Issue #5 => active_support required now

.gitignore

@@ -16,3 +16,4 @@ test/tmp
 test/version_tmp
 tmp
 .DS_Store
+vendor

lib/indicators.rb

@@ -1,3 +1,4 @@
+require 'active_support'
 require "indicators/version"
 require "securities"
 require "indicators/data.rb"

lib/indicators/calculations/psar.rb

@@ -0,0 +1,69 @@
+# Parabolic Stop-and-Reversal
+# http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:parabolic_sar
+# 
+# ------------------------------
+# 
+# [Rising SAR]
+#
+# Prior SAR: The SAR value for the previous period. 
+#
+# Extreme Point (EP): The highest high of the current uptrend. 
+#
+# Acceleration Factor (AF):
+#   Starting at .02, AF increases by .02 each
+#   time the extreme point makes a new high. AF can reach a maximum 
+#   of .20, no matter how long the uptrend extends. 
+#
+# Current SAR = Prior SAR + Prior AF(Prior EP - Prior SAR)
+#             = 48.13 + .14(49.20 - 48.13)
+#             = 48.28
+#
+# The Acceleration Factor is multiplied by the difference between the 
+# Extreme Point and the prior period's SAR. This is then added to the 
+# prior period's SAR. Note however that SAR can never be above the
+# prior two periods' lows. Should SAR be above one of those lows, use
+# the lowest of the two for SAR. 
+#
+# ------------------------------
+#
+# [Falling SAR]
+#
+# Prior SAR: The SAR value for the previous period. 
+#
+# Extreme Point (EP): The lowest low of the current downtrend. 
+#
+# Acceleration Factor (AF):
+#   Starting at .02, AF increases by .02 each 
+#   time the extreme point makes a new low. AF can reach a maximum
+#   of .20, no matter how long the downtrend extends. 
+# 
+# Current SAR = Prior SAR - Prior AF(Prior SAR - Prior EP)
+#             = 43.84 - .16(43.84 - 42.07)
+#             = 43.56
+#
+# The Acceleration Factor is multiplied by the difference between the 
+# Prior period's SAR and the Extreme Point. This is then subtracted 
+# from the prior period's SAR. Note however that SAR can never be
+# below the prior two periods' highs. Should SAR be below one of
+# those highs, use the highest of the two for SAR. 
+#
+# ------------------------------
+
+module Indicators
+  class Psar
+    # Input 
+    # Returns []
+    def self.calculate data, parameters
+      output = Array.new
+      # initialize SAR
+      # subscription start
+      # new trade coming
+      #   define rising_faling_flag by diff
+      #   if condition rising_faling_flag
+      #   Use "+ Prior AF(Prior EP - Prior SAR)" or "- Prior AF(Prior SAR - Prior EP)"
+
+      return output
+    end
+
+  end
+end