File Coverage

blib/lib/Math/Business/RSI.pm

Criterion	Covered	Total	%
statement	82	83	98.8
branch	20	28	71.4
condition			n/a
subroutine	14	15	93.3
pod	0	10	0.0
total	116	136	85.2

package Math::Business::RSI;

use strict;
use warnings;
use Carp;

use Math::Business::SMA;
use Math::Business::EMA;

1;

sub tag { (shift)->{tag} }

sub recommended {
    my $class = shift;

    $class->new(14);
}

sub new {
    my $class = shift;
    my $this  = bless {
        U   => Math::Business::EMA->new,
        D   => Math::Business::EMA->new,
        RSI => undef,
        cy  => undef,
    }, $class;

    my $alpha = shift;
    if( defined $alpha ) {
        $this->set_alpha( $alpha );
    }

    return $this;
}

sub set_alpha {
    my $this  = shift;
    my $alpha = shift;

    # NOTE: this alpha is different than you might think ... it's really inverse alpha
    # Wilder uses alpha=14 instead of alpha=(1/14) like you might expect

    my $days = 2*$alpha - 1; # so days is 2*$alpha-1 instead of the expected 2*(1/$alpha)-1

    eval { $this->set_days( $days ) };
    croak "set_alpha() is basically set_days(2*$alpha-1), which complained: $@" if $@;
    $this->set_tag;
}

sub set_standard {
    my $this = shift;
    my $rm   = ref $this->{U};

    if( $rm =~ m/SMA/ ) {
        $this->{U} = Math::Business::EMA->new;
        $this->{D} = Math::Business::EMA->new;

        if( my $d = $this->{days} ) {
            $this->set_days($d);
        }
    }
    $this->set_tag;
}

sub set_cutler {
    my $this = shift;
    my $rm   = ref $this->{U};

    if( $rm =~ m/EMA/ ) {
        $this->{U} = Math::Business::SMA->new;
        $this->{D} = Math::Business::SMA->new;

        if( my $d = $this->{days} ) {
            $this->set_days($d);
        }
    }
    $this->set_tag;
}

sub set_days {
    my $this = shift;
    my $arg  = int(shift);

    croak "days must be a positive non-zero integer" if $arg <= 0;

    $this->{U}->set_days($this->{days} = $arg);
    $this->{D}->set_days($arg);
    delete $this->{cy};
    delete $this->{RSI};
    $this->set_tag;
}

sub set_tag {
    my $this = shift;

    if( $this->{U}->isa("Math::Business::EMA") ) {
        $this->{tag} = "RSI($this->{days})";

    } else {
        $this->{tag} = "RSI($this->{days},cutler)";
    }
}

sub insert {
    my $this = shift;
    my $close_yesterday = $this->{cy};

    my $EMA_U = $this->{U};
    my $EMA_D = $this->{D};

    croak "You must set the number of days before you try to insert" if not $this->{days};
    while( defined( my $close_today = shift ) ) {
        if( defined $close_yesterday ) {
            my $delta = $close_today - $close_yesterday;

            my ($U,$D) = (0,0);
            if( $delta > 0 ) {
                $U = $delta;
                $D = 0;

            } elsif( $delta < 0 ) {
                $U = 0;
                $D = abs $delta;
            }

            $EMA_U->insert($U);
            $EMA_D->insert($D);
        }

        if( defined(my $eu = $EMA_U->query) ) {
            my $ed = $EMA_D->query;
            my $rs = (($ed == 0) ? 100 : $eu/$ed ); # NOTE: This is by definition apparently.

            $this->{RSI} = 100 - 100/(1+$rs);
        }

        $close_yesterday = $close_today;
    }

    $this->{cy} = $close_yesterday;
}

sub query {
    my $this = shift;

    return $this->{RSI};
}

__END__