talib

defmodule TAlib.Indicators.RSI do
  @moduledoc """
  RSI indicator [Wikipedia](https://en.wikipedia.org/wiki/Relative_strength_index)
  Calculate RSI based on price history
  """

  @doc """
  RSI calculation

  ## Parameters
    - prices: List of prices, lates price is the first one in the list.
    - period: Period of calculation. Default is 14.

  ## Example
  ```
    iex> prices = [1330.95, 1334.65, 1340, 1338.7, ...]
    iex> TAlib.Indicators.RSI.rsi(prices)
    19.052001840773087
  ```
  """
  def rsi(prices, period \\ 14)
  def rsi([], _), do: 0
  def rsi(prices, period) when is_list(prices) and length(prices) < period, do: 0
  def rsi(prices, period) when is_list(prices) do
    slice_index = price_history_slice_index(length(prices), period)
    price_history = Enum.slice(prices, slice_index, period)
    rs = average_gain(price_history) / average_loss(price_history)
    100 - 100 / (1 + rs)
  end

  @doc """
  Sum of Gains over the past x periods

  ## Parameters
    - prices: List of prices, lates price is the first one in the list.
    - period: Period of calculation. Default is 14.

  ## Example
  ```
    iex> prices = [1330.95, 1334.65, 1340, 1338.7, ...]
    iex> TAlib.Indicators.RSI.average_gain(prices)
    2.9571428571428475
  ```
  """
  def average_gain(prices, period \\ 14)
  def average_gain([], _), do: 0
  def average_gain(prices, period) when is_list(prices) do
    slice_index = price_history_slice_index(length(prices), period)
    price_history = Enum.slice(prices, slice_index, period)
    totalGaines = gain(price_history)
    totalGaines / Enum.count(price_history)
  end

  @doc """
  Sum of Losses over the past x periods

  ## Parameters
    - prices: List of prices, lates price is the first one in the list.
    - period: Period of calculation. Default is 14.

  ## Example
  ```
    iex> prices = [1330.95, 1334.65, 1340, 1338.7, ...]
    iex> TAlib.Indicators.RSI.average_loss(prices)
    12.564285714285704
  ```
  """
  def average_loss(prices, period \\ 14)
  def average_loss([], _), do: 0
  def average_loss(prices, period) when is_list(prices) do
    slice_index = price_history_slice_index(length(prices), period)
    price_history = Enum.slice(prices, slice_index, period)
    totalLosses = loss(price_history)
    totalLosses / length(price_history)
  end

  defp loss([]), do: 0
  defp loss([_]), do: 0
  defp loss([head | tail]) when hd(tail) >= head, do: loss(tail)
  defp loss([head | tail]) when hd(tail) < head, do: head - hd(tail) + loss(tail)

  defp gain([]), do: 0
  defp gain([_]), do: 0
  defp gain([head | tail]) when hd(tail) <= head, do: gain(tail)
  defp gain([head | tail]) when hd(tail) > head, do: hd(tail) - head + gain(tail)

  defp price_history_slice_index(priceCount, period) when priceCount<=period, do: 0
  defp price_history_slice_index(priceCount, period), do: priceCount - period

end