Tulirb

Ruby bindings for the Tulip indicators technical analysis indicator library. This can be used to build tools for financial markets trading and technical analysis in Ruby.

Ruby >= 2.7

Install the gem and add to the application's Gemfile by executing:

$ bundle add tulirb

If bundler is not being used to manage dependencies, install the gem by executing:

$ gem install tulirb

This library consists of a single module: Tulirb. All indicator functions are singleton methods of this module. All methods have the same interface, they take a 2d array of inputs as the first argument and relevant options as kwargs. The output is a 2d array of the result(s).

Example:

require("tulirb")

# Exponential Moving Average
Tulirb.ema([[1.2, 1.5, 1, 1.8]], period: 5) # => [[1.2, 1.35, 1.175, 1.4875]]

# Stochastic Oscillator
Tulirb.stoch(
    [
        [30, 35, 40, 25, 20, 23, 56, 24, 87],
        [18, 22, 20, 24, 25, 63, 23, 100, 65],
        [45, 60, 35, 50, 30, 43, 23, 109, 87],
    ],
    k_period: 3,
    k_slowing_period: 3,
    d_period: 3
) # => [[650, 720.2020202020201, 120.20202020202017], [480.80808080808083, 690.0673400673401, 496.80134680134677]]

Find documentation for all indicator functions here. Information about the input and option parameters for each indicator is also available in the Tulirb::INDICATORS_INFO hash.

After checking out the repo, run bin/setup to install dependencies. Then, run rake to compile the C extension, detect memory leaks in the C extension, and run tests. AddressSanitizer is used to detect leaks and other memory issues in the C extension but it is not available for some operating systems and CPU architectures. I recommend running the rake command with Docker for a Linux environment. A Dockerfile and docker-compose.yml file are in the root directory to help with this. You can run rake with Docker by executing:

$ docker compose run tulirb rake

You can also run bin/console for an interactive prompt that will allow you to experiment.

To install this gem onto your local machine, run bundle exec rake install. To release a new version, update the version number in version.rb, and then run bundle exec rake release, which will create a git tag for the version, push git commits and the created tag, and push the .gem file to rubygems.org.

Bug reports and pull requests are welcome on GitHub at https://github.com/ozone4real/tulirb. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the code of conduct.

The gem is available as open source under the terms of the MIT License.

Everyone interacting in the Tulirb project's codebases, issue trackers, chat rooms, and mailing lists is expected to follow the code of conduct.