SignalCatcher

Overview

SignalCatcher is a Ruby library for financial market analysis, offering a range of technical indicators implemented for ease of use and flexibility. It is designed to assist in the development of trading algorithms and analysis tools, providing reliable and tested methods for market trend and pattern recognition.

Features

A variety of technical indicators such as EMA, MACD, RSI, Stochastic, and more.
Configurable settings for each indicator.
Integration with TaLib for computational efficiency.
Easy-to-use interface for both simple and complex analysis.

Sample raw kline data in exchanges format open_time and OHLCV format

raw_klines = [[open_time, open, high, low, close, volume]]

Sample raw strategies in your predefined format

raw_strategies = [{strategy_hash: ..., indicator_type: ..., signal_params: {}, indicator_params: {}}]

Run calculations

SignalCatcher::Processor.new(raw_klines, raw_strategies).call

Output example:
#<SignalCatcher::Entities::Kline:0x00007fba5e3c1ed0
  @indicator_storage=
   {"sma_ohlcv_value_close_time_period_20"=>42738.95000000003,
    "sma_ohlcv_value_close_time_period_200"=>nil,
    "rsi_ohlcv_value_close_time_period_20"=>27.388352358863543},
  @ohlcv=[0.4068092e5, 0.411e5, 0.3544045e5, 0.3644531e5, 0.88860891999e5],
  @open_time=1642723200000,
  @signal_storage=
   {"a4e7c29862e457dde5c5a5e569b552eb"=>true, "8b8d931abfee0442bffb1a4645fa92ba"=>false}>,
 #<SignalCatcher::Entities::Kline:0x00007fba5e3c1c00
  @indicator_storage=
   {"sma_ohlcv_value_close_time_period_20"=>42128.212000000036,
    "sma_ohlcv_value_close_time_period_200"=>nil,
    "rsi_ohlcv_value_close_time_period_20"=>25.606893150126425},
  @ohlcv=[0.3644531e5, 0.3683522e5, 0.34008e5, 0.3507142e5, 0.90471338961e5],
  @open_time=1642809600000,
  @signal_storage=
   {"a4e7c29862e457dde5c5a5e569b552eb"=>true, "8b8d931abfee0442bffb1a4645fa92ba"=>false}#>,
...

Specs

All indicators specs use indicators data downloaded with Trading View, the results may vary slightly, for this you can use permissible_measurement_error in the tests, but be careful - a large deviation can affect your trading strategy.

Troubleshooting

In case of problems with bundle install like

current directory: /Users/helper2424/.rbenv/versions/3.1.2/lib/ruby/gems/3.1.0/gems/talib_ruby-1.0.6/ext/talib
make DESTDIR\=
compiling talib.c
talib.c:2:10: fatal error: 'ta-lib/ta_abstract.h' file not found
#include <ta-lib/ta_abstract.h>
	 ^~~~~~~~~~~~~~~~~~~~~~
1 error generated.
make: *** [talib.o] Error 1

make failed, exit code 2

Install talib locally

brew install ta-lib

Add library path to bundle config

bundle config set --global build.talib_ruby --with-talib-include=/opt/homebrew/Cellar/ta-lib/0.4.0/include

In case of the error:

3.1.0/gems/talib_ruby-1.0.6/lib/talib.bundle, 0x0009): symbol not found in flat namespace '_TA_CallFunc' - /Users/helper2424/.rbenv/versions/3.1.2/lib/ruby/gems/3.1.0/gems/talib_ruby-1.0.6/lib/talib.bundle

Try to reinstall ta-lib the following way:

sudo env ARCHFLAGS="-arch arm64" gem install talib_ruby -- --with-talib-include="$(brew --prefix ta-lib)/include"  --with-talib-lib="$(brew --prefix ta-lib)/lib"

This fix is for MACOS with a silicon chip. In case of using another architecture change -arch arm64 to `-arch x86_64'.

TODO

Write docs for indicators and signals formats
Add concurrent calculations to Processor

VSidhArt/signal_catcher