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Size: 616 Bytes
Versions: 21
Compression:
Stored size: 616 Bytes
Contents
class SQA::Indicator; class << self
def peaks_and_valleys(
prices, # Array of prices
delta # Integer distance delta (# of higher or lower prices to either side)
)
peaks = []
valleys = []
period = 2 * delta + 1
prices.each_cons(period) do |window|
price = window[delta]
next if window.count(price) == period
peaks << price if window.max == price
valleys << price if window.min == price
end
{
period: period,
peaks: peaks,
valleys: valleys
}
end
alias_method :pav, :peaks_and_valleys
end; end
Version data entries
21 entries across 21 versions & 1 rubygems