Class: DhanHQ::Analysis::BiasAggregator

Inherits:
Object
  • Object
show all
Defined in:
lib/dhanhq/analysis/helpers/bias_aggregator.rb

Overview

Aggregates indicator scores across timeframes into a single bias and confidence score

Constant Summary collapse

DEFAULT_WEIGHTS = 
{ m1: 0.1, m5: 0.2, m15: 0.25, m25: 0.15, m60: 0.3 }.freeze

Instance Method Summary collapse

Constructor Details

#initialize(indicators, config = {}) ⇒ BiasAggregator

Returns a new instance of BiasAggregator.



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# File 'lib/dhanhq/analysis/helpers/bias_aggregator.rb', line 9

def initialize(indicators, config = {})
  @indicators = indicators || {}
  @weights = config[:timeframe_weights] || DEFAULT_WEIGHTS
  @min_adx = (config[:min_adx_for_trend] || 22).to_f
  @strong_adx = (config[:strong_adx] || 35).to_f
end

Instance Method Details

#call ⇒ Object 



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# File 'lib/dhanhq/analysis/helpers/bias_aggregator.rb', line 16

def call
  score = 0.0
  wsum = 0.0
  refs = []
  notes = []

  @weights.each do |tf, w|
    next unless @indicators[tf]

    s = score_tf(@indicators[tf])
    next if s.nil?

    score += s * w
    wsum += w
    refs << tf
  end

  avg = wsum.zero? ? 0.5 : (score / wsum)
  bias = if avg > 0.55
           :bullish
         elsif avg < 0.45
           :bearish
         else
           :neutral
         end

  { bias: bias, confidence: avg.round(2), refs: refs, notes: notes }
end