sqa 0.0.24 → 0.0.31
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/.goose/memory/development.txt +3 -0
- data/.semver +6 -0
- data/ARCHITECTURE.md +648 -0
- data/CHANGELOG.md +82 -0
- data/CLAUDE.md +653 -0
- data/COMMITS.md +196 -0
- data/DATAFRAME_ARCHITECTURE_REVIEW.md +421 -0
- data/NEXT-STEPS.md +154 -0
- data/README.md +812 -262
- data/TASKS.md +358 -0
- data/TEST_RESULTS.md +140 -0
- data/TODO.md +42 -0
- data/_notes.txt +25 -0
- data/bin/sqa-console +11 -0
- data/data/talk_talk.json +103284 -0
- data/develop_summary.md +313 -0
- data/docs/advanced/backtesting.md +206 -0
- data/docs/advanced/ensemble.md +68 -0
- data/docs/advanced/fpop.md +153 -0
- data/docs/advanced/index.md +112 -0
- data/docs/advanced/multi-timeframe.md +67 -0
- data/docs/advanced/pattern-matcher.md +75 -0
- data/docs/advanced/portfolio-optimizer.md +79 -0
- data/docs/advanced/portfolio.md +166 -0
- data/docs/advanced/risk-management.md +210 -0
- data/docs/advanced/strategy-generator.md +158 -0
- data/docs/advanced/streaming.md +209 -0
- data/docs/ai_and_ml.md +80 -0
- data/docs/api/dataframe.md +1115 -0
- data/docs/api/index.md +126 -0
- data/docs/assets/css/custom.css +88 -0
- data/docs/assets/js/mathjax.js +18 -0
- data/docs/concepts/index.md +68 -0
- data/docs/contributing/index.md +60 -0
- data/docs/data-sources/index.md +66 -0
- data/docs/data_frame.md +317 -97
- data/docs/factors_that_impact_price.md +26 -0
- data/docs/finviz.md +11 -0
- data/docs/fx_pro_bit.md +25 -0
- data/docs/genetic_programming.md +104 -0
- data/docs/getting-started/index.md +123 -0
- data/docs/getting-started/installation.md +229 -0
- data/docs/getting-started/quick-start.md +244 -0
- data/docs/i_gotta_an_idea.md +22 -0
- data/docs/index.md +163 -0
- data/docs/indicators/index.md +97 -0
- data/docs/indicators.md +110 -24
- data/docs/options.md +8 -0
- data/docs/strategies/bollinger-bands.md +146 -0
- data/docs/strategies/consensus.md +64 -0
- data/docs/strategies/custom.md +310 -0
- data/docs/strategies/ema.md +53 -0
- data/docs/strategies/index.md +92 -0
- data/docs/strategies/kbs.md +164 -0
- data/docs/strategies/macd.md +96 -0
- data/docs/strategies/market-profile.md +54 -0
- data/docs/strategies/mean-reversion.md +58 -0
- data/docs/strategies/rsi.md +95 -0
- data/docs/strategies/sma.md +55 -0
- data/docs/strategies/stochastic.md +63 -0
- data/docs/strategies/volume-breakout.md +54 -0
- data/docs/tags.md +7 -0
- data/docs/true_strength_index.md +46 -0
- data/docs/weighted_moving_average.md +48 -0
- data/examples/README.md +354 -0
- data/examples/advanced_features_example.rb +350 -0
- data/examples/fpop_analysis_example.rb +191 -0
- data/examples/genetic_programming_example.rb +148 -0
- data/examples/kbs_strategy_example.rb +208 -0
- data/examples/pattern_context_example.rb +300 -0
- data/examples/rails_app/Gemfile +34 -0
- data/examples/rails_app/README.md +416 -0
- data/examples/rails_app/app/assets/javascripts/application.js +107 -0
- data/examples/rails_app/app/assets/stylesheets/application.css +659 -0
- data/examples/rails_app/app/controllers/analysis_controller.rb +11 -0
- data/examples/rails_app/app/controllers/api/v1/stocks_controller.rb +227 -0
- data/examples/rails_app/app/controllers/application_controller.rb +22 -0
- data/examples/rails_app/app/controllers/backtest_controller.rb +11 -0
- data/examples/rails_app/app/controllers/dashboard_controller.rb +21 -0
- data/examples/rails_app/app/controllers/portfolio_controller.rb +7 -0
- data/examples/rails_app/app/views/analysis/show.html.erb +209 -0
- data/examples/rails_app/app/views/backtest/show.html.erb +171 -0
- data/examples/rails_app/app/views/dashboard/index.html.erb +118 -0
- data/examples/rails_app/app/views/dashboard/show.html.erb +408 -0
- data/examples/rails_app/app/views/errors/show.html.erb +17 -0
- data/examples/rails_app/app/views/layouts/application.html.erb +60 -0
- data/examples/rails_app/app/views/portfolio/index.html.erb +33 -0
- data/examples/rails_app/bin/rails +6 -0
- data/examples/rails_app/config/application.rb +45 -0
- data/examples/rails_app/config/boot.rb +5 -0
- data/examples/rails_app/config/database.yml +18 -0
- data/examples/rails_app/config/environment.rb +11 -0
- data/examples/rails_app/config/routes.rb +26 -0
- data/examples/rails_app/config.ru +8 -0
- data/examples/realtime_stream_example.rb +274 -0
- data/examples/sinatra_app/Gemfile +22 -0
- data/examples/sinatra_app/QUICKSTART.md +159 -0
- data/examples/sinatra_app/README.md +461 -0
- data/examples/sinatra_app/app.rb +344 -0
- data/examples/sinatra_app/config.ru +5 -0
- data/examples/sinatra_app/public/css/style.css +659 -0
- data/examples/sinatra_app/public/js/app.js +107 -0
- data/examples/sinatra_app/views/analyze.erb +306 -0
- data/examples/sinatra_app/views/backtest.erb +325 -0
- data/examples/sinatra_app/views/dashboard.erb +419 -0
- data/examples/sinatra_app/views/error.erb +58 -0
- data/examples/sinatra_app/views/index.erb +118 -0
- data/examples/sinatra_app/views/layout.erb +61 -0
- data/examples/sinatra_app/views/portfolio.erb +43 -0
- data/examples/strategy_generator_example.rb +346 -0
- data/hsa_portfolio.csv +11 -0
- data/justfile +0 -0
- data/lib/api/alpha_vantage_api.rb +462 -0
- data/lib/sqa/backtest.rb +329 -0
- data/lib/sqa/data_frame/alpha_vantage.rb +43 -65
- data/lib/sqa/data_frame/data.rb +92 -0
- data/lib/sqa/data_frame/yahoo_finance.rb +35 -43
- data/lib/sqa/data_frame.rb +148 -243
- data/lib/sqa/ensemble.rb +359 -0
- data/lib/sqa/fpop.rb +199 -0
- data/lib/sqa/gp.rb +259 -0
- data/lib/sqa/indicator.rb +5 -8
- data/lib/sqa/init.rb +15 -8
- data/lib/sqa/market_regime.rb +240 -0
- data/lib/sqa/multi_timeframe.rb +379 -0
- data/lib/sqa/pattern_matcher.rb +497 -0
- data/lib/sqa/portfolio.rb +260 -6
- data/lib/sqa/portfolio_optimizer.rb +377 -0
- data/lib/sqa/risk_manager.rb +442 -0
- data/lib/sqa/seasonal_analyzer.rb +209 -0
- data/lib/sqa/sector_analyzer.rb +300 -0
- data/lib/sqa/stock.rb +67 -125
- data/lib/sqa/strategy/bollinger_bands.rb +42 -0
- data/lib/sqa/strategy/consensus.rb +5 -2
- data/lib/sqa/strategy/kbs_strategy.rb +470 -0
- data/lib/sqa/strategy/macd.rb +46 -0
- data/lib/sqa/strategy/mp.rb +1 -1
- data/lib/sqa/strategy/stochastic.rb +60 -0
- data/lib/sqa/strategy/volume_breakout.rb +57 -0
- data/lib/sqa/strategy.rb +5 -0
- data/lib/sqa/strategy_generator.rb +947 -0
- data/lib/sqa/stream.rb +361 -0
- data/lib/sqa/version.rb +1 -7
- data/lib/sqa.rb +23 -16
- data/main.just +81 -0
- data/mkdocs.yml +288 -0
- data/trace.log +0 -0
- metadata +261 -51
- data/bin/sqa +0 -6
- data/lib/patches/dry-cli.rb +0 -228
- data/lib/sqa/activity.rb +0 -10
- data/lib/sqa/cli.rb +0 -62
- data/lib/sqa/commands/analysis.rb +0 -309
- data/lib/sqa/commands/base.rb +0 -139
- data/lib/sqa/commands/web.rb +0 -199
- data/lib/sqa/commands.rb +0 -22
- data/lib/sqa/constants.rb +0 -23
- data/lib/sqa/indicator/average_true_range.rb +0 -33
- data/lib/sqa/indicator/bollinger_bands.rb +0 -28
- data/lib/sqa/indicator/candlestick_pattern_recognizer.rb +0 -60
- data/lib/sqa/indicator/donchian_channel.rb +0 -29
- data/lib/sqa/indicator/double_top_bottom_pattern.rb +0 -34
- data/lib/sqa/indicator/elliott_wave_theory.rb +0 -57
- data/lib/sqa/indicator/exponential_moving_average.rb +0 -25
- data/lib/sqa/indicator/exponential_moving_average_trend.rb +0 -36
- data/lib/sqa/indicator/fibonacci_retracement.rb +0 -23
- data/lib/sqa/indicator/head_and_shoulders_pattern.rb +0 -26
- data/lib/sqa/indicator/market_profile.rb +0 -32
- data/lib/sqa/indicator/mean_reversion.rb +0 -37
- data/lib/sqa/indicator/momentum.rb +0 -28
- data/lib/sqa/indicator/moving_average_convergence_divergence.rb +0 -29
- data/lib/sqa/indicator/peaks_and_valleys.rb +0 -29
- data/lib/sqa/indicator/predict_next_value.rb +0 -202
- data/lib/sqa/indicator/relative_strength_index.rb +0 -47
- data/lib/sqa/indicator/simple_moving_average.rb +0 -24
- data/lib/sqa/indicator/simple_moving_average_trend.rb +0 -32
- data/lib/sqa/indicator/stochastic_oscillator.rb +0 -68
- data/lib/sqa/indicator/true_range.rb +0 -39
- data/lib/sqa/trade.rb +0 -26
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# alpha_vantage_api.rb
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require 'faraday'
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require 'json'
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# TODO: Reorganize the methods by category
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# Market Data
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# Technical Indicators
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# Trading
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# Economic Indicators
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# Digital and Forex
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#
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class AlphaVantageAPI
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BASE_URL = 'https://www.alphavantage.co/query'.freeze
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def initialize(api_key)
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@api_key = api_key
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@connection = Faraday.new(url: BASE_URL)
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end
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def query( function:,
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symbol: nil,
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interval: nil,
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time_period: nil,
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series_type: nil,
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market: nil,
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**extra
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)
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response = @connection.get do |req|
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req.params['apikey'] = @api_key
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req.params['function'] = function
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req.params['symbol'] = symbol if symbol
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req.params['interval'] = interval if interval
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req.params['time_period'] = time_period if time_period
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req.params['series_type'] = series_type if series_type
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req.params['market'] = market if market
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extra.each { |key, value| req.params[key.to_s] = value if value }
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end
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JSON.parse(response.body)
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rescue Faraday::Error => e
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{ error: "Failed to retrieve data: #{e.message}" }
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end
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def ad(symbol:, interval:)
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query(function: 'AD', symbol: symbol, interval: interval)
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end
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def adosc(symbol:, interval:, fastperiod:, slowperiod:)
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query(function: 'ADOSC', symbol: symbol, interval: interval, fastperiod: fastperiod, slowperiod: slowperiod)
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end
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def adx(symbol:, interval:, time_period:)
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query(function: 'ADX', symbol: symbol, interval: interval, time_period: time_period)
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end
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def all_commodities(interval:)
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query(function: 'ALL_COMMODITIES', interval: interval)
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end
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def aluminum(interval:)
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query(function: 'ALUMINUM', interval: interval)
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end
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def apo(symbol:, interval:, series_type:, fastperiod:, matype:)
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query(function: 'APO', symbol: symbol, interval: interval, series_type: series_type, fastperiod: fastperiod, matype: matype)
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end
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def aroon(symbol:, interval:, time_period:)
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query(function: 'AROON', symbol: symbol, interval: interval, time_period: time_period)
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end
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def balance_sheet(symbol:)
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query(function: 'BALANCE_SHEET', symbol: symbol)
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end
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def crypto_intraday(symbol:, market:, interval:, outputsize: nil, datatype: nil)
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query(function: 'CRYPTO_INTRADAY', symbol: symbol, market: market, interval: interval, outputsize: outputsize, datatype: datatype)
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end
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def currency_exchange_rate(from_currency:, to_currency:)
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query(function: 'CURRENCY_EXCHANGE_RATE', from_currency: from_currency, to_currency: to_currency)
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end
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def earnings(symbol:)
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query(function: 'EARNINGS', symbol: symbol)
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end
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def time_series_daily(symbol:, outputsize: nil, datatype: nil)
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query(function: 'TIME_SERIES_DAILY', symbol: symbol, outputsize: outputsize, datatype: datatype)
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end
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def adxr(symbol:, interval:, time_period:)
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query(function: 'ADXR', symbol: symbol, interval: interval, time_period: time_period)
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end
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def atr(symbol:, interval:, time_period:)
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query(function: 'ATR', symbol: symbol, interval: interval, time_period: time_period)
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end
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def bbands(symbol:, interval:, time_period:, series_type:, nbdevup:, nbdevdn:, matype: nil)
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query(function: 'BBANDS', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type, nbdevup: nbdevup, nbdevdn: nbdevdn, matype: matype)
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end
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def bop(symbol:, interval:)
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query(function: 'BOP', symbol: symbol, interval: interval)
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end
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def cash_flow(symbol:)
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query(function: 'CASH_FLOW', symbol: symbol)
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end
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def cci(symbol:, interval:, time_period:)
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query(function: 'CCI', symbol: symbol, interval: interval, time_period: time_period)
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end
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def cmo(symbol:, interval:, time_period:, series_type:)
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query(function: 'CMO', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type)
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end
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def dema(symbol:, interval:, time_period:, series_type:)
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query(function: 'DEMA', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type)
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end
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def dx(symbol:, interval:, time_period:)
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query(function: 'DX', symbol: symbol, interval: interval, time_period: time_period)
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end
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def earnings_calendar(symbol: nil, horizon: nil)
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query(function: 'EARNINGS_CALENDAR', symbol: symbol, horizon: horizon)
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end
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def ema(symbol:, interval:, time_period:, series_type:)
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query(function: 'EMA', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type)
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end
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def federal_funds_rate(interval:)
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query(function: 'FEDERAL_FUNDS_RATE', interval: interval)
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end
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def ht_dcperiod(symbol:, interval:, series_type:)
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query(function: 'HT_DCPERIOD', symbol: symbol, interval: interval, series_type: series_type)
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end
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def ht_dcphase(symbol:, interval:, series_type:)
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query(function: 'HT_DCPHASE', symbol: symbol, interval: interval, series_type: series_type)
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end
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def ht_phasor(symbol:, interval:, series_type:)
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query(function: 'HT_PHASOR', symbol: symbol, interval: interval, series_type: series_type)
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end
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def ht_sine(symbol:, interval:, series_type:)
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query(function: 'HT_SINE', symbol: symbol, interval: interval, series_type: series_type)
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end
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def ht_trendline(symbol:, interval:, series_type:)
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query(function: 'HT_TRENDLINE', symbol: symbol, interval: interval, series_type: series_type)
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end
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def ht_trendmode(symbol:, interval:, series_type:)
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query(function: 'HT_TRENDMODE', symbol: symbol, interval: interval, series_type: series_type)
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end
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def income_statement(symbol:)
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query(function: 'INCOME_STATEMENT', symbol: symbol)
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end
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def aronosc(symbol:, interval:, time_period:)
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query(function: 'AROONOSC', symbol: symbol, interval: interval, time_period: time_period)
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end
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def brent(interval:)
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179
|
+
query(function: 'BRENT', interval: interval)
|
|
180
|
+
end
|
|
181
|
+
|
|
182
|
+
def coffee(interval:)
|
|
183
|
+
query(function: 'COFFEE', interval: interval)
|
|
184
|
+
end
|
|
185
|
+
|
|
186
|
+
def copper(interval:)
|
|
187
|
+
query(function: 'COPPER', interval: interval)
|
|
188
|
+
end
|
|
189
|
+
|
|
190
|
+
def corn(interval:)
|
|
191
|
+
query(function: 'CORN', interval: interval)
|
|
192
|
+
end
|
|
193
|
+
|
|
194
|
+
def cotton(interval:)
|
|
195
|
+
query(function: 'COTTON', interval: interval)
|
|
196
|
+
end
|
|
197
|
+
|
|
198
|
+
def cpi(interval:)
|
|
199
|
+
query(function: 'CPI', interval: interval)
|
|
200
|
+
end
|
|
201
|
+
|
|
202
|
+
def durables
|
|
203
|
+
query(function: 'DURABLES')
|
|
204
|
+
end
|
|
205
|
+
|
|
206
|
+
def inflation
|
|
207
|
+
query(function: 'INFLATION')
|
|
208
|
+
end
|
|
209
|
+
|
|
210
|
+
def ipo_calendar
|
|
211
|
+
query(function: 'IPO_CALENDAR')
|
|
212
|
+
end
|
|
213
|
+
|
|
214
|
+
def kama(symbol:, interval:, time_period:, series_type:)
|
|
215
|
+
query(function: 'KAMA', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type)
|
|
216
|
+
end
|
|
217
|
+
|
|
218
|
+
def listing_status(date: nil, state: nil)
|
|
219
|
+
query(function: 'LISTING_STATUS', date: date, state: state)
|
|
220
|
+
end
|
|
221
|
+
|
|
222
|
+
def market_status
|
|
223
|
+
query(function: 'MARKET_STATUS')
|
|
224
|
+
end
|
|
225
|
+
|
|
226
|
+
def natural_gas(interval:)
|
|
227
|
+
query(function: 'NATURAL_GAS', interval: interval)
|
|
228
|
+
end
|
|
229
|
+
|
|
230
|
+
def news_sentiment(tickers:, time_from: nil, limit: nil)
|
|
231
|
+
query(function: 'NEWS_SENTIMENT', tickers: tickers, time_from: time_from, limit: limit)
|
|
232
|
+
end
|
|
233
|
+
|
|
234
|
+
def nonfarm_payroll
|
|
235
|
+
query(function: 'NONFARM_PAYROLL')
|
|
236
|
+
end
|
|
237
|
+
|
|
238
|
+
def real_gdp(interval:)
|
|
239
|
+
query(function: 'REAL_GDP', interval: interval)
|
|
240
|
+
end
|
|
241
|
+
|
|
242
|
+
def real_gdp_per_capita
|
|
243
|
+
query(function: 'REAL_GDP_PER_CAPITA')
|
|
244
|
+
end
|
|
245
|
+
|
|
246
|
+
def retail_sales
|
|
247
|
+
query(function: 'RETAIL_SALES')
|
|
248
|
+
end
|
|
249
|
+
|
|
250
|
+
def sugar(interval:)
|
|
251
|
+
query(function: 'SUGAR', interval: interval)
|
|
252
|
+
end
|
|
253
|
+
|
|
254
|
+
def symbol_search(keywords:, datatype: nil)
|
|
255
|
+
query(function: 'SYMBOL_SEARCH', keywords: keywords, datatype: datatype)
|
|
256
|
+
end
|
|
257
|
+
|
|
258
|
+
def top_gainers_losers
|
|
259
|
+
query(function: 'TOP_GAINERS_LOSERS')
|
|
260
|
+
end
|
|
261
|
+
|
|
262
|
+
def treasury_yield(interval:, maturity:)
|
|
263
|
+
query(function: 'TREASURY_YIELD', interval: interval, maturity: maturity)
|
|
264
|
+
end
|
|
265
|
+
|
|
266
|
+
def unemployment
|
|
267
|
+
query(function: 'UNEMPLOYMENT')
|
|
268
|
+
end
|
|
269
|
+
|
|
270
|
+
def wheat(interval:)
|
|
271
|
+
query(function: 'WHEAT', interval: interval)
|
|
272
|
+
end
|
|
273
|
+
|
|
274
|
+
def wti(interval:)
|
|
275
|
+
query(function: 'WTI', interval: interval)
|
|
276
|
+
end
|
|
277
|
+
|
|
278
|
+
def digital_currency_daily(symbol:, market:, datatype: 'json')
|
|
279
|
+
query(function: 'DIGITAL_CURRENCY_DAILY', symbol: symbol, market: market, datatype: datatype)
|
|
280
|
+
end
|
|
281
|
+
|
|
282
|
+
def fx_daily(from_symbol:, to_symbol:, outputsize: nil, datatype: 'json')
|
|
283
|
+
query(function: 'FX_DAILY', from_symbol: from_symbol, to_symbol: to_symbol, outputsize: outputsize, datatype: datatype)
|
|
284
|
+
end
|
|
285
|
+
|
|
286
|
+
def global_quote(symbol:, datatype: 'json')
|
|
287
|
+
query(function: 'GLOBAL_QUOTE', symbol: symbol, datatype: datatype)
|
|
288
|
+
end
|
|
289
|
+
|
|
290
|
+
def time_series_daily_adjusted(symbol:, outputsize: nil, datatype: 'json')
|
|
291
|
+
query(function: 'TIME_SERIES_DAILY_ADJUSTED', symbol: symbol, outputsize: outputsize, datatype: datatype)
|
|
292
|
+
end
|
|
293
|
+
|
|
294
|
+
def macd(symbol:, interval:, series_type:, fastperiod: nil, slowperiod: nil, signalperiod: nil, datatype: 'json')
|
|
295
|
+
query(function: 'MACD', symbol: symbol, interval: interval, series_type: series_type, fastperiod: fastperiod, slowperiod: slowperiod, signalperiod: signalperiod, datatype: datatype)
|
|
296
|
+
end
|
|
297
|
+
|
|
298
|
+
|
|
299
|
+
def fx_intraday(from_symbol:, to_symbol:, interval:, outputsize: nil, datatype: 'json')
|
|
300
|
+
query(function: 'FX_INTRADAY', from_symbol: from_symbol, to_symbol: to_symbol, interval: interval, outputsize: outputsize, datatype: datatype)
|
|
301
|
+
end
|
|
302
|
+
|
|
303
|
+
def digital_currency_monthly(symbol:, market:, datatype: 'json')
|
|
304
|
+
query(function: 'DIGITAL_CURRENCY_MONTHLY', symbol: symbol, market: market, datatype: datatype)
|
|
305
|
+
end
|
|
306
|
+
|
|
307
|
+
def digital_currency_weekly(symbol:, market:, datatype: 'json')
|
|
308
|
+
query(function: 'DIGITAL_CURRENCY_WEEKLY', symbol: symbol, market: market, datatype: datatype)
|
|
309
|
+
end
|
|
310
|
+
|
|
311
|
+
def time_series_intraday(symbol:, interval:, outputsize: nil, datatype: 'json')
|
|
312
|
+
query(function: 'TIME_SERIES_INTRADAY', symbol: symbol, interval: interval, outputsize: outputsize, datatype: datatype)
|
|
313
|
+
end
|
|
314
|
+
|
|
315
|
+
def time_series_monthly(symbol:, datatype: 'json')
|
|
316
|
+
query(function: 'TIME_SERIES_MONTHLY', symbol: symbol, datatype: datatype)
|
|
317
|
+
end
|
|
318
|
+
|
|
319
|
+
def time_series_weekly(symbol:, datatype: 'json')
|
|
320
|
+
query(function: 'TIME_SERIES_WEEKLY', symbol: symbol, datatype: datatype)
|
|
321
|
+
end
|
|
322
|
+
|
|
323
|
+
def macd_ext(symbol:, interval:, series_type:, fastperiod: nil, slowperiod: nil, signalperiod: nil, matype: nil, datatype: 'json')
|
|
324
|
+
query(function: 'MACDEXT', symbol: symbol, interval: interval, series_type: series_type, fastperiod: fastperiod, slowperiod: slowperiod, signalperiod: signalperiod, matype: matype, datatype: datatype)
|
|
325
|
+
end
|
|
326
|
+
|
|
327
|
+
def macd(symbol:, interval:, series_type:, time_period:, datatype: 'json')
|
|
328
|
+
query(function: 'MACD', symbol: symbol, interval: interval, series_type: series_type, time_period: time_period, datatype: datatype)
|
|
329
|
+
end
|
|
330
|
+
|
|
331
|
+
def rsi(symbol:, interval:, time_period:, series_type:, datatype: 'json')
|
|
332
|
+
query(function: 'RSI', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type, datatype: datatype)
|
|
333
|
+
end
|
|
334
|
+
|
|
335
|
+
def fx_monthly(from_symbol:, to_symbol:, datatype: 'json')
|
|
336
|
+
query(function: 'FX_MONTHLY', from_symbol: from_symbol, to_symbol: to_symbol, datatype: datatype)
|
|
337
|
+
end
|
|
338
|
+
|
|
339
|
+
def fx_weekly(from_symbol:, to_symbol:, datatype: 'json')
|
|
340
|
+
query(function: 'FX_WEEKLY', from_symbol: from_symbol, to_symbol: to_symbol, datatype: datatype)
|
|
341
|
+
end
|
|
342
|
+
|
|
343
|
+
def mama(symbol:, interval:, series_type:, fastlimit:, slowlimit:, datatype: 'json')
|
|
344
|
+
query(function: 'MAMA', symbol: symbol, interval: interval, series_type: series_type, fastlimit: fastlimit, slowlimit: slowlimit, datatype: datatype)
|
|
345
|
+
end
|
|
346
|
+
|
|
347
|
+
def mfi(symbol:, interval:, time_period:, datatype: 'json')
|
|
348
|
+
query(function: 'MFI', symbol: symbol, interval: interval, time_period: time_period, datatype: datatype)
|
|
349
|
+
end
|
|
350
|
+
|
|
351
|
+
def midpoint(symbol:, interval:, time_period:, series_type:, datatype: 'json')
|
|
352
|
+
query(function: 'MIDPOINT', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type, datatype: datatype)
|
|
353
|
+
end
|
|
354
|
+
|
|
355
|
+
def midprice(symbol:, interval:, time_period:, datatype: 'json')
|
|
356
|
+
query(function: 'MIDPRICE', symbol: symbol, interval: interval, time_period: time_period, datatype: datatype)
|
|
357
|
+
end
|
|
358
|
+
|
|
359
|
+
def minus_di(symbol:, interval:, time_period:, datatype: 'json')
|
|
360
|
+
query(function: 'MINUS_DI', symbol: symbol, interval: interval, time_period: time_period, datatype: datatype)
|
|
361
|
+
end
|
|
362
|
+
|
|
363
|
+
def minus_dm(symbol:, interval:, time_period:, datatype: 'json')
|
|
364
|
+
query(function: 'MINUS_DM', symbol: symbol, interval: interval, time_period: time_period, datatype: datatype)
|
|
365
|
+
end
|
|
366
|
+
|
|
367
|
+
def mom(symbol:, interval:, time_period:, series_type:, datatype: 'json')
|
|
368
|
+
query(function: 'MOM', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type, datatype: datatype)
|
|
369
|
+
end
|
|
370
|
+
|
|
371
|
+
def natr(symbol:, interval:, time_period:, datatype: 'json')
|
|
372
|
+
query(function: 'NATR', symbol: symbol, interval: interval, time_period: time_period, datatype: datatype)
|
|
373
|
+
end
|
|
374
|
+
|
|
375
|
+
def obv(symbol:, interval:, datatype: 'json')
|
|
376
|
+
query(function: 'OBV', symbol: symbol, interval: interval, datatype: datatype)
|
|
377
|
+
end
|
|
378
|
+
|
|
379
|
+
def overview(symbol:, datatype: 'json')
|
|
380
|
+
query(function: 'OVERVIEW', symbol: symbol, datatype: datatype)
|
|
381
|
+
end
|
|
382
|
+
|
|
383
|
+
def plus_di(symbol:, interval:, time_period:, datatype: 'json')
|
|
384
|
+
query(function: 'PLUS_DI', symbol: symbol, interval: interval, time_period: time_period, datatype: datatype)
|
|
385
|
+
end
|
|
386
|
+
|
|
387
|
+
def plus_dm(symbol:, interval:, time_period:, datatype: 'json')
|
|
388
|
+
query(function: 'PLUS_DM', symbol: symbol, interval: interval, time_period: time_period, datatype: datatype)
|
|
389
|
+
end
|
|
390
|
+
|
|
391
|
+
def ppo(symbol:, interval:, series_type:, fastperiod:, slowperiod: nil, matype: nil, datatype: 'json')
|
|
392
|
+
query(function: 'PPO', symbol: symbol, interval: interval, series_type: series_type, fastperiod: fastperiod, slowperiod: slowperiod, matype: matype, datatype: datatype)
|
|
393
|
+
end
|
|
394
|
+
|
|
395
|
+
def roc(symbol:, interval:, time_period:, series_type:, datatype: 'json')
|
|
396
|
+
query(function: 'ROC', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type, datatype: datatype)
|
|
397
|
+
end
|
|
398
|
+
|
|
399
|
+
def rocr(symbol:, interval:, time_period:, series_type:, datatype: 'json')
|
|
400
|
+
query(function: 'ROCR', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type, datatype: datatype)
|
|
401
|
+
end
|
|
402
|
+
|
|
403
|
+
def stoch(symbol:, interval:, fastkperiod: nil, slowkperiod: nil, slowdperiod: nil, slowkmatype: nil, slowdmatype: nil, datatype: 'json')
|
|
404
|
+
query(function: 'STOCH', symbol: symbol, interval: interval, fastkperiod: fastkperiod, slowkperiod: slowkperiod, slowdperiod: slowdperiod, slowkmatype: slowkmatype, slowdmatype: slowdmatype, datatype: datatype)
|
|
405
|
+
end
|
|
406
|
+
|
|
407
|
+
def sar(symbol:, interval:, acceleration:, maximum:, datatype: 'json')
|
|
408
|
+
query(function: 'SAR', symbol: symbol, interval: interval, acceleration: acceleration, maximum: maximum, datatype: datatype)
|
|
409
|
+
end
|
|
410
|
+
|
|
411
|
+
def sma(symbol:, interval:, time_period:, series_type:, datatype: 'json')
|
|
412
|
+
query(function: 'SMA', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type, datatype: datatype)
|
|
413
|
+
end
|
|
414
|
+
|
|
415
|
+
def stochf(symbol:, interval:, fastkperiod: nil, fastdperiod: nil, fastdmatype: nil, datatype: 'json')
|
|
416
|
+
query(function: 'STOCHF', symbol: symbol, interval: interval, fastkperiod: fastkperiod, fastdperiod: fastdperiod, fastdmatype: fastdmatype, datatype: datatype)
|
|
417
|
+
end
|
|
418
|
+
|
|
419
|
+
def t3(symbol:, interval:, time_period:, series_type:, datatype: 'json')
|
|
420
|
+
query(function: 'T3', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type, datatype: datatype)
|
|
421
|
+
end
|
|
422
|
+
|
|
423
|
+
def tema(symbol:, interval:, time_period:, series_type:, datatype: 'json')
|
|
424
|
+
query(function: 'TEMA', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type, datatype: datatype)
|
|
425
|
+
end
|
|
426
|
+
|
|
427
|
+
def time_series_monthly_adjusted(symbol:, datatype: 'json')
|
|
428
|
+
query(function: 'TIME_SERIES_MONTHLY_ADJUSTED', symbol: symbol, datatype: datatype)
|
|
429
|
+
end
|
|
430
|
+
|
|
431
|
+
def time_series_weekly_adjusted(symbol:, datatype: 'json')
|
|
432
|
+
query(function: 'TIME_SERIES_WEEKLY_ADJUSTED', symbol: symbol, datatype: datatype)
|
|
433
|
+
end
|
|
434
|
+
|
|
435
|
+
def trange(symbol:, interval:, datatype: 'json')
|
|
436
|
+
query(function: 'TRANGE', symbol: symbol, interval: interval, datatype: datatype)
|
|
437
|
+
end
|
|
438
|
+
|
|
439
|
+
def trima(symbol:, interval:, time_period:, series_type:, datatype: 'json')
|
|
440
|
+
query(function: 'TRIMA', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type, datatype: datatype)
|
|
441
|
+
end
|
|
442
|
+
|
|
443
|
+
def trix(symbol:, interval:, time_period:, series_type:, datatype: 'json')
|
|
444
|
+
query(function: 'TRIX', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type, datatype: datatype)
|
|
445
|
+
end
|
|
446
|
+
|
|
447
|
+
def ultosc(symbol:, interval:, timeperiod1: nil, timeperiod2: nil, timeperiod3: nil, datatype: 'json')
|
|
448
|
+
query(function: 'ULTOSC', symbol: symbol, interval: interval, timeperiod1: timeperiod1, timeperiod2: timeperiod2, timeperiod3: timeperiod3, datatype: datatype)
|
|
449
|
+
end
|
|
450
|
+
|
|
451
|
+
def vwap(symbol:, interval:, datatype: 'json')
|
|
452
|
+
query(function: 'VWAP', symbol: symbol, interval: interval, datatype: datatype)
|
|
453
|
+
end
|
|
454
|
+
|
|
455
|
+
def willr(symbol:, interval:, time_period:, datatype: 'json')
|
|
456
|
+
query(function: 'WILLR', symbol: symbol, interval: interval, time_period: time_period, datatype: datatype)
|
|
457
|
+
end
|
|
458
|
+
|
|
459
|
+
def wma(symbol:, interval:, time_period:, series_type:, datatype: 'json')
|
|
460
|
+
query(function: 'WMA', symbol: symbol, interval: interval, time_period: time_period, series_type: series_type, datatype: datatype)
|
|
461
|
+
end
|
|
462
|
+
end
|