quantitative 0.1.4 → 0.1.5
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/Gemfile.lock +1 -1
- data/lib/quant/asset.rb +88 -0
- data/lib/quant/{security_class.rb → asset_class.rb} +14 -14
- data/lib/quant/attributes.rb +134 -0
- data/lib/quant/errors.rb +30 -5
- data/lib/quant/indicators/indicator.rb +87 -52
- data/lib/quant/indicators/indicator_point.rb +9 -21
- data/lib/quant/indicators/ma.rb +12 -20
- data/lib/quant/indicators/ping.rb +16 -0
- data/lib/quant/indicators.rb +1 -23
- data/lib/quant/indicators_proxy.rb +23 -0
- data/lib/quant/indicators_sources.rb +18 -0
- data/lib/quant/interval.rb +37 -12
- data/lib/quant/mixins/filters.rb +2 -0
- data/lib/quant/refinements/array.rb +8 -7
- data/lib/quant/series.rb +36 -19
- data/lib/quant/ticks/ohlc.rb +7 -10
- data/lib/quant/ticks/serializers/ohlc.rb +33 -22
- data/lib/quant/ticks/serializers/spot.rb +1 -4
- data/lib/quant/ticks/serializers/tick.rb +3 -3
- data/lib/quant/ticks/spot.rb +7 -7
- data/lib/quant/ticks/tick.rb +22 -9
- data/lib/quant/version.rb +1 -1
- data/lib/quantitative.rb +1 -1
- metadata +8 -4
- data/lib/quant/security.rb +0 -80
metadata
CHANGED
@@ -1,14 +1,14 @@
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--- !ruby/object:Gem::Specification
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name: quantitative
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version: !ruby/object:Gem::Version
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-
version: 0.1.
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4
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+
version: 0.1.5
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platform: ruby
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authors:
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- Michael Lang
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autorequire:
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bindir: exe
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cert_chain: []
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-
date: 2024-02-
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+
date: 2024-02-25 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: oj
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@@ -44,12 +44,18 @@ files:
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- LICENSE
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- README.md
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- Rakefile
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47
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+
- lib/quant/asset.rb
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+
- lib/quant/asset_class.rb
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+
- lib/quant/attributes.rb
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- lib/quant/config.rb
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- lib/quant/errors.rb
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- lib/quant/indicators.rb
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- lib/quant/indicators/indicator.rb
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- lib/quant/indicators/indicator_point.rb
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- lib/quant/indicators/ma.rb
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+
- lib/quant/indicators/ping.rb
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+
- lib/quant/indicators_proxy.rb
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+
- lib/quant/indicators_sources.rb
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- lib/quant/interval.rb
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- lib/quant/mixins/direction.rb
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- lib/quant/mixins/filters.rb
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@@ -61,8 +67,6 @@ files:
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- lib/quant/mixins/trig.rb
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- lib/quant/mixins/weighted_average.rb
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- lib/quant/refinements/array.rb
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-
- lib/quant/security.rb
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-
- lib/quant/security_class.rb
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- lib/quant/series.rb
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- lib/quant/settings.rb
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- lib/quant/settings/indicators.rb
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data/lib/quant/security.rb
DELETED
@@ -1,80 +0,0 @@
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# frozen_string_literal: true
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-
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require_relative "security_class"
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-
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module Quant
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# A +Security+ is a representation of a financial instrument such as a stock, option, future, or currency.
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# It is used to represent the instrument that is being traded, analyzed, or managed.
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# @example
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# security = Quant::Security.new(symbol: "AAPL", name: "Apple Inc.", security_class: :stock, exchange: "NASDAQ")
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# security.symbol # => "AAPL"
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# security.name # => "Apple Inc."
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# security.stock? # => true
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# security.option? # => false
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# security.future? # => false
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# security.currency? # => false
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# security.exchange # => "NASDAQ"
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# security.to_h # => { "s" => "AAPL", "n" => "Apple Inc.", "sc" => "stock", "x" => "NASDAQ" }
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class Security
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attr_reader :symbol, :name, :security_class, :id, :exchange, :source, :meta, :created_at, :updated_at
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def initialize(
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symbol:,
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name: nil,
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id: nil,
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active: true,
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tradeable: true,
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exchange: nil,
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source: nil,
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security_class: nil,
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created_at: Quant.current_time,
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updated_at: Quant.current_time,
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meta: {}
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)
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raise ArgumentError, "symbol is required" unless symbol
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@symbol = symbol.to_s.upcase
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@name = name
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@id = id
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@tradeable = tradeable
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@active = active
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@exchange = exchange
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@source = source
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@security_class = SecurityClass.new(security_class)
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@created_at = created_at
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@updated_at = updated_at
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@meta = meta
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end
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def active?
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!!@active
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end
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def tradeable?
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!!@tradeable
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end
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SecurityClass::CLASSES.each do |class_name|
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define_method("#{class_name}?") do
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security_class == class_name
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end
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end
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def to_h(full: false)
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return { "s" => symbol } unless full
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{ "s" => symbol,
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"n" => name,
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"id" => id,
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"t" => tradeable?,
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"a" => active?,
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"x" => exchange,
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"sc" => security_class.to_s,
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"src" => source.to_s }
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end
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-
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def to_json(*args, full: false)
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Oj.dump(to_h(full: full), *args)
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end
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end
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end
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