sqa 0.0.22 → 0.0.24

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data/CHANGELOG.md

@@ -1,5 +1,9 @@
 ## [Unreleased]
 
+## [0.0.24] - 2023-11-08
+
+- replaced [tty-option gem](https://github.com/piotrmurach/tty-option) with [dry-cli gem](https://github.com/dry-rb/dry-cli)
+
 ## [0.0.1] - 2023-08-10
 
 - Planting the Flag

data/README.md

@@ -1,14 +1,41 @@
 # SQA - Simple Qualitative Analysis
 
+[![Badges?](https://img.shields.io/badge/Badge-We%20don't%20need%20no%20stinkin'%20badges!-red)](https://www.youtube.com/watch?v=VqomZQMZQCQ)
+
 This is a very simplistic set of tools for running technical analysis (quantitative and qualitative) on a stock portfolio.  Simplistic means it is not reliable nor intended for any kind of mission-critical financial use.  Think of it as a training tool.  I do.  Its helping me understand why I need professional help from people who know what they are doing.
 
 The BUY/SELL signals that it generates should not be taken seriously.  **DO NOT USE** this library when real money is at stake.  If you lose your shirt playing in the stock market don't come crying to me.  I think playing in the market is like playing in the street.  You are going to get run over.
 
+<!-- TODO: Consider these gems ...
+
+This one is most likely out of date:
+    yahoofinance-ruby: This gem provides a simple Ruby interface to Yahoo Finance's historical quote data. If you're looking to add more data sources to your project, this could be a useful addition. yahoofinance-ruby
+
+Worth Looking at:
+    ruby-technical-analysis: This gem provides various technical analysis calculations. It includes over 60 technical analysis functions and indicators like RSI, EMA, SMA, Bollinger Bands, MACD, and more. ruby-technical-analysis
+
+Maybe later if I want to add an ability to make a live trade from within the SQA context...
+    ib-ruby: This gem provides a Ruby interface to Interactive Brokers' Trader Workstation (TWS) API, allowing you to build algorithmic trading strategies in Ruby. ib-ruby
+
+Definitely looking for a plotting package.
+    plottable: If you're looking to add more visualization capabilities to your project, this gem could be useful. It provides a simple and flexible API for creating plots and charts in Ruby. plottable
+
+Currently using CSV files; maybe switch to an RDBMS ...
+    activerecord-import: If you're dealing with large amounts of data, this gem could help improve performance. It adds methods to ActiveRecord for bulk inserting data into the database. activerecord-import
+
+Could spawn off separate agents for each stock within a portfolio for analysis ...
+    parallel: This gem can help improve performance by allowing you to run code in parallel. This could be useful if you're running complex calculations on large datasets. parallel
+
+-->
+
+
+
 <!-- Tocer[start]: Auto-generated, don't remove. -->
 
 ## Table of Contents
 
   - [This is a Work in Progress](#this-is-a-work-in-progress)
+  - [Recent Changes](#recent-changes)
   - [Installation](#installation)
   - [Semantic Versioning](#semantic-versioning)
   - [Usage](#usage)
@@ -26,6 +53,8 @@ The BUY/SELL signals that it generates should not be taken seriously.  **DO NOT
   - [Included Program Examples](#included-program-examples)
     - [Analysis](#analysis)
     - [Web](#web)
+  - [Predicted FAQ](#predicted-faq)
+  - [Other Similar Projects](#other-similar-projects)
   - [Contributing](#contributing)
   - [License](#license)
 
@@ -35,6 +64,9 @@ The BUY/SELL signals that it generates should not be taken seriously.  **DO NOT
 
 I am experimenting with different gems to support various functionality.  Sometimes they do not work out well.  For example I've gone through two different gems to implement the data frame capability.  Neither did what I wanted so I ended up creating my own data frame class based upon the old tried and true [Hashie](https://github.com/intridea/hashie) library.
 
+## Recent Changes
+
+* 0.0.24 - Replaced tty-option with dry-cli
 
 ## Installation
 
@@ -183,6 +215,8 @@ The CSV files will be named by the stock's ticker symbol as lower case.  For exa
 require 'sqa'
 require 'sqa/cli'
 
+# TODO: Is this still true after the dry-cli integration?
+#
 # You can pass a set of CLI options in a String
 SQA.init "-c ~/.sqa.yml"
 
@@ -342,6 +376,42 @@ Does an analysis of a portfollio of stocks.
 
 Provides a browser-based interface to some stuff.
 
+## Predicted FAQ
+
+    What is the purpose of the SQA project? The madbomber/sqa project is a set of tools for running technical analysis on a stock portfolio. It's intended as a learning tool to help understand stock market analysis. It's not intended for real-world trading or financial use.
+
+    How do I install and use SQA? You can install the gem by running gem install sqa or adding gem 'sqa' to your Gemfile and running bundle install. The project can be used from the command line or as a library in your own application. More details can be found in the README.md file.
+
+    What technical indicators does SQA support? The project includes a variety of technical indicators such as Average True Range, Bollinger Bands, Candlestick Patterns, Donchian Channel, Double Top Double Bottom Pattern, Exponential Moving Average, Fibonacci Retracement, Head and Shoulders Pattern, Elliott Wave Theory, Market Profile Analysis, Mean Reversion, Momentum, Moving Average Convergence Divergence, Peaks and Valleys, Predict Next Value, Relative Strength Index, Simple Moving Average, and Stochastic Oscillator.
+
+    What data sources does SQA support? The project supports data from AlphaVantage and Yahoo Finance. You will need an API key for AlphaVantage to use this functionality.
+
+    What are the risks of using SQA for real-world trading? The madbomber/sqa project is intended as a learning tool and is not reliable for any kind of mission-critical financial use. The BUY/SELL signals that it generates should not be taken seriously. If you lose money in the stock market as a result of using this library, the project is not responsible.
+
+    Can I contribute to the SQA project? Yes, contributions are welcome. You can submit bug reports and pull requests on the GitHub repository.
+
+    What license does SQA use? The project is available as open source under the terms of the MIT License.
+
+    What is the current state of the project? The project is a work in progress. The developer is experimenting with different gems to support various functionalities. Some features may not be fully implemented or may need further refinement.
+
+
+## Other Similar Projects
+
+There are several other (prehaps more mature) projects and libraries that provide similar capabilities to the SQA. Here are a few examples:
+
+    TA-Lib (Technical Analysis Library): This is a popular open-source software library that provides tools for technical analysis of financial markets. It includes over 150 functions for various types of analysis including pattern recognition, moving averages, oscillators, and more. It's available in several programming languages including Python, Java, Perl, and more. TA-Lib
+
+    Pandas TA: This is a Python library that provides comprehensive functionalities for technical analysis. It's an extension of the popular data analysis library Pandas and includes a wide range of financial indicators. Pandas TA
+
+    Backtrader: This is a Python library for backtesting trading strategies. It supports a wide range of trading concepts including trading calendars, multiple data feeds, and order execution types. Backtrader
+
+    PyAlgoTrade: This is another Python library for backtesting stock trading strategies. It supports Yahoo! Finance, Google Finance, and others as data sources, and has a focus on simplicity and flexibility. PyAlgoTrade
+
+    QuantLib: This is a comprehensive software framework for quantitative finance, it provides tools for many aspects of quantitative finance including trading and risk management, financial instruments, mathematics, numerical methods, and model calibration. QuantLib
+
+    zipline: This is a Python library for algorithmic trading. It allows strategy testing and supports live-trading and backtesting, and includes a number of financial computations to aid in trading decisions. zipline
+
+
 ## Contributing
 
 I can always use some help on this stuff.  Got an idea for a new indicator or strategy?  Want to improve the math?  Make the signals better?  Let's collaborate!

data/checksums/sqa-0.0.23.gem.sha512

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data/checksums/sqa-0.0.24.gem.sha512

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data/docs/ta_lib.md

@@ -0,0 +1,160 @@
+# TA-Lib
+
+`SQA` does not use the `ta-lib` but is considering it.  Currently there are no ruby wrappers.  There is a Java implementation and a Python wrapper.
+
+The `ta-lib` library is a C/C++ implementation of about 200 technical analysis indicators which has been around since a little after the turn of the century. | It supports the follow indicators:
+
+| TA Function | Name |
+| ----------- | ---- |
+| AD | Chaikin A/D Line |
+| ADOSC | Chaikin A/D Oscillator |
+| ADX | Average Directional Movement Index |
+| ADXR | Average Directional Movement Index Rating |
+| APO | Absolute Price Oscillator |
+| AROON | Aroon |
+| AROONOSC | Aroon Oscillator |
+| ATR | Average True Range |
+| AVGPRICE | Average Price |
+| BBANDS | Bollinger Bands |
+| BETA | Beta |
+| BOP | Balance Of Power |
+| CCI | Commodity Channel Index |
+| CDL2CROWS | Two Crows |
+| CDL3BLACKCROWS | Three Black Crows |
+| CDL3INSIDE | Three Inside Up/Down |
+| CDL3LINESTRIKE | Three Outside Up/Down |
+| CDL3STARSINSOUTH | Three Stars In The South |
+| CDL3WHITESOLDIERS | Three Advancing White Soldiers |
+| CDLABANDONEDBABY | Abandoned Baby |
+| CDLADVANCEBLOCK | Advance Block |
+| CDLBELTHOLD | Belt-hold |
+| CDLBREAKAWAY | Breakaway |
+| CDLCLOSINGMARUBOZU | Closing Marubozu |
+| CDLCONCEALBABYSWALL | Concealing Baby Swallow |
+| CDLCOUNTERATTACK | Counterattack |
+| CDLDARKCLOUDCOVER | Dark Cloud Cover |
+| CDLDOJI | Doji |
+| CDLDOJISTAR | Doji Star |
+| CDLDRAGONFLYDOJI | Dragonfly Doji |
+| CDLENGULFING | Engulfing Pattern |
+| CDLEVENINGDOJISTAR | Evening Doji Star |
+| CDLEVENINGSTAR | Evening Star |
+| CDLGAPSIDESIDEWHITE | Up/Down-gap side-by-side white lines |
+| CDLGRAVESTONEDOJI | Gravestone Doji |
+| CDLHAMMER | Hammer |
+| CDLHANGINGMAN | Hanging Man |
+| CDLHARAMI | Harami Pattern |
+| CDLHARAMICROSS | Harami Cross Pattern |
+| CDLHIGHWAVE | High-Wave Candle |
+| CDLHIKKAKE | Hikkake Pattern |
+| CDLHIKKAKEMOD | Modified Hikkake Pattern |
+| CDLHOMINGPIGEON | Homing Pigeon |
+| CDLIDENTICAL3CROWS | Identical Three Crows |
+| CDLINNECK | In-Neck Pattern |
+| CDLINVERTEDHAMMER | Inverted Hammer |
+| CDLKICKING | Kicking |
+| CDLKICKINGBYLENGTH | Kicking - bull/bear determined by the longer marubozu |
+| CDLLADDERBOTTOM | Ladder Bottom |
+| CDLLONGLEGGEDDOJI | Long Legged Doji |
+| CDLLONGLINE | Long Line Candle |
+| CDLMARUBOZU | Marubozu |
+| CDLMATCHINGLOW | Matching Low |
+| CDLMATHOLD | Mat Hold |
+| CDLMORNINGDOJISTAR | Morning Doji Star |
+| CDLMORNINGSTAR | Morning Star |
+| CDLONNECK | On-Neck Pattern |
+| CDLPIERCING | Piercing Pattern |
+| CDLRICKSHAWMAN | Rickshaw Man |
+| CDLRISEFALL3METHODS | Rising/Falling Three Methods |
+| CDLSEPARATINGLINES | Separating Lines |
+| CDLSHOOTINGSTAR | Shooting Star |
+| CDLSHORTLINE | Short Line Candle |
+| CDLSPINNINGTOP | Spinning Top |
+| CDLSTALLEDPATTERN | Stalled Pattern |
+| CDLSTICKSANDWICH | Stick Sandwich |
+| CDLTAKURI | Takuri (Dragonfly Doji with very long lower shadow) |
+| CDLTASUKIGAP | Tasuki Gap |
+| CDLTHRUSTING | Thrusting Pattern |
+| CDLTRISTAR | Tristar Pattern |
+| CDLUNIQUE3RIVER | Unique 3 River |
+| CDLUPSIDEGAP2CROWS | Upside Gap Two Crows |
+| CDLXSIDEGAP3METHODS | Upside/Downside Gap Three Methods |
+| CMO | Chande Momentum Oscillator |
+| CORREL | Pearson's Correlation Coefficient ® |
+| DEMA | Double Exponential Moving Average |
+| DX | Directional Movement Index |
+| EMA | Exponential Moving Average |
+| HT_DCPERIOD | Hilbert Transform - Dominant Cycle Period |
+| HT_DCPHASE | Hilbert Transform - Dominant Cycle Phase |
+| HT_PHASOR | Hilbert Transform - Phasor Components |
+| HT_SINE | Hilbert Transform - SineWave |
+| HT_TRENDLINE | Hilbert Transform - Instantaneous Trendline |
+| HT_TRENDMODE | Hilbert Transform - Trend vs Cycle Mode |
+| KAMA | Kaufman Adaptive Moving Average |
+| LINEARREG | Linear Regression |
+| LINEARREG_ANGLE | Linear Regression Angle |
+| LINEARREG_INTERCEPT | Linear Regression Intercept |
+| LINEARREG_SLOPE | Linear Regression Slope |
+| MA | All Moving Average |
+| MACD | Moving Average Convergence/Divergence |
+| MACDEXT | MACD with controllable MA type |
+| MACDFIX | Moving Average Convergence/Divergence Fix 12/26 |
+| MAMA | MESA Adaptive Moving Average |
+| MAX | Highest value over a specified period |
+| MAXINDEX | Index of highest value over a specified period |
+| MEDPRICE | Median Price |
+| MFI | Money Flow Index |
+| MIDPOINT | MidPoint over period |
+| MIDPRICE | Midpoint Price over period |
+| MIN | Lowest value over a specified period |
+| MININDEX | Index of lowest value over a specified period |
+| MINMAX | Lowest and highest values over a specified period |
+| MINMAXINDEX | Indexes of lowest and highest values over a specified period |
+| MINUS_DI | Minus Directional Indicator |
+| MINUS_DM | Minus Directional Movement |
+| MOM | Momentum |
+| NATR | Normalized Average True Range |
+| OBV | On Balance Volume |
+| PLUS_DI | Plus Directional Indicator |
+| PLUS_DM | Plus Directional Movement |
+| PPO | Percentage Price Oscillator |
+| ROC | Rate of change |
+| ROCP | Rate of change Percentage |
+| ROCR | Rate of change ratio |
+| ROCR100 | Rate of change ratio 100 scale |
+| RSI | Relative Strength Index |
+| SAR | Parabolic SAR |
+| SAREXT | Parabolic SAR - Extended |
+| SMA | Simple Moving Average |
+| STDDEV | Standard Deviation |
+| STOCH | Stochastic |
+| STOCHF | Stochastic Fast |
+| STOCHRSI | Stochastic Relative Strength Index |
+| SUM | Summation |
+| T3 | Triple Exponential Moving Average (T3) |
+| TEMA | Triple Exponential Moving Average |
+| TRANGE | True Range |
+| TRIMA | Triangular Moving Average |
+| TRIX | 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA |
+| TSF | Time Series Forecast |
+| TYPPRICE | Typical Price |
+| ULTOSC | Ultimate Oscillator |
+| VAR | Variance |
+| WCLPRICE | Weighted Close Price |
+| WILLR | Williams' %R |
+| WMA | Weighted Moving Average |
+
+
+Rate of Change Implementation Definitions:
+
+ROC - Rate of Change
+> `((price/prevPrice)-1)*100`
+
+ROCP - Rate of Change Precentage
+> `(price-prevPrice)/prevPrice`
+
+ROCR - Rate of Change Ratio
+> `(price/prevPrice)`
+
+ROCR100 - Rate of Change Ration on 100 Scale
+> `(price/prevPrice)*100`

data/lib/patches/dry-cli.rb

@@ -0,0 +1,228 @@
+# sqa/lib/patches/dry-cli.rb
+
+#####################################################################
+###
+##  File:  dry-cli.rb
+##  Desc:  Monkey around with the Dry::CLI class.
+#
+
+
+=begin
+  This monkey patch adds four new class methods to the Command class:
+
+    global_header .. Program/Glocal context custom header/footer
+    global_footer ..
+    header ......... Command context custom header / footer
+    footer .........
+
+  In addition to the new commands, tail-patched call methods in the
+  Banner and Usage modules wrap the existing help text formatting
+  with the appropriate global and command level header and footer
+  text.
+
+  The expected usage pattern is to have the global customerized
+  header / footer help text defined in the Base command class
+  for an application.  All other commands inherent from this
+  Base class.
+
+  The header / footer class methods are used to wrap the command
+  help text.  When "--help" is used on a command, the customerized
+  global header and footer text are on the outside of the help text.
+  The customized command header / footer are inside of the
+  global context but still wrap the original help text
+
+  Here is an example help output:
+
+$ ./bin_cli.rb start --help
+== Base Global Header ==
+== Start Header ==
+Command:
+  bin_cli.rb start
+
+Usage:
+  bin_cli.rb start ROOT | bin_cli.rb start SUBCOMMAND
+
+Description:
+  Start Foo machinery
+
+Subcommands:
+  version                           # Print version
+
+Arguments:
+  ROOT                              # REQUIRED Root directory
+
+Options:
+  --[no-]debug, -d, --debug         # Print debug information, default: false
+  --[no-]verbose, -v, --verbose     # Print verbose information, default: false
+  --[no-]xyzzy, -x, --xyzzy         # Magic, default: false
+  --help, -h                        # Print this help
+
+Examples:
+  bin_cli.rb start path/to/root # Start Foo at root directory
+== Start Footer ==
+== Base Global Footer ==
+
+
+=end
+
+
+module Dry::CLI::Banner
+  class << self
+    alias_method :original_call, :call
+
+    # Overwrites the original 'call' method to accommodate a custom header and footer
+    # for the help text.
+    # @param command [Class] the the command class
+    # @param name [String] command line without help option
+    # @return [String] modified help text
+
+    def call(command, name)
+      help_text = original_call(command, name)
+
+			my_header, my_footer = command_help_wrapper(command)
+
+      help_text.prepend(my_header)
+      help_text += my_footer
+
+      help_text
+    end
+
+
+    # Provides the header and footer for the received command.
+    # @param command [Class] the command class
+    # @return [Array<String>] an array with the header at the 0 index and
+    #                         the footer at the 1 index
+
+    def command_help_wrapper(command)
+    	global_header 	= Dry::CLI::Command.global_header
+    	global_footer 	= Dry::CLI::Command.global_footer
+      command_header 	= command.header
+      command_footer 	= command.footer
+
+      my_header = ""
+      my_header += global_header + "\n"	unless (global_header.nil? || global_header.empty?)
+      my_header += command_header+ "\n" unless (command_header.nil?|| command_header.empty?)
+
+      my_footer = ""
+      my_footer += "\n" + command_footer 	unless (command_footer.nil?|| command_footer.empty?)
+      my_footer += "\n" + global_footer 	unless (global_footer.nil? || global_footer.empty?)
+
+    	[my_header, my_footer]
+    end
+  end
+end
+
+
+module Dry::CLI::Usage
+  class << self
+    alias_method :original_call, :call
+
+    # Overwrites the original 'call' method to allow a global header
+    # and footer wrap for the help text.
+    # @return [String] modified help text
+
+    def call(result)
+    	help_text = original_call(result)
+
+    	global_header 	= Dry::CLI::Command.global_header
+    	global_footer 	= Dry::CLI::Command.global_footer
+
+    	help_text.prepend(global_header + "\n") unless (global_header.nil? || global_header.empty?)
+    	help_text += "\n" + global_footer 			unless (global_footer.nil? || global_footer.empty?)
+
+    	help_text
+    end
+  end
+end
+
+
+class Dry::CLI::Command
+  # Provides a way to set a custom, command specific header.
+  # @param a_string [String] optional, header text
+  # @return [String] header text
+
+  def self.header(a_string=nil)
+		if a_string.nil?
+			@header_string
+		else
+			@header_string = a_string
+		end
+	end
+
+
+  # Provides a way to set a custom, command specific footer.
+  # @param a_string [String] optional, footer text
+  # @return [String] footer text
+
+	def self.footer(a_string=nil)
+		if a_string.nil?
+			@footer_string
+		else
+			@footer_string = a_string
+		end
+	end
+
+
+  # Provides a way to set a global custom header to overwrite the default one.
+  # @param a_string [String] optional, global header text
+  # @return [String] global header text
+
+	def self.global_header(a_string=nil)
+		if a_string.nil?
+			@@global_header_string
+		else
+			@@global_header_string = a_string
+		end
+	end
+
+
+  # Provides a way to set a global custom footer to overwrite the default one.
+  # @param a_string [String] optional, global footer text
+  # @return [String] global footer text
+
+	def self.global_footer(a_string=nil)
+		if a_string.nil?
+			@@global_footer_string
+		else
+			@@global_footer_string = a_string
+		end
+	end
+end
+
+
+# Add option value transformation based upon the value of the
+# option's "type:" parameter.
+
+module Dry::CLI::Parser
+  TRANSFORMERS = {
+    integer:  -> (v) { v&.to_i },
+    float:    -> (v) { v&.to_f }
+  }
+
+  def self.call(command, arguments, prog_name)
+    original_arguments = arguments.dup
+    parsed_options = {}
+
+    OptionParser.new do |opts|
+      command.options.each do |option|
+        opts.on(*option.parser_options) do |value|
+          if TRANSFORMERS.has_key?(option.options[:type])
+            value = TRANSFORMERS[option.options[:type]].call(value)
+          end
+
+          parsed_options[option.name.to_sym] = value
+        end
+      end
+
+      opts.on_tail("-h", "--help") do
+        return Result.help
+      end
+    end.parse!(arguments)
+
+    parsed_options = command.default_params.merge(parsed_options)
+    parse_required_params(command, arguments, prog_name, parsed_options)
+  rescue ::OptionParser::ParseError
+    Result.failure("ERROR: \"#{prog_name}\" was called with arguments \"#{original_arguments.join(" ")}\"") # rubocop:disable Metrics/LineLength
+  end
+end
+