quantitative 0.3.3 → 0.4.1

checksums.yaml

@@ -1,7 +1,7 @@
 ---
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-  data.tar.gz: 88fff74e34d1c446d252f9750bb5363828a448b9b326904fefa41499318fdb20
+  metadata.gz: e3d3c818bd142e017de0c61523ac0dfb14ec104fab94e073336892829128d87a
+  data.tar.gz: 642e8f7c285556847597a4a046443144d9a2fc394448af6ed95fc6d34f90dfd6
 SHA512:
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-  data.tar.gz: f80357622cd7cbcee2d13d5439b0423aa0aab9006d3a1aedfd215d8690cf5cc158a9c10990b5ecb933322d5784709c258daa26ccaa0c51ea4808e36ee35554a2
+  metadata.gz: db5a09bfe7dab83b4697726e1ea52a487231c02b3d57498c5a7a6e8cc152b3baf80c701cc7c01cd5a20732746f5be6d17dfe9d5425a1396f2a08adaba3e091a4
+  data.tar.gz: 566493343ff4c6986573072b5c6309c4ad3088b13b2c1b518d9cd6cae60d81c4c081bb60dfde54f684e245c347586c1a5ed1efa2b6f5c30708c39d61a278e8bc

data/.rubocop.yml

@@ -2,7 +2,7 @@ inherit_gem:
   relaxed-rubocop: .rubocop.yml
 
 AllCops:
-  TargetRubyVersion: 3.2
+  TargetRubyVersion: 3.3
   Exclude:
     - 'spec/performance/*.rb'
 

data/.ruby-version

@@ -1 +1 @@
-3.3.0
+4.0.4

data/Gemfile.lock

@@ -1,27 +1,35 @@
 PATH
   remote: .
   specs:
-    quantitative (0.3.3)
+    quantitative (0.4.1)
+      csv
       oj (~> 3.10)
       zeitwerk (~> 2.6)
 
 GEM
   remote: https://rubygems.org/
   specs:
-    ast (2.4.2)
-    benchmark-ips (2.13.0)
-    bigdecimal (3.1.6)
+    ast (2.4.3)
+    base64 (0.3.0)
+    benchmark-ips (2.14.0)
+    bigdecimal (4.1.2)
     coderay (1.1.3)
-    debug (1.8.0)
-      irb (>= 1.5.0)
-      reline (>= 0.3.1)
-    diff-lcs (1.5.0)
-    docile (1.4.0)
-    ffi (1.16.3)
-    formatador (1.1.0)
-    guard (2.18.1)
+    csv (3.3.5)
+    date (3.5.1)
+    debug (1.11.1)
+      irb (~> 1.10)
+      reline (>= 0.3.8)
+    diff-lcs (1.6.2)
+    docile (1.4.1)
+    erb (6.0.4)
+    ffi (1.17.4-arm64-darwin)
+    ffi (1.17.4-x86_64-linux-gnu)
+    formatador (1.2.3)
+      reline
+    guard (2.20.1)
       formatador (>= 0.2.4)
       listen (>= 2.7, < 4.0)
+      logger (~> 1.6)
       lumberjack (>= 1.0.12, < 2.0)
       nenv (~> 0.1)
       notiffany (~> 0.0)
@@ -33,104 +41,121 @@ GEM
       guard (~> 2.1)
       guard-compat (~> 1.1)
       rspec (>= 2.99.0, < 4.0)
-    io-console (0.6.0)
-    irb (1.9.1)
-      rdoc
-      reline (>= 0.3.8)
-    json (2.7.1)
-    language_server-protocol (3.17.0.3)
-    listen (3.8.0)
+    io-console (0.8.2)
+    irb (1.18.0)
+      pp (>= 0.6.0)
+      prism (>= 1.3.0)
+      rdoc (>= 4.0.0)
+      reline (>= 0.4.2)
+    json (2.19.5)
+    language_server-protocol (3.17.0.5)
+    lint_roller (1.1.0)
+    listen (3.10.0)
+      logger
       rb-fsevent (~> 0.10, >= 0.10.3)
       rb-inotify (~> 0.9, >= 0.9.10)
-    lumberjack (1.2.9)
-    method_source (1.0.0)
+    logger (1.7.0)
+    lumberjack (1.4.2)
+    method_source (1.1.0)
     nenv (0.3.0)
     notiffany (0.1.3)
       nenv (~> 0.1)
       shellany (~> 0.0)
-    oj (3.16.3)
+    oj (3.17.0)
       bigdecimal (>= 3.0)
-    parallel (1.24.0)
-    parser (3.3.0.4)
+      ostruct (>= 0.2)
+    ostruct (0.6.3)
+    parallel (2.1.0)
+    parser (3.3.11.1)
       ast (~> 2.4.1)
       racc
-    pry (0.14.2)
+    pp (0.6.3)
+      prettyprint
+    prettyprint (0.2.0)
+    prism (1.9.0)
+    pry (0.16.0)
       coderay (~> 1.1)
       method_source (~> 1.0)
-    psych (5.1.2)
+      reline (>= 0.6.0)
+    psych (5.3.1)
+      date
       stringio
-    racc (1.7.3)
+    racc (1.8.1)
     rainbow (3.1.1)
-    rake (13.1.0)
+    rake (13.4.2)
     rb-fsevent (0.11.2)
-    rb-inotify (0.10.1)
+    rb-inotify (0.11.1)
       ffi (~> 1.0)
-    rdoc (6.6.2)
+    rdoc (7.2.0)
+      erb
       psych (>= 4.0.0)
-    regexp_parser (2.9.0)
+      tsort
+    regexp_parser (2.12.0)
     relaxed-rubocop (2.5)
-    reline (0.4.1)
+    reline (0.6.3)
       io-console (~> 0.5)
-    rexml (3.2.6)
-    rspec (3.12.0)
-      rspec-core (~> 3.12.0)
-      rspec-expectations (~> 3.12.0)
-      rspec-mocks (~> 3.12.0)
-    rspec-core (3.12.2)
-      rspec-support (~> 3.12.0)
-    rspec-expectations (3.12.3)
+    rexml (3.4.4)
+    rspec (3.13.2)
+      rspec-core (~> 3.13.0)
+      rspec-expectations (~> 3.13.0)
+      rspec-mocks (~> 3.13.0)
+    rspec-core (3.13.6)
+      rspec-support (~> 3.13.0)
+    rspec-expectations (3.13.5)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.12.0)
-    rspec-github (2.4.0)
+      rspec-support (~> 3.13.0)
+    rspec-github (3.0.0)
       rspec-core (~> 3.0)
-    rspec-mocks (3.12.6)
+    rspec-mocks (3.13.8)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.12.0)
-    rspec-support (3.12.1)
-    rubocop (1.60.1)
+      rspec-support (~> 3.13.0)
+    rspec-support (3.13.7)
+    rubocop (1.86.1)
       json (~> 2.3)
-      language_server-protocol (>= 3.17.0)
-      parallel (~> 1.10)
+      language_server-protocol (~> 3.17.0.2)
+      lint_roller (~> 1.1.0)
+      parallel (>= 1.10)
       parser (>= 3.3.0.2)
       rainbow (>= 2.2.2, < 4.0)
-      regexp_parser (>= 1.8, < 3.0)
-      rexml (>= 3.2.5, < 4.0)
-      rubocop-ast (>= 1.30.0, < 2.0)
+      regexp_parser (>= 2.9.3, < 3.0)
+      rubocop-ast (>= 1.49.0, < 2.0)
       ruby-progressbar (~> 1.7)
-      unicode-display_width (>= 2.4.0, < 3.0)
-    rubocop-ast (1.30.0)
-      parser (>= 3.2.1.0)
-    rubocop-capybara (2.20.0)
-      rubocop (~> 1.41)
-    rubocop-factory_bot (2.25.1)
-      rubocop (~> 1.41)
-    rubocop-rspec (2.26.1)
-      rubocop (~> 1.40)
-      rubocop-capybara (~> 2.17)
-      rubocop-factory_bot (~> 2.22)
-    ruby-prof (1.7.0)
+      unicode-display_width (>= 2.4.0, < 4.0)
+    rubocop-ast (1.49.1)
+      parser (>= 3.3.7.2)
+      prism (~> 1.7)
+    rubocop-rspec (3.9.0)
+      lint_roller (~> 1.1)
+      rubocop (~> 1.81)
+    ruby-prof (2.0.4)
+      base64
+      ostruct
     ruby-progressbar (1.13.0)
     shellany (0.0.1)
     simplecov (0.22.0)
       docile (~> 1.1)
       simplecov-html (~> 0.11)
       simplecov_json_formatter (~> 0.1)
-    simplecov-cobertura (2.1.0)
+    simplecov-cobertura (3.1.0)
       rexml
       simplecov (~> 0.19)
-    simplecov-html (0.12.3)
+    simplecov-html (0.13.2)
     simplecov_json_formatter (0.1.4)
-    stackprof (0.2.26)
-    stringio (3.1.0)
-    test-prof (1.3.2)
-    thor (1.3.0)
-    unicode-display_width (2.5.0)
-    vernier (0.5.1)
-    yard (0.9.34)
-    zeitwerk (2.6.15)
+    stackprof (0.2.28)
+    stringio (3.2.0)
+    test-prof (1.6.1)
+    thor (1.5.0)
+    tsort (0.2.0)
+    unicode-display_width (3.2.0)
+      unicode-emoji (~> 4.1)
+    unicode-emoji (4.2.0)
+    vernier (1.10.1)
+    yard (0.9.43)
+    zeitwerk (2.7.5)
 
 PLATFORMS
   arm64-darwin-22
+  arm64-darwin-25
   x86_64-linux
 
 DEPENDENCIES
@@ -153,4 +178,4 @@ DEPENDENCIES
   yard (~> 0.9)
 
 BUNDLED WITH
-   2.3.13
+  4.0.10

data/lib/quant/experimental.rb

@@ -22,7 +22,7 @@ module Quant
 
     Experimental.tracker[caller.first] = message
 
-    calling_method = caller.first.scan(/`([^']*)/)[0][0]
+    calling_method = caller.first[/in ["`'](.+?)[`']/, 1] || "unknown"
     full_message = "EXPERIMENTAL: #{calling_method.inspect}: #{message}\nsource location: #{caller.first}"
     puts full_message
   end

data/lib/quant/ticks/ohlc.rb

@@ -45,8 +45,11 @@ module Quant
         @low_price = low_price.to_f
         @close_price = close_price.to_f
 
-        @base_volume = (volume || base_volume).to_i
-        @target_volume = (target_volume || @base_volume).to_i
+        # Volumes are floats, not ints — crypto markets and many futures markets express
+        # fractional base/target volumes routinely (e.g., 0.12345 BTC). Existing specs already
+        # asserted Float values (`eq(2.0)`); a prior `.to_i` regression silently truncated.
+        @base_volume = (volume || base_volume).to_f
+        @target_volume = (target_volume || @base_volume).to_f
         @trades = trades.to_i
 
         @green = green.nil? ? compute_green : green

data/lib/quant/ticks/spot.rb

@@ -39,8 +39,12 @@ module Quant
         @close_timestamp = extract_time(timestamp || close_timestamp || Quant.current_time)
         @open_timestamp = @close_timestamp
 
-        @base_volume = (volume || base_volume).to_i
-        @target_volume = (target_volume || @base_volume).to_i
+        # Volumes are floats, not ints — crypto markets and many futures markets express
+        # fractional base/target volumes routinely (e.g., 0.12345 BTC). Existing specs already
+        # asserted Float values (`eq(2.0)`); a prior `.to_i` regression silently truncated.
+        # See OHLC for the same fix.
+        @base_volume = (volume || base_volume).to_f
+        @target_volume = (target_volume || @base_volume).to_f
 
         @trades = trades.to_i
         super()

data/lib/quant/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module Quant
-  VERSION = "0.3.3"
+  VERSION = "0.4.1"
 end

metadata

@@ -1,15 +1,28 @@
 --- !ruby/object:Gem::Specification
 name: quantitative
 version: !ruby/object:Gem::Version
-  version: 0.3.3
+  version: 0.4.1
 platform: ruby
 authors:
 - Michael Lang
-autorequire:
 bindir: exe
 cert_chain: []
-date: 2024-06-08 00:00:00.000000000 Z
+date: 1980-01-02 00:00:00.000000000 Z
 dependencies:
+- !ruby/object:Gem::Dependency
+  name: csv
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: oj
   requirement: !ruby/object:Gem::Requirement
@@ -38,8 +51,7 @@ dependencies:
     - - "~>"
       - !ruby/object:Gem::Version
         version: '2.6'
-description: Quantitative and statistical tools written for Ruby 3.2+ for trading
-  and finance.
+description: Quantitative and statistical tools written for Ruby for trading and finance.
 email:
 - mwlang@cybrains.net
 executables: []
@@ -143,8 +155,7 @@ metadata:
   allowed_push_host: https://rubygems.org
   homepage_uri: https://github.com/mwlang/quantitative
   source_code_uri: https://github.com/mwlang/quantitative
-  changelog_uri: https://github.com/mwlang/quantitative
-post_install_message:
+  changelog_uri: https://github.com/mwlang/quantitative/blob/main/CHANGELOG.md
 rdoc_options: []
 require_paths:
 - lib
@@ -152,16 +163,14 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
-      version: '3.2'
+      version: '3.3'
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.5.11
-signing_key:
+rubygems_version: 4.0.10
 specification_version: 4
-summary: Quantitative and statistical tools written for Ruby 3.2+ for trading and
-  finance.
+summary: Quantitative and statistical tools written for Ruby for trading and finance.
 test_files: []