sqa 0.0.22 → 0.0.24

data/lib/sqa/cli.rb

@@ -1,135 +1,40 @@
 # lib/sqa/cli.rb
 
+require 'dry/cli'
 
 require_relative '../sqa'
+require_relative 'commands'
 
-# SMELL:  Architectyre has become confused between CLI and Command
-
-# TODO: Fix the mess between CLI and Command
-
-
-module SQA
-	class CLI
-    include TTY::Option
-
-    header "Stock Quantitative Analysis (SQA)"
-    footer "WARNING: This is a toy, a play thing, not intended for serious use."
-
-    program "sqa"
-    desc    "A collection of things"
-
-    example "sqa -c ~/.sqa.yml -p portfolio.csv -t trades.csv --data-dir ~/sqa_data"
-
-
-    option :config_file do
-      short "-c string"
-      long  "--config string"
-      desc  "Path to the config file"
+module SQA::CLI
+  class << self
+    def run!
+      Dry::CLI.new(SQA::Commands).call
     end
+  end
+end
 
-    option :log_level do
-      short   "-l string"
-      long    "--log_level string"
-      # default SQA.config.log_level
-      desc    "Set the log level (debug, info, warn, error, fatal)"
-    end
 
-    option :portfolio do
-      short   "-p string"
-      long    "--portfolio string"
-      # default SQA.config.portfolio_filename
-      desc    "Set the filename of the portfolio"
-    end
 
 
-    option :trades do
-      short   "-t string"
-      long    "--trades string"
-      # default SQA.config.trades_filename
-      desc    "Set the filename into which trades are stored"
-    end
+__END__
 
 
-    option :data_dir do
-      long    "--data-dir string"
-      # default SQA.config.data_dir
-      desc    "Set the directory for the SQA data"
-    end
 
-    option :dump_config do
-      long "--dump-config path_to_file"
-      desc "Dump the current configuration"
-    end
 
-    flag :help do
-      short "-h"
-      long "--help"
-      desc "Print usage"
-    end
+    # header "Stock Quantitative Analysis (SQA)"
+    # footer "WARNING: This is a toy, a play thing, not intended for serious use."
 
-    flag :version do
-      long "--version"
-      desc "Print version"
-    end
+    # program "sqa"
+    # desc    "A collection of things"
 
-    flag :debug do
-      short   "-d"
-      long    "--debug"
-      # default SQA.config.debug
-      desc    "Turn on debugging output"
-    end
 
-    flag :verbose do
-      short   "-v"
-      long    "--verbose"
-      # default SQA.config.debug
-      desc    "Print verbosely"
-    end
 
-    class << self
-      @@subclasses          = []
-      @@commands_available  = []
-
-      def names
-        '['+ @@commands_available.join('|')+']'
-      end
-
-      def inherited(subclass)
-        super
-        @@subclasses          << subclass
-        @@commands_available  << subclass.command.join
-      end
-
-      def command_descriptions
-        help_block = "Optional Command Available:"
-
-        @@commands_available.size.times do |x|
-          klass = @@subclasses[x]
-          help_block << "\n  " + @@commands_available[x] + " - "
-          help_block << klass.desc.join
-        end
-
-        help_block
-      end
 
+    class << self
 
       ##################################################
       def run(argv = ARGV)
-        cli    = new
-        parser = cli.parse(argv)
-        params = parser.params
 
-        if params[:help]
-          print parser.help
-          exit(0)
-
-        elsif params.errors.any?
-          puts params.errors.summary
-          exit(1)
-
-        elsif params[:version]
-          puts SQA.version
-          exit(0)
 
         elsif params[:dump_config]
           SQA.config.config_file  = params[:dump_config]
@@ -144,30 +49,14 @@ module SQA
           SQA.config.from_file
         end
 
+
+
         # Override the defaults <- envars <- config file <- cli parameters
         SQA.config.merge!(remove_temps params.to_h)
 
-        if SQA.debug? || SQA.verbose?
-          debug_me("config after CLI parameters"){[
-            "SQA.config"
-          ]}
-        end
-      end
 
-      def remove_temps(a_hash)
-        temps = %i[ help version dump ]
-        # debug_me{[ :a_hash ]}
-        a_hash.reject{|k, _| temps.include? k}
       end
     end
 	end
 end
 
-require_relative 'analysis'
-require_relative 'web'
-
-# First Load TTY-Option's command content with all available commands
-# then these have access to the entire ObjectSpace ...
-SQA::CLI.command SQA::CLI.names
-SQA::CLI.example SQA::CLI.command_descriptions
-

data/lib/sqa/{analysis.rb → commands/analysis.rb}

@@ -1,18 +1,26 @@
-# lib/sqa/command/analysis.rb
+# sqa/lib/sqa/commands/analysis.rb
 
-module SQA
-	class Analysis < CLI
-    include TTY::Option
+class Commands::Analysis < Commands::Base
+  VERSION = "0.0.1-analysis"
 
-    command "Analysis"
+  Commands.register "analysis", self
 
-    desc "Provide an Analysis of a Portfolio"
+  desc "Provide an Analysis of a Portfolio"
 
 
-		def initialize
-      # TODO: something
-		end
+	def initialize
+    # TODO: something
 	end
+
+  def call(params)
+    config = super
+
+    puts <<~EOS
+      ##################################
+      ## Running the Analysis Command ##
+      ##################################
+    EOS
+  end
 end
 
 __END__
@@ -270,11 +278,6 @@ tickers.each do |ticker|
   values << row
 end
 
-# debug_me{[
-#   :result
-# ]}
-
-
 the_table = TTY::Table.new(headers, values)
 
 puts

data/lib/sqa/commands/base.rb

@@ -0,0 +1,139 @@
+# .../sqa/cli/commands/base.rb
+
+# SQA.config will be built with its defaults
+# and envar over-rides BEFORE a command is
+# process.  This means that options do not
+# need to have a "default" value.
+
+# Establish a Base command class that has global options
+# available to all commands.
+
+class Commands::Base < Dry::CLI::Command
+  # keys from Dry::Cli options which we do not want in the
+  # config object.
+  IGNORE_OPTIONS = %i[ version ]
+
+  global_header <<~EOS
+
+    SQA - Stock Quantitative Analysis
+    by: MadBomber
+
+    This is a work in progress.  It is not fit for anything
+    other than play time.  ** Do not ** use it to make any
+    kind of serious trading decisions.
+
+  EOS
+
+  global_footer <<~EOS
+
+    SARNING: This product is a work in progress.  DO NOT USE
+    for serious trading decisions.
+
+    Copyright (c) 2023 - MadBomber Software
+
+  EOS
+
+  option :debug,
+    required: false,
+    type:     :boolean,
+    desc:     'Print debug information',
+    aliases:  %w[-d --debug]
+
+  option :verbose,
+    required: false,
+    type:     :boolean,
+    desc:     'Print verbose information',
+    aliases:  %w[-v --verbose]
+
+
+  option :version,
+    required: false,
+    type:     :boolean,
+    default:  false,
+    desc:     'Print version(s) and exit',
+    aliases:  %w[--version]
+
+
+  option :config_file,
+    required: false,
+    type:     :string,
+    desc:     "Path to the config file"
+
+
+  option :log_level,
+    required: false,
+    type:     :string,
+    values:   %w[debug info warn error fatal ],
+    desc:     "Set the log level"
+
+
+  option :portfolio,
+    required: false,
+    aliases:  %w[ --portfolio --folio --file -f ],
+    type:     :string,
+    desc:     "Set the filename of the portfolio"
+
+
+  option :trades,
+    required: false,
+    aliases:  %w[ --trades ],
+    type:     :string,
+    desc:     "Set the filename into which trades are stored"
+
+
+  option :data_dir,
+    required: false,
+    aliases:  %w[ --data-dir --data --dir ],
+    type:     :string,
+    desc:     "Set the directory for the SQA data"
+
+
+  option :dump_config,
+    required: false,
+    type:     :string,
+    desc:     "Dump the current configuration to a file"
+
+
+  # All command class call methods should start with
+  # super so that this method is invoked.
+  #
+  # params is a Hash from Dry::CLI where keys are Symbol
+
+  def call(params)
+    show_versions_and_exit if params[:version]
+
+    unless params[:config_file].nil? || params[:config_file].empty?
+      SQA.config.config_file = params[:config_file]
+      SQA.config.from_file
+    end
+
+    update_config(params)
+
+    unless params[:dump_config].nil? || params[:dump_config].empty?
+      SQA.config.config_file = params[:dump_config]
+      SQA.config.dump_file
+    end
+
+    SQA.config
+  end
+
+  ################################################
+  private
+
+  def show_versions_and_exit
+    self.class.ancestors.each do |ancestor|
+      next unless ancestor.const_defined?(:VERSION)
+      puts "#{ancestor}: #{ancestor::VERSION}"
+    end
+
+    puts "SQA: #{SQA::VERSION}" if SQA.const_defined?(:VERSION)
+
+    exit(0)
+  end
+
+  def update_config(params)
+    SQA.config.inject_additional_properties
+    my_hash = params.reject { |key, _| IGNORE_OPTIONS.include?(key) }
+    SQA.config.merge!(my_hash)
+  end
+end

data/lib/sqa/{web.rb → commands/web.rb}

@@ -1,63 +1,103 @@
-# lib/sqa/command/web.rb
+# sqa/lib/sqa/commands/web.rb
 
-# require 'tty-option'
+class Commands::Web < Commands::Base
+  VERSION = "0.0.1-web"
 
+  Commands.register "web", self
 
-module SQA
-	class Web < CLI
-    include TTY::Option
+  desc "Start a web application"
+
+  option :image,
+    required: true,
+    type:     :string,
+    desc:     "The name of the image to use"
+
+  SQA::PluginManager.new_property(:restart, default: 'no', coerce: String)
+
+  option :restart,
+    aliases:  %w[ --restart ],
+    type:     :string,
+    default:  "no",
+    values:   %w[ no on-failure always unless-stopped ],
+    desc:     "Restart policy to apply when a container exits"
+
+  SQA::PluginManager.new_property(:detach, default: 'no', coerce: String)
+
+  option :detach,
+    aliases:  %w[ --detach ],
+    type:     :boolean,
+    default:  false,
+    desc:     "Run container in background and print container ID"
+
+  SQA::PluginManager.new_property(:port, default: 4567, coerce: Integer)
 
-    command "web"
+  option :port,
+    aliases:  %w[ -p --port ],
+    type:     :integer,
+    default:  4567,
+    desc:     "The port where the web app will run"
 
-    desc "Run a web server"
 
-    example "Set working directory (-w)",
-            "  sqa web --port 4567 --data-dir /path/to/dir/ ubuntu pwd"
+	def initialize
+    # TODO: make it happen
+	end
+
 
-    example <<~EOS
-      Do Something
-        sqa web
+  # params is Object from the ARGV parser
+  def call(params)
+    config = super
+
+    puts <<~EOS
+      ###############################
+      ## Running the Web Interface ##
+      ###############################
     EOS
+  end
+end
 
-    argument :image do
-      required
-      desc "The name of the image to use"
-    end
 
-    keyword :restart do
-      default "no"
-      permit %w[no on-failure always unless-stopped]
-      desc "Restart policy to apply when a container exits"
-    end
 
-    flag :detach do
-      long "--detach"
-      desc "Run container in background and print container ID"
+__END__
+
+require 'sinatra/base'
+
+module SQA
+  class Web < Sinatra::Base
+    set :port, SQA.config.port || 4567
+
+    get '/' do
+      "Welcome to SQA Web Interface!"
     end
 
-    option :name do
-      required
-      long "--name string"
-      desc "Assign a name to the container"
+
+    get '/stocks/:ticker' do
+      ticker  = params[:ticker]
+      stock   = SQA::Stock.new(ticker: ticker, source: :alpha_vantage)
+
+      "Stock: #{stock.data.name}, Ticker: #{stock.data.ticker}"
     end
 
-    option :port do
-      arity one_or_more
-      long    "--port integer"
-      default 4567
-      desc    "The port where the web app will run"
+
+    get '/stocks/:ticker/indicators/:indicator' do
+      ticker    = params[:ticker]
+      indicator = params[:indicator]
+      stock     = SQA::Stock.new(ticker: ticker, source: :alpha_vantage)
+
+      indicator_value = SQA::Indicator.send(indicator, stock.df.adj_close_price, 14)
+
+      "Indicator #{indicator} for Stock #{ticker} is #{indicator_value}"
     end
 
+    # TODO: Add more routes as needed to expose more functionality
 
-		def initialize
-      # TODO: make it happen
-		end
-	end
+    # start the server if ruby file executed directly
+    run! if app_file == $0
+  end
 end
 
-__END__
 
 
+###################################################
 #!/usr/bin/env ruby
 # experiments/sinatra_examples/svg_viewer.rb
 # builds on md_viewer.rb

data/lib/sqa/commands.rb

@@ -0,0 +1,22 @@
+# sqa/lib/sqa/commands.rb
+
+# Adds command options to SQA.config
+require_relative "plugin_manager"
+
+module SQA::Commands
+	# Establish the command registry
+  extend Dry::CLI::Registry
+end
+
+Commands = SQA::Commands
+
+
+load_these_first = [
+  "#{__dir__}/commands/base.rb",
+].each { |file| require_relative file }
+
+Dir.glob("#{__dir__}/commands/*.rb")
+  .reject{|file| load_these_first.include? file}
+  .each do |file|
+  require_relative file
+end

data/lib/sqa/config.rb

@@ -6,10 +6,18 @@
 #   config file ..... overrides envar
 #   command line parameters ...... overrides config file
 
+require 'yaml'
+require 'toml-rb'
 
 module SQA
+  # class Config < Hashie::Trash
+  #   include Hashie::Extensions::IgnoreUndeclared
+  #   include Hashie::Extensions::Coercion
+
+
 	class Config < Hashie::Dash
     include Hashie::Extensions::Dash::PropertyTranslation
+    include Hashie::Extensions::MethodAccess
     include Hashie::Extensions::Coercion
 
     # FIXME:  Getting undefined error PredefinedValues
@@ -19,7 +27,8 @@ module SQA
     #
     # include Hashie::Extensions::Dash::PredefinedValues
 
-    property :config_file   #,a String filepath for the current config overriden by cli options
+    property :command       # a String currently, nil, analysis or web
+    property :config_file   # a String filepath for the current config overriden by cli options
     property :dump_config   # a String filepath into which to dump the current config
 
     property :data_dir,     default: Nenv.home + "/sqa_data"
@@ -111,13 +120,10 @@ module SQA
         raise BadParameterError, "No config file given"
       end
 
-      if  File.exist?(config_file)    &&
-          File.file?(config_file)     &&
-          File.writable?(config_file)
-        type = File.extname(config_file).downcase
-      else
-        type = "invalid"
-      end
+      `touch #{config_file}`
+      # unless  File.exist?(config_file)
+
+      type = File.extname(config_file).downcase
 
       if ".json" == type
         dump_json
@@ -129,7 +135,14 @@ module SQA
         dump_toml
 
       else
-        raise BadParameterError, "Invalid Config File: #{config_file}"
+        raise BadParameterError, "Invalid Config File Type: #{config_file}"
+      end
+    end
+
+    # Method to dynamically extend properties from external sources (e.g., plugins)
+    def inject_additional_properties
+      SQA::PluginManager.registered_properties.each do |prop, options|
+        self.class.property(prop, options)
       end
     end
 

data/lib/sqa/data_frame/yahoo_finance.rb

@@ -78,3 +78,4 @@ class SQA::DataFrame
     end
   end
 end
+

data/lib/sqa/indicator/average_true_range.rb

@@ -13,8 +13,6 @@ class SQA::Indicator; class << self
     true_ranges = true_range(high_prices, low_prices, close_prices)
     atr_values  = []
 
-    # debug_me{[ :period, :true_ranges ]}
-
     window_span = period - 1
 
     true_ranges.size.times do |inx|
@@ -25,14 +23,6 @@ class SQA::Indicator; class << self
 
       window    = true_ranges[start_inx..end_inx]
 
-      # debug_me{[
-      #   :inx,
-      #   :start_inx,
-      #   :end_inx,
-      #   :window,
-      #   "window.mean"
-      # ]}
-
       atr_values << window.mean
     end
 

data/lib/sqa/init.rb

@@ -23,7 +23,7 @@ module SQA
 			# @@config = Config.new
 
 			if defined? CLI
-				CLI.run(argv)
+				CLI.run!    # TODO: how to parse a fake argv?  (argv)
 			else
 				# There are no real command line parameters
 				# because the sqa gem is being required within

data/lib/sqa/plugin_manager.rb

@@ -0,0 +1,20 @@
+# lib/sqa/plugin_manager.rb
+
+# This class gives plug-in commands a way
+# to extend the SQA::Config class propertities.
+
+module SQA
+  class PluginManager
+    @registered_properties = {}
+
+    class << self
+      attr_accessor :registered_properties
+
+      # name (Symbol)
+
+      def new_property(name, options = {})
+        @registered_properties[name.to_sym] = options
+      end
+    end
+  end
+end

data/lib/sqa/stock.rb

@@ -16,6 +16,11 @@ class SQA::Stock
   attr_accessor :klass        # class of historical and current prices
   attr_accessor :transformers # procs for changing column values from String to Numeric
 
+  # Holds the SQA::Strategy class name which seems to work
+  # the best for this stock.
+  attr_accessor :strategy  # TODO: make part of the @data object
+
+
   def initialize(
         ticker:,
         source: :alpha_vantage
@@ -146,6 +151,30 @@ class SQA::Stock
   end
 
 
+  def associate_best_strategy(strategies)
+    best_strategy = nil
+    best_accuracy = 0
+
+    strategies.each do |strategy|
+      accuracy = evaluate_strategy(strategy)
+
+      if accuracy > best_accuracy
+        best_strategy = strategy
+        best_accuracy = accuracy
+      end
+    end
+
+    self.strategy = best_strategy
+  end
+
+
+  def evaluate_strategy(strategy)
+    # TODO: Implement this method to evaluate the accuracy of the strategy
+    #       on the historical data of this stock.
+  end
+
+
+
   #############################################
   ## Class Methods