sqa 0.0.1 → 0.0.2
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- checksums.yaml +4 -4
- data/docs/average_true_range.md +9 -0
- data/docs/data_frame.md +164 -0
- data/docs/fibonacci_retracement.md +30 -0
- data/docs/identify_wave_condition.md +14 -0
- data/docs/peaks_and_valleys.md +11 -0
- data/docs/stochastic_oscillator.md +4 -0
- data/lib/sqa/cli.rb +1 -1
- data/lib/sqa/data_frame/yahoo_finance.rb +24 -0
- data/lib/sqa/data_frame.rb +11 -0
- data/lib/sqa/indicator/average_true_range.rb +22 -9
- data/lib/sqa/indicator/bollinger_bands.rb +2 -2
- data/lib/sqa/indicator/candlestick_pattern_recognizer.rb +1 -1
- data/lib/sqa/indicator/donchian_channel.rb +1 -1
- data/lib/sqa/indicator/double_top_bottom_pattern.rb +1 -1
- data/lib/sqa/indicator/elliott_wave_theory.rb +57 -0
- data/lib/sqa/indicator/exponential_moving_average.rb +25 -0
- data/lib/sqa/indicator/exponential_moving_average_trend.rb +36 -0
- data/lib/sqa/indicator/fibonacci_retracement.rb +5 -7
- data/lib/sqa/indicator/head_and_shoulders_pattern.rb +1 -1
- data/lib/sqa/indicator/{classify_market_profile.rb → market_profile.rb} +7 -8
- data/lib/sqa/indicator/mean_reversion.rb +1 -1
- data/lib/sqa/indicator/momentum.rb +9 -7
- data/lib/sqa/indicator/moving_average_convergence_divergence.rb +1 -1
- data/lib/sqa/indicator/peaks_and_valleys.rb +29 -0
- data/lib/sqa/indicator/{relative_strength_index.md.rb → relative_strength_index.rb} +2 -2
- data/lib/sqa/indicator/simple_moving_average.rb +6 -3
- data/lib/sqa/indicator/simple_moving_average_trend.rb +15 -14
- data/lib/sqa/indicator/stochastic_oscillator.rb +32 -3
- data/lib/sqa/indicator/true_range.rb +14 -12
- data/lib/sqa/indicator.rb +4 -4
- data/lib/sqa/stock.rb +6 -13
- data/lib/sqa/version.rb +1 -1
- data/lib/sqa.rb +27 -6
- metadata +30 -29
- data/lib/sqa/datastore/active_record.rb +0 -89
- data/lib/sqa/datastore/csv/yahoo_finance.rb +0 -51
- data/lib/sqa/datastore/csv.rb +0 -93
- data/lib/sqa/datastore/sqlite.rb +0 -7
- data/lib/sqa/datastore.rb +0 -6
- data/lib/sqa/indicator/average_true_range.md +0 -9
- data/lib/sqa/indicator/ema_analysis.rb +0 -70
- data/lib/sqa/indicator/fibonacci_retracement.md +0 -3
- data/lib/sqa/indicator/identify_wave_condition.md +0 -6
- data/lib/sqa/indicator/identify_wave_condition.rb +0 -40
- data/lib/sqa/indicator/stochastic_oscillator.md +0 -5
- /data/{lib/sqa/indicator → docs}/README.md +0 -0
- /data/{lib/sqa/indicator → docs}/bollinger_bands.md +0 -0
- /data/{lib/sqa/indicator → docs}/candlestick_pattern_recognizer.md +0 -0
- /data/{lib/sqa/indicator → docs}/donchian_channel.md +0 -0
- /data/{lib/sqa/indicator → docs}/double_top_bottom_pattern.md +0 -0
- /data/{lib/sqa/indicator/ema_analysis.md → docs/exponential_moving_average.md} +0 -0
- /data/{lib/sqa/indicator → docs}/head_and_shoulders_pattern.md +0 -0
- /data/{lib/sqa/indicator/classify_market_profile.md → docs/market_profile.md} +0 -0
- /data/{lib/sqa/indicator → docs}/mean_reversion.md +0 -0
- /data/{lib/sqa/indicator → docs}/momentum.md +0 -0
- /data/{lib/sqa/indicator → docs}/moving_average_convergence_divergence.md +0 -0
- /data/{lib/sqa/indicator → docs}/relative_strength_index.md +0 -0
- /data/{lib/sqa/indicator → docs}/simple_moving_average.md +0 -0
- /data/{lib/sqa/indicator → docs}/true_range.md +0 -0
@@ -1,12 +1,12 @@
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# lib/sqa/indicator/relative_strength_index.rb
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-
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class SQA::Indicator; class << self
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def relative_strength_index(
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prices, # Array of prices
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period, # Integer how many to consider at a time
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over_sold = 30.0, # Float break over point in trend
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-
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+
over_bought = 70.0 # Float break over point in trend
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)
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gains = []
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losses = []
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@@ -1,6 +1,6 @@
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# lib/sqa/indicator/simple_moving_average.rb
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class SQA::Indicator; class << self
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def simple_moving_average(
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prices, # Array of prices
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@@ -8,9 +8,12 @@ module SQA::Indicator; class << self
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)
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moving_averages = []
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(0..period-2).to_a.each do |x|
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moving_averages << prices[0..x].mean
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end
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prices.each_cons(period) do |window|
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-
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moving_averages << moving_average
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+
moving_averages << window.mean
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end
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moving_averages # Array
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@@ -1,28 +1,29 @@
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# lib/sqa/indicator/simple_moving_average_trend.rb
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class SQA::Indicator; class << self
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def simple_moving_average_trend(
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prices, # Array of prices
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period, # Integer number of entries to consider
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delta = 0
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delta = 1.0 # Float defines the angle range(+/-) for :neutral trend
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)
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sma = simple_moving_average(
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sma = simple_moving_average(prices, period)
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last_sma = sma.last
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prev_sma = sma
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prev_sma = sma.last(period).first
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angle = Math.atan((last_sma - prev_sma) / period) * (180 / Math::PI)
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if angle >
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-
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-
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trend = if angle > delta
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:up
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elsif angle < -delta
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:down
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else
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:neutral
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end
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{
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-
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-
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sma: sma, # Array
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trend: trend, # Symbol :up, :down, :neutral
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angle: angle # Float how step the trend
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}
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end
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alias_method :sma_trend, :simple_moving_average_trend
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@@ -1,6 +1,6 @@
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# lib/sqa/indicator/stochastic_oscillator.rb
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class SQA::Indicator; class << self
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# @param high_prices [Array]
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# @param low_prices [Array]
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k_values = []
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d_values = []
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closing_prices.each_cons(period) do |
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closing_prices.each_cons(period) do |window|
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highest_high = high_prices.max(period)
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lowest_low = low_prices.min(period)
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-
current_close =
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current_close = window.last
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k_values << (current_close - lowest_low) / (highest_high - lowest_low) * 100 # Calculate the k_value
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end
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@@ -35,5 +35,34 @@ module SQA::Indicator; class << self
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end
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alias_method :so, :stochastic_oscillator
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def stochastic_oscillator2(
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prices, # Array of prices
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period # Integer number of events to consider
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)
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k_values = []
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d_values = []
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prices.each_cons(period) do |window|
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low = window.min # Lowest price in the period
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high = window.max # Highest price in the period
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current_price = window.last # Current closing price
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+
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k_values << (current_price - low) * 100 / (high - low)
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end
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k_values.each_cons(period) do |window|
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d_values << window.mean
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end
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{
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k: k_values,
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d: d_values
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}
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end
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alias_method :so2, :stochastic_oscillator2
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end; end
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@@ -2,7 +2,7 @@
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# See Also: average_true_range
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-
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class SQA::Indicator; class << self
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# @param high_prices [Array]
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# @param low_prices [Array]
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@@ -13,21 +13,23 @@ module SQA::Indicator; class << self
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def true_range(
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high_prices, # Array of high prices
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low_prices, # Array of low prices
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closing_prices # Array of closing prices
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)
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true_ranges = []
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high_prices.each_with_index do |high, index|
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-
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if index > 0
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low = low_prices[index]
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previous_close = closing_prices[index - 1]
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true_range = [
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high - low,
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(high - previous_close).abs,
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(low - previous_close).abs
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].max
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true_ranges << true_range
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end
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end
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true_ranges # Array of True Range values
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data/lib/sqa/indicator.rb
CHANGED
@@ -1,11 +1,11 @@
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-
# lib/sqa/
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# lib/sqa/indicator.rb
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-
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class SQA::Indicator
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end
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# setup a shortcut for the namespace
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SQAI = SQA::Indicator
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Dir["indicator/*.rb"].each do |file|
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Dir[__dir__ + "/indicator/*.rb"].each do |file|
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load file
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end
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data/lib/sqa/stock.rb
CHANGED
@@ -1,26 +1,19 @@
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# lib/sqa/stock.rb
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-
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require_relative 'datastore'
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-
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-
class SQA::Stock < ActiveRecord::Base
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-
include SQA::Indicators
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-
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-
# has_many :activities using ticker as the foreign key
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# primary id is ticker it is unique
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-
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class SQA::Stock
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attr_accessor :company_name
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-
attr_accessor :
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+
attr_accessor :df # The DataFrane
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6
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attr_accessor :ticker
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7
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16
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-
def initialize(ticker,
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def initialize(ticker:, source: :yahoo_finance, type: :csv)
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9
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@ticker = ticker
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10
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@company_name = "Company Name"
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-
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klass = "SQA::DataFrame::#{source.to_s.camelize}".constantize
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@df = klass.send("from_#{type.downcase}", ticker)
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end
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def to_s
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-
"#{ticker} with #{@
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"#{ticker} with #{@df.size} data points from #{@df.timestamp.first} to #{@df.timestamp.last}"
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17
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end
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end
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data/lib/sqa/version.rb
CHANGED
data/lib/sqa.rb
CHANGED
@@ -1,12 +1,33 @@
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# frozen_string_literal: true
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-
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-
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-
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-
require 'csv'
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+
require 'active_support'
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require 'active_support/core_ext/string'
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+
require 'daru'
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require 'date'
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-
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+
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require 'debug_me'
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include DebugMe
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+
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+
require 'descriptive_statistics'
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+
require 'mixlib/config'
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require 'nenv'
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14
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require 'pathname'
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15
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-
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unless defined?(HOME)
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HOME = Pathname.new(Nenv.home)
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end
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+
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module SQA
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module Config
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extend Mixlib::Config
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config_strict_mode true
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+
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default :data_dir, HOME + "sqa_data"
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end
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end
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+
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require_relative "sqa/data_frame"
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30
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require_relative "sqa/errors"
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require_relative "sqa/indicator"
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require_relative "sqa/stock"
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require_relative "sqa/version"
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metadata
CHANGED
@@ -1,14 +1,14 @@
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--- !ruby/object:Gem::Specification
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name: sqa
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3
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version: !ruby/object:Gem::Version
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-
version: 0.0.
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+
version: 0.0.2
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platform: ruby
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6
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authors:
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7
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- Dewayne VanHoozer
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autorequire:
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9
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bindir: bin
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cert_chain: []
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-
date: 2023-08-
|
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+
date: 2023-08-16 00:00:00.000000000 Z
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dependencies: []
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13
13
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description: Simplistic playpen (e.g. not for serious use) for doing technical analysis
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of stock prices.
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@@ -26,52 +26,53 @@ files:
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26
26
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- Rakefile
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27
27
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- bin/sqa
|
28
28
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- checksums/sqa-0.0.1.gem.sha512
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+
- docs/README.md
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30
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+
- docs/average_true_range.md
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31
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+
- docs/bollinger_bands.md
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32
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+
- docs/candlestick_pattern_recognizer.md
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33
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+
- docs/data_frame.md
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34
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+
- docs/donchian_channel.md
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35
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+
- docs/double_top_bottom_pattern.md
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36
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+
- docs/exponential_moving_average.md
|
37
|
+
- docs/fibonacci_retracement.md
|
38
|
+
- docs/head_and_shoulders_pattern.md
|
39
|
+
- docs/identify_wave_condition.md
|
40
|
+
- docs/market_profile.md
|
41
|
+
- docs/mean_reversion.md
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42
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+
- docs/momentum.md
|
43
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+
- docs/moving_average_convergence_divergence.md
|
44
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+
- docs/peaks_and_valleys.md
|
45
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+
- docs/relative_strength_index.md
|
29
46
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- docs/requirements.md
|
47
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+
- docs/simple_moving_average.md
|
48
|
+
- docs/stochastic_oscillator.md
|
49
|
+
- docs/true_range.md
|
30
50
|
- lib/sqa.rb
|
31
51
|
- lib/sqa/activity.rb
|
32
52
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- lib/sqa/cli.rb
|
33
|
-
- lib/sqa/
|
34
|
-
- lib/sqa/
|
35
|
-
- lib/sqa/datastore/csv.rb
|
36
|
-
- lib/sqa/datastore/csv/yahoo_finance.rb
|
37
|
-
- lib/sqa/datastore/sqlite.rb
|
53
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+
- lib/sqa/data_frame.rb
|
54
|
+
- lib/sqa/data_frame/yahoo_finance.rb
|
38
55
|
- lib/sqa/errors.rb
|
39
56
|
- lib/sqa/indicator.rb
|
40
|
-
- lib/sqa/indicator/README.md
|
41
|
-
- lib/sqa/indicator/average_true_range.md
|
42
57
|
- lib/sqa/indicator/average_true_range.rb
|
43
|
-
- lib/sqa/indicator/bollinger_bands.md
|
44
58
|
- lib/sqa/indicator/bollinger_bands.rb
|
45
|
-
- lib/sqa/indicator/candlestick_pattern_recognizer.md
|
46
59
|
- lib/sqa/indicator/candlestick_pattern_recognizer.rb
|
47
|
-
- lib/sqa/indicator/classify_market_profile.md
|
48
|
-
- lib/sqa/indicator/classify_market_profile.rb
|
49
|
-
- lib/sqa/indicator/donchian_channel.md
|
50
60
|
- lib/sqa/indicator/donchian_channel.rb
|
51
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-
- lib/sqa/indicator/double_top_bottom_pattern.md
|
52
61
|
- lib/sqa/indicator/double_top_bottom_pattern.rb
|
53
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- lib/sqa/indicator/
|
54
|
-
- lib/sqa/indicator/
|
55
|
-
- lib/sqa/indicator/
|
62
|
+
- lib/sqa/indicator/elliott_wave_theory.rb
|
63
|
+
- lib/sqa/indicator/exponential_moving_average.rb
|
64
|
+
- lib/sqa/indicator/exponential_moving_average_trend.rb
|
56
65
|
- lib/sqa/indicator/fibonacci_retracement.rb
|
57
|
-
- lib/sqa/indicator/head_and_shoulders_pattern.md
|
58
66
|
- lib/sqa/indicator/head_and_shoulders_pattern.rb
|
59
|
-
- lib/sqa/indicator/
|
60
|
-
- lib/sqa/indicator/identify_wave_condition.rb
|
61
|
-
- lib/sqa/indicator/mean_reversion.md
|
67
|
+
- lib/sqa/indicator/market_profile.rb
|
62
68
|
- lib/sqa/indicator/mean_reversion.rb
|
63
|
-
- lib/sqa/indicator/momentum.md
|
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69
|
- lib/sqa/indicator/momentum.rb
|
65
|
-
- lib/sqa/indicator/moving_average_convergence_divergence.md
|
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70
|
- lib/sqa/indicator/moving_average_convergence_divergence.rb
|
67
|
-
- lib/sqa/indicator/
|
68
|
-
- lib/sqa/indicator/relative_strength_index.
|
69
|
-
- lib/sqa/indicator/simple_moving_average.md
|
71
|
+
- lib/sqa/indicator/peaks_and_valleys.rb
|
72
|
+
- lib/sqa/indicator/relative_strength_index.rb
|
70
73
|
- lib/sqa/indicator/simple_moving_average.rb
|
71
74
|
- lib/sqa/indicator/simple_moving_average_trend.rb
|
72
|
-
- lib/sqa/indicator/stochastic_oscillator.md
|
73
75
|
- lib/sqa/indicator/stochastic_oscillator.rb
|
74
|
-
- lib/sqa/indicator/true_range.md
|
75
76
|
- lib/sqa/indicator/true_range.rb
|
76
77
|
- lib/sqa/protfolio.rb
|
77
78
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- lib/sqa/stock.rb
|
@@ -1,89 +0,0 @@
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# lib/sqa/datastore/active_record.rb
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-
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require 'active_record'
|
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require 'sqlite3'
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-
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7
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-
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8
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module SQA::Datastore
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class ActiveRecord
|
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def initialize(ticker); end
|
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end
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end
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__END__
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# An example of how to use active record with sqlite3 ...
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#!/usr/bin/env ruby
|
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# See: https://gist.github.com/unnitallman/944011
|
21
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-
|
22
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require 'active_record'
|
23
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require 'sqlite3'
|
24
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-
|
25
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ActiveRecord::Base.logger = Logger.new(STDERR)
|
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# TDV ActiveRecord::Base.colorize_logging = false
|
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-
|
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-
ActiveRecord::Base.establish_connection(
|
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adapter: "sqlite3",
|
30
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-
database: './database.db'
|
31
|
-
)
|
32
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-
|
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ActiveRecord::Schema.define do
|
34
|
-
create_table :albums do |table|
|
35
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table.column :title, :string
|
36
|
-
table.column :performer, :string
|
37
|
-
end
|
38
|
-
|
39
|
-
create_table :tracks do |table|
|
40
|
-
table.column :album_id, :integer
|
41
|
-
table.column :track_number, :integer
|
42
|
-
table.column :title, :string
|
43
|
-
end
|
44
|
-
end
|
45
|
-
|
46
|
-
class Album < ActiveRecord::Base
|
47
|
-
has_many :tracks
|
48
|
-
end
|
49
|
-
|
50
|
-
class Track < ActiveRecord::Base
|
51
|
-
belongs_to :album
|
52
|
-
end
|
53
|
-
|
54
|
-
album = Album.create(:title => 'Black and Blue',
|
55
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-
:performer => 'The Rolling Stones')
|
56
|
-
album.tracks.create(:track_number => 1, :title => 'Hot Stuff')
|
57
|
-
album.tracks.create(:track_number => 2, :title => 'Hand Of Fate')
|
58
|
-
album.tracks.create(:track_number => 3, :title => 'Cherry Oh Baby ')
|
59
|
-
album.tracks.create(:track_number => 4, :title => 'Memory Motel ')
|
60
|
-
album.tracks.create(:track_number => 5, :title => 'Hey Negrita')
|
61
|
-
album.tracks.create(:track_number => 6, :title => 'Fool To Cry')
|
62
|
-
album.tracks.create(:track_number => 7, :title => 'Crazy Mama')
|
63
|
-
album.tracks.create(:track_number => 8,
|
64
|
-
:title => 'Melody (Inspiration By Billy Preston)')
|
65
|
-
|
66
|
-
album = Album.create(:title => 'Sticky Fingers',
|
67
|
-
:performer => 'The Rolling Stones')
|
68
|
-
album.tracks.create(:track_number => 1, :title => 'Brown Sugar')
|
69
|
-
album.tracks.create(:track_number => 2, :title => 'Sway')
|
70
|
-
album.tracks.create(:track_number => 3, :title => 'Wild Horses')
|
71
|
-
album.tracks.create(:track_number => 4,
|
72
|
-
:title => 'Can\'t You Hear Me Knocking')
|
73
|
-
album.tracks.create(:track_number => 5, :title => 'You Gotta Move')
|
74
|
-
album.tracks.create(:track_number => 6, :title => 'Bitch')
|
75
|
-
album.tracks.create(:track_number => 7, :title => 'I Got The Blues')
|
76
|
-
album.tracks.create(:track_number => 8, :title => 'Sister Morphine')
|
77
|
-
album.tracks.create(:track_number => 9, :title => 'Dead Flowers')
|
78
|
-
album.tracks.create(:track_number => 10, :title => 'Moonlight Mile')
|
79
|
-
|
80
|
-
puts Album.find(1).tracks.length
|
81
|
-
puts Album.find(2).tracks.length
|
82
|
-
|
83
|
-
puts Album.find_by_title('Sticky Fingers').title
|
84
|
-
puts Track.find_by_title('Fool To Cry').album_id
|
85
|
-
|
86
|
-
|
87
|
-
|
88
|
-
|
89
|
-
|
@@ -1,51 +0,0 @@
|
|
1
|
-
# lib/sqa/datastore/csv/yahoo_finance.rb
|
2
|
-
|
3
|
-
# processes a CSV file downloaded from finance.yahoo.com
|
4
|
-
# Date,Open,High,Low,Close,Adj Close,Volume
|
5
|
-
|
6
|
-
require 'csv-importer'
|
7
|
-
|
8
|
-
class SQA::Datastore::CSV::YahooFinance
|
9
|
-
include CSVImporter
|
10
|
-
|
11
|
-
model ::SQA::Activity # an active record like model
|
12
|
-
|
13
|
-
column :date, to: ->(x) { Date.parse(x)}, required: true
|
14
|
-
column :open, to: ->(x) {x.to_f}, required: true
|
15
|
-
column :high, to: ->(x) {x.to_f}, required: true
|
16
|
-
column :low, to: ->(x) {x.to_f}, required: true
|
17
|
-
column :close, to: ->(x) {x.to_f}, required: true
|
18
|
-
column :adj_close, to: ->(x) {x.to_f}, required: true
|
19
|
-
column :volumn, to: ->(x) {x.to_i}, required: true
|
20
|
-
|
21
|
-
# TODO: make the identifier compound [ticker, date]
|
22
|
-
# so we can put all the data into a single table.
|
23
|
-
|
24
|
-
identifier :date
|
25
|
-
|
26
|
-
when_invalid :skip # or :abort
|
27
|
-
|
28
|
-
|
29
|
-
column :email, to: ->(email) { email.downcase }, required: true
|
30
|
-
column :first_name, as: [ /first.?name/i, /pr(é|e)nom/i ]
|
31
|
-
column :last_name, as: [ /last.?name/i, "nom" ]
|
32
|
-
column :published, to: ->(published, user) { user.published_at = published ? Time.now : nil }
|
33
|
-
|
34
|
-
|
35
|
-
|
36
|
-
|
37
|
-
def self.load(ticker)
|
38
|
-
import = new(file: "#{ticker.upcase}.csv")
|
39
|
-
|
40
|
-
import.valid_header? # => false
|
41
|
-
import.report.message # => "The following columns are required: email"
|
42
|
-
|
43
|
-
# Assuming the header was valid, let's run the import!
|
44
|
-
|
45
|
-
import.run!
|
46
|
-
import.report.success? # => true
|
47
|
-
import.report.message # => "Import completed. 4 created, 2 updated, 1 failed to update" end
|
48
|
-
|
49
|
-
end
|
50
|
-
end
|
51
|
-
|
data/lib/sqa/datastore/csv.rb
DELETED
@@ -1,93 +0,0 @@
|
|
1
|
-
# lib/sqa/datastore/csv.rb
|
2
|
-
|
3
|
-
require 'csv'
|
4
|
-
require 'forwardable'
|
5
|
-
|
6
|
-
module SQA::Datastore
|
7
|
-
class CSV
|
8
|
-
extend Forwardable
|
9
|
-
def_delegators :@data, :first, :last, :size, :empty?, :[], :map, :select, :reject
|
10
|
-
|
11
|
-
SOURCE_DOMAIN = "https://query1.finance.yahoo.com/v7/finance/download/"
|
12
|
-
# 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"
|
13
|
-
|
14
|
-
|
15
|
-
attr_accessor :ticker
|
16
|
-
attr_accessor :data
|
17
|
-
|
18
|
-
def initialize(ticker, adapter = YahooFinance)
|
19
|
-
@ticker = ticker
|
20
|
-
@data_path = Pathname.pwd + "#{ticker.downcase}.csv"
|
21
|
-
@adapter = adapter
|
22
|
-
@data = adapter.load(ticker)
|
23
|
-
end
|
24
|
-
|
25
|
-
|
26
|
-
#######################################################################
|
27
|
-
# Read the CSV file associated with the give ticker symbol
|
28
|
-
#
|
29
|
-
# def read_csv_data
|
30
|
-
# download_historical_prices unless @data_path.exist?
|
31
|
-
|
32
|
-
# csv_data = []
|
33
|
-
|
34
|
-
# ::CSV.foreach(@data_path, headers: true) do |row|
|
35
|
-
# csv_data << row.to_h
|
36
|
-
# end
|
37
|
-
|
38
|
-
# csv_data
|
39
|
-
# end
|
40
|
-
|
41
|
-
#######################################################################
|
42
|
-
# download a CSV file from https://query1.finance.yahoo.com
|
43
|
-
# given a stock ticker symbol as a String
|
44
|
-
# start and end dates
|
45
|
-
#
|
46
|
-
# For ticker "aapl" the downloaded file will be named "aapl.csv"
|
47
|
-
# That filename will be renamed to "aapl_YYYYmmdd.csv" where the
|
48
|
-
# date suffix is the end_date of the historical data.
|
49
|
-
#
|
50
|
-
# def download_historical_prices(
|
51
|
-
# start_date: Date.new(2019, 1, 1),
|
52
|
-
# end_date: previous_dow(:friday, Date.today)
|
53
|
-
# )
|
54
|
-
|
55
|
-
# start_timestamp = start_date.to_time.to_i # Convert to unix timestamp
|
56
|
-
# end_timestamp = end_date.to_time.to_i
|
57
|
-
|
58
|
-
# user_agent = "Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:85.0) Gecko/20100101 Firefox/85.0"
|
59
|
-
|
60
|
-
# # TODO: replace curl with Faraday
|
61
|
-
|
62
|
-
# `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"`
|
63
|
-
|
64
|
-
# check_csv_file
|
65
|
-
# end
|
66
|
-
|
67
|
-
|
68
|
-
# def check_csv_file
|
69
|
-
# f = File.open(@data_path, 'r')
|
70
|
-
# c1 = f.read(1)
|
71
|
-
|
72
|
-
# if '{' == c1
|
73
|
-
# error_msg = JSON.parse("#{c1}#{f.read}")
|
74
|
-
# raise "Not OK: #{error_msg}"
|
75
|
-
# end
|
76
|
-
# end
|
77
|
-
end
|
78
|
-
end
|
79
|
-
|
80
|
-
__END__
|
81
|
-
|
82
|
-
{
|
83
|
-
"finance": {
|
84
|
-
"error": {
|
85
|
-
"code": "Unauthorized",
|
86
|
-
"description": "Invalid cookie"
|
87
|
-
}
|
88
|
-
}
|
89
|
-
}
|
90
|
-
|
91
|
-
|
92
|
-
|
93
|
-
|
data/lib/sqa/datastore/sqlite.rb
DELETED
data/lib/sqa/datastore.rb
DELETED
@@ -1,9 +0,0 @@
|
|
1
|
-
# Average True Range
|
2
|
-
|
3
|
-
Calculates the Average True Range (ATR) for a given set of price data.
|
4
|
-
|
5
|
-
The Average True Range is an indicator that calculates the average of the True Range values over a specified period. It provides a measure of the average volatility of a security over that period.
|
6
|
-
|
7
|
-
The ATR is commonly used to assess the volatility of a security, identify potential trend reversals, and determine appropriate stop-loss levels. Higher ATR values indicate higher volatility, while lower ATR values indicate lower volatility.
|
8
|
-
|
9
|
-
For example, a 14-day Average True Range would calculate the average of the True Range values over the past 14 trading days. Traders and analysts may use this indicator to set stop-loss levels based on the average volatility of the security.
|