sqa 0.0.2 → 0.0.4

checksums.yaml

@@ -1,7 +1,7 @@
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data/checksums/sqa-0.0.2.gem.sha512

@@ -0,0 +1 @@
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data/checksums/sqa-0.0.3.gem.sha512

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data/checksums/sqa-0.0.4.gem.sha512

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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/errors.rb

@@ -1,5 +1,6 @@
 # lib/sqa/errors.rb
 
 module SQA
+	# raised when an API contract is broken
 	class BadParameterError < ArgumentError; 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/common.rb

@@ -0,0 +1,38 @@
+# lib/sqa/strategry/common.rb
+
+# This module needs to be extend'ed within
+# a strategy class so that these common class
+# methods are available in every trading strategy.
+
+class SQA::Strategy
+	module Common
+		def trade_against(vector)
+			return :hold unless respond_to? :trade
+
+			recommendation = trade(vector)
+
+			if :sell == recommendation
+				:buy
+			elsif :buy == recommendation
+				:sell
+			else
+				:hold
+			end
+		end
+
+		def desc
+			doc_filename 	= self.name.split('::').last.downcase + ".md"
+			doc_path 			= Pathname.new(__dir__) + doc_filename
+
+			debug_me{[ :doc_path ]}
+
+			if doc_path.exist?
+				doc = doc_path.read
+			else
+				doc = "A description of #{self.name} is not available"
+			end
+
+			puts doc
+		end
+	end
+end

data/lib/sqa/strategy/consensus.rb

@@ -0,0 +1,43 @@
+# lib/sqa/strategry/consensus.rb
+
+require_relative 'common'
+
+class SQA::Strategy::Consensus
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		new(vector).my_fancy_trader
+	end
+
+	def initialize(vector)
+		@vector 	= vector
+		@results 	= []
+	end
+
+	def my_fancy_trader
+		strat_one
+		strat_two
+		strat_three
+		strat_four
+		strat_five
+		consensus
+	end
+
+	def consensus
+		count = @results.group_by(&:itself).transform_values(&:count)
+
+		if count[:buy] > count[:sell]
+			:buy
+		elsif count[:sell] > count[:buy]
+			:sell
+		else
+			:hold
+		end
+	end
+
+	def strat_one 	= @results << (0==rand(2) ? :buy : :sell)
+	def strat_two 	= @results << (0==rand(2) ? :buy : :sell)
+	def strat_three = @results << (0==rand(2) ? :buy : :sell)
+	def strat_four 	= @results << (0==rand(2) ? :buy : :sell)
+	def strat_five 	= @results << :hold
+end

data/lib/sqa/strategy/ema.rb

@@ -0,0 +1,19 @@
+# lib/sqa/strategry/ema.rb
+
+require_relative 'common'
+
+class SQA::Strategy::EMA
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		ema_trend = vector.ema[:trend]
+
+		if :up == ema_trend
+			:buy
+		elsif :down == ema_trend
+			:sell
+		else
+			:hold
+		end
+	end
+end

data/lib/sqa/strategy/mp.rb

@@ -0,0 +1,19 @@
+# lib/sqa/strategry/mp.rb
+
+require_relative 'common'
+
+class SQA::Strategy::MP
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		mp = vector.market_profile=:mixed,
+
+		if :resistance == mp
+			:sell
+		elsif :support == mp
+			:buy
+		else
+			:hold
+		end
+	end
+end

data/lib/sqa/strategy/mr.rb

@@ -0,0 +1,15 @@
+# lib/sqa/strategry/mr.rb
+
+require_relative 'common'
+
+class SQA::Strategy::MR
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		if vector.mr
+			:sell
+		else
+			:hold
+		end
+	end
+end

data/lib/sqa/strategy/random.md

@@ -0,0 +1,5 @@
+# SQA::Strategy::Random
+
+A random flip of a three headed coin.
+
+Responds with a :buy, :sell or :hold recommendation based upon a random number.  Out of 9 possible random numbers, the lower third, middle third and upper third of the number set are used to determine the recommendation.

data/lib/sqa/strategy/random.rb

@@ -0,0 +1,18 @@
+# lib/sqa/strategry/random.rb
+
+require_relative 'common'
+
+class SQA::Strategy::Random
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		case rand(9)
+		when (0..2)
+			:buy
+		when (3..5)
+			:sell
+		else
+			:hold
+		end
+	end
+end

data/lib/sqa/strategy/rsi.rb

@@ -0,0 +1,19 @@
+# lib/sqa/strategry/rsi.rb
+
+require_relative 'common'
+
+class SQA::Strategy::RSI
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		rsi_trend = vector.rsi[:trend]
+
+		if :over_bought == rsi_trend
+			:sell
+		elsif :over_sold == rsi_trend
+			:buy
+		else
+			:hold
+		end
+	end
+end

data/lib/sqa/strategy/sma.rb

@@ -0,0 +1,19 @@
+# lib/sqa/strategry/sma.rb
+
+require_relative 'common'
+
+class SQA::Strategy::SMA
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		sma_trend = vector.rsi[:trend]
+
+		if :up == sma_trend
+			:buy
+		elsif :down == sma_trend
+			:sell
+		else
+			:hold
+		end
+	end
+end

data/lib/sqa/strategy.rb

@@ -0,0 +1,57 @@
+# lib/sqa/strategy.rb
+
+class SQA::Strategy
+  attr_accessor :strategies
+
+  def initialize
+    @strategies = []
+  end
+
+  def add(a_strategy)
+    raise SQA::BadParameterError unless [Class, Method].include? a_strategy.class
+
+    a_proc  = if Class == a_strategy.class
+                a_strategy.method(:trade)
+              else
+                a_strategy
+              end
+
+    @strategies << a_proc
+  end
+
+  def execute(v)
+    result = []
+    # TODO: Can do this in parallel ...
+    @strategies.each { |signal| result << signal.call(v) }
+    result
+  end
+
+  def auto_load(except: [:common], only: [])
+    dir_path  = Pathname.new(__dir__) + "strategy"
+    except    = Array(except).map{|f| f.to_s.downcase}
+    only      = Array(only).map{|f| f.to_s.downcase}
+
+    dir_path.children.each do |child|
+      next unless ".rb" == child.extname.downcase
+
+      basename = child.basename.to_s.split('.').first.downcase
+
+      next if except.include? basename
+      next if !only.empty?  && !only.include?(basename)
+
+      print "loading #{basename} ... "
+      load child
+      puts "done"
+    end
+
+    nil
+  end
+
+  def available
+    ObjectSpace.each_object(Class).select { |klass|
+      klass.to_s.start_with?("SQA::Strategy::")
+    }
+  end
+end
+
+

data/lib/sqa/strategyREADME.md

@@ -0,0 +1,54 @@
+# Trading Strategies
+
+A **strategy** is implemented as a class within the namespace of SQA::Strategy -- see the file lib/sqa/strategy/random.rb as an example.  All strategy classes should have a class method **trade** which is the primary entry point into the strategy.  The class can be extended using the SQA::Strategy::Common module which adds common class methods such as **trade_against** and **desc**
+
+## The **trade** Class Method
+
+The method accepts a single parameter called a vector.  The vector parameter is an object that contains the information required by the strategy in order to make a recommendation.  In the examples provided this object is an OpenStruct.  You can either follow this pattern or use your own; however, at this time only one parameter is allowed for the trade method.
+
+## The **trade_against** Class Method
+
+If **trade** is consistently wrong many more times than it is right, don't throw it out.  Just start using the **trade_against** class method instead.  This method takes the recommendation of the **trade** class method and suggests the opposite.
+
+## The **desc** Class Method
+
+You can document your strategy in a markdown formatted file.  The **desc** class method will look for the filename in the same directory as the strategy file.  This is typically in the lib/sqa/strategy directory.
+
+The **desc** class method will find the markdown file and return its contents as a String so that you can do with it as you please.
+
+## Example Strategies
+
+The follow examples are provided:
+
+* ema.rb
+* mp.rb
+* mr.rb
+* random.rb
+* rsi.rb
+* sma.rb
+
+## Usage
+
+Tge SQA::Strategy class manages an Array of trading strategies.  You can add to the Array multiple strategies like this:
+
+```ruby
+require 'sqa'
+ss = SQA::Strategy.new
+ss.add SQA::Strategy::Random.method(:trade)
+ss.add SQA::Strategy::SMA.method(:trade)
+ss.add SQA::Strategy::EMA
+```
+
+Note that if your primary entry point to the trading strategy class is **trade** then the parameter to the **add** function does not have to include the ".method(:entry_point)" -- just use the class name by itself.  If you do not use **trade** as as class method in you strategy class, then the **trade_against** method added by the SQA::Strategy::Common module will not work.
+
+If you want to evaluate the **trade_against** class method in a strategy then you must the "ss.add SQA::Strategy::Random.method(:trade_against)" pattern.
+
+Then for any specific stock create your vector object that contains all the information that the trading strategies need in order to make their recommendations.  Once you have you vector you can then **execute** the Array of strategies.
+
+```ruby
+vector = ...
+result = ss.execute(vector)
+```
+
+**result** will be an Array of recommendations from the different strategies on whether to :bur, :sell or :hold.
+

data/lib/sqa/version.rb

@@ -1,5 +1,7 @@
 # frozen_string_literal: true
 
 module SQA
-  VERSION = "0.0.2"
+  module Version
+    VERSION = "0.0.4"
+  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: 0.0.4
 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.
@@ -26,6 +26,9 @@ files:
 - Rakefile
 - bin/sqa
 - checksums/sqa-0.0.1.gem.sha512
+- checksums/sqa-0.0.2.gem.sha512
+- checksums/sqa-0.0.3.gem.sha512
+- checksums/sqa-0.0.4.gem.sha512
 - docs/README.md
 - docs/average_true_range.md
 - docs/bollinger_bands.md
@@ -46,6 +49,7 @@ 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 +80,17 @@ files:
 - lib/sqa/indicator/true_range.rb
 - lib/sqa/protfolio.rb
 - lib/sqa/stock.rb
+- lib/sqa/strategy.rb
+- lib/sqa/strategy/common.rb
+- lib/sqa/strategy/consensus.rb
+- lib/sqa/strategy/ema.rb
+- lib/sqa/strategy/mp.rb
+- lib/sqa/strategy/mr.rb
+- lib/sqa/strategy/random.md
+- lib/sqa/strategy/random.rb
+- lib/sqa/strategy/rsi.rb
+- lib/sqa/strategy/sma.rb
+- lib/sqa/strategyREADME.md
 - lib/sqa/version.rb
 homepage: https://github.com/MadBomber/sqa
 licenses: