quantitative 0.1.3 → 0.1.5

data/lib/quant/ticks/tick.rb

@@ -2,12 +2,12 @@
 
 module Quant
   module Ticks
-    # +Tick+ is the abstract ancestor for all Ticks and holds the logic for interacting with series and indicators.
+    # {Quant::Ticks::Tick} is the abstract ancestor for all Ticks and holds the logic for interacting with series and indicators.
     # The public interface is devoid of properties around price, volume, and timestamp, etc.  Descendant classes
     # are responsible for defining the properties and how they are represented.
     #
-    # The +Tick+ class is designed to be immutable and is intended to be used as a value object.  This means that
-    # once a +Tick+ is created, it cannot be changed.  This is important for the integrity of the series and
+    # The {Quant::Ticks::Tick} class is designed to be immutable and is intended to be used as a value object.  This means that
+    # once a {Quant::Ticks::Tick} is created, it cannot be changed.  This is important for the integrity of the series and
     # indicators that depend on the ticks within the series.
     #
     # When a tick is added to a series, it is locked into the series and ownership cannot be changed.  This is important
@@ -17,7 +17,7 @@ module Quant
     #
     # Ticks can be serialized to and from Ruby Hash, JSON strings, and CSV strings.
     class Tick
-      # Returns a +Tick+ from a Ruby +Hash+.  The default serializer is used to generate the +Tick+.
+      # Returns a {Quant::Ticks::Tick} from a Ruby +Hash+.  The default serializer is used to generate the {Quant::Ticks::Tick}.
       # @param hash [Hash]
       # @param serializer_class [Class] The serializer class to use for the conversion.
       # @return [Quant::Ticks::Tick]
@@ -25,11 +25,12 @@ module Quant
       #   hash = { "timestamp" => "2018-01-01 12:00:00 UTC", "price" => 100.0, "volume" => 1000 }
       #   Quant::Ticks::Tick.from(hash)
       #   # => #<Quant::Ticks::Spot:0x00007f9e3b8b3e08 @timestamp=2018-01-01 12:00:00 UTC, @price=100.0, @volume=1000>
-      def self.from(hash, serializer_class: default_serializer_class)
+      def self.from(hash, serializer_class: nil)
+        serializer_class ||= default_serializer_class
         serializer_class.from(hash, tick_class: self)
       end
 
-      # Returns a +Tick+ from a JSON string.  The default serializer is used to generate the +Tick+.
+      # Returns a {Quant::Ticks::Tick} from a JSON string.  The default serializer is used to generate the {Quant::Ticks::Tick}.
       # @param json [String]
       # @param serializer_class [Class] The serializer class to use for the conversion.
       # @return [Quant::Ticks::Tick]
@@ -41,21 +42,33 @@ module Quant
         serializer_class.from_json(json, tick_class: self)
       end
 
-      attr_reader :series
+      attr_reader :series, :indicators
 
       def initialize
         # Set the series by appending to the series or calling #assign_series method
         @series = nil
+        @interval = nil
+        @indicators = {}
+      end
+
+      def interval
+        @series&.interval || Interval[nil]
       end
 
       # Ticks always belong to the first series they're assigned so we can easily spin off
       # sub-sets or new series with the same ticks while allowing each series to have
       # its own state and full control over the ticks within its series
       def assign_series(new_series)
-        assign_series!(new_series) if @series.nil?
+        assign_series!(new_series) unless series?
         self
       end
 
+      # Returns true if the tick is assigned to a series.  The first series a tick is assigned
+      # to is the series against which the indicators compute.
+      def series?
+        !!@series
+      end
+
       # Ticks always belong to the first series they're assigned so we can easily spin off
       # sub-sets or new series with the same ticks.  However, if you need to reassign the
       # series, you can use this method to force the change of series ownership.
@@ -63,7 +76,7 @@ module Quant
       # The series interval is also assigned to the tick if it is not already set.
       def assign_series!(new_series)
         @series = new_series
-        @interval = new_series.interval if @interval.nil?
+        @interval ||= new_series.interval
         self
       end
 

data/lib/quant/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module Quant
-  VERSION = "0.1.3"
+  VERSION = "0.1.5"
 end

data/lib/quantitative.rb

@@ -12,6 +12,6 @@ quant_folder = File.join(lib_folder, "quant")
 Dir.glob(File.join(quant_folder, "*.rb")).each { |fn| require fn }
 
 # require sub-folders and their sub-folders
-%w(refinements ticks).each do |sub_folder|
+%w(refinements mixins settings ticks indicators).each do |sub_folder|
   Dir.glob(File.join(quant_folder, sub_folder, "**/*.rb")).each { |fn| require fn }
-end
+end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: quantitative
 version: !ruby/object:Gem::Version
-  version: 0.1.3
+  version: 0.1.5
 platform: ruby
 authors:
 - Michael Lang
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2024-02-15 00:00:00.000000000 Z
+date: 2024-02-25 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: oj
@@ -44,7 +44,18 @@ files:
 - LICENSE
 - README.md
 - Rakefile
+- lib/quant/asset.rb
+- lib/quant/asset_class.rb
+- lib/quant/attributes.rb
+- lib/quant/config.rb
 - lib/quant/errors.rb
+- lib/quant/indicators.rb
+- lib/quant/indicators/indicator.rb
+- lib/quant/indicators/indicator_point.rb
+- lib/quant/indicators/ma.rb
+- lib/quant/indicators/ping.rb
+- lib/quant/indicators_proxy.rb
+- lib/quant/indicators_sources.rb
 - lib/quant/interval.rb
 - lib/quant/mixins/direction.rb
 - lib/quant/mixins/filters.rb
@@ -56,9 +67,9 @@ files:
 - lib/quant/mixins/trig.rb
 - lib/quant/mixins/weighted_average.rb
 - lib/quant/refinements/array.rb
-- lib/quant/security.rb
-- lib/quant/security_class.rb
 - lib/quant/series.rb
+- lib/quant/settings.rb
+- lib/quant/settings/indicators.rb
 - lib/quant/ticks/ohlc.rb
 - lib/quant/ticks/serializers/ohlc.rb
 - lib/quant/ticks/serializers/spot.rb

data/lib/quant/security.rb

@@ -1,80 +0,0 @@
-# frozen_string_literal: true
-
-require_relative "security_class"
-
-module Quant
-  # A +Security+ is a representation of a financial instrument such as a stock, option, future, or currency.
-  # It is used to represent the instrument that is being traded, analyzed, or managed.
-  # @example
-  #   security = Quant::Security.new(symbol: "AAPL", name: "Apple Inc.", security_class: :stock, exchange: "NASDAQ")
-  #   security.symbol # => "AAPL"
-  #   security.name # => "Apple Inc."
-  #   security.stock? # => true
-  #   security.option? # => false
-  #   security.future? # => false
-  #   security.currency? # => false
-  #   security.exchange # => "NASDAQ"
-  #   security.to_h # => { "s" => "AAPL", "n" => "Apple Inc.", "sc" => "stock", "x" => "NASDAQ" }
-  class Security
-    attr_reader :symbol, :name, :security_class, :id, :exchange, :source, :meta, :created_at, :updated_at
-
-    def initialize(
-      symbol:,
-      name: nil,
-      id: nil,
-      active: true,
-      tradeable: true,
-      exchange: nil,
-      source: nil,
-      security_class: nil,
-      created_at: Quant.current_time,
-      updated_at: Quant.current_time,
-      meta: {}
-    )
-      raise ArgumentError, "symbol is required" unless symbol
-
-      @symbol = symbol.to_s.upcase
-      @name = name
-      @id = id
-      @tradeable = tradeable
-      @active = active
-      @exchange = exchange
-      @source = source
-      @security_class = SecurityClass.new(security_class)
-      @created_at = created_at
-      @updated_at = updated_at
-      @meta = meta
-    end
-
-    def active?
-      !!@active
-    end
-
-    def tradeable?
-      !!@tradeable
-    end
-
-    SecurityClass::CLASSES.each do |class_name|
-      define_method("#{class_name}?") do
-        security_class == class_name
-      end
-    end
-
-    def to_h(full: false)
-      return { "s" => symbol } unless full
-
-      { "s" => symbol,
-        "n" => name,
-        "id" => id,
-        "t" => tradeable?,
-        "a" => active?,
-        "x" => exchange,
-        "sc" => security_class.to_s,
-        "src" => source.to_s }
-    end
-
-    def to_json(*args, full: false)
-      Oj.dump(to_h(full: full), *args)
-    end
-  end
-end