doughnut 0.0.2

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+ /.bundle/
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+ /.yardoc
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+ /Gemfile.lock
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+ /_yardoc/
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+ /coverage/
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+ /doc/
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+ /pkg/
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+ /spec/reports/
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+ /tmp/
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+ *.bundle
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+ *.so
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+ *.o
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+ *.a
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+ mkmf.log
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+
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+ *.csv
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+ *.gem
data/Gemfile ADDED
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+ source 'https://rubygems.org'
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+ gemspec
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+ Copyright (c) 2015 Cyrus Vandrevala
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+
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+ MIT License
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+
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+ Permission is hereby granted, free of charge, to any person obtaining
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+ a copy of this software and associated documentation files (the
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+ "Software"), to deal in the Software without restriction, including
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+ without limitation the rights to use, copy, modify, merge, publish,
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+ distribute, sublicense, and/or sell copies of the Software, and to
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+ permit persons to whom the Software is furnished to do so, subject to
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+ the following conditions:
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+
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+ The above copyright notice and this permission notice shall be
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+ included in all copies or substantial portions of the Software.
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+
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+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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+ EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
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+ MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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+ NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
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+ LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
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+ OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
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+ WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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+ # Doughnut
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+
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+ TODO: Write a gem description
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+
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+ ## Installation
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+
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+ Add this line to your application's Gemfile:
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+
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+ ```ruby
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+ gem 'doughnut'
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+ ```
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+
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+ And then execute:
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+
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+ $ bundle
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+
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+ Or install it yourself as:
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+
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+ $ gem install doughnut
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+
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+ ## Usage
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+
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+ TODO: Write usage instructions here
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+
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+ ## Contributing
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+
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+ 1. Fork it ( https://github.com/[my-github-username]/doughnut/fork )
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+ 2. Create your feature branch (`git checkout -b my-new-feature`)
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+ 3. Commit your changes (`git commit -am 'Add some feature'`)
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+ 4. Push to the branch (`git push origin my-new-feature`)
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+ 5. Create a new Pull Request
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+ require "bundler/gem_tasks"
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+
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+ # coding: utf-8
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+ lib = File.expand_path('../lib', __FILE__)
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+ $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
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+ require 'doughnut/version'
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+
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+ Gem::Specification.new do |spec|
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+ spec.name = "doughnut"
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+ spec.version = Doughnut::VERSION
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+ spec.authors = ["Cyrus Vandrevala"]
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+ spec.email = ["cyrus.vandrevala@gmail.com"]
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+ spec.summary = %q{Generate statistics for a personal portfolio.}
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+ spec.description = ""
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+ spec.homepage = ""
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+ spec.license = "MIT"
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+
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+ spec.files = `git ls-files -z`.split("\x0")
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+ spec.executables = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
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+ spec.test_files = spec.files.grep(%r{^(test|spec|features)/})
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+ spec.require_paths = ["lib"]
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+
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+ spec.add_development_dependency "bundler"
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+ spec.add_development_dependency "rake"
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+ spec.add_development_dependency "rspec"
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+ spec.add_runtime_dependency "descriptive_statistics"
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+ end
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+ require "doughnut/version"
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+ require "doughnut/capm"
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+
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+ module Doughnut
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+ end
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+ module Doughnut
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+
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+ class CAPM
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+ end
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+
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+ end
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+ module Doughnut
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+ VERSION = "0.0.2"
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+ end
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+ require "spec_helper"
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+
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+ module Doughnut
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+
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+ describe CAPM do
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+
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+ describe "risk free rate" do
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+ it "retrieves the risk free interest rate from Yahoo Finance"
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+ it "uses a default rate if Yahoo cannot be accessed"
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+ end
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+
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+ describe "broad market rate" do
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+ it "estimates a broad market rate based on historical data"
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+ end
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+
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+ describe "beta" do
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+ it "calculates beta for two correlated assets"
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+ it "calculates beta for two uncorrelated assets"
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+ it "calculates beta for two random assets"
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+ end
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+
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+ describe "beta" do
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+ it "calculates beta for two correlated assets"
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+ it "calculates beta for two uncorrelated assets"
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+ it "calculates beta for two random assets"
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+ end
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+
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+ end
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+
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+ end
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+ require 'bundler/setup'
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+ Bundler.setup
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+
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+ require 'doughnut'
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+
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+ RSpec.configure do |config|
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+ end
metadata ADDED
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+ --- !ruby/object:Gem::Specification
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+ name: doughnut
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+ version: !ruby/object:Gem::Version
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+ version: 0.0.2
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+ platform: ruby
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+ authors:
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+ - Cyrus Vandrevala
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+ autorequire:
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+ bindir: bin
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+ cert_chain: []
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+ date: 2015-05-08 00:00:00.000000000 Z
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+ dependencies:
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+ - !ruby/object:Gem::Dependency
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+ name: bundler
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: rake
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: rspec
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: descriptive_statistics
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ description: ''
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+ email:
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+ - cyrus.vandrevala@gmail.com
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+ executables: []
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+ extensions: []
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+ extra_rdoc_files: []
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+ files:
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+ - ".gitignore"
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+ - Gemfile
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+ - LICENSE.txt
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+ - README.md
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+ - Rakefile
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+ - doughnut.gemspec
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+ - lib/doughnut.rb
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+ - lib/doughnut/capm.rb
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+ - lib/doughnut/version.rb
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+ - spec/capm_spec.rb
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+ - spec/spec_helper.rb
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+ homepage: ''
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+ licenses:
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+ - MIT
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+ metadata: {}
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+ post_install_message:
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+ rdoc_options: []
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+ require_paths:
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+ - lib
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+ required_ruby_version: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ required_rubygems_version: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ requirements: []
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+ rubyforge_project:
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+ rubygems_version: 2.4.5
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+ signing_key:
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+ specification_version: 4
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+ summary: Generate statistics for a personal portfolio.
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+ test_files:
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+ - spec/capm_spec.rb
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+ - spec/spec_helper.rb