    Hint: #{param_info["hint"]}"
  end

  puts "\nOutput Parameter Info:"
  func_info["nbOutput"].times do |i|
    param_info_ptr = Fiddle::Pointer.malloc(Fiddle::SIZEOF_VOIDP)
    ret_code = TA_GetOutputParameterInfo(func_info["handle"], i, param_info_ptr.ref)
    check_ta_return_code(ret_code)
    param_info = TA_OutputParameterInfo.new(param_info_ptr)
    puts "  Parameter #{i + 1}:"
    puts "    Name: #{param_info["paramName"]}"
    puts "    Type: #{param_info["type"]}"
    puts "    Flags: #{extract_flags(param_info["flags"], :TA_OutputFlags)}"
  end
end

.roc(real, time_period: 10.0) ⇒ Array<Float>

Rate of change : ((price/prevPrice)-1)*100

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 10.0) —

    Number of period (default: 10.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1812

.rocp(real, time_period: 10.0) ⇒ Array<Float>

Rate of change Percentage: (price-prevPrice)/prevPrice

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 10.0) —

    Number of period (default: 10.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1820

.rocr(real, time_period: 10.0) ⇒ Array<Float>

Rate of change ratio: (price/prevPrice)

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 10.0) —

    Number of period (default: 10.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1828

.rocr100(real, time_period: 10.0) ⇒ Array<Float>

Rate of change ratio 100 scale: (price/prevPrice)*100

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 10.0) —

    Number of period (default: 10.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1836

.rsi(real, time_period: 14.0) ⇒ Array<Float>

Relative Strength Index

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1844

.sar(price_hl, acceleration: 0.02, maximum: 0.2) ⇒ Array<Float>

Parabolic SAR

Parameters:

  • price_hl (Array<Float>, Array<Float>) —

    Required price arrays: high, low

  • acceleration (Float) (defaults to: 0.02) —

    Acceleration Factor used up to the Maximum value (default: 0.02)

  • maximum (Float) (defaults to: 0.2) —

    Acceleration Factor Maximum value (default: 0.2)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1852

.sarext(price_hl, start_value: 0.0, offset_on_reverse: 0.0, acceleration_init_long: 0.02, acceleration_long: 0.02, acceleration_max_long: 0.2, acceleration_init_short: 0.02, acceleration_short: 0.02, acceleration_max_short: 0.2) ⇒ Array<Float>

Parabolic SAR - Extended

Parameters:

  • price_hl (Array<Float>, Array<Float>) —

    Required price arrays: high, low

  • start_value (Float) (defaults to: 0.0) —

    Start value and direction. 0 for Auto, >0 for Long, <0 for Short (default: 0.0)

  • offset_on_reverse (Float) (defaults to: 0.0) —

    Percent offset added/removed to initial stop on short/long reversal (default: 0.0)

  • acceleration_init_long (Float) (defaults to: 0.02) —

    Acceleration Factor initial value for the Long direction (default: 0.02)

  • acceleration_long (Float) (defaults to: 0.02) —

    Acceleration Factor for the Long direction (default: 0.02)

  • acceleration_max_long (Float) (defaults to: 0.2) —

    Acceleration Factor maximum value for the Long direction (default: 0.2)

  • acceleration_init_short (Float) (defaults to: 0.02) —

    Acceleration Factor initial value for the Short direction (default: 0.02)

  • acceleration_short (Float) (defaults to: 0.02) —

    Acceleration Factor for the Short direction (default: 0.02)

  • acceleration_max_short (Float) (defaults to: 0.2) —

    Acceleration Factor maximum value for the Short direction (default: 0.2)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1861

.set_input_parameter(params_ptr, index, array, input_info) ⇒ Integer

Sets a single input parameter

Parameters:

  • params_ptr (Fiddle::Pointer) —

    Parameter holder pointer

  • index (Integer) —

    Parameter index

  • array (Array) —

    Input data array

  • input_info (Hash) —

    Input parameter information

Returns:

  • (Integer) —

    TA-Lib return code



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# File 'lib/ta_lib_ffi.rb', line 457

def set_input_parameter(params_ptr, index, array, input_info)
  case input_info["type"]
  when TA_PARAM_TYPE[:TA_Input_Real]
    input_ptr = prepare_double_array(array)
    TA_SetInputParamRealPtr(params_ptr, index, input_ptr)
  when TA_PARAM_TYPE[:TA_Input_Integer]
    input_ptr = prepare_integer_array(array)
    TA_SetInputParamIntegerPtr(params_ptr, index, input_ptr)
  when TA_PARAM_TYPE[:TA_Input_Price]
    setup_price_inputs(params_ptr, index, array, input_info["flags"])
  end
end

.set_optional_parameter(params_ptr, index, value, type) ⇒ Object

Sets a single optional parameter

Parameters:

  • params_ptr (Fiddle::Pointer) —

    Parameter holder pointer

  • index (Integer) —

    Parameter index

  • value (Numeric) —

    Parameter value

  • type (Integer) —

    Parameter type



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# File 'lib/ta_lib_ffi.rb', line 513

def set_optional_parameter(params_ptr, index, value, type)
  case type
  when TA_PARAM_TYPE[:TA_OptInput_RealRange], TA_PARAM_TYPE[:TA_OptInput_RealList]
    ret_code = TA_SetOptInputParamReal(params_ptr, index, value)
  when TA_PARAM_TYPE[:TA_OptInput_IntegerRange], TA_PARAM_TYPE[:TA_OptInput_IntegerList]
    ret_code = TA_SetOptInputParamInteger(params_ptr, index, value)
  end
  check_ta_return_code(ret_code)
end

.setup_input_parameters(params_ptr, input_arrays, func_name) ⇒ Object

Sets up input parameters for a function call

Parameters:

  • params_ptr (Fiddle::Pointer) —

    Parameter holder pointer

  • input_arrays (Array<Array>) —

    Input data arrays

  • func_name (String) —

    Function name



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# File 'lib/ta_lib_ffi.rb', line 441

def setup_input_parameters(params_ptr, input_arrays, func_name)
  func_info = function_info_map[func_name]
  input_arrays.each_with_index do |array, index|
    input_info = func_info[:inputs][index]
    ret_code = set_input_parameter(params_ptr, index, array, input_info)
    check_ta_return_code(ret_code)
  end
end

.setup_optional_parameters(params_ptr, options, func_name) ⇒ Object

Sets up optional parameters for a function call

Parameters:

  • params_ptr (Fiddle::Pointer) —

    Parameter holder pointer

  • options (Hash) —

    Optional parameters

  • func_name (String) —

    Function name



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# File 'lib/ta_lib_ffi.rb', line 499

def setup_optional_parameters(params_ptr, options, func_name)
  func_info = function_info_map[func_name]
  func_info[:opt_inputs]&.each_with_index do |opt_input, index|
    param_name = normalize_parameter_name(opt_input["paramName"].to_s)
    set_optional_parameter(params_ptr, index, options[param_name.to_sym], opt_input["type"]) if options.key?(param_name.to_sym)
  end
end

.setup_output_buffers(params_ptr, size, func_name) ⇒ Array<Fiddle::Pointer>

Sets up output buffers for function results

Parameters:

  • params_ptr (Fiddle::Pointer) —

    Parameter holder pointer

  • size (Integer) —

    Size of output buffer

  • func_name (String) —

    Function name

Returns:

  • (Array<Fiddle::Pointer>) —

    Array of output buffer pointers



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# File 'lib/ta_lib_ffi.rb', line 560

def setup_output_buffers(params_ptr, size, func_name) # rubocop:disable Metrics/MethodLength,Metrics/AbcSize
  func_info = function_info_map[func_name]
  output_ptrs = []

  func_info[:outputs].each_with_index do |output, index|
    ptr = case output["type"]
          when TA_PARAM_TYPE[:TA_Output_Real]
            Fiddle::Pointer.malloc(Fiddle::SIZEOF_DOUBLE * size)
          when TA_PARAM_TYPE[:TA_Output_Integer]
            Fiddle::Pointer.malloc(Fiddle::SIZEOF_INT * size)
          end

    output_ptrs << ptr

    ret_code =  case output["type"]
                when TA_PARAM_TYPE[:TA_Output_Real]
                  TA_SetOutputParamRealPtr(params_ptr, index, ptr)
                when TA_PARAM_TYPE[:TA_Output_Integer]
                  TA_SetOutputParamIntegerPtr(params_ptr, index, ptr)
                end

    check_ta_return_code(ret_code)
  end

  output_ptrs
end

.setup_price_inputs(params_ptr, index, price_data, flags) ⇒ Object

Sets up price inputs for functions that take price data

Parameters:

  • params_ptr (Fiddle::Pointer) —

    Parameter holder pointer

  • index (Integer) —

    Parameter index

  • price_data (Array) —

    Price data array

  • flags (Integer) —

    Input flags



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# File 'lib/ta_lib_ffi.rb', line 778

def setup_price_inputs(params_ptr, index, price_data, flags)
  required_flags = extract_flags(flags, :TA_InputFlags)
  data_pointers = Array.new(6) { Fiddle::Pointer.malloc(0) }
  required_flags.each_with_index do |flag, i|
    flag_index = TA_FLAGS[:TA_InputFlags].keys.index(flag)
    data_pointers[flag_index] = prepare_double_array(price_data[i]) if required_flags.include?(flag)
  end

  TA_SetInputParamPricePtr(params_ptr, index, *data_pointers)
end

.sin(real) ⇒ Array<Float>

Vector Trigonometric Sin

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1876

.sinh(real) ⇒ Array<Float>

Vector Trigonometric Sinh

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1883

.sma(real, time_period: 30.0) ⇒ Array<Float>

Simple Moving Average

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1890

.sqrt(real) ⇒ Array<Float>

Vector Square Root

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1898

.stddev(real, time_period: 5.0, nb_dev: 1.0) ⇒ Array<Float>

Standard Deviation

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 5.0) —

    Number of period (default: 5.0)

  • nb_dev (Float) (defaults to: 1.0) —

    Nb of deviations (default: 1.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1905

.stoch(price_hlc, fast_k_period: 5.0, slow_k_period: 3.0, slow_k_ma_type: 0.0, slow_d_period: 3.0, slow_d_ma_type: 0.0) ⇒ Hash

Stochastic

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

  • fast_k_period (Integer) (defaults to: 5.0) —

    Time period for building the Fast-K line (default: 5.0)

  • slow_k_period (Integer) (defaults to: 3.0) —

    Smoothing for making the Slow-K line. Usually set to 3 (default: 3.0)

  • slow_k_ma_type (Integer) (defaults to: 0.0) —

    Type of Moving Average for Slow-K (default: 0.0)

  • slow_d_period (Integer) (defaults to: 3.0) —

    Smoothing for making the Slow-D line (default: 3.0)

  • slow_d_ma_type (Integer) (defaults to: 0.0) —

    Type of Moving Average for Slow-D (default: 0.0)

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1914

.stochf(price_hlc, fast_k_period: 5.0, fast_d_period: 3.0, fast_d_ma_type: 0.0) ⇒ Hash

Stochastic Fast

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

  • fast_k_period (Integer) (defaults to: 5.0) —

    Time period for building the Fast-K line (default: 5.0)

  • fast_d_period (Integer) (defaults to: 3.0) —

    Smoothing for making the Fast-D line. Usually set to 3 (default: 3.0)

  • fast_d_ma_type (Integer) (defaults to: 0.0) —

    Type of Moving Average for Fast-D (default: 0.0)

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1928

.stochrsi(real, time_period: 14.0, fast_k_period: 5.0, fast_d_period: 3.0, fast_d_ma_type: 0.0) ⇒ Hash

Stochastic Relative Strength Index

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

  • fast_k_period (Integer) (defaults to: 5.0) —

    Time period for building the Fast-K line (default: 5.0)

  • fast_d_period (Integer) (defaults to: 3.0) —

    Smoothing for making the Fast-D line. Usually set to 3 (default: 3.0)

  • fast_d_ma_type (Integer) (defaults to: 0.0) —

    Type of Moving Average for Fast-D (default: 0.0)

Returns:

  • (Hash) —

    Hash containing the following arrays:

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1940

.sub(real0, real1) ⇒ Array<Float>

Vector Arithmetic Subtraction

Parameters:

  • real0 (Array<Float>) —

    Input values

  • real1 (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1953

.sum(real, time_period: 30.0) ⇒ Array<Float>

Summation

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1961

.t3(real, time_period: 5.0, v_factor: 0.7) ⇒ Array<Float>

Triple Exponential Moving Average (T3)

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 5.0) —

    Number of period (default: 5.0)

  • v_factor (Float) (defaults to: 0.7) —

    Volume Factor (default: 0.7)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1969

.tan(real) ⇒ Array<Float>

Vector Trigonometric Tan

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1978

.tanh(real) ⇒ Array<Float>

Vector Trigonometric Tanh

Parameters:

  • real (Array<Float>) —

    Input values

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1985

.tema(real, time_period: 30.0) ⇒ Array<Float>

Triple Exponential Moving Average

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 1992

.trange(price_hlc) ⇒ Array<Float>

True Range

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 2000

.trima(real, time_period: 30.0) ⇒ Array<Float>

Triangular Moving Average

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 2007

.trix(real, time_period: 30.0) ⇒ Array<Float>

1-day Rate-Of-Change (ROC) of a Triple Smooth EMA

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 2015

.tsf(real, time_period: 14.0) ⇒ Array<Float>

Time Series Forecast

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 2023

.typprice(price_hlc) ⇒ Array<Float>

Typical Price

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 2031

.ultosc(price_hlc, time_period1: 7.0, time_period2: 14.0, time_period3: 28.0) ⇒ Array<Float>

Ultimate Oscillator

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

  • time_period1 (Integer) (defaults to: 7.0) —

    Number of bars for 1st period. (default: 7.0)

  • time_period2 (Integer) (defaults to: 14.0) —

    Number of bars fro 2nd period (default: 14.0)

  • time_period3 (Integer) (defaults to: 28.0) —

    Number of bars for 3rd period (default: 28.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 2038

.validate_inputs!(arrays) ⇒ Object

Validates input arrays for TA-Lib functions

Parameters:

  • arrays (Array<Array>) —

    Arrays to validate

Raises:



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# File 'lib/ta_lib_ffi.rb', line 399

def validate_inputs!(arrays) # rubocop:disable Metrics/CyclomaticComplexity,Metrics/PerceivedComplexity
  raise TALibError, "Input arrays cannot be empty" if arrays.empty?

  arrays.each do |arr|
    raise TALibError, "Input must be arrays" unless arr.is_a?(Array)
  end

  sizes = arrays.map(&:length)
  raise TALibError, "Input arrays cannot be empty" if sizes.any?(&:zero?)

  arrays.each do |arr|
    raise TALibError, "Input arrays must contain only numbers" unless arr.flatten.all? { |x| x.is_a?(Numeric) }
  end
end

.var(real, time_period: 5.0, nb_dev: 1.0) ⇒ Array<Float>

Variance

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 5.0) —

    Number of period (default: 5.0)

  • nb_dev (Float) (defaults to: 1.0) —

    Nb of deviations (default: 1.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 2048

.wclprice(price_hlc) ⇒ Array<Float>

Weighted Close Price

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 2057

.willr(price_hlc, time_period: 14.0) ⇒ Array<Float>

Williams’ %R

Parameters:

  • price_hlc (Array<Float>, Array<Float>, Array<Float>) —

    Required price arrays: high, low, close

  • time_period (Integer) (defaults to: 14.0) —

    Number of period (default: 14.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 2064

.wma(real, time_period: 30.0) ⇒ Array<Float>

Weighted Moving Average

Parameters:

  • real (Array<Float>) —

    Input values

  • time_period (Integer) (defaults to: 30.0) —

    Number of period (default: 30.0)

Returns:

  • (Array<Float>)

Raises:

  • (TALibError) —

    If there is an error in function execution




# File 'lib/ta_lib_ffi.rb', line 2072