File Coverage

blib/lib/Math/Business/BollingerBands.pm

Criterion	Covered	Total	%
statement	65	69	94.2
branch	11	18	61.1
condition	1	3	33.3
subroutine	9	11	81.8
pod	0	7	0.0
total	86	108	79.6

package Math::Business::BollingerBands;

use strict;
use warnings;
use Carp;

1;

sub tag { (shift)->{tag} }

sub recommended {
    my $class = shift;

    $class->new(20, 2);
}

sub new {
    my $class = shift;
    my $this  = bless {
        dev => [],
        val => [],
        N => undef, # days in the average
        K => undef, # deviations
    }, $class;

    if( @_ == 2 ) {
        $this->set_days($_[0]);
        $this->set_deviations($_[1]);
    }

    return $this;
}

sub set_deviations {
    my $this = shift;
    my $arg  = shift;

    croak "deviations must be a positive non-zero integer" if $arg <= 0;
    $this->{K} = $arg;

    $this->{tag} = "BOLL($this->{K},$this->{N})";
}

sub set_days {
    my $this = shift;
    my $arg  = int shift;

    croak "days must be a positive non-zero integer" if $arg <= 0;
    $this->{N} = $arg;

    $this->{val} = [];
    $this->{dev} = [];

    delete $this->{M};
    delete $this->{U};
    delete $this->{L};

    no warnings 'uninitialized';
    $this->{tag} = "BOLL($this->{K},$this->{N})";
}

sub insert {
    my $this = shift;
    my $val  = $this->{val};

    my $N = $this->{N};
    my $K = $this->{K};

    croak "You must set the number of days and deviations before you try to insert" unless $N and $K;
    while( defined(my $value = shift) ) {
        push @$val, $value;

        if( @$val >= $N ) {
            if( defined( my $s = $this->{M} ) ) {
                my $old = shift @$val;
                $this->{M} = my $M = $s - $old/$N + $value/$N;

                my @dev = map {($_-$M)**2} @$val;

                my $sum = 0;
                $sum += $_ for @dev;
                $sum /= $N;

                my $k_stddev = $K * ($sum<0.000_000_000_6 ? 0 : sqrt($sum));
                $this->{L} = $M - $k_stddev;
                $this->{U} = $M + $k_stddev;

            } else {
                my $sum = 0;
                   $sum += $_ for @$val;

                $this->{M} = my $M = $sum/$N;
                my @dev = map {($_-$M)**2} @$val;

                $sum = 0;
                $sum += $_ for @dev;
                $sum /= $N;

                my $k_stddev = $K * ($sum<0.000_000_000_6 ? 0 : sqrt($sum));
                $this->{L} = $M - $k_stddev;
                $this->{U} = $M + $k_stddev;
            }
        }
    }
}

sub query {
    my $this = shift;

    return ($this->{L}, $this->{M}, $this->{U}) if wantarray;
    return $this->{M};
}

__END__