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Some fixes #32

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Some fixes #32

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42e21b8
avoid rounding to keep precision
guillemap Jun 6, 2025
bb6a503
fix hardcoded percentages order
guillemap Jun 6, 2025
bfd3d10
allow past history for more precision on EMA
guillemap Jun 6, 2025
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6 changes: 3 additions & 3 deletions lib/ruby_technical_analysis/indicators/moving_averages.rb
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Original file line number Diff line number Diff line change
Expand Up @@ -30,7 +30,7 @@ def sma
def ema
return series.last if period == 1

series.last(period).each_with_object([]) do |num, result|
series.each_with_object([]) do |num, result|
result << if result.empty?
num
else
Expand Down Expand Up @@ -59,8 +59,8 @@ def valid?
def _ema_percentages
@_ema_percentages ||=
case period
when 12 then [0.846154, 0.153846]
when 26 then [0.925926, 0.074074]
when 12 then [0.153846, 0.846154]
when 26 then [0.074074, 0.925926]
else
last_obs_pct = 2.0 / (period + 1)

Expand Down
10 changes: 5 additions & 5 deletions lib/ruby_technical_analysis/indicators/relative_strength_index.rb
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Original file line number Diff line number Diff line change
Expand Up @@ -30,7 +30,7 @@ def valid?
private

def _smooth_coef_one
@_smooth_coef_one ||= (1.0 / period).round(4)
@_smooth_coef_one ||= (1.0 / period)
end

def _smooth_coef_two
Expand All @@ -39,7 +39,7 @@ def _smooth_coef_two

def calculate_channels(cla)
period.times.map do |index|
diff = (cla.at(index) - cla.at(index + 1)).round(4)
diff = (cla.at(index) - cla.at(index + 1))

[diff.negative? ? diff.abs : 0, diff.positive? ? diff : 0]
end.transpose
Expand All @@ -53,8 +53,8 @@ def calculate_initial_smoothing(up_ch, down_ch)
end

def calculate_subsequent_smoothing(up_ch, down_ch)
@smooth_up << (_smooth_coef_one * up_ch.last + _smooth_coef_two * @smooth_up.last).round(4)
@smooth_down << (_smooth_coef_one * down_ch.last + _smooth_coef_two * @smooth_down.last).round(4)
@smooth_up << (_smooth_coef_one * up_ch.last + _smooth_coef_two * @smooth_up.last)
@smooth_down << (_smooth_coef_one * down_ch.last + _smooth_coef_two * @smooth_down.last)
end

def calculate_smoothing(up_ch, down_ch)
Expand All @@ -67,7 +67,7 @@ def calculate_rsi
up_ch, down_ch = calculate_channels(cla)

calculate_smoothing(up_ch, down_ch)
@rsi << (100.00 - (100.00 / ((@smooth_up.last.to_f / @smooth_down.last) + 1))).round(4)
@rsi << (100.00 - (100.00 / ((@smooth_up.last.to_f / @smooth_down.last) + 1)))
end.last
end
end
Expand Down