Module: Quant::Mixins::Stochastic

Defined in:
lib/quant/mixins/stochastic.rb

Instance Method Summary collapse

Instance Method Details

#stochastic(source, period = max_period) ⇒ Object 



6
7
8
9
10
11
12
13
14
15
16
 
# File 'lib/quant/mixins/stochastic.rb', line 6

def stochastic(source, period = max_period)
  stoch_period = [points.size, period.to_i].min
  return 0.0 if stoch_period < 1

  subset = points[-stoch_period, stoch_period].map{ |p| p.send(source) }
  ll = subset.min
  hh = subset.max

  v0 = points[-1].send(source)
  (hh - ll).zero? ? 0.0 : 100.0 * (v0 - ll) / (hh - ll)
end