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Comments (4)

chainum avatar chainum commented on September 3, 2024 1

Decided to implement my own solution in pure Ruby instead of trying to figure out the Ruby/C interop and patch the library.

So if anyone else runs into this issue, here's a Ruby implementation of OBV.
Note: data is a hash containing an array of close prices in :close and an array of volumes in :volume

    def obv(data)
      obvs              =   []
      prev_closes   =   []
      
      data[:volume].each_with_index do |vol, index|
        current_close   =     data[:close][index]
        prev_close        =     prev_closes.last
        
        if index == 0
          obvs         <<   vol
        else
          if current_close > prev_close
            obvs       <<   (obvs.last + vol)
          elsif current_close < prev_close
            obvs       <<   (obvs.last - vol)
          elsif current_close == prev_close
            obvs       <<   obvs.last
          end
        end
        
        prev_closes    <<   current_close
      end
      
      return obvs
    end

from talib-ruby.

rivella50 avatar rivella50 commented on September 3, 2024

Thank you for your comment!
Interesting, i thought that volumes are treated as floats, therefore i don't have a clue how to
solve this.
Since i don't have much time at the moment i encourage you to fork the project and find a solution.

from talib-ruby.

PierreNicolasL avatar PierreNicolasL commented on September 3, 2024

Having the same problem here. Did you figure it out ?

Thanks !

from talib-ruby.

chainum avatar chainum commented on September 3, 2024

Just run into this as well. @PierreNicolasL: did you manage to figure it out?

from talib-ruby.

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