sqa 0.0.1 → 0.0.3

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.

data/lib/sqa/indicator/ema_analysis.rb

@@ -1,70 +0,0 @@
-# lib/sqa/indicator/ema_analysis.rb
-
-module SQA::Indicator; class << self
-
-  def ema_analysis(
-        prices, # Array of prices
-        period  # Integer number of entries to consider
-      )
-    return {} if prices.empty? || period <= 0
-
-    ema_values = []
-    ema_values << prices.first
-
-    multiplier = (2.0 / (period + 1))
-
-    (1...prices.length).each do |i|
-      ema = (prices[i] - ema_values.last) * multiplier + ema_values.last
-      ema_values << ema.round(2)
-    end
-
-    analysis = {}
-
-    analysis[:ema_values] = ema_values
-    analysis[:trend]      = ema_determine_trend(ema_values)
-    analysis[:support]    = ema_determine_support(ema_values)
-    analysis[:resistance] = ema_determine_resistance(ema_values)
-
-    analysis
-  end
-
-
-  # @param ema_values [Array] An array of EMA values.
-  # @return [Symbol] The trend: :up, :down, or :sideways.
-  #
-  private def ema_determine_trend(ema_values)
-    return :sideways if ema_values.empty?
-
-    last_ema      = ema_values.last
-    previous_ema  = ema_values[-2]
-
-    if last_ema > previous_ema
-      :up
-    elsif last_ema < previous_ema
-      :down
-    else
-      :sideways
-    end
-  end
-
-
-  # @param ema_values [Array] An array of EMA values.
-  # @return [Float] The support level.
-  #
-  private def ema_determine_support(ema_values)
-    return 0.0 if ema_values.empty?
-
-    ema_values.min
-  end
-
-
-  # @param ema_values [Array] An array of EMA values.
-  # @return [Float] The resistance level.
-  private def ema_determine_resistance(ema_values)
-    return 0.0 if ema_values.empty?
-
-    ema_values.max
-  end
-
-end; end
-

data/lib/sqa/indicator/fibonacci_retracement.md

@@ -1,3 +0,0 @@
-# Fibonacci Retracement
-
-Fibonacci retracement uses Fibonacci ratios to identify potential support and resistance levels based on the price's previous significant moves.

data/lib/sqa/indicator/identify_wave_condition.md

@@ -1,6 +0,0 @@
-# Wave Theory
-
-Wave theory, such as Elliott Wave Theory, suggests that price movements follow repetitive patterns or waves. It aims to identify and predict these patterns to make trading decisions.
-
-Identifies a wave condition in a stock's price history based on a given price series.
-

data/lib/sqa/indicator/identify_wave_condition.rb

@@ -1,40 +0,0 @@
-# lib/sqa/indicator/identify_wave_condition.rb
-
-module SQA::Indicator; class << self
-
-  def identify_wave_condition?(
-        prices,       # Array of prices
-        wave_length,  # Integer expected length of a wave pattern
-        tolerance     # Float delta change in price that would indicate a wave
-      )
-    return false if prices.length < wave_length
-
-    wave_start  = 0
-    wave_end    = wave_length - 1
-
-    while wave_end < prices.length
-      wave = prices[wave_start..wave_end]
-
-      if  wave.length == wave_length    &&
-          wave_pattern?(wave, tolerance)
-        return true
-      end
-
-      wave_start  += 1
-      wave_end    += 1
-    end
-
-    false
-  end
-
-
-  private def wave_pattern?(wave, tolerance)
-    wave.each_cons(2) do |a, b|
-      return false if (b - a).abs > tolerance
-    end
-
-    true
-  end
-
-end; end
-

data/lib/sqa/indicator/stochastic_oscillator.md

@@ -1,5 +0,0 @@
-# Stochastic Oscillator
-
-Calculates the Stochastic Oscillator for a given set of price data.
-
-Stochastic Oscillator: The Stochastic Oscillator compares a security's closing price to its price range over a specified period. It helps identify potential trend reversals and overbought/oversold conditions.