File Coverage

blib/lib/Finance/Quant/TA.pm

Criterion	Covered	Total	%
statement	6	57	10.5
branch	0	8	0.0
condition	0	3	0.0
subroutine	2	7	28.5
pod	0	5	0.0
total	8	80	10.0

#!/usr/bin/perl -W
package Finance::Quant::TA;
use strict;
use warnings;

require Exporter;

our @ISA = qw(Exporter);

# Items to export into callers namespace by default. Note: do not export
# names by default without a very good reason. Use EXPORT_OK instead.
# Do not simply export all your public functions/methods/constants.

# This allows declaration	use Finance::Quant::TA ':all';
# If you do not need this, moving things directly into @EXPORT or @EXPORT_OK
# will save memory.
our %EXPORT_TAGS = ( 'all' => [ qw(

) ] );

our @EXPORT_OK = ( @{ $EXPORT_TAGS{'all'} } );

our @EXPORT = qw(

);

our $VERSION = '0.01';


	sub logs {
		my $s = shift;
		return [ map {log} @{$s}[0..$#{$s}] ];
	}

	sub diff {
		my ($series, $lag) = @_;
		my @diff = map {undef} 1..$lag;
		push @diff, $series->[$_] - $series->[$_-$lag] for ( $lag..$#{$series} );
		return \@diff;
	}

	sub ma {
		my ($series, $lag) = @_;
		my @ma = map {undef} 1..$lag;
		for(@{$series}){unless($_){push @ma,undef}else{last}}
		my $sum = 0;
		for my $i ($#ma..$#{$series}) {
			$sum += $series->[$i-$_] for (0..($lag-1));
			push @ma, $sum/($lag);
			$sum = 0;
		}
		return \@ma;
	}

	sub stdev {
		my ($series, $lag) = @_;
		my @stdev = map {undef} 1..$lag;
		for(@{$series}){unless($_){push @stdev,undef}else{last}}
		my ($sum, $sum2) = (0, 0);
		for my $i ($#stdev..$#{$series}) {
			for (0..($lag-1)) {
				$sum2 += ($series->[$i-$_])**2;
				$sum += $series->[$i-$_] ;
			}
			push @stdev, ($sum2/$lag - ($sum/$lag)**2)**0.5;
			($sum, $sum2) = (0, 0);
		}
		return \@stdev;
	}

	sub nstdev_ma{
		my ($sd, $ma, $n) = @_;
		my $ans=[[],[]];
		for (0..$#{$sd}) {
			my $yn = defined $sd->[$_] && defined $ma->[$_];
			$ans->[0][$_] = $yn ? $ma->[$_] + $n*($sd->[$_]) : undef;
			$ans->[1][$_] = $yn ? $ma->[$_] - $n*($sd->[$_]) : undef;
		}
		return $ans;
	}






1;
__END__