sqa 0.0.14 → 0.0.17
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- checksums.yaml +4 -4
- data/README.md +4 -0
- data/checksums/sqa-0.0.15.gem.sha512 +1 -0
- data/checksums/sqa-0.0.17.gem.sha512 +1 -0
- data/docs/alpha_vantage_technical_indicators.md +62 -0
- data/lib/sqa/cli.rb +0 -1
- data/lib/sqa/config.rb +7 -6
- data/lib/sqa/data_frame/alpha_vantage.rb +24 -71
- data/lib/sqa/data_frame/yahoo_finance.rb +4 -48
- data/lib/sqa/data_frame.rb +282 -32
- data/lib/sqa/errors.rb +27 -3
- data/lib/sqa/init.rb +51 -0
- data/lib/sqa/stock.rb +102 -45
- data/lib/sqa/strategy.rb +1 -1
- data/lib/sqa/version.rb +1 -4
- data/lib/sqa/web.rb +1 -1
- data/lib/sqa.rb +33 -54
- metadata +25 -71
- data/checksums/sqa-0.0.14.gem.sha512 +0 -1
- data/lib/patches/daru/category.rb +0 -19
- data/lib/patches/daru/data_frame.rb +0 -19
- data/lib/patches/daru/plotting/svg-graph/category.rb +0 -55
- data/lib/patches/daru/plotting/svg-graph/dataframe.rb +0 -105
- data/lib/patches/daru/plotting/svg-graph/vector.rb +0 -102
- data/lib/patches/daru/plotting/svg-graph.rb +0 -7
- data/lib/patches/daru/vector.rb +0 -19
- data/lib/patches/daru.rb +0 -19
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# lib/patches/daru/plotting/svg-graph/category.rb
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# NOTE: Code originally from Gruff
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# TODO: Tailor the code to SvgGraph
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module Daru
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module Plotting
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module Category
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module SvgGraphLibrary
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def plot opts={}
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type = opts[:type] || :bar
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size = opts[:size] || 500
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case type
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when :bar, :pie, :sidebar
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plot = send("category_#{type}_plot".to_sym, size, opts[:method])
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else
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raise ArgumentError, 'This type of plot is not supported.'
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end
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yield plot if block_given?
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plot
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end
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private
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def category_bar_plot size, method
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plot = SvgGraph::Bar.new size
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method ||= :count
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dv = frequencies(method)
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plot.labels = size.times.to_a.zip(dv.index.to_a).to_h
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plot.data name || :vector, dv.to_a
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plot
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end
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def category_pie_plot size, method
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plot = SvgGraph::Pie.new size
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method ||= :count
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frequencies(method).each_with_index do |data, index|
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plot.data index, data
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end
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plot
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end
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def category_sidebar_plot size, method
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plot = SvgGraph::SideBar.new size
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plot.labels = {0 => (name.to_s || 'vector')}
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method ||= :count
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frequencies(method).each_with_index do |data, index|
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plot.data index, data
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end
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plot
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end
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end
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end
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end
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end
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# lib/patches/daru/plotting/svg-graph/dataframe.rb
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# NOTE: Code originally from Gruff
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# TODO: Tailor the code to SvgGraph
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module Daru
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module Plotting
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module DataFrame
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module SvgGraphLibrary
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def plot opts={}
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opts[:type] ||= :line
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opts[:size] ||= 500
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x = extract_x_vector opts[:x]
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y = extract_y_vectors opts[:y]
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opts[:type] = process_type opts[:type], opts[:categorized]
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type = opts[:type]
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if %o[line bar scatter].include? type
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graph = send("#{type}_plot", size, x, y)
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elsif :scatter_categorized == type
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graph = scatter_with_category(size, x, y, opts[:categorized])
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else
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raise ArgumentError, 'This type of plot is not supported.'
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end
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yield graph if block_given?
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graph
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end
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private
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def process_type type, categorized
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type == :scatter && categorized ? :scatter_categorized : type
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end
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##########################################################
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def line_plot size, x, y
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plot = SvgGraph::Line.new size
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plot.labels = size.times.to_a.zip(x).to_h
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y.each do |vec|
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plot.data vec.name || :vector, vec.to_a
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end
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plot
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end
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##########################################################
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def bar_plot size, x, y
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plot = SvgGraph::Bar.new size
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plot.labels = size.times.to_a.zip(x).to_h
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y.each do |vec|
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plot.data vec.name || :vector, vec.to_a
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end
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plot
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end
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##########################################################
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def scatter_plot size, x, y
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plot = SvgGraph::Scatter.new size
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y.each do |vec|
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plot.data vec.name || :vector, x, vec.to_a
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end
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plot
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end
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##########################################################
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def scatter_with_category size, x, y, opts
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x = Daru::Vector.new x
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y = y.first
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plot = SvgGraph::Scatter.new size
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cat_dv = self[opts[:by]]
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cat_dv.categories.each do |cat|
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bools = cat_dv.eq cat
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plot.data cat, x.where(bools).to_a, y.where(bools).to_a
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end
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plot
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end
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def extract_x_vector x_name
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x_name && self[x_name].to_a || index.to_a
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end
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def extract_y_vectors y_names
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y_names =
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case y_names
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when nil
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vectors.to_a
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when Array
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y_names
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else
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[y_names]
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end
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y_names.map { |y| self[y] }.select(&:numeric?)
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end
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end
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end
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end
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end
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# lib/patches/daru/plotting/svg-graph/vector.rb
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# NOTE: Code originally from Gruff
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# TODO: Tailor the code to SvgGraph
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module Daru
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module Plotting
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module Vector
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module SvgGraphLibrary
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def plot opts={}
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opts[:type] ||= :line
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opts[:size] ||= 500 # SMELL: What is this?
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opts[:height] ||= 720
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opts[:width] ||= 720
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opts[:title] ||= name || :vector
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debug_me{[
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:opts,
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:self
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]}
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if %i[line bar pie scatter sidebar].include? type
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graph = send("#{type}_plot", opts)
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else
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raise ArgumentError, 'This type of plot is not supported.'
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end
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yield graph if block_given?
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graph
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end
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private
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####################################################
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def line_plot opts={}
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graph = SVG::Graph::Line.new opts
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graph.add_data(
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data: to_a,
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title: opts[:title]
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)
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graph
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end
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####################################################
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def bar_plot opts
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graph = SVG::Graph::Bar.new opts
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graph.add_data(
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data: to_a,
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title: opts[:title]
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)
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graph
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end
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####################################################
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def pie_plot opts
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graph = SVG::Graph::Pie.new opts
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graph.add_data(
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data: to_a,
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title: opts[:title]
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)
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graph
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end
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####################################################
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def scatter_plot size
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graph = SVG::Graph::Plot.new opts
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graph.add_data(
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data: to_a.zip(index.to_a)
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title: opts[:title]
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)
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graph
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end
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####################################################
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def sidebar_plot size
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graph = SVG::Graph::BarHorizontal.new opts
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graph.add_data(
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data: to_a,
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title: opts[:title]
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)
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graph
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end
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end
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end
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end
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end
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data/lib/patches/daru/vector.rb
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# lib/patches/daru/vector.rb
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module Daru
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module Vector
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def plotting_lig lib
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if :svg_graph = lib
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@plotting_library = lib
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if Daru.send("has_#{lib}?".to_sym)
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extend Module.const_get(
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"Daru::Plotting::Vector::#{lib.to_s.capitalize}Library"
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)
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end
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else
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super
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end
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end
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end
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end
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data/lib/patches/daru.rb
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# lib/patches/daru.rb
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require_relative 'daru/category'
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require_relative 'daru/data_frame'
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require_relative 'daru/vector'
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module Daru
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create_has_library :svg_graph
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class << self
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def plotting_library lib
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if :svg_graph = lib
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@plotting_library = lib
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else
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super
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end
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end
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end
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end
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