ta-lib port for ruby in windows

Discussion in 'Ruby' started by BENI, Mar 20, 2007.

  1. BENI

    BENI Guest

    I have built the ta-lib port for ruby .
    There was a perl/python port existing .. but ruby one was missing.
    TA-LIB is a technical analysis library for financial market data.

    You can get the dll from me if you are interested.

    All the functions and outputs are not yet fully tested.

    If any one is intereted in testing.. that will be great.

    just a few test funtion o/p

    TOTAL DATA POINTS FOR TEST: 252
    ################################################################################

    Start of Rubytalib test.... Rubytalib version:0.3.0 (Mar 20 2007
    07:33:13)
    ################################################################################

    TA_MAX OUTPUT Maximum price ======>137.88
    TA_MAXINDEX OUTPUT Max Index =======>131
    TA_SUM of the lot ==========>27133.035
    TA_MIDPOINTof the lot ==========>109.6275
    TA_MA of the lot(Simple over 200 days) ==========>[108.900525,
    108.882808333333,
    108.864073922056, 108.686321942732, 108.539592371163,
    108.393626277918, 108.265
    331489083, 108.11343764342, 107.982358661893, 107.885519272223,
    107.774718085435
    , 107.64571591543, 107.513619239655, 107.354876759658,
    107.184678980955, 107.052
    891130398, 106.919230522136, 106.82053171097, 106.702914480015,
    106.595124286184
    , 106.470396681347, 106.352482286507, 106.227084452811,
    106.145222915967, 106.12
    328039939, 106.140660693924, 106.139858099954, 106.123541103935,
    106.11236159046
    3, 106.093233614438, 106.063052185439, 106.036753158718,
    106.029123774054, 106.0
    87241945457, 106.18587635396, 106.289698479791, 106.409004962579,
    106.4782685947
    92, 106.50336044957, 106.535167808281, 106.56218106392,
    106.566537471244, 106.59
    2641576008, 106.626545639928, 106.652152150974, 106.68665809972,
    106.69972617833
    , 106.718833380536, 106.748994242421, 106.779452011153,
    106.801547016017, 106.82
    0934607898, 106.831373069511]
    TA_MA of the lot(Exponential over 200 days)
    ==========>[117.055064179104, 117.03
    7347512438, 117.017659701493, 116.838161691542, 116.688085323383,
    116.5373699004
    97, 116.402868905473, 116.243448756219, 116.103308706468,
    115.995995024876, 115.
    87336119403, 115.731210945274, 115.58474800995, 115.410468159204,
    115.2234987562
    19, 115.073227114428, 114.919625124378, 114.799614925373,
    114.659313930348, 114.
    527388308458, 114.377241542289, 114.232458706468, 114.078708457711,
    113.96694203
    9801, 113.91362238806, 113.898365422886, 113.863886069652,
    113.812656218905, 113
    ..765403482587, 113.709307462687, 113.641081343284, 113.575600995025,
    113.5276246
    26866, 113.544417164179, 113.601007960199, 113.662423134328,
    113.738955223881, 1
    13.765069154229, 113.746379353234, 113.733454477612, 113.714782835821,
    113.67246
    0696517, 113.650754228856, 113.635928855721, 113.612107960199,
    113.596458208955,
    113.558767412935, 113.526387562189, 113.504396766169,
    113.481970646766, 113.450
    549004975, 113.415719402985, 113.371152487562]


    =================


    Regards
     
    BENI, Mar 20, 2007
    #1
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  2. BENI

    Jan Svitok Guest

    On 3/20/07, BENI <> wrote:
    > I have built the ta-lib port for ruby .
    > There was a perl/python port existing .. but ruby one was missing.
    > TA-LIB is a technical analysis library for financial market data.
    >
    > You can get the dll from me if you are interested.
    >
    > All the functions and outputs are not yet fully tested.
    >
    > If any one is intereted in testing.. that will be great.
    >
    > just a few test funtion o/p


    You can test the lib using Test::Unit against data produced by other
    ports (perl/python). Once I did something similar with my RSA
    implementation, resp. big number math lib.

    Just define what functions you want to check, the data, run through
    python, save as something you can parse fast with ruby (e.g. ruby
    source file, csv, yaml) and run the tests using them. Maybe it should
    be possible to write test generator in python for ruby.

    J.
     
    Jan Svitok, Mar 20, 2007
    #2
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