first commit

.github/workflows/ssl.yml → .github/workflows/mfi.yml

@@ -1,4 +1,4 @@
-name: SSL
+name: MFI
 
 on:
   push:

README.md

@@ -1,41 +1,41 @@
-# SSL Channel
+# Money Flow Index
 
-Calculate the SSL Channel 
+Calculate the Money Flow Index (MFI) in pure PHP
 
 ## Instalation
 
 ```
-composer require romulodl/ssl
+composer require romulodl/mfi
 ```
 
-or add `romulodl/ssl` to your `composer.json`. Please check the latest version in releases.
+or add `romulodl/mfi` to your `composer.json`. Please check the latest version in releases.
 
 ## Usage
 
 ```php
-$ssl = new Romulodl\Ssl();
-$ssl->calculate(array $hlc_values); // [high, low, close]
-//returns integer (1 for positive channel or -1 for negative channel)
+$mfi = new Romulodl\Mfi();
+$mfi->calculate(array $hlcv_values); // [high, low, close, volume]
+//returns float
 ```
 
 Example of use:
 ```php
-$ssl = new Romulodl\Ssl();
-$ssl->calculate([
-  [9950.00,9250.66,9786.80],
-  [9843.50,9100.00,9310.73],
-  [9585.00,9210.03,9374.99],
-  [9880.00,9317.16,9678.57],
-  [9958.67,9450.00,9731.10],
-  [9900.00,9462.00,9773.64],
-  [9838.00,9281.42,9508.11],
-  [9573.00,8812.20,9060.00],
-  [9259.38,8920.00,9166.40],
-  [9300.00,9076.90,9176.41],
-  [9294.44,8674.00,8711.37],
-  [8977.00,8623.38,8895.65],
-  [9011.82,8693.18,8837.05],
-  [9230.00,8811.00,9197.32],
+$mfi = new Romulodl\Mfi();
+$mfi->calculate([
+  [9950.00,9250.66,9786.80,602528.438],
+  [9843.50,9100.00,9310.73,504107.096],
+  [9585.00,9210.03,9374.99,287768.201],
+  [9880.00,9317.16,9678.57,300859.340],
+  [9958.67,9450.00,9731.10,363732.370],
+  [9900.00,9462.00,9773.64,376313.845],
+  [9838.00,9281.42,9508.11,334423.590],
+  [9573.00,8812.20,9060.00,461439.193],
+  [9259.38,8920.00,9166.40,276008.073],
+  [9300.00,9076.90,9176.41,201589.660],
+  [9294.44,8674.00,8711.37,339643.378],
+  [8977.00,8623.38,8895.65,302980.106],
+  [9011.82,8693.18,8837.05,275619.158],
+  [9230.00,8811.00,9197.32,272253.998],
 ]);
 ```
 

composer.json

@@ -1,6 +1,6 @@
 {
-  "name": "romulodl/ssl",
-  "description": "calculate the Ssl channel without the PECL trader extension",
+  "name": "romulodl/mfi",
+  "description": "calculate the Money Flow Index in pure PHP",
   "license": "Apache-2.0",
   "require-dev": {
     "phpunit/phpunit": "^8.5"

src/Mfi.php

@@ -0,0 +1,52 @@
+<?php
+
+namespace Romulodl;
+
+class Mfi
+{
+    /**
+     * Calculate the Money Flow Index
+     *
+     */
+    public function calculate(array $hlcv_values) : float
+    {
+        if (empty($hlcv_values)) {
+            throw new \Exception('[' . __METHOD__ . '] values parameters is invalid');
+        }
+
+        $pos_money_flow = 0;
+        $neg_money_flow = 0;
+        $prev_typical_price = 0;
+        foreach ($hlcv_values as $val) {
+			if (!$this->isValidValue($val)) {
+				throw new \Exception('[' . __METHOD__ . '] invalid HLC value');
+			}
+
+            $typical_price = $this->getTypicalPrice($val[0], $val[1], $val[2]);
+
+            if ($typical_price > $prev_typical_price) {
+                $pos_money_flow += $typical_price * $val[3];
+            } elseif ($typical_price < $prev_typical_price) {
+                $neg_money_flow += $typical_price * $val[3];
+            }
+
+            $prev_typical_price = $typical_price;
+        }
+
+        return 100 - 100/(1 + $pos_money_flow / $neg_money_flow);
+    }
+
+    private function getTypicalPrice($high, $low, $close) {
+        return ($high + $low + $close) / 3;
+    }
+
+	private function isValidValue($values) : bool
+	{
+		return is_array($values) &&
+			count($values) === 4 &&
+			is_numeric($values[0]) &&
+			is_numeric($values[1]) &&
+			is_numeric($values[2]) &&
+			is_numeric($values[3]);
+	}
+}

tests/SslTest.php → tests/MfiTest.php

@@ -2,33 +2,34 @@
 declare(strict_types=1);
 
 use PHPUnit\Framework\TestCase;
-use Romulodl\Ssl;
+use Romulodl\Mfi;
 
-final class SslTest extends TestCase
+final class MfiTest extends TestCase
 {
 	public function testCalculateWithWrongTypeValues(): void
 	{
 		$this->expectException(Exception::class);
 
-		$ssl = new Ssl();
-		$ssl->calculate(['poop']);
+		$mfi = new Mfi();
+		$mfi->calculate(['poop']);
 	}
 
 	public function testCalculateWithEmptyValues(): void
 	{
 		$this->expectException(Exception::class);
 
-		$ssl = new Ssl();
-		$ssl->calculate([]);
+		$mfi = new Mfi();
+		$mfi->calculate([]);
 	}
 
 	public function testCalculateWithValidValues(): void
 	{
-		$values = require(__DIR__ . '/values.php');
+		$val = require(__DIR__ . '/values.php');
+        $values = array_slice($val, -14);
 
-		$ssl = new Ssl();
-		$ssl = $ssl->calculate($values);
+		$mfi = new Mfi();
+		$mfi = $mfi->calculate($values);
 
-		$this->assertSame(-1, $ssl);
+		$this->assertSame(41.56, round($mfi, 2));
 	}
 }