Merge 45e174f into 57fef4f

JuliaQuant · May 9, 2017 · 209be76 · 209be76
2 parents 57fef4f + 45e174f
commit 209be76
Show file tree

Hide file tree

Showing 4 changed files with 26 additions and 1 deletion.
diff --git a/docs/make.jl b/docs/make.jl
@@ -14,6 +14,7 @@ makedocs(
         "volatility.md",
         "volume.md",
         "candlesticks.md",
+        "utils.md",
     ]
 )
 

diff --git a/docs/src/index.md b/docs/src/index.md
@@ -15,5 +15,6 @@ Pages = [
     "volatility.md",
     "volume.md",
     "candlesticks.md",
+    "utils.md",
 ]
 ```
diff --git a/docs/src/utils.md b/docs/src/utils.md
@@ -0,0 +1,14 @@
+# Utilities
+
+## Typical Price
+
+```@docs
+typical
+```
+
+```@repl
+using MarketData
+using MarketTechnicals
+
+merge(ohlc, typical(ohlc))
+```
diff --git a/src/utilities.jl b/src/utilities.jl
@@ -1,5 +1,14 @@
+doc"""
+    typical(ohlc; h="High", l="Low", c="Close")
+
+Typical Price
+
+```math
+    \text{Typical Price} = \frac{H + L + C}{3}
+```
+"""
 function typical{T,N}(ohlc::TimeArray{T,N}; h="High", l="Low", c="Close")
-    val = (ohlc[h] .+ ohlc[l] .+ ohlc[c]) ./3
+    val = (ohlc[h] .+ ohlc[l] .+ ohlc[c]) ./ 3
     TimeArray(val.timestamp, val.values, ["typical"], ohlc.meta)
 end