sqa 0.0.1 → 0.0.2

data/lib/sqa/indicator/{relative_strength_index.md.rb → relative_strength_index.rb}

@@ -1,12 +1,12 @@
 # lib/sqa/indicator/relative_strength_index.rb
 
-module SQA::Indicator; class << self
+class SQA::Indicator; class << self
 
   def relative_strength_index(
         prices,             # Array of prices
         period,             # Integer how many to consider at a time
         over_sold   = 30.0, # Float break over point in trend
-        over_boufht = 70.0  # Float break over point in trend
+        over_bought = 70.0  # Float break over point in trend
       )
     gains   = []
     losses  = []

data/lib/sqa/indicator/simple_moving_average.rb

@@ -1,6 +1,6 @@
 # lib/sqa/indicator/simple_moving_average.rb
 
-module SQA::Indicator; class << self
+class SQA::Indicator; class << self
 
   def simple_moving_average(
         prices, # Array of prices
@@ -8,9 +8,12 @@ module SQA::Indicator; class << self
       )
     moving_averages = []
 
+    (0..period-2).to_a.each do |x|
+      moving_averages << prices[0..x].mean
+    end
+
     prices.each_cons(period) do |window|
-      moving_average   = window.sum / period.to_f
-      moving_averages << moving_average
+      moving_averages << window.mean
     end
 
     moving_averages # Array

data/lib/sqa/indicator/simple_moving_average_trend.rb

@@ -1,28 +1,29 @@
 # lib/sqa/indicator/simple_moving_average_trend.rb
 
-module SQA::Indicator; class << self
+class SQA::Indicator; class << self
 
   def simple_moving_average_trend(
-        closing_prices,   # Array of closing prices
+        prices,           # Array of prices
         period,           # Integer number of entries to consider
-        delta = 0.0005    # Float defines a :nutria trend range.
+        delta = 1.0       # Float defines the angle range(+/-) for :neutral trend
       )
-    sma       = simple_moving_average(closing_prices, period)
+    sma       = simple_moving_average(prices, period)
     last_sma  = sma.last
-    prev_sma  = sma[-2]
+    prev_sma  = sma.last(period).first
     angle     = Math.atan((last_sma - prev_sma) / period) * (180 / Math::PI)
 
-    if angle > 0.0
-      trend = :up
-    elsif angle < 0.0
-      trend = :down
-    else
-      trend = :neutral
-    end
+    trend = if angle > delta
+              :up
+            elsif angle < -delta
+              :down
+            else
+              :neutral
+            end
 
     {
-      trend: trend, # Symbol :up, :down, :neutral
-      angle: angle  # Float how step the trend
+      sma:    sma,    # Array
+      trend:  trend,  # Symbol :up, :down, :neutral
+      angle:  angle   # Float how step the trend
     }
   end
   alias_method :sma_trend, :simple_moving_average_trend

data/lib/sqa/indicator/stochastic_oscillator.rb

@@ -1,6 +1,6 @@
 # lib/sqa/indicator/stochastic_oscillator.rb
 
-module SQA::Indicator; class << self
+class SQA::Indicator; class << self
 
   # @param high_prices [Array]
   # @param low_prices [Array]
@@ -20,10 +20,10 @@ module SQA::Indicator; class << self
     k_values = []
     d_values = []
 
-    closing_prices.each_cons(period) do |closing_prices_subset|
+    closing_prices.each_cons(period) do |window|
       highest_high  = high_prices.max(period)
       lowest_low    = low_prices.min(period)
-      current_close = closing_prices_subset.last
+      current_close = window.last
       k_values     << (current_close - lowest_low) / (highest_high - lowest_low) * 100 # Calculate the k_value
     end
 
@@ -35,5 +35,34 @@ module SQA::Indicator; class << self
   end
   alias_method :so, :stochastic_oscillator
 
+
+  def stochastic_oscillator2(
+        prices, # Array of prices
+        period  # Integer number of events to consider
+      )
+    k_values = []
+    d_values = []
+
+    prices.each_cons(period) do |window|
+      low           = window.min  # Lowest  price in the period
+      high          = window.max  # Highest price in the period
+      current_price = window.last # Current closing price
+
+      k_values << (current_price - low) * 100 / (high - low)
+    end
+
+    k_values.each_cons(period) do |window|
+      d_values << window.mean
+    end
+
+    {
+      k: k_values,
+      d: d_values
+    }
+  end
+  alias_method :so2, :stochastic_oscillator2
+
+
+
 end; end
 

data/lib/sqa/indicator/true_range.rb

@@ -2,7 +2,7 @@
 
 # See Also: average_true_range
 
-module SQA::Indicator; class << self
+class SQA::Indicator; class << self
 
   # @param high_prices [Array]
   # @param low_prices [Array]
@@ -13,21 +13,23 @@ module SQA::Indicator; class << self
   def true_range(
         high_prices,    # Array of high prices
         low_prices,     # Array of low prices
-        previous_closes # Array of previous closing prices
+        closing_prices  # Array of closing prices
       )
     true_ranges = []
 
     high_prices.each_with_index do |high, index|
-      low = low_prices[index]
-      previous_close = previous_closes[index]
-
-      true_range = [
-        high  - low,
-        (high - previous_close).abs,
-        (low  - previous_close).abs
-      ].max
-
-      true_ranges << true_range
+      if index > 0
+        low             = low_prices[index]
+        previous_close  = closing_prices[index - 1]
+
+        true_range = [
+          high  - low,
+          (high - previous_close).abs,
+          (low  - previous_close).abs
+        ].max
+
+        true_ranges << true_range
+      end
     end
 
     true_ranges # Array of True Range values

data/lib/sqa/indicator.rb

@@ -1,11 +1,11 @@
-# lib/sqa/indicators.rb
+# lib/sqa/indicator.rb
 
-module SQA::Indicator
+class SQA::Indicator
 end
 
 # setup a shortcut for the namespace
 SQAI = SQA::Indicator
 
-Dir["indicator/*.rb"].each do |file|
-  require_relative file
+Dir[__dir__ + "/indicator/*.rb"].each do |file|
+  load file
 end

data/lib/sqa/stock.rb

@@ -1,26 +1,19 @@
 # lib/sqa/stock.rb
 
-require_relative 'indicators'
-require_relative 'datastore'
-
-class SQA::Stock < ActiveRecord::Base
-  include SQA::Indicators
-
-  # has_many :activities using ticker as the foreign key
-  # primary id is ticker  it is unique
-
+class SQA::Stock
   attr_accessor :company_name
-  attr_accessor :data
+  attr_accessor :df             # The DataFrane
   attr_accessor :ticker
 
-  def initialize(ticker, datastore = SQA::Datastore::CSV)
+  def initialize(ticker:, source: :yahoo_finance, type: :csv)
     @ticker       = ticker
     @company_name = "Company Name"
-    @data         = datastore.new(ticker)
+    klass         = "SQA::DataFrame::#{source.to_s.camelize}".constantize
+    @df           = klass.send("from_#{type.downcase}", ticker)
   end
 
   def to_s
-    "#{ticker} with #{@data.size} data points."
+    "#{ticker} with #{@df.size} data points from #{@df.timestamp.first} to #{@df.timestamp.last}"
   end
 end
 

data/lib/sqa/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module SQA
-  VERSION = "0.0.1"
+  VERSION = "0.0.2"
 end

data/lib/sqa.rb

@@ -1,12 +1,33 @@
 # frozen_string_literal: true
 
-module SQA
-end
-
-require 'csv'
+require 'active_support'
+require 'active_support/core_ext/string'
+require 'daru'
 require 'date'
-require 'json'
+
+require 'debug_me'
+include DebugMe
+
+require 'descriptive_statistics'
+require 'mixlib/config'
+require 'nenv'
 require 'pathname'
 
-require_relative "sqa/version"
+unless defined?(HOME)
+	HOME = Pathname.new(Nenv.home)
+end
+
+module SQA
+	module Config
+    extend Mixlib::Config
+    config_strict_mode true
+
+    default :data_dir,  HOME + "sqa_data"
+	end
+end
+
+require_relative "sqa/data_frame"
 require_relative "sqa/errors"
+require_relative "sqa/indicator"
+require_relative "sqa/stock"
+require_relative "sqa/version"

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: sqa
 version: !ruby/object:Gem::Version
-  version: 0.0.1
+  version: 0.0.2
 platform: ruby
 authors:
 - Dewayne VanHoozer
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2023-08-12 00:00:00.000000000 Z
+date: 2023-08-16 00:00:00.000000000 Z
 dependencies: []
 description: Simplistic playpen (e.g. not for serious use) for doing technical analysis
   of stock prices.
@@ -26,52 +26,53 @@ files:
 - Rakefile
 - bin/sqa
 - checksums/sqa-0.0.1.gem.sha512
+- docs/README.md
+- docs/average_true_range.md
+- docs/bollinger_bands.md
+- docs/candlestick_pattern_recognizer.md
+- docs/data_frame.md
+- docs/donchian_channel.md
+- docs/double_top_bottom_pattern.md
+- docs/exponential_moving_average.md
+- docs/fibonacci_retracement.md
+- docs/head_and_shoulders_pattern.md
+- docs/identify_wave_condition.md
+- docs/market_profile.md
+- docs/mean_reversion.md
+- docs/momentum.md
+- docs/moving_average_convergence_divergence.md
+- docs/peaks_and_valleys.md
+- docs/relative_strength_index.md
 - docs/requirements.md
+- docs/simple_moving_average.md
+- docs/stochastic_oscillator.md
+- docs/true_range.md
 - lib/sqa.rb
 - lib/sqa/activity.rb
 - lib/sqa/cli.rb
-- lib/sqa/datastore.rb
-- lib/sqa/datastore/active_record.rb
-- lib/sqa/datastore/csv.rb
-- lib/sqa/datastore/csv/yahoo_finance.rb
-- lib/sqa/datastore/sqlite.rb
+- lib/sqa/data_frame.rb
+- lib/sqa/data_frame/yahoo_finance.rb
 - lib/sqa/errors.rb
 - lib/sqa/indicator.rb
-- lib/sqa/indicator/README.md
-- lib/sqa/indicator/average_true_range.md
 - lib/sqa/indicator/average_true_range.rb
-- lib/sqa/indicator/bollinger_bands.md
 - lib/sqa/indicator/bollinger_bands.rb
-- lib/sqa/indicator/candlestick_pattern_recognizer.md
 - lib/sqa/indicator/candlestick_pattern_recognizer.rb
-- lib/sqa/indicator/classify_market_profile.md
-- lib/sqa/indicator/classify_market_profile.rb
-- lib/sqa/indicator/donchian_channel.md
 - lib/sqa/indicator/donchian_channel.rb
-- lib/sqa/indicator/double_top_bottom_pattern.md
 - lib/sqa/indicator/double_top_bottom_pattern.rb
-- lib/sqa/indicator/ema_analysis.md
-- lib/sqa/indicator/ema_analysis.rb
-- lib/sqa/indicator/fibonacci_retracement.md
+- lib/sqa/indicator/elliott_wave_theory.rb
+- lib/sqa/indicator/exponential_moving_average.rb
+- lib/sqa/indicator/exponential_moving_average_trend.rb
 - lib/sqa/indicator/fibonacci_retracement.rb
-- lib/sqa/indicator/head_and_shoulders_pattern.md
 - lib/sqa/indicator/head_and_shoulders_pattern.rb
-- lib/sqa/indicator/identify_wave_condition.md
-- lib/sqa/indicator/identify_wave_condition.rb
-- lib/sqa/indicator/mean_reversion.md
+- lib/sqa/indicator/market_profile.rb
 - lib/sqa/indicator/mean_reversion.rb
-- lib/sqa/indicator/momentum.md
 - lib/sqa/indicator/momentum.rb
-- lib/sqa/indicator/moving_average_convergence_divergence.md
 - lib/sqa/indicator/moving_average_convergence_divergence.rb
-- lib/sqa/indicator/relative_strength_index.md
-- lib/sqa/indicator/relative_strength_index.md.rb
-- lib/sqa/indicator/simple_moving_average.md
+- lib/sqa/indicator/peaks_and_valleys.rb
+- lib/sqa/indicator/relative_strength_index.rb
 - lib/sqa/indicator/simple_moving_average.rb
 - lib/sqa/indicator/simple_moving_average_trend.rb
-- lib/sqa/indicator/stochastic_oscillator.md
 - lib/sqa/indicator/stochastic_oscillator.rb
-- lib/sqa/indicator/true_range.md
 - lib/sqa/indicator/true_range.rb
 - lib/sqa/protfolio.rb
 - lib/sqa/stock.rb

data/lib/sqa/datastore/active_record.rb

@@ -1,89 +0,0 @@
-# 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

@@ -1,51 +0,0 @@
-# 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

@@ -1,93 +0,0 @@
-# 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

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

data/lib/sqa/datastore.rb

@@ -1,6 +0,0 @@
-# lib/sqa/datastore.rb
-
-require_relative 'datastore/csv'
-require_relative 'datastore/active_record'
-
-# require_relative 'datastore/sqlite'

data/lib/sqa/indicator/average_true_range.md

@@ -1,9 +0,0 @@
-# Average True Range
-
-Calculates the Average True Range (ATR) for a given set of price data.
-
-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.
-
-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.
-
-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.