sqa 0.0.2 → 0.0.3

checksums.yaml

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data/.irbrc

@@ -0,0 +1,3 @@
+# sqa/,urg
+
+require 'sqa'

data/checksums/sqa-0.0.2.gem.sha512

@@ -0,0 +1 @@
+ad94810d7678366fc822ec4169e38e67542ebfe442ad64bd03faa6af781854e5c5943eddde65cc5f9251d7d3f7a0242f41b0da423cdc62cb9df9c9581b3b987a

data/docs/requirements.md

@@ -38,3 +38,25 @@ Most reliable way of getting data is the scrape the website.  The gem financial_
 ## Extract Indicators
 
 After sleeping on it, I think the original plan with the fin_tech gem is a better idea for how to package the indicators.  I'm going to keep the name FinTech for now while I think of something better.  These are indicators; but I want them to be class-level methods with established contracts in their API.
+
+The indicators in lib/sqa/indicator are stand-alone class methods; but, its so handy to have them in this repo.  I will keep them here for a while
+
+## Configuration
+
+SQA::Config is managed by the gem "mixlib-config"  See the gem for full documentation.
+
+The TL;DR is:
+
+```ruby
+require 'sqa'
+# read a configuration file in yaml, toml, json, ruby
+# or just accept the defaults
+SQA::Config.from_file(path_to_file)
+
+# Initialize the environment
+SQA.init
+```
+
+## Strategy Framework
+
+Got the first ideas for handling strategies. in place.

data/docs/strategy.md

@@ -0,0 +1,5 @@
+# Strategy
+
+A strategy is a recipe that cooks all the indicators together to make a decision on a potential trade.  The SQA::Strategy class provides the framework for executing multiple strategies.
+
+You can also think of a strategy as a set of rules like in the old days of rule-based forward/backward chaining engines.  The rules are evaluated to determine whether a specific decision to trade is good or bad.

data/lib/sqa/data_frame.rb

@@ -4,8 +4,13 @@
 require_relative  'data_frame/yahoo_finance'
 
 class SQA::DataFrame < Daru::DataFrame
+  def self.path(filename)
+    SQA::Config.data_dir + filename
+  end
+
   def self.from_csv(ticker)
-    path_to_csv = SQA::Config.data_dir + "#{ticker.downcase}.csv"
-    super(path_to_csv)
+    df          = super(path("#{ticker.downcase}.csv"))
+    df[:ticker] = ticker
+    df
   end
 end

data/lib/sqa/indicator/bollinger_bands.rb

@@ -20,7 +20,7 @@ class SQA::Indicator; class << self
 
     {
       upper_band: upper_band, # Array
-      pwer_band:  lower_band  # Array
+      lower_band: lower_band  # Array
     }
   end
   alias_method :bb, :bollinger_bands

data/lib/sqa/indicator/elliott_wave_theory.rb

@@ -33,7 +33,7 @@ class SQA::Indicator; class << self
     waves.each do |wave|
       analysis << {
         wave:     wave,
-        oattern:  ewt_identify_pattern(wave)
+        pattern:  ewt_identify_pattern(wave)
       }
     end
 

data/lib/sqa/indicator/moving_average_convergence_divergence.rb

@@ -11,8 +11,12 @@ class SQA::Indicator; class << self
 
     short_ma    = simple_moving_average(prices, short_period)
     long_ma     = simple_moving_average(prices, long_period)
-    macd_line   = short_ma.last - long_ma.last
-    signal_line = simple_moving_average(short_ma, signal_period).last
+    signal_line = simple_moving_average(short_ma, signal_period)
+    macd_line   = []
+
+    prices.size.times do |x|
+      macd_line << short_ma[x] - long_ma[x]
+    end
 
     {
       macd:   macd_line,  # Array

data/lib/sqa/strategy.rb

@@ -0,0 +1,65 @@
+# lib/sqa/strategy.rb
+
+class SQA::Strategy
+  attr_accessor :strategies
+
+  def initialize
+    @strategies = []
+  end
+
+  def add(a_proc=nil, &block)
+    @strategies << a_proc unless a_proc.nil?
+    @strategies << block  if a_proc.nil? && block_given?
+  end
+
+  def execute(v)
+    result = []
+    # TODO: Can do this in parallel ...
+    @strategies.each { |signal| result << signal.call(v) }
+    result
+  end
+end
+
+__END__
+
+Example Usage
+=============
+
+ss = SQA::Strategy.new
+
+ss.add do |vector|
+  case rand(10)
+  when (8..)
+    :buy
+  when (..3)
+    :sell
+  else
+    :hold
+  end
+end
+
+
+ss.add do |vector|
+  case rand(10)
+  when (8..)
+    :sell
+  when (..3)
+    :buy
+  else
+    :keep
+  end
+end
+
+def magic(vector)
+  0 == rand(2) ? :spend : :save
+end
+
+ss.add method(:magic)
+
+class MyClass
+  def self.my_method(vector)
+    vector.rsi[:rsi]
+  end
+end
+
+ss.add MyClass.method(:my_method)

data/lib/sqa/version.rb

@@ -1,5 +1,7 @@
 # frozen_string_literal: true
 
 module SQA
-  VERSION = "0.0.2"
+  module Version
+    VERSION = "0.0.3"
+  end
 end

data/lib/sqa.rb

@@ -12,22 +12,39 @@ require 'descriptive_statistics'
 require 'mixlib/config'
 require 'nenv'
 require 'pathname'
+require "version_gem"
 
 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"
+    default :data_dir,  				HOME + "sqa_data"
+    default :plotting_library, 	:gruff
+    default :lazy_update,  			false
+	end
+
+	def self.init
+		Daru.lazy_update 			= Config.lazy_update
+		Daru.plotting_library = Config.plotting_library
+
+		nil
 	end
 end
 
 require_relative "sqa/data_frame"
 require_relative "sqa/errors"
 require_relative "sqa/indicator"
+require_relative "sqa/strategy"
 require_relative "sqa/stock"
 require_relative "sqa/version"
+
+
+SQA::Version.class_eval do
+  extend VersionGem::Basic
+end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: sqa
 version: !ruby/object:Gem::Version
-  version: 0.0.2
+  version: 0.0.3
 platform: ruby
 authors:
 - Dewayne VanHoozer
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2023-08-16 00:00:00.000000000 Z
+date: 2023-08-17 00:00:00.000000000 Z
 dependencies: []
 description: Simplistic playpen (e.g. not for serious use) for doing technical analysis
   of stock prices.
@@ -20,12 +20,14 @@ extensions: []
 extra_rdoc_files: []
 files:
 - ".envrc"
+- ".irbrc"
 - CHANGELOG.md
 - LICENSE
 - README.md
 - Rakefile
 - bin/sqa
 - checksums/sqa-0.0.1.gem.sha512
+- checksums/sqa-0.0.2.gem.sha512
 - docs/README.md
 - docs/average_true_range.md
 - docs/bollinger_bands.md
@@ -46,6 +48,7 @@ files:
 - docs/requirements.md
 - docs/simple_moving_average.md
 - docs/stochastic_oscillator.md
+- docs/strategy.md
 - docs/true_range.md
 - lib/sqa.rb
 - lib/sqa/activity.rb
@@ -76,6 +79,7 @@ files:
 - lib/sqa/indicator/true_range.rb
 - lib/sqa/protfolio.rb
 - lib/sqa/stock.rb
+- lib/sqa/strategy.rb
 - lib/sqa/version.rb
 homepage: https://github.com/MadBomber/sqa
 licenses: