Module: Coinbot::OrderBook::MACD

Defined in:
lib/coinbot/order_book/macd.rb

Class Method Summary collapse

Class Method Details

.calculate(opts = {}) ⇒ Object

Supported Method Parameters

Coinbot::OrderBook.moving_average_convergence_divergence(

order_book: 'required - order book data structure'

)



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# File 'lib/coinbot/order_book/macd.rb', line 137

public_class_method def self.calculate(opts = {})
  this_product = opts[:this_product]
  last_value = opts[:last_value]
  candles = opts[:candles]
  macd_history = opts[:macd_history]

  quote_increment = this_product[:quote_increment]
  fiat_smallest_decimal = quote_increment.to_s.split('.')[-1].length
  base_currency = this_product[:base_currency].downcase.to_sym

  fast_ema = Coinbot::OrderBook::EMA.calculate(
    candle_tot: 12,
    candle_key: :candle_close,
    candles: candles,
    last_value: last_value,
    this_product: this_product
  )

  slow_ema = Coinbot::OrderBook::EMA.calculate(
    candle_tot: 26,
    candle_key: :candle_close,
    candles: candles,
    last_value: last_value,
    this_product: this_product
  )

  if fast_ema != '--' && slow_ema != '--'
    macd_fast_avg = format(
      "%0.#{fiat_smallest_decimal}f",
      fast_ema
    )

    macd_slow_avg = format(
      "%0.#{fiat_smallest_decimal}f",
      slow_ema
    )

    bc_overrides = Coinbot::OrderBook.base_currency_overrides
    fiat_smallest_decimal = 8 if bc_overrides.include?(base_currency)

    macd = format(
      "%0.#{fiat_smallest_decimal}f",
      macd_fast_avg.to_f - macd_slow_avg.to_f
    )

    if candles.length >= 26
      # We've reached 26 candles - start returning
      # a macd value other than -- to UI

      signal = Coinbot::OrderBook::EMA.calculate(
        candle_tot: 9,
        candle_key: :macd_history,
        candles: candles,
        last_value: macd,
        this_product: this_product
      )

      if signal == '--'
        signal = '--'
        histogram = '--'
      else
        signal = format(
          "%0.#{fiat_smallest_decimal}f",
          signal
        )

        # Override base increment for macd to align
        # with tradingview.com
        histogram = format(
          "%0.#{fiat_smallest_decimal}f",
          macd.to_f - signal.to_f
        )
      end
    else
      # Return -- when candles < 35 BUT
      # macd begins to persist to order book
      # at candle 26 above.
      signal = '--'
      histogram = '--'
    end
  else
    # Return -- when candles < 26
    signal = '--'
    macd = '--'
    histogram = '--'
  end

  # last_histogram = macd_history.last[:histogram]
  # unless last_histogram == histogram
  macd_hash = {
    time: Time.now.strftime('%Y-%m-%d %H:%M:%S.%N%z'),
    histogram: histogram,
    macd_fast_avg: macd_fast_avg,
    macd_slow_avg: macd_slow_avg,
    macd: macd,
    signal: signal
  }
  macd_history.push(macd_hash)
  # end

  # Retain a sane amount of history
  macd_hist_retention = 900
  if macd_history.length >= macd_hist_retention
    # [retain_history..] << Not a typo - equivalent to
    # [retain_record..-1]
    retain_record = macd_hist_retention * -1
    macd_hist_arr = macd_history[retain_record..]
    macd_history = macd_hist_arr
  end

  macd_history
rescue StandardError => e
  raise e
end

.help ⇒ Object

Display Usage for this Module



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# File 'lib/coinbot/order_book/macd.rb', line 254

public_class_method def self.help
  puts "USAGE:
   golden_cross_indicator_hash = #{self}.status()
  "
end

.status(opts = {}) ⇒ Object

Supported Method Parameters

Coinbot::OrderBook::MACD.status( )



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# File 'lib/coinbot/order_book/macd.rb', line 12

public_class_method def self.status(opts = {})
  indicator_status = opts[:indicator_status]
  macd_history = opts[:macd_history]
  candles = opts[:candles]
  invested = opts[:invested]

  indicator_hash = {}
  indicator_hash[:invested] = invested
  indicator_hash[:status] = 'MACD'

  return unless macd_history.length > 1

  umh = macd_history.uniq { |h| h[:histogram] }
  # Prepend macd_history from previous candle if
  # candle's macd history has only one record.
  if umh.length == 1 && candles.length > 1
    umh_two = candles[-2][:macd_history].uniq { |h| h[:histogram] }
    umh = umh_two + umh
  end

  if umh.length == 2 && candles.length > 1
    umh_three = candles[-2][:macd_history].uniq { |h| h[:histogram] }
    umh = umh_three + umh
  end

  macd_three = '--'
  macd_three = umh[-3][:histogram] if umh.length > 2 &&
                                      candles.length > 1

  macd_two = '--'
  macd_two = umh[-2][:histogram] if umh.length > 1 &&
                                    candles.length > 1

  macd_one = umh.last[:histogram]
  macd_one_m = umh.last[:macd]
  macd_one_s = umh.last[:signal]

  indicator_hash[:color] = :yellow

  if macd_one != '--' && macd_two != '--' && macd_three != '--'
    # indicator_hash[:color] = :green if (
    #                                    macd_one_m.to_f.negative? &&
    #                                    macd_one_s.to_f.negative?
    #                                   ) && (
    indicator_hash[:color] = :green if (
                                         macd_one_m.to_f.negative? &&
                                         macd_one_s.to_f.negative? &&
                                         (
                                           macd_one.to_f.zero? &&
                                           macd_two.to_f.negative? &&
                                           macd_three.to_f.negative?
                                         ) || (
                                           macd_one.to_f.positive? &&
                                           macd_two.to_f.negative? &&
                                           macd_three.to_f.negative?
                                         ) || (
                                           macd_one.to_f.zero? &&
                                           macd_two.to_f.zero? &&
                                           macd_three.to_f.negative?
                                         ) || (
                                           macd_one.to_f.positive? &&
                                           macd_two.to_f.positive? &&
                                           macd_three.to_f.negative?
                                         ) || (
                                           macd_one.to_f.positive? &&
                                           macd_two.to_f.zero? &&
                                           macd_three.to_f.negative?
                                         ) || (
                                           macd_one.to_f.positive? &&
                                           macd_two.to_f.zero? &&
                                           macd_three.to_f.zero?
                                         ) || (
                                           macd_one.to_f.positive? &&
                                           macd_two.to_f.positive? &&
                                           macd_three.to_f.zero?
                                         )
                                       )

    # indicator_hash[:color] = :red if (
    #                                    macd_one_m.to_f.positive? &&
    #                                    macd_one_s.to_f.positive?
    #                                  ) && (
    indicator_hash[:color] = :red if (
                                       (
                                         macd_one.to_f.zero? &&
                                         macd_two.to_f.positive? &&
                                         macd_three.to_f.positive?
                                       ) || (
                                         macd_one.to_f.negative? &&
                                         macd_two.to_f.positive? &&
                                         macd_three.to_f.positive?
                                       ) || (
                                         macd_one.to_f.zero? &&
                                         macd_two.to_f.zero? &&
                                         macd_three.to_f.positive?
                                       ) || (
                                         macd_one.to_f.negative? &&
                                         macd_two.to_f.negative? &&
                                         macd_three.to_f.positive?
                                       ) || (
                                         macd_one.to_f.negative? &&
                                         macd_two.to_f.zero? &&
                                         macd_three.to_f.positive?
                                       ) || (
                                         macd_one.to_f.negative? &&
                                         macd_two.to_f.zero? &&
                                         macd_three.to_f.zero?
                                       ) || (
                                         macd_one.to_f.negative? &&
                                         macd_two.to_f.negative? &&
                                         macd_three.to_f.zero?
                                       )
                                     )

  end

  indicator_status.macd = indicator_hash
rescue StandardError => e
  raise e
end