math_util 0.1.0

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data/.gitignore

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+/.bundle/
+/.yardoc
+/Gemfile.lock
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+*.gem

data/.rspec

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+--format documentation
+--color

data/.travis.yml

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+sudo: false
+language: ruby
+rvm:
+  - 2.2.5
+before_install: gem install bundler -v 1.13.7

data/Gemfile

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+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in math_util.gemspec
+gemspec

data/LICENSE.txt

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+The MIT License (MIT)
+
+Copyright (c) 2017 Adriano Bacha
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/README.md

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+# MathUtil
+
+Welcome to your new gem! In this directory, you'll find the files you need to be able to package up your Ruby library into a gem. Put your Ruby code in the file `lib/math_util`. To experiment with that code, run `bin/console` for an interactive prompt.
+
+TODO: Delete this and the text above, and describe your gem
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'math_util'
+```
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install math_util
+
+## Usage
+
+TODO: Write usage instructions here
+
+## Development
+
+After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/[USERNAME]/math_util. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [Contributor Covenant](http://contributor-covenant.org) code of conduct.
+
+
+## License
+
+The gem is available as open source under the terms of the [MIT License](http://opensource.org/licenses/MIT).
+

data/lib/math_util/version.rb

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+module MathUtil
+  VERSION = "0.1.0"
+end

data/lib/math_util.rb

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+require "bigdecimal"
+
+module MathUtil
+  def self.mean(arr)
+    arr.inject(:+) / arr.length.to_f
+  end
+
+  def self.population_variance(population)
+    mean = mean(population)
+    sum = population.map { |element| ((element - mean) ** 2) }.inject(:+)
+    (sum/population.length)
+  end
+
+  def self.volatility(population)
+    population.compact!
+    if population.is_a?(Array) && population.any?
+      variance = MathUtil.population_variance(population)
+      (((variance * 252) ** 0.5) * 100).round(4)
+    end
+  end
+
+  def self.sharpe(fund, bmark, volatility)
+    sharpe = 100 * (
+      ((1 + mean(fund)) ** 252 - 1) -
+      ((1 + mean(bmark)) ** 252 - 1)) / volatility
+    puts sharpe
+    sharpe.round(4) if sharpe > 0
+  end
+
+  def self.annual_tax_day_equivalent(annual_tax)
+    BigDecimal.new((1 + annual_tax) ** (1/252.0) - 1, 16) if annual_tax
+  end
+end

data/math_util.gemspec

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+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'math_util/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "math_util"
+  spec.version       = MathUtil::VERSION
+  spec.authors       = ["Adriano Bacha"]
+  spec.email         = ["abacha@gmail.com"]
+
+  spec.summary       = %q{Math functions}
+  spec.license       = "MIT"
+
+  # Prevent pushing this gem to RubyGems.org. To allow pushes either set the 'allowed_push_host'
+  # to allow pushing to a single host or delete this section to allow pushing to any host.
+
+  spec.files         = `git ls-files -z`.split("\x0").reject do |f|
+    f.match(%r{^(test|spec|features)/})
+  end
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 1.13"
+  spec.add_development_dependency "rspec", "~> 3.0"
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: math_util
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- Adriano Bacha
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2017-03-16 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.13'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.13'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+description: 
+email:
+- abacha@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".rspec"
+- ".travis.yml"
+- Gemfile
+- LICENSE.txt
+- README.md
+- lib/math_util.rb
+- lib/math_util/version.rb
+- math_util.gemspec
+homepage: 
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.6.10
+signing_key: 
+specification_version: 4
+summary: Math functions
+test_files: []