Module: Coinbot::OrderBook::SMA

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

Class Method Summary collapse

Class Method Details

.calculate(opts = {}) ⇒ Object

Supported Method Parameters

Coinbot::OrderBook::SMA.calculate( )



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

public_class_method def self.calculate(opts = {})
  candle_tot = opts[:candle_tot].to_i
  candle_key = opts[:candle_key]
  candles = opts[:candles]
  last_value = opts[:last_value].to_f
  this_product = opts[:this_product]

  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

  if candles
    if candles.length >= candle_tot && candle_tot.positive?
      bc_overrides = Coinbot::OrderBook.base_currency_overrides
      fiat_smallest_decimal = 8 if bc_overrides.include?(
        base_currency
      )

      begin_candle = candle_tot * -1
      case candle_key
      when :macd_history
        # This is only used to calculate EMA 9 for the MACD signal
        sma_sum = candles[begin_candle..-2].map do |in_scope|
          in_scope[candle_key].last[:macd].to_f
        end.sum
      else
        sma_sum = candles[begin_candle..-2].map do |in_scope|
          in_scope[candle_key].to_f
        end.sum
      end

      sma_sum += last_value

      simple_moving_average = format(
        "%0.#{fiat_smallest_decimal}f",
        sma_sum / candle_tot
      )
    else
      simple_moving_average = '--'
    end
  else
    simple_moving_average = '--'
  end

  simple_moving_average
rescue StandardError => e
  raise e
end

.helpObject

Display Usage for this Module



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# File 'lib/coinbot/order_book/sma.rb', line 63

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