quantitative 0.1.8 → 0.1.9

checksums.yaml

@@ -1,7 +1,7 @@
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-  data.tar.gz: 956074c17983ee22d6480a176c48b0cc15257aaca2649086eacc71a52688cb12
+  metadata.gz: f7ddfcfd200564c3ce9764a7ba635635c56649c6681ac6d76b93390734da4fc9
+  data.tar.gz: 04d93778a91c74ee4c3459009f4990644121974b77079d79a3816c5f63a63f6c
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+  metadata.gz: 8facaa3efaef73c00f98f03b4482b876cf9a6155f46fb56f1c0d3534c996b6c33fefa067ee07ef8f326e76dfbdd41b0fa7d04f349eef49add179444bbe0d9db6
+  data.tar.gz: 3fa7bb3d2e34cd3f2ebd718105ab20ffb60e044c45fb5c3909a14cdd1d2876288ae23d4eb7c4211f35890ddd250772068f1c0e0463db71d1c84c490a06edc2d8

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    quantitative (0.1.8)
+    quantitative (0.1.9)
       oj (~> 3.10)
 
 GEM

data/Rakefile

@@ -10,3 +10,32 @@ require "rubocop/rake_task"
 RuboCop::RakeTask.new
 
 task default: %i[spec rubocop]
+
+namespace :gem do
+  desc "Build the gem"
+  task :build do
+    sh "gem build quantitative.gemspec"
+  end
+
+  desc "Tag the release in git"
+  task :tag do
+    version = Quant::VERSION
+    sh "git tag -a v#{version} -m 'Release #{version}'"
+    sh "git push origin v#{version}"
+  end
+
+  desc "Install local *.gem file"
+  task :install do
+    sh "gem install quantitative-#{Quant::VERSION}.gem"
+  end
+
+  desc "Remove local *.gem files"
+  task :clean do
+    sh "rm -f quantitative-#{Quant::VERSION}.gem"
+  end
+
+  desc "Release #{Quant::VERSION} to rubygems.org"
+  task release: [:build, :tag] do
+    sh "gem push quantitative-#{Quant::VERSION}.gem"
+  end
+end

data/lib/quant/mixins/stochastic.rb

@@ -3,28 +3,24 @@
 module Quant
   module Mixins
     module Stochastic
-      def stochastic(source, period = max_period)
-        stoch_period = [points.size, period.to_i].min
-        return 0.0 if stoch_period < 1
+      using Quant
 
-        subset = points[-stoch_period, stoch_period].map{ |p| p.send(source) }
-        ll = subset.min
-        hh = subset.max
+      # The Stochastic Oscillator is a momentum indicator that compares a particular
+      # closing price of a security to a range of its prices over a certain
+      # period of time. It was developed by George C. Lane in the 1950s.
 
-        v0 = points[-1].send(source)
-        (hh - ll).zero? ? 0.0 : 100.0 * (v0 - ll) / (hh - ll)
-      end
+      # The main idea behind the Stochastic Oscillator is that closing
+      # prices should close near the same direction as the current trend.
+      # In a market trending up, prices will likely close near their
+      # high, and in a market trending down, prices close near their low.
+      def stochastic(source, period:)
+        subset = values.last(period).map{ |p| p.send(source) }
+
+        lowest, highest = subset.minimum, subset.maximum
+        return 0.0 if (highest - lowest).zero?
 
-      # module Fields
-      #   @[JSON::Field(key: "ish")]
-      #   property inst_stoch : Float64 = 0.0
-      #   @[JSON::Field(key: "sh")]
-      #   property stoch : Float64 = 0.0
-      #   @[JSON::Field(key: "su")]
-      #   property stoch_up : Bool = false
-      #   @[JSON::Field(key: "st")]
-      #   property stoch_turned : Bool = false
-      # end
+        100.0 * (subset[-1] - lowest) / (highest - lowest)
+      end
     end
   end
 end

data/lib/quant/time_period.rb

@@ -16,13 +16,21 @@ module Quant
     def as_start_time(value)
       return value if value.nil? || value.is_a?(Time)
 
-      value.is_a?(Date) ? value.to_time.beginning_of_day : value.to_time
+      value.is_a?(Date) ? beginning_of_day(value) : value.to_time
     end
 
     def as_end_time(value)
       return value if value.nil? || value.is_a?(Time)
 
-      value.is_a?(Date) ? value.to_time.end_of_day : value.to_time
+      value.is_a?(Date) ? end_of_day(value) : value.to_time
+    end
+
+    def end_of_day(date)
+      Time.utc(date.year, date.month, date.day, 23, 59, 59)
+    end
+
+    def beginning_of_day(date)
+      Time.utc(date.year, date.month, date.day)
     end
 
     def validate_bounds!

data/lib/quant/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module Quant
-  VERSION = "0.1.8"
+  VERSION = "0.1.9"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: quantitative
 version: !ruby/object:Gem::Version
-  version: 0.1.8
+  version: 0.1.9
 platform: ruby
 authors:
 - Michael Lang
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2024-02-27 00:00:00.000000000 Z
+date: 2024-02-28 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: oj