Module: Quant::Mixins::HilbertTransform

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

Instance Method Summary collapse

Instance Method Details

#hilbert_transform(source, period = p1.period) ⇒ Object 



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# File 'lib/quant/mixins/hilbert_transform.rb', line 6

def hilbert_transform(source, period = p1.period)
  [0.0962 * p0.send(source),
   0.5769 * p2.send(source),
   -0.5769 * prev(4).send(source),
   -0.0962 * prev(6).send(source),].sum * ((0.075 * period) + 0.54)
end