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
    rs = average_gain(prices, period) / average_loss(prices, period)
    (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
    price_history = Enum.slice(prices, 0, period+1)
    totalGaines = gain(price_history)
    totalGaines / (length(price_history)-1)
  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
    price_history = Enum.slice(prices, 0, period+1)
    totalLosses = loss(price_history)
    totalLosses / (length(price_history)-1)
  end

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

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

end