sqa 0.0.11 → 0.0.13
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- checksums.yaml +4 -4
- data/checksums/sqa-0.0.12.gem.sha512 +1 -0
- data/lib/sqa/cli.rb +1 -0
- data/lib/sqa/config.rb +12 -10
- data/lib/sqa/data_frame/alpha_vantage.rb +155 -0
- data/lib/sqa/data_frame/yahoo_finance.rb +3 -0
- data/lib/sqa/data_frame.rb +10 -15
- data/lib/sqa/indicator/predict_next_value.rb +153 -39
- data/lib/sqa/stock.rb +25 -11
- data/lib/sqa/ticker.rb +68 -0
- data/lib/sqa/version.rb +1 -1
- data/lib/sqa.rb +10 -16
- metadata +6 -3
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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1
1
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---
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2
2
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SHA256:
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3
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-
metadata.gz:
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4
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-
data.tar.gz:
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3
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+
metadata.gz: 8dd371b757bcc5da8e913681a06666715cbe88ca11f582df64d68ef305391d28
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4
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+
data.tar.gz: 8b1851af5e7875266acbd3fb35a7ba108fdb267d7490eb19984819bba5f15538
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5
5
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SHA512:
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6
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-
metadata.gz:
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7
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-
data.tar.gz:
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6
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+
metadata.gz: ab803635e2f85e71bebacab6be10cc345f6050a890c730a658741d4a3ae4530490be33fc692a3ced0e843e473cc5613644dc5a0c0d0bfd3a43d5c0d2b4d41510
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7
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+
data.tar.gz: 7ee788d760d4020efb41baa3f5bc894cc4824d0308144b68f8c352bed03a01ce2049547bace95636264fab1c7b58ab12f97c99209433e2b32719db575017d25c
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@@ -0,0 +1 @@
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1
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+
2d4a5156118549d604963b8f4dd0b311459f5ad6a1747f2c4925d45f12fe94a863eb225d3c593f82face964773ccbf59478612a014ee9fc32814baf627f730c7
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data/lib/sqa/cli.rb
CHANGED
data/lib/sqa/config.rb
CHANGED
@@ -86,17 +86,23 @@ module SQA
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86
86
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# TODO: arrange order in mostly often used
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87
87
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88
88
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if ".json" == type
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89
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-
form_json
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89
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+
incoming = form_json
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90
90
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91
91
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elsif %w[.yml .yaml].include?(type)
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-
from_yaml
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+
incoming = from_yaml
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93
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94
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elsif ".toml" == type
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95
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-
from_toml
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95
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+
incoming = from_toml
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96
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97
97
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else
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98
98
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raise BadParameterError, "Invalid Config File: #{config_file}"
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end
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100
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+
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101
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+
if incoming.has_key? :data_dir
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102
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incoming[:data_dir] = incoming[:data_dir].gsub(/^~/, Nenv.home)
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103
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+
end
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104
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+
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merge! incoming
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end
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102
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def dump_file
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@@ -142,19 +148,15 @@ module SQA
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## override values from a config file
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143
149
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150
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def from_json
|
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-
|
146
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-
debug_me{[ :incoming ]}
|
151
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+
::JSON.load(File.open(config_file).read).symbolize_keys
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147
152
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end
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148
153
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|
149
154
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def from_toml
|
150
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-
|
151
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-
debug_me{[ :incoming ]}
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155
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+
TomlRB.load_file(config_file).symbolize_keys
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152
156
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end
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153
157
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|
154
158
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def from_yaml
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155
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-
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156
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-
debug_me{[ :incoming ]}
|
157
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-
merge! incoming
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159
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+
::YAML.load_file(config_file).symbolize_keys
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end
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160
162
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@@ -0,0 +1,155 @@
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1
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+
# lib/sqa/data_frame/alpha_vantage.rb
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2
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+
# frozen_string_literal: true
|
3
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+
#
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4
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+
# Using the Alpha Vantage JSON interface
|
5
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+
#
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6
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+
|
7
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+
require 'faraday'
|
8
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+
require 'json'
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9
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+
|
10
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+
class SQA::DataFrame < Daru::DataFrame
|
11
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+
class AlphaVantage
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12
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+
API_KEY = Nenv.av_api_key
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13
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+
CONNECTION = Faraday.new(url: 'https://www.alphavantage.co')
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14
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+
HEADERS = YahooFinance::HEADERS
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15
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+
|
16
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+
# The Alpha Vantage headers are being remapped so that
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17
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+
# they match those of the Yahoo Finance CSV file.
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+
#
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19
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+
HEADER_MAPPING = {
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20
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"date" => HEADERS[0],
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21
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+
"open" => HEADERS[1],
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22
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+
"high" => HEADERS[2],
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23
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+
"low" => HEADERS[3],
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24
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+
"close" => HEADERS[4],
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25
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+
"adjusted_close" => HEADERS[5],
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26
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+
"volume" => HEADERS[6]
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27
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+
}
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+
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29
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+
|
30
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+
################################################################
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31
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+
# Load a Dataframe from a csv file
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32
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+
def self.load(ticker, type="csv")
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33
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+
filepath = SQA.data_dir + "#{ticker}.#{type}"
|
34
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+
|
35
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+
if filepath.exist?
|
36
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+
df = normalize_vector_names SQA::DataFrame.load(ticker, type)
|
37
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+
else
|
38
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+
df = recent(ticker, full: true)
|
39
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+
df.send("to_#{type}",filepath)
|
40
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+
end
|
41
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+
|
42
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+
df
|
43
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+
end
|
44
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+
|
45
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+
|
46
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+
# Normalize the vector (aka column) names as
|
47
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+
# symbols using the standard names set by
|
48
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+
# Yahoo Finance ... since it was the first one
|
49
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+
# not because its anything special.
|
50
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+
#
|
51
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+
def self.normalize_vector_names(df)
|
52
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+
headers = df.vectors.to_a
|
53
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+
|
54
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+
# convert vector names to symbols
|
55
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+
# when they are strings. They become stings
|
56
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+
# when the data frame is saved to a CSV file
|
57
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+
# and then loaded back in.
|
58
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+
|
59
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+
if headers.first == HEADERS.first.to_s
|
60
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+
a_hash = {}
|
61
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+
HEADERS.each {|k| a_hash[k.to_s] = k}
|
62
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+
df.rename_vectors(a_hash) # renames from String to Symbol
|
63
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+
else
|
64
|
+
df.rename_vectors(HEADER_MAPPING)
|
65
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+
end
|
66
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+
|
67
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+
df
|
68
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+
end
|
69
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+
|
70
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+
|
71
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+
# Get recent data from JSON API
|
72
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+
#
|
73
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+
# ticker String the security to retrieve
|
74
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+
# returns a DataFrame
|
75
|
+
#
|
76
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+
# NOTE: The function=TIME_SERIES_DAILY_ADJUSTED
|
77
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+
# is not a free API endpoint from Alpha Vantange.
|
78
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+
# So we are just using the free API endpoint
|
79
|
+
# function=TIME_SERIES_DAILY
|
80
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+
# This means that we are not getting the
|
81
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+
# real adjusted closing price. To sync
|
82
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+
# the columns with those from Yahoo Finance
|
83
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+
# we are duplicating the unadjusted clossing price
|
84
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+
# and adding that to the data frame as if it were
|
85
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+
# adjusted.
|
86
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+
#
|
87
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+
def self.recent(ticker, full: false)
|
88
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+
# NOTE: Using the CSV format because the JSON format has
|
89
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+
# really silly key values. The column names for the
|
90
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+
# CSV format are much better.
|
91
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+
response = CONNECTION.get(
|
92
|
+
"/query?" +
|
93
|
+
"function=TIME_SERIES_DAILY&" +
|
94
|
+
"symbol=#{ticker.upcase}&" +
|
95
|
+
"apikey=#{API_KEY}&" +
|
96
|
+
"datatype=csv&" +
|
97
|
+
"outputsize=#{full ? 'full' : 'compact'}"
|
98
|
+
).to_hash
|
99
|
+
|
100
|
+
unless 200 == response[:status]
|
101
|
+
raise "Bad Response: #{response[:status]}"
|
102
|
+
end
|
103
|
+
|
104
|
+
raw = response[:body].split
|
105
|
+
|
106
|
+
headers = raw.shift.split(',')
|
107
|
+
headers[0] = 'date' # website returns "timestamp" but that
|
108
|
+
# has an unintended side-effect when
|
109
|
+
# the names are normalized.
|
110
|
+
|
111
|
+
close_inx = headers.size - 2
|
112
|
+
adj_close_inx = close_inx + 1
|
113
|
+
|
114
|
+
headers.insert(adj_close_inx, 'adjusted_close')
|
115
|
+
|
116
|
+
data = raw.map do |e|
|
117
|
+
e2 = e.split(',')
|
118
|
+
e2[1..-2] = e2[1..-2].map(&:to_f) # converting open, high, low, close
|
119
|
+
e2[-1] = e2[-1].to_i # converting volumn
|
120
|
+
e2.insert(adj_close_inx, e2[close_inx]) # duplicate the close price as a fake adj close price
|
121
|
+
headers.zip(e2).to_h
|
122
|
+
end
|
123
|
+
|
124
|
+
# What oldest data first in the data frame
|
125
|
+
normalize_vector_names Daru::DataFrame.new(data.reverse)
|
126
|
+
end
|
127
|
+
|
128
|
+
|
129
|
+
# Append update_df rows to the base_df
|
130
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+
#
|
131
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+
# base_df is ascending on timestamp
|
132
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+
# update_df is descending on timestamp
|
133
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+
#
|
134
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+
# base_df content came from CSV file downloaded
|
135
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+
# from Yahoo Finance.
|
136
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+
#
|
137
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+
# update_df came from scraping the webpage
|
138
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+
# at Yahoo Finance for the recent history.
|
139
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+
#
|
140
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+
# Returns a combined DataFrame.
|
141
|
+
#
|
142
|
+
def self.append(base_df, updates_df)
|
143
|
+
last_timestamp = Date.parse base_df.timestamp.last
|
144
|
+
filtered_df = updates_df.filter_rows { |row| Date.parse(row[:timestamp]) > last_timestamp }
|
145
|
+
|
146
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+
last_inx = filtered_df.size - 1
|
147
|
+
|
148
|
+
(0..last_inx).each do |x|
|
149
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+
base_df.add_row filtered_df.row[last_inx-x]
|
150
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+
end
|
151
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+
|
152
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+
base_df
|
153
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+
end
|
154
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+
end
|
155
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+
end
|
@@ -59,6 +59,9 @@ class SQA::DataFrame < Daru::DataFrame
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59
59
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response = CONNECTION.get("/quote/#{ticker.upcase}/history")
|
60
60
|
doc = Nokogiri::HTML(response.body)
|
61
61
|
table = doc.css('table').first
|
62
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+
|
63
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+
raise "NoDataError" if table.nil?
|
64
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+
|
62
65
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rows = table.css('tbody tr')
|
63
66
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|
64
67
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data = []
|
data/lib/sqa/data_frame.rb
CHANGED
@@ -2,17 +2,19 @@
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2
2
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# frozen_string_literal: true
|
3
3
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|
4
4
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require_relative 'data_frame/yahoo_finance'
|
5
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+
require_relative 'data_frame/alpha_vantage'
|
5
6
|
|
6
7
|
class Daru::DataFrame
|
7
8
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|
8
9
|
def to_csv(path_to_file, opts={})
|
9
10
|
options = {
|
11
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+
headers: true,
|
10
12
|
converters: :numeric
|
11
13
|
}.merge(opts)
|
12
14
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|
13
15
|
writer = ::CSV.open(path_to_file, 'wb')
|
14
16
|
|
15
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-
writer << vectors.to_a
|
17
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+
writer << vectors.to_a if options[:headers]
|
16
18
|
|
17
19
|
each_row do |row|
|
18
20
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writer << if options[:convert_comma]
|
@@ -31,27 +33,20 @@ end
|
|
31
33
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|
32
34
|
class SQA::DataFrame < Daru::DataFrame
|
33
35
|
|
34
|
-
|
35
36
|
#################################################
|
37
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+
def self.load(ticker, type="csv", options={}, &block)
|
38
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+
source = SQA.data_dir + "#{ticker}.#{type}"
|
36
39
|
|
37
|
-
|
38
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-
Pathname.new SQA.config.data_dir + filename
|
39
|
-
end
|
40
|
-
|
41
|
-
def self.load(filename, options={}, &block)
|
42
|
-
source = path(filename)
|
43
|
-
type = source.extname.downcase
|
44
|
-
|
45
|
-
if ".csv" == type
|
40
|
+
if :csv == type
|
46
41
|
from_csv(source, options={}, &block)
|
47
|
-
elsif
|
42
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+
elsif :json == type
|
48
43
|
from_json(source, options={}, &block)
|
49
|
-
elsif %
|
44
|
+
elsif %i[txt dat].include?(type)
|
50
45
|
from_plaintext(source, options={}, &block)
|
51
|
-
elsif
|
46
|
+
elsif :xls == type
|
52
47
|
from_excel(source, options={}, &block)
|
53
48
|
else
|
54
|
-
raise SQA::
|
49
|
+
raise SQA::BadParameterError, "un-supported file type: #{type}"
|
55
50
|
end
|
56
51
|
end
|
57
52
|
end
|
@@ -5,19 +5,91 @@ end
|
|
5
5
|
|
6
6
|
class SQA::Indicator; class << self
|
7
7
|
|
8
|
-
|
9
|
-
|
10
|
-
|
11
|
-
|
12
|
-
|
13
|
-
|
14
|
-
|
15
|
-
|
8
|
+
# Produce a Table show actual values and forecasted values
|
9
|
+
#
|
10
|
+
# actual .... Array of Float
|
11
|
+
# forecast .. Array of Float or Array of Array of Float
|
12
|
+
# entry is either a single value or
|
13
|
+
# an Array [high, guess, low]
|
14
|
+
#
|
15
|
+
def prediction_test(actual, forecast)
|
16
|
+
|
17
|
+
unless actual.size == forecast.size
|
18
|
+
debug_me("== ERROR =="){[
|
19
|
+
"actual.size",
|
20
|
+
"forecast.size"
|
21
|
+
]}
|
22
|
+
end
|
23
|
+
|
24
|
+
# Method Under Test (MUT)
|
25
|
+
mut = caller[0][/`([^']*)'/, 1]
|
26
|
+
window = actual.size
|
27
|
+
hgl = forecast.first.is_a?(Array)
|
28
|
+
|
29
|
+
if hgl
|
30
|
+
headers = %w[ Actual Forecast Diff %off InRange? High Low ]
|
31
|
+
else
|
32
|
+
headers = %w[ Actual Forecast Diff %off ]
|
33
|
+
end
|
34
|
+
|
35
|
+
diff = []
|
36
|
+
percent = []
|
37
|
+
values = []
|
38
|
+
|
39
|
+
actual.map!{|v| v.round(3)}
|
40
|
+
|
41
|
+
if hgl
|
42
|
+
high = forecast.map{|v| v[0].round(3)}
|
43
|
+
guess = forecast.map{|v| v[1].round(3)}
|
44
|
+
low = forecast.map{|v| v[2].round(3)}
|
45
|
+
else
|
46
|
+
guess = forecast.map{|v| v.round(3)}
|
47
|
+
end
|
48
|
+
|
49
|
+
window.times do |x|
|
50
|
+
diff << (actual[x] - guess[x]).round(3)
|
51
|
+
percent << ((diff.last / guess[x])*100.0).round(3)
|
52
|
+
|
53
|
+
entry = [
|
54
|
+
actual[x], guess[x],
|
55
|
+
diff[x], percent[x],
|
56
|
+
]
|
57
|
+
|
58
|
+
if hgl
|
59
|
+
entry << ( (high[x] >= actual[x] && actual[x] >= low[x]) ? "Yes" : "" )
|
60
|
+
entry << high[x]
|
61
|
+
entry << low[x]
|
62
|
+
end
|
63
|
+
|
64
|
+
values << entry
|
65
|
+
end
|
66
|
+
|
67
|
+
the_table = TTY::Table.new(headers, values)
|
68
|
+
|
69
|
+
puts "\n#{mut} Result Validation"
|
70
|
+
|
71
|
+
puts the_table.render(
|
72
|
+
:unicode,
|
73
|
+
{
|
74
|
+
padding: [0, 0, 0, 0],
|
75
|
+
alignments: [:right]*values.first.size,
|
76
|
+
}
|
77
|
+
)
|
78
|
+
puts
|
79
|
+
end
|
80
|
+
|
81
|
+
|
82
|
+
def predict_next_values(stock, window, testing=false)
|
83
|
+
prices = stock.df.adj_close_price.to_a
|
84
|
+
known = prices.pop(window) if testing
|
85
|
+
result = []
|
86
|
+
|
87
|
+
prices.each_cons(2) do |a, b|
|
16
88
|
result << b + (b - a)
|
17
89
|
end
|
18
90
|
|
19
|
-
if
|
20
|
-
(1..
|
91
|
+
if window > 0
|
92
|
+
(1..window).each do |_|
|
21
93
|
last_two_values = result.last(2)
|
22
94
|
delta = last_two_values.last - last_two_values.first
|
23
95
|
next_value = last_two_values.last + delta
|
@@ -25,64 +97,106 @@ class SQA::Indicator; class << self
|
|
25
97
|
end
|
26
98
|
end
|
27
99
|
|
28
|
-
result.last(
|
100
|
+
prediction_test(known, result.last(window)) if testing
|
101
|
+
|
102
|
+
result.last(window)
|
29
103
|
end
|
30
104
|
alias_method :pnv, :predict_next_values
|
31
105
|
|
32
106
|
|
33
|
-
|
34
|
-
|
35
|
-
|
36
|
-
|
37
|
-
# the forecast goes. This does not produce that kind of probability
|
38
|
-
# cone; but, that was hwat I was thinking about
|
39
|
-
#
|
40
|
-
# array is an Array - for example historical price data
|
41
|
-
# predictions is an Integer for how many predictions into the future
|
42
|
-
#
|
43
|
-
def pnv2(array, predictions)
|
107
|
+
def pnv2(stock, window, testing=false)
|
108
|
+
prices = stock.df.adj_close_price.to_a
|
109
|
+
known = prices.pop(window) if testing
|
110
|
+
|
44
111
|
result = []
|
45
|
-
last_inx =
|
112
|
+
last_inx = prices.size - 1 # indexes are zero based
|
46
113
|
|
47
|
-
|
114
|
+
window.times do |x|
|
48
115
|
x += 1 # forecasting 1 day into the future needs 2 days of near past data
|
49
116
|
|
50
117
|
# window is the near past values
|
51
|
-
window =
|
118
|
+
window = prices[last_inx-x..]
|
52
119
|
|
53
120
|
high = window.max
|
54
121
|
low = window.min
|
55
122
|
midpoint = (high + low) / 2.0
|
56
123
|
|
57
|
-
result
|
124
|
+
result << [high, midpoint, low]
|
125
|
+
end
|
126
|
+
|
127
|
+
prediction_test(known, result) if testing
|
128
|
+
|
129
|
+
result
|
130
|
+
end
|
131
|
+
|
132
|
+
|
133
|
+
def pnv3(stock, window, testing=false)
|
134
|
+
prices = stock.df.adj_close_price.to_a
|
135
|
+
known = prices.pop(window) if testing
|
136
|
+
|
137
|
+
result = []
|
138
|
+
known = prices.last(window)
|
139
|
+
|
140
|
+
last_inx = prices.size - 1
|
141
|
+
|
142
|
+
(0..window-1).to_a.reverse.each do |x|
|
143
|
+
curr_inx = last_inx - x
|
144
|
+
prev_inx = curr_inx - 1
|
145
|
+
current_price = prices[curr_inx]
|
146
|
+
percentage_change = (current_price - prices[prev_inx]) / prices[prev_inx]
|
147
|
+
|
148
|
+
result << current_price + (current_price * percentage_change)
|
58
149
|
end
|
59
150
|
|
151
|
+
prediction_test(known, result) if testing
|
152
|
+
|
60
153
|
result
|
61
154
|
end
|
62
155
|
|
63
156
|
|
64
|
-
def
|
65
|
-
|
66
|
-
known
|
157
|
+
def pnv4(stock, window, testing=false)
|
158
|
+
prices = stock.df.adj_close_price.to_a
|
159
|
+
known = prices.pop(window) if testing
|
160
|
+
|
161
|
+
result = []
|
162
|
+
known = prices.last(window).dup
|
163
|
+
current_price = known.last
|
67
164
|
|
68
165
|
# Loop through the prediction window size
|
69
|
-
(1..
|
70
|
-
current_price = known.last
|
166
|
+
(1..window).each do |x|
|
71
167
|
|
72
168
|
# Calculate the percentage change between the current price and its previous price
|
73
|
-
percentage_change = (current_price -
|
169
|
+
percentage_change = (current_price - prices[-x]) / prices[-x]
|
74
170
|
|
75
|
-
|
76
|
-
predicted_price = current_price + (current_price * percentage_change)
|
77
|
-
predicted_prices.unshift(predicted_price)
|
78
|
-
|
79
|
-
# Update the prices array for the next iteration
|
80
|
-
known.pop
|
171
|
+
result << current_price + (current_price * percentage_change)
|
81
172
|
end
|
82
173
|
|
83
|
-
|
174
|
+
prediction_test(known, result) if testing
|
175
|
+
|
176
|
+
result
|
84
177
|
end
|
85
178
|
|
86
179
|
|
180
|
+
def pnv5(stock, window, testing=false)
|
181
|
+
prices = stock.df.adj_close_price.to_a
|
182
|
+
known = prices.pop(window) if testing
|
183
|
+
|
184
|
+
result = []
|
185
|
+
current_price = prices.last
|
186
|
+
|
187
|
+
rate = 0.9 # convert angle into percentage
|
188
|
+
sma_trend = stock.indicators.sma_trend
|
189
|
+
percentage_change = 1 + (sma_trend[:angle] / 100.0) * rate
|
190
|
+
|
191
|
+
# Assumes the SMA trend will continue
|
192
|
+
window.times do |_|
|
193
|
+
result << current_price * percentage_change
|
194
|
+
current_price = result.last
|
195
|
+
end
|
196
|
+
|
197
|
+
prediction_test(known, result) if testing
|
198
|
+
|
199
|
+
result
|
200
|
+
end
|
87
201
|
|
88
202
|
end; end
|
data/lib/sqa/stock.rb
CHANGED
@@ -4,29 +4,47 @@ class SQA::Stock
|
|
4
4
|
attr_accessor :company_name
|
5
5
|
attr_accessor :df # The DataFrane
|
6
6
|
attr_accessor :ticker
|
7
|
+
attr_accessor :type # type of data store (default is CSV)
|
8
|
+
attr_accessor :indicators
|
9
|
+
|
10
|
+
def initialize(
|
11
|
+
ticker:,
|
12
|
+
source: :alpha_vantage,
|
13
|
+
type: :csv
|
14
|
+
)
|
15
|
+
raise "Invalid Ticker #{ticker}" unless SQA::Ticker.valid?(ticker)
|
16
|
+
|
17
|
+
# TODO: Change API on lookup to return array instead of hash
|
18
|
+
# Could this also incorporate the validation process to
|
19
|
+
# save an additiona hash lookup?
|
20
|
+
|
21
|
+
entry = SQA::Ticker.lookup(ticker)
|
7
22
|
|
8
|
-
def initialize(ticker:, source: :yahoo_finance, type: :csv)
|
9
23
|
@ticker = ticker.downcase
|
10
|
-
@company_name =
|
24
|
+
@company_name = entry[:name]
|
25
|
+
@exchange = entry[:exchange]
|
11
26
|
@klass = "SQA::DataFrame::#{source.to_s.camelize}".constantize
|
12
27
|
@type = type
|
13
|
-
@
|
28
|
+
@indicators = OpenStruct.new
|
14
29
|
|
15
30
|
update_the_dataframe
|
16
31
|
end
|
17
32
|
|
18
33
|
|
19
34
|
def update_the_dataframe
|
20
|
-
df1 = @klass.load(@
|
35
|
+
df1 = @klass.load(@ticker, type)
|
21
36
|
df2 = @klass.recent(@ticker)
|
22
|
-
@df = @klass.append(df1, df2)
|
23
37
|
|
24
|
-
|
25
|
-
|
38
|
+
df1_nrows = df1.nrows
|
39
|
+
@df = @klass.append(df1, df2)
|
40
|
+
|
41
|
+
if @df.nrows > df1_nrows
|
42
|
+
@df.send("to_#{@type}", SQA.data_dir + "#{ticker}.csv")
|
26
43
|
end
|
27
44
|
|
28
45
|
# Adding a ticker vector in case I want to do
|
29
46
|
# some multi-stock analysis in the same data frame.
|
47
|
+
# For example to see how one stock coorelates with another.
|
30
48
|
@df[:ticker] = @ticker
|
31
49
|
end
|
32
50
|
|
@@ -34,7 +52,3 @@ class SQA::Stock
|
|
34
52
|
"#{ticker} with #{@df.size} data points from #{@df.timestamp.first} to #{@df.timestamp.last}"
|
35
53
|
end
|
36
54
|
end
|
37
|
-
|
38
|
-
__END__
|
39
|
-
|
40
|
-
aapl = Stock.new('aapl', SQA::Datastore::CSV)
|
data/lib/sqa/ticker.rb
ADDED
@@ -0,0 +1,68 @@
|
|
1
|
+
# sqa/lib/sqa/ticker.rb
|
2
|
+
#
|
3
|
+
# Uses the https://dumbstockapi.com/ website to download a CSV file
|
4
|
+
#
|
5
|
+
# The CSV files have names like this:
|
6
|
+
# "dumbstockapi-2023-09-21T16 39 55.165Z.csv"
|
7
|
+
#
|
8
|
+
# which has this header:
|
9
|
+
# ticker,name,is_etf,exchange
|
10
|
+
#
|
11
|
+
# Not using the is_etf columns
|
12
|
+
#
|
13
|
+
class SQA::Ticker
|
14
|
+
FILENAME_PREFIX = "dumbstockapi"
|
15
|
+
CONNECTION = Faraday.new(url: "https://dumbstockapi.com")
|
16
|
+
@@data = {}
|
17
|
+
|
18
|
+
|
19
|
+
def self.download(country="US")
|
20
|
+
response = CONNECTION.get("/stock?format=csv&countries=#{country.upcase}").to_hash
|
21
|
+
|
22
|
+
if 200 == response[:status]
|
23
|
+
filename = response[:response_headers]["content-disposition"].split('=').last.gsub('"','')
|
24
|
+
out_path = Pathname.new(SQA.config.data_dir) + filename
|
25
|
+
out_path.write response[:body]
|
26
|
+
end
|
27
|
+
|
28
|
+
response[:status]
|
29
|
+
end
|
30
|
+
|
31
|
+
|
32
|
+
def self.load
|
33
|
+
tries = 0
|
34
|
+
found = false
|
35
|
+
|
36
|
+
until(found || tries >= 3) do
|
37
|
+
files = Pathname.new(SQA.config.data_dir).children.select{|c| c.basename.to_s.start_with?(FILENAME_PREFIX)}.sort
|
38
|
+
if files.empty?
|
39
|
+
download
|
40
|
+
tries += 1
|
41
|
+
else
|
42
|
+
found = true
|
43
|
+
end
|
44
|
+
end
|
45
|
+
|
46
|
+
raise "NoDataError" if files.empty?
|
47
|
+
|
48
|
+
load_from_csv files.last
|
49
|
+
end
|
50
|
+
|
51
|
+
|
52
|
+
def self.load_from_csv(csv_path)
|
53
|
+
CSV.foreach(csv_path, headers: true) do |row|
|
54
|
+
@@data[row["ticker"]] = {
|
55
|
+
name: row["name"],
|
56
|
+
exchange: row["exchange"]
|
57
|
+
}
|
58
|
+
end
|
59
|
+
|
60
|
+
@@data
|
61
|
+
end
|
62
|
+
|
63
|
+
|
64
|
+
|
65
|
+
def self.data = @@data.empty? ? load : @@data
|
66
|
+
def self.lookup(ticker) = data[ticker.upcase]
|
67
|
+
def self.valid?(ticker) = data.has_key?(ticker.upcase)
|
68
|
+
end
|
data/lib/sqa/version.rb
CHANGED
data/lib/sqa.rb
CHANGED
@@ -10,6 +10,7 @@ require 'nenv'
|
|
10
10
|
require 'pathname'
|
11
11
|
|
12
12
|
require_relative "sqa/version"
|
13
|
+
require_relative "sqa/errors"
|
13
14
|
|
14
15
|
|
15
16
|
unless defined?(HOME)
|
@@ -34,10 +35,12 @@ module SQA
|
|
34
35
|
CLI.run(argv)
|
35
36
|
else
|
36
37
|
# There are no real command line parameters
|
37
|
-
# because the sqa gem is
|
38
|
+
# because the sqa gem is being required within
|
38
39
|
# the context of a larger program.
|
39
40
|
end
|
40
41
|
|
42
|
+
config.data_dir = homify(config.data_dir)
|
43
|
+
|
41
44
|
Daru.lazy_update = config.lazy_update
|
42
45
|
Daru.plotting_library = config.plotting_library
|
43
46
|
|
@@ -50,25 +53,16 @@ module SQA
|
|
50
53
|
nil
|
51
54
|
end
|
52
55
|
|
53
|
-
def
|
54
|
-
|
55
|
-
end
|
56
|
+
def debug?() = @@config.debug?
|
57
|
+
def verbose?() = @@config.verbose?
|
56
58
|
|
57
|
-
def
|
58
|
-
|
59
|
-
|
59
|
+
def homify(filepath) = filepath.gsub(/^~/, Nenv.home)
|
60
|
+
def data_dir() = Pathname.new(config.data_dir)
|
61
|
+
def config() = @@config
|
60
62
|
|
61
63
|
def config=(an_object)
|
62
64
|
@@config = an_object
|
63
65
|
end
|
64
|
-
|
65
|
-
def debug?
|
66
|
-
@@config.debug?
|
67
|
-
end
|
68
|
-
|
69
|
-
def verbose?
|
70
|
-
@@config.verbose?
|
71
|
-
end
|
72
66
|
end
|
73
67
|
end
|
74
68
|
|
@@ -77,9 +71,9 @@ end
|
|
77
71
|
require_relative "sqa/config"
|
78
72
|
require_relative "sqa/constants"
|
79
73
|
require_relative "sqa/data_frame"
|
80
|
-
require_relative "sqa/errors"
|
81
74
|
require_relative "sqa/indicator"
|
82
75
|
require_relative "sqa/portfolio"
|
83
76
|
require_relative "sqa/strategy"
|
84
77
|
require_relative "sqa/stock"
|
78
|
+
require_relative "sqa/ticker"
|
85
79
|
require_relative "sqa/trade"
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: sqa
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.0.
|
4
|
+
version: 0.0.13
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Dewayne VanHoozer
|
8
8
|
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date: 2023-09-
|
11
|
+
date: 2023-09-22 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: activesupport
|
@@ -280,6 +280,7 @@ files:
|
|
280
280
|
- checksums/sqa-0.0.1.gem.sha512
|
281
281
|
- checksums/sqa-0.0.10.gem.sha512
|
282
282
|
- checksums/sqa-0.0.11.gem.sha512
|
283
|
+
- checksums/sqa-0.0.12.gem.sha512
|
283
284
|
- checksums/sqa-0.0.2.gem.sha512
|
284
285
|
- checksums/sqa-0.0.3.gem.sha512
|
285
286
|
- checksums/sqa-0.0.4.gem.sha512
|
@@ -328,6 +329,7 @@ files:
|
|
328
329
|
- lib/sqa/config.rb
|
329
330
|
- lib/sqa/constants.rb
|
330
331
|
- lib/sqa/data_frame.rb
|
332
|
+
- lib/sqa/data_frame/alpha_vantage.rb
|
331
333
|
- lib/sqa/data_frame/yahoo_finance.rb
|
332
334
|
- lib/sqa/errors.rb
|
333
335
|
- lib/sqa/indicator.rb
|
@@ -365,6 +367,7 @@ files:
|
|
365
367
|
- lib/sqa/strategy/random.rb
|
366
368
|
- lib/sqa/strategy/rsi.rb
|
367
369
|
- lib/sqa/strategy/sma.rb
|
370
|
+
- lib/sqa/ticker.rb
|
368
371
|
- lib/sqa/trade.rb
|
369
372
|
- lib/sqa/version.rb
|
370
373
|
- lib/sqa/web.rb
|
@@ -390,7 +393,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
|
|
390
393
|
- !ruby/object:Gem::Version
|
391
394
|
version: '0'
|
392
395
|
requirements: []
|
393
|
-
rubygems_version: 3.4.
|
396
|
+
rubygems_version: 3.4.19
|
394
397
|
signing_key:
|
395
398
|
specification_version: 4
|
396
399
|
summary: sqa - Stock Qualitative Analysis
|