sqa 0.0.1

checksums.yaml

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data/.envrc

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+# .envrc
+# brew install direnv
+
+export RR=`pwd`

data/CHANGELOG.md

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+## [Unreleased]
+
+## [0.0.1] - 2023-08-10
+
+- Planting the Flag

data/LICENSE

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+MIT License
+
+Copyright (c) 2023 Dewayne VanHoozer
+
+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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+# SQA - Simple Qualitative Analysis
+
+This is a very simplistic set of tools for running technical analysis on a stock portfolio.  Simplistic means it is not reliable nor intended for any kind of financial use.  Think of it as a training tool.  I do.  Its helping me understand why I need professional help from people who know what they are doing.
+
+The BUY/SELL signals that it generates are part of a game.  **DO NOT USE** when real money is at stake.
+
+## Installation
+
+Install the gem and add to the application's Gemfile by executing:
+
+    $ bundle add sqa
+
+If bundler is not being used to manage dependencies, install the gem by executing:
+
+    $ gem install sqa
+
+## Usage
+
+Do not use!
+
+## Contributing
+
+I can always use some help on this stuff.  Got an idea for a new metric or analysis?  Want to improve the math?  Make the signals better?  Let's collaborate!
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/MadBomber/sqa.
+
+## License
+
+The gem is available as open source under the terms of the [MIT License](https://opensource.org/licenses/MIT).

data/Rakefile

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+# frozen_string_literal: true
+
+require "bundler/gem_tasks"
+task default: %i[]

data/bin/sqa

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+#!/usr/bin/env ruby
+
+require 'sqa'
+require 'sqa/cli'
+
+SQA::CLI.new.run

data/checksums/sqa-0.0.1.gem.sha512

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+424c002903602ed17878b821d45c90126fb95f62f0b221c2600aa8c6f2a3084aaa97d4eb5f50a657781ea0b93a0104778b737f9ac1cca2d8488f48a5f48f3a68

data/docs/requirements.md

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+# Requirements
+
+... otherwise know as what I want to do.  Some people would call it a roadmap; but, where I'm going "we don't need no stinking roads!"
+
+Yes, test driven development (TDD) is important.  There is a place for TDD.  Its not in prototyping.  The prototype is used to figure out what the requirements are.  Once you have a prototype then you have requirements.  With requirements come contracts for APIs.  The contracts drive the test specifications which in turn drives the design.
+
+So what is it that I want to do?
+
+* collect technical analysis indicators to apply to a stock or a set of stocks.
+* define an abstraction for a stock
+* evaluate different trading strategies.
+* make billions on the sock market - if you have kids you know what the sock market is.
+* play around with some interesting gems
+* evaluate Ruby 3.3 YJIT against Crystal
+* look at carious ways to support plugin components
+* learn something about options trading in risk mitigation for security trades
+
+## Making this thing an Application Framework
+
+* using ActiveRecord with initial models of Stock, Portfolio and Activity
+
+	- Portfolio has many stocks with FK: ticker
+	- Sotkc has many activities with FK: ticker
+	- Activity has unique constraint on (ticker, date)
+
+* using gem csv_importer to bring in data to load into the various tables
+* using sqlite3 because I have limited resources for rdbms
+
+## finance.yahoo.com API
+
+v7 is used to download historical data as CSV.  It requires a cookie.
+
+v8 gets some company info and stock prices in JSON. It might require a cookie as well
+
+Most reliable way of getting data is the scrape the website.  The gem financial_data_pull attempts to do it but it is too old.
+
+
+## Extract Indicators
+
+After sleeping on it, I think the original plan with the fin_tech gem is a better idea for how to package the indicators.  I'm going to keep the name FinTech for now while I think of something better.  These are indicators; but I want them to be class-level methods with established contracts in their API.

data/lib/sqa/activity.rb

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+# lib/sqa/activity.rb
+
+# Historical daily stock activity
+# primary id is [ticker, date]
+
+class SQA::Activity < ActiveRecord::Base
+	# belongs_to :stock using ticker as the foreign key
+	# need a unique constraint on [ticker, date]
+	# should date be saved as a Date object or string?
+end

data/lib/sqa/cli.rb

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+# lib/sqa/cli.rb
+
+require_relative 'stock'
+
+module SQA
+	class CLI
+		def initialize
+			@args = $ARGV.dup
+		end
+
+		def run
+      stock = Stock.new('aapl')
+
+			puts <<~OUTPUT
+
+        TBD
+        @args => #{@args}
+        stock => #{stock}
+
+			OUTPUT
+		end
+	end
+end
+
+__END__
+
+###################################################
+## This is the old thing that got me started ...
+
+#!/usr/bin/env ruby
+# experiments/stocks/analysis.rb
+#
+# Some technical indicators from FinTech gem
+#
+# optional date CLI option in format YYYY-mm-dd
+# if not present uses Date.today
+#
+
+
+INVEST = 1000.00
+
+require 'pathname'
+
+require_relative 'stock'
+require_relative 'datastore'
+
+
+STOCKS = Pathname.pwd + "stocks.txt"
+TRADES = Pathname.pwd + "trades.csv"
+
+TRADES_FILE = File.open(TRADES, 'a')
+
+unless STOCKS.exist?
+  puts
+  puts "ERROR: The 'stocks.txt' file does not exist."
+  puts
+  exot(-1)
+end
+
+require 'debug_me'
+include DebugMe
+
+require 'csv'
+require 'date'
+require 'tty-table'
+
+require 'fin_tech'
+require 'previous_dow'
+
+class NilClass
+  def blank?() = true
+end
+
+class String
+  def blank?() = strip().empty?
+end
+
+class Array
+  def blank?() = empty?
+end
+
+
+def tickers
+  return @tickers unless @tickers.blank?
+
+  @tickers = []
+
+  STOCKS.readlines.each do |a_line|
+    ticker_symbol = a_line.chomp.strip.split()&.first&.downcase
+    next if ticker_symbol.blank? || '#' == ticker_symbol
+    @tickers << ticker_symbol unless @tickers.include?(ticker_symbol)
+  end
+
+  @tickers.sort!
+end
+
+given_date = ARGV.first ? Date.parse(ARGV.first) : Date.today
+
+start_date  = Date.new(2019, 1, 1)
+end_date    = previous_dow(:friday, given_date)
+
+ASOF = end_date.to_s.tr('-','')
+
+
+#######################################################################
+# download a CSV file from https://query1.finance.yahoo.com
+# given a stock ticker symbol as a String
+# start and end dates
+#
+# For ticker "aapl" the downloaded file will be named "aapl.csv"
+# That filename will be renamed to "aapl_YYYYmmdd.csv" where the
+# date suffix is the end_date of the historical data.
+#
+def download_historical_prices(ticker, start_date, end_date)
+  data_path       = Pathname.pwd + "#{ticker}_#{ASOF}.csv"
+  return if data_path.exist?
+
+  mew_path        = Pathname.pwd + "#{ticker}.csv"
+
+  start_timestamp = start_date.to_time.to_i
+  end_timestamp   = end_date.to_time.to_i
+  ticker_upcase   = ticker.upcase
+  filename        = "#{ticker.downcase}.csv"
+
+  `curl -o #{filename} "https://query1.finance.yahoo.com/v7/finance/download/#{ticker_upcase}?period1=#{start_timestamp}&period2=#{end_timestamp}&interval=1d&events=history&includeAdjustedClose=true"`
+
+  mew_path.rename data_path
+end
+
+
+#######################################################################
+# Read the CSV file associated with the give ticker symbol
+# and the ASOF date.
+#
+def read_csv(ticker)
+  filename  = "#{ticker.downcase}_#{ASOF}.csv"
+  data      = []
+
+  CSV.foreach(filename, headers: true) do |row|
+    data << row.to_h
+  end
+
+  data
+end
+
+##########################
+# record a recommend trade
+
+def trade(ticker, signal, shares, price)
+  TRADES_FILE.puts "#{ticker},#{ASOF},#{signal},#{shares},#{price}"
+end
+
+#######################################################################
+###
+##  Main
+#
+
+
+tickers.each do |ticker|
+  download_historical_prices(ticker, start_date, end_date)
+end
+
+result = {}
+
+mwfd = 14 # moving_window_forcast_days
+
+headers = %w[ Ticker AdjClose Trend Slope M'tum RSI Analysis MACD Target Signal $]
+values  = []
+
+tickers.each do |ticker|
+
+  data            = read_csv ticker
+  prices          = data.map{|r| r["Adj Close"].to_f}
+  volumes         = data.map{|r| r["volume"].to_f}
+
+  if data.blank?
+    puts
+    puts "ERROR: cannot get data for #{ticker}"
+    puts
+    next
+  end
+
+
+  result[ticker]  = {
+    date:       data.last["Date"],
+    adj_close:  data.last["Adj Close"].to_f
+  }
+
+  result[ticker][:market] = FinTech.classify_market_profile(
+                                      volumes.last(mwfd),
+                                      prices.last(mwfd),
+                                      prices.last(mwfd).first,
+                                      prices.last
+                                    )
+
+  fr = FinTech.fibonacci_retracement( prices.last(mwfd).first,
+                                      prices.last).map{|x| x.round(3)}
+
+
+  puts "\n#{result[ticker][:market]} .. #{ticker}\t#{fr}"
+  print "\t"
+  print FinTech.head_and_shoulders_pattern?(prices.last(mwfd))
+  print "\t"
+  print FinTech.double_top_bottom_pattern?(prices.last(mwfd))
+  print "\t"
+  mr = FinTech.mean_reversion?(prices, mwfd, 0.5)
+  print mr
+
+  if mr
+    print "\t"
+    print FinTech.mr_mean(prices, mwfd).round(3)
+  end
+
+  print "\t"
+  print FinTech.identify_wave_condition?(prices, 2*mwfd, 1.0)
+  puts
+
+  print "\t"
+  print FinTech.ema_analysis(prices, mwfd).except(:ema_values)
+
+  puts
+
+  row  = [ ticker ]
+
+  # result[ticker][:moving_averages]  = FinTech.sma(data, mwfd)
+  result[ticker][:trend]              = FinTech.sma_trend(data, mwfd)
+  result[ticker][:momentum]           = FinTech.momentum(prices, mwfd)
+  result[ticker][:rsi]                = FinTech.rsi(data, mwfd)
+  result[ticker][:bollinger_bands]    = FinTech.bollinger_bands(data, mwfd, 2)
+  result[ticker][:macd]               = FinTech.macd(data, mwfd, 2*mwfd, mwfd/2)
+
+  price = result[ticker][:adj_close].round(3)
+
+  row << price
+  row << result[ticker][:trend][:trend]
+  row << result[ticker][:trend][:angle].round(3)
+  row << result[ticker][:momentum].round(3)
+  row << result[ticker][:rsi][:rsi].round(3)
+  row << result[ticker][:rsi][:meaning]
+  row << result[ticker][:macd].first.round(3)
+  row << result[ticker][:macd].last.round(3)
+
+  analysis  = result[ticker][:rsi][:meaning]
+
+  signal    = ""
+  macd_diff = result[ticker][:macd].first
+  target    = result[ticker][:macd].last
+  current   = result[ticker][:adj_close]
+
+  trend_down = "down" == result[ticker][:trend][:trend]
+
+  if current < target
+    signal = "buy" unless "Over Bought" == analysis
+  elsif (current > target) && trend_down
+    signal = "sell" unless "Over Sold" == analysis
+  end
+
+  if "buy" == signal
+    pps     = target - price
+    shares  = INVEST.to_i / price.to_i
+    upside  = (shares * pps).round(2)
+    trade(ticker, signal, shares, price)
+  elsif "sell" == signal
+    pps     = target - price
+    shares  = INVEST.to_i / price.to_i
+    upside  = (shares * pps).round(2)
+    trade(ticker, signal, shares, price)
+  else
+    upside = ""
+  end
+
+  row << signal
+  row << upside
+
+  values << row
+end
+
+# debug_me{[
+#   :result
+# ]}
+
+
+the_table = TTY::Table.new(headers, values)
+
+puts
+puts "Analysis as of Friday Close: #{end_date}"
+
+puts  the_table.render(
+        :unicode,
+        {
+          padding:    [0, 0, 0, 0],
+          alignments: [
+            :left,    # ticker
+            :right,   # adj close
+            :center,  # trend
+            :right,   # slope
+            :right,   # momentum
+            :right,   # rsi
+            :center,  # meaning / analysis
+            :right,   # macd
+            :right,   # target
+            :center,  # signal
+            :right    # upside
+          ],
+        }
+      )
+puts
+
+TRADES_FILE.close
+

data/lib/sqa/datastore/active_record.rb

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+# lib/sqa/datastore/active_record.rb
+
+
+require 'active_record'
+require 'sqlite3'
+
+
+module SQA::Datastore
+  class ActiveRecord
+    def initialize(ticker); end
+  end
+end
+
+
+__END__
+
+# An example of how to use active record with sqlite3 ...
+
+#!/usr/bin/env ruby
+# See: https://gist.github.com/unnitallman/944011
+
+require 'active_record'
+require 'sqlite3'
+
+ActiveRecord::Base.logger = Logger.new(STDERR)
+# TDV ActiveRecord::Base.colorize_logging = false
+
+ActiveRecord::Base.establish_connection(
+    adapter:  "sqlite3",
+    database: './database.db'
+)
+
+ActiveRecord::Schema.define do
+    create_table :albums do |table|
+        table.column :title, :string
+        table.column :performer, :string
+    end
+
+    create_table :tracks do |table|
+        table.column :album_id, :integer
+        table.column :track_number, :integer
+        table.column :title, :string
+    end
+end
+
+class Album < ActiveRecord::Base
+    has_many :tracks
+end
+
+class Track < ActiveRecord::Base
+    belongs_to :album
+end
+
+album = Album.create(:title => 'Black and Blue',
+    :performer => 'The Rolling Stones')
+album.tracks.create(:track_number => 1, :title => 'Hot Stuff')
+album.tracks.create(:track_number => 2, :title => 'Hand Of Fate')
+album.tracks.create(:track_number => 3, :title => 'Cherry Oh Baby ')
+album.tracks.create(:track_number => 4, :title => 'Memory Motel ')
+album.tracks.create(:track_number => 5, :title => 'Hey Negrita')
+album.tracks.create(:track_number => 6, :title => 'Fool To Cry')
+album.tracks.create(:track_number => 7, :title => 'Crazy Mama')
+album.tracks.create(:track_number => 8,
+    :title => 'Melody (Inspiration By Billy Preston)')
+
+album = Album.create(:title => 'Sticky Fingers',
+    :performer => 'The Rolling Stones')
+album.tracks.create(:track_number => 1, :title => 'Brown Sugar')
+album.tracks.create(:track_number => 2, :title => 'Sway')
+album.tracks.create(:track_number => 3, :title => 'Wild Horses')
+album.tracks.create(:track_number => 4,
+    :title => 'Can\'t You Hear Me Knocking')
+album.tracks.create(:track_number => 5, :title => 'You Gotta Move')
+album.tracks.create(:track_number => 6, :title => 'Bitch')
+album.tracks.create(:track_number => 7, :title => 'I Got The Blues')
+album.tracks.create(:track_number => 8, :title => 'Sister Morphine')
+album.tracks.create(:track_number => 9, :title => 'Dead Flowers')
+album.tracks.create(:track_number => 10, :title => 'Moonlight Mile')
+
+puts Album.find(1).tracks.length
+puts Album.find(2).tracks.length
+
+puts Album.find_by_title('Sticky Fingers').title
+puts Track.find_by_title('Fool To Cry').album_id
+
+
+
+
+

data/lib/sqa/datastore/csv/yahoo_finance.rb

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+# lib/sqa/datastore/csv/yahoo_finance.rb
+
+# processes a CSV file downloaded from finance.yahoo.com
+# Date,Open,High,Low,Close,Adj Close,Volume
+
+require 'csv-importer'
+
+class SQA::Datastore::CSV::YahooFinance
+  include CSVImporter
+
+  model ::SQA::Activity # an active record like model
+
+	column :date,  			to: ->(x) { Date.parse(x)},	required: true
+	column :open,  			to: ->(x) {x.to_f},					required: true
+	column :high,  			to: ->(x) {x.to_f},					required: true
+	column :low,  			to: ->(x) {x.to_f},					required: true
+	column :close,  		to: ->(x) {x.to_f},					required: true
+	column :adj_close, 	to: ->(x) {x.to_f},					required: true
+	column :volumn,  		to: ->(x) {x.to_i},					required: true
+
+	# TODO: make the identifier compound [ticker, date]
+	# 			so we can put all the data into a single table.
+
+	identifier :date
+
+	when_invalid :skip # or :abort
+
+
+  column :email, 			to: ->(email) { email.downcase }, required: true
+  column :first_name, as: [ /first.?name/i, /pr(é|e)nom/i ]
+  column :last_name,  as: [ /last.?name/i, "nom" ]
+  column :published,  to: ->(published, user) { user.published_at = published ? Time.now : nil }
+
+
+
+
+  def self.load(ticker)
+		import = new(file: "#{ticker.upcase}.csv")
+
+		import.valid_header?  # => false
+		import.report.message # => "The following columns are required: email"
+
+		# Assuming the header was valid, let's run the import!
+
+		import.run!
+		import.report.success? # => true
+		import.report.message  # => "Import completed. 4 created, 2 updated, 1 failed to update"  end
+
+	end
+end
+

data/lib/sqa/datastore/csv.rb

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+# lib/sqa/datastore/csv.rb
+
+require 'csv'
+require 'forwardable'
+
+module SQA::Datastore
+  class CSV
+    extend Forwardable
+    def_delegators :@data, :first, :last, :size, :empty?, :[], :map, :select, :reject
+
+    SOURCE_DOMAIN = "https://query1.finance.yahoo.com/v7/finance/download/"
+    # curl -o AAPL.csv -L --url "https://query1.finance.yahoo.com/v7/finance/download/AAPL?period1=345427200&period2=1691712000&interval=1d&events=history&includeAdjustedClose=true"
+
+
+    attr_accessor :ticker
+    attr_accessor :data
+
+    def initialize(ticker, adapter = YahooFinance)
+      @ticker     = ticker
+      @data_path  = Pathname.pwd + "#{ticker.downcase}.csv"
+      @adapter    = adapter
+      @data       = adapter.load(ticker)
+    end
+
+
+    #######################################################################
+    # Read the CSV file associated with the give ticker symbol
+    #
+    # def read_csv_data
+    #   download_historical_prices unless @data_path.exist?
+
+    #   csv_data = []
+
+    #   ::CSV.foreach(@data_path, headers: true) do |row|
+    #     csv_data << row.to_h
+    #   end
+
+    #   csv_data
+    # end
+
+    #######################################################################
+    # download a CSV file from https://query1.finance.yahoo.com
+    # given a stock ticker symbol as a String
+    # start and end dates
+    #
+    # For ticker "aapl" the downloaded file will be named "aapl.csv"
+    # That filename will be renamed to "aapl_YYYYmmdd.csv" where the
+    # date suffix is the end_date of the historical data.
+    #
+    # def download_historical_prices(
+    #       start_date: Date.new(2019, 1, 1),
+    #       end_date:   previous_dow(:friday, Date.today)
+    #     )
+
+    #   start_timestamp = start_date.to_time.to_i # Convert to unix timestamp
+    #   end_timestamp   = end_date.to_time.to_i
+
+    #   user_agent = "Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:85.0) Gecko/20100101 Firefox/85.0"
+
+    #   # TODO: replace curl with Faraday
+
+    #   `curl -A "#{user_agent}" --cookie-jar cookies.txt -o #{@data_path} -L --url "#{SOURCE_DOMAIN}/#{ticker.upcase}?period1=#{start_timestamp}&period2=#{end_timestamp}&interval=1d&events=history&includeAdjustedClose=true"`
+
+    #   check_csv_file
+    # end
+
+
+    # def check_csv_file
+    #   f   = File.open(@data_path, 'r')
+    #   c1  = f.read(1)
+
+    #   if '{' == c1
+    #     error_msg = JSON.parse("#{c1}#{f.read}")
+    #     raise "Not OK: #{error_msg}"
+    #   end
+    # end
+  end
+end
+
+__END__
+
+{
+    "finance": {
+        "error": {
+            "code": "Unauthorized",
+            "description": "Invalid cookie"
+        }
+    }
+}
+
+
+
+

data/lib/sqa/datastore/sqlite.rb

@@ -0,0 +1,7 @@
+# lib/sqa/datastore/sqlite.rb
+
+module Datastore
+  class Sqlite
+    def initialize(ticker); end
+  end
+end