sqa 0.0.24 → 0.0.31

data/lib/sqa/activity.rb

@@ -1,10 +0,0 @@
-# lib/sqa/activity.rb
-
-# Historical daily stock activity
-# primary id is [ticker, date]
-
-class SQA::Activity < ActiveRecord::Base
-	# belongs_to :stock using ticker as the foreign key
-	# need a unique constraint on [ticker, date]
-	# should date be saved as a Date object or string?
-end

data/lib/sqa/cli.rb

@@ -1,62 +0,0 @@
-# lib/sqa/cli.rb
-
-require 'dry/cli'
-
-require_relative '../sqa'
-require_relative 'commands'
-
-module SQA::CLI
-  class << self
-    def run!
-      Dry::CLI.new(SQA::Commands).call
-    end
-  end
-end
-
-
-
-
-__END__
-
-
-
-
-    # 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"
-
-
-
-
-    class << self
-
-      ##################################################
-      def run(argv = ARGV)
-
-
-        elsif params[:dump_config]
-          SQA.config.config_file  = params[:dump_config]
-          `touch #{SQA.config.config_file}`
-          SQA.config.dump_file
-          exit(0)
-
-        elsif params[:config_file]
-          # Override the defaults <- envars <- config file content
-          params[:config_file]   = SQA.homify params[:config_file]
-          SQA.config.config_file = params[:config_file]
-          SQA.config.from_file
-        end
-
-
-
-        # Override the defaults <- envars <- config file <- cli parameters
-        SQA.config.merge!(remove_temps params.to_h)
-
-
-      end
-    end
-	end
-end
-

data/lib/sqa/commands/analysis.rb

@@ -1,309 +0,0 @@
-# sqa/lib/sqa/commands/analysis.rb
-
-class Commands::Analysis < Commands::Base
-  VERSION = "0.0.1-analysis"
-
-  Commands.register "analysis", self
-
-  desc "Provide an Analysis of a Portfolio"
-
-
-	def initialize
-    # TODO: something
-	end
-
-  def call(params)
-    config = super
-
-    puts <<~EOS
-      ##################################
-      ## Running the Analysis Command ##
-      ##################################
-    EOS
-  end
-end
-
-__END__
-
-
-
-###################################################
-## This is the old thing that got me started ...
-
-#!/usr/bin/env ruby
-# experiments/stocks/analysis.rb
-#
-# Some technical indicators from FinTech gem
-#
-# optional date CLI option in format YYYY-mm-dd
-# if not present uses Date.today
-#
-
-
-INVEST = 1000.00
-
-require 'pathname'
-
-require_relative 'stock'
-require_relative 'datastore'
-
-
-STOCKS = Pathname.pwd + "stocks.txt"
-TRADES = Pathname.pwd + "trades.csv"
-
-TRADES_FILE = File.open(TRADES, 'a')
-
-unless STOCKS.exist?
-  puts
-  puts "ERROR: The 'stocks.txt' file does not exist."
-  puts
-  exot(-1)
-end
-
-require 'debug_me'
-include DebugMe
-
-require 'csv'
-require 'date'
-require 'tty-table'
-
-require 'fin_tech'
-require 'previous_dow'
-
-class NilClass
-  def blank?() = true
-end
-
-class String
-  def blank?() = strip().empty?
-end
-
-class Array
-  def blank?() = empty?
-end
-
-
-def tickers
-  return @tickers unless @tickers.blank?
-
-  @tickers = []
-
-  STOCKS.readlines.each do |a_line|
-    ticker_symbol = a_line.chomp.strip.split()&.first&.downcase
-    next if ticker_symbol.blank? || '#' == ticker_symbol
-    @tickers << ticker_symbol unless @tickers.include?(ticker_symbol)
-  end
-
-  @tickers.sort!
-end
-
-given_date = ARGV.first ? Date.parse(ARGV.first) : Date.today
-
-start_date  = Date.new(2019, 1, 1)
-end_date    = previous_dow(:friday, given_date)
-
-ASOF = end_date.to_s.tr('-','')
-
-
-#######################################################################
-# download a CSV file from https://query1.finance.yahoo.com
-# given a stock ticker symbol as a String
-# start and end dates
-#
-# For ticker "aapl" the downloaded file will be named "aapl.csv"
-# That filename will be renamed to "aapl_YYYYmmdd.csv" where the
-# date suffix is the end_date of the historical data.
-#
-def download_historical_prices(ticker, start_date, end_date)
-  data_path       = Pathname.pwd + "#{ticker}_#{ASOF}.csv"
-  return if data_path.exist?
-
-  mew_path        = Pathname.pwd + "#{ticker}.csv"
-
-  start_timestamp = start_date.to_time.to_i
-  end_timestamp   = end_date.to_time.to_i
-  ticker_upcase   = ticker.upcase
-  filename        = "#{ticker.downcase}.csv"
-
-  `curl -o #{filename} "https://query1.finance.yahoo.com/v7/finance/download/#{ticker_upcase}?period1=#{start_timestamp}&period2=#{end_timestamp}&interval=1d&events=history&includeAdjustedClose=true"`
-
-  mew_path.rename data_path
-end
-
-
-#######################################################################
-# Read the CSV file associated with the give ticker symbol
-# and the ASOF date.
-#
-def read_csv(ticker)
-  filename  = "#{ticker.downcase}_#{ASOF}.csv"
-  data      = []
-
-  CSV.foreach(filename, headers: true) do |row|
-    data << row.to_h
-  end
-
-  data
-end
-
-##########################
-# record a recommend trade
-
-def trade(ticker, signal, shares, price)
-  TRADES_FILE.puts "#{ticker},#{ASOF},#{signal},#{shares},#{price}"
-end
-
-#######################################################################
-###
-##  Main
-#
-
-
-tickers.each do |ticker|
-  download_historical_prices(ticker, start_date, end_date)
-end
-
-result = {}
-
-mwfd = 14 # moving_window_forcast_days
-
-headers = %w[ Ticker AdjClose Trend Slope M'tum RSI Analysis MACD Target Signal $]
-values  = []
-
-tickers.each do |ticker|
-
-  data            = read_csv ticker
-  prices          = data.map{|r| r["Adj Close"].to_f}
-  volumes         = data.map{|r| r["volume"].to_f}
-
-  if data.blank?
-    puts
-    puts "ERROR: cannot get data for #{ticker}"
-    puts
-    next
-  end
-
-
-  result[ticker]  = {
-    date:       data.last["Date"],
-    adj_close:  data.last["Adj Close"].to_f
-  }
-
-  result[ticker][:market] = FinTech.classify_market_profile(
-                                      volumes.last(mwfd),
-                                      prices.last(mwfd),
-                                      prices.last(mwfd).first,
-                                      prices.last
-                                    )
-
-  fr = FinTech.fibonacci_retracement( prices.last(mwfd).first,
-                                      prices.last).map{|x| x.round(3)}
-
-
-  puts "\n#{result[ticker][:market]} .. #{ticker}\t#{fr}"
-  print "\t"
-  print FinTech.head_and_shoulders_pattern?(prices.last(mwfd))
-  print "\t"
-  print FinTech.double_top_bottom_pattern?(prices.last(mwfd))
-  print "\t"
-  mr = FinTech.mean_reversion?(prices, mwfd, 0.5)
-  print mr
-
-  if mr
-    print "\t"
-    print FinTech.mr_mean(prices, mwfd).round(3)
-  end
-
-  print "\t"
-  print FinTech.identify_wave_condition?(prices, 2*mwfd, 1.0)
-  puts
-
-  print "\t"
-  print FinTech.ema_analysis(prices, mwfd).except(:ema_values)
-
-  puts
-
-  row  = [ ticker ]
-
-  # result[ticker][:moving_averages]  = FinTech.sma(data, mwfd)
-  result[ticker][:trend]              = FinTech.sma_trend(data, mwfd)
-  result[ticker][:momentum]           = FinTech.momentum(prices, mwfd)
-  result[ticker][:rsi]                = FinTech.rsi(data, mwfd)
-  result[ticker][:bollinger_bands]    = FinTech.bollinger_bands(data, mwfd, 2)
-  result[ticker][:macd]               = FinTech.macd(data, mwfd, 2*mwfd, mwfd/2)
-
-  price = result[ticker][:adj_close].round(3)
-
-  row << price
-  row << result[ticker][:trend][:trend]
-  row << result[ticker][:trend][:angle].round(3)
-  row << result[ticker][:momentum].round(3)
-  row << result[ticker][:rsi][:rsi].round(3)
-  row << result[ticker][:rsi][:meaning]
-  row << result[ticker][:macd].first.round(3)
-  row << result[ticker][:macd].last.round(3)
-
-  analysis  = result[ticker][:rsi][:meaning]
-
-  signal    = ""
-  macd_diff = result[ticker][:macd].first
-  target    = result[ticker][:macd].last
-  current   = result[ticker][:adj_close]
-
-  trend_down = "down" == result[ticker][:trend][:trend]
-
-  if current < target
-    signal = "buy" unless "Over Bought" == analysis
-  elsif (current > target) && trend_down
-    signal = "sell" unless "Over Sold" == analysis
-  end
-
-  if "buy" == signal
-    pps     = target - price
-    shares  = INVEST.to_i / price.to_i
-    upside  = (shares * pps).round(2)
-    trade(ticker, signal, shares, price)
-  elsif "sell" == signal
-    pps     = target - price
-    shares  = INVEST.to_i / price.to_i
-    upside  = (shares * pps).round(2)
-    trade(ticker, signal, shares, price)
-  else
-    upside = ""
-  end
-
-  row << signal
-  row << upside
-
-  values << row
-end
-
-the_table = TTY::Table.new(headers, values)
-
-puts
-puts "Analysis as of Friday Close: #{end_date}"
-
-puts  the_table.render(
-        :unicode,
-        {
-          padding:    [0, 0, 0, 0],
-          alignments: [
-            :left,    # ticker
-            :right,   # adj close
-            :center,  # trend
-            :right,   # slope
-            :right,   # momentum
-            :right,   # rsi
-            :center,  # meaning / analysis
-            :right,   # macd
-            :right,   # target
-            :center,  # signal
-            :right    # upside
-          ],
-        }
-      )
-puts
-
-TRADES_FILE.close
-
-

data/lib/sqa/commands/base.rb

@@ -1,139 +0,0 @@
-# .../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/commands/web.rb

@@ -1,199 +0,0 @@
-# sqa/lib/sqa/commands/web.rb
-
-class Commands::Web < Commands::Base
-  VERSION = "0.0.1-web"
-
-  Commands.register "web", self
-
-  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)
-
-  option :port,
-    aliases:  %w[ -p --port ],
-    type:     :integer,
-    default:  4567,
-    desc:     "The port where the web app will run"
-
-
-	def initialize
-    # TODO: make it happen
-	end
-
-
-  # params is Object from the ARGV parser
-  def call(params)
-    config = super
-
-    puts <<~EOS
-      ###############################
-      ## Running the Web Interface ##
-      ###############################
-    EOS
-  end
-end
-
-
-
-__END__
-
-require 'sinatra/base'
-
-module SQA
-  class Web < Sinatra::Base
-    set :port, SQA.config.port || 4567
-
-    get '/' do
-      "Welcome to SQA Web Interface!"
-    end
-
-
-    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
-
-
-    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
-
-    # start the server if ruby file executed directly
-    run! if app_file == $0
-  end
-end
-
-
-
-###################################################
-#!/usr/bin/env ruby
-# experiments/sinatra_examples/svg_viewer.rb
-# builds on md_viewer.rb
-
-require 'sinatra'
-require 'kramdown'
-require 'nenv'
-
-# class MdViewer < Sinatra::Application
-
-  # Set the directory location
-  set :markdown_directory, Nenv.home + '/Downloads'
-
-  # Sinatra route to show a markdown file as html
-  get '/md/:filename' do
-    # Get the file name from the URL parameter
-    filename = params[:filename]
-
-    # Check if the file exists in the specified directory
-    if File.file?(File.join(settings.markdown_directory, filename))
-      # Read the markdown file
-      markdown_content = File.read(File.join(settings.markdown_directory, filename))
-
-      # Convert the markdown to HTML using kramdown
-      converted_html = Kramdown::Document.new(markdown_content).to_html
-
-      # Display the generated HTML
-      content_type :html
-      converted_html
-    else
-      # File not found error
-      status 404
-      "File not found: #{filename} in #{markdown_directory}"
-    end
-  end
-
-
-  # Sinatra route to show a markdown file as html
-  get '/svg/:filename' do
-    # Get the file name from the URL parameter
-    filename = params[:filename]
-
-    # Check if the file exists in the specified directory
-    if File.file?(File.join(settings.markdown_directory, filename))
-      # Read the svg file
-      svg_content = File.read(File.join(settings.markdown_directory, filename))
-
-      # Convert the svg to HTML
-      converted_html = <<~HTML
-        <!DOCTYPE html>
-        <html>
-        <head>
-          <meta charset="utf-8">
-          <meta name="viewport" content="width=device-width, initial-scale=1">
-          <title>#{filename}</title>
-        </head>
-        <body>
-          #{svg_content}
-        </body>
-        </html>
-      HTML
-
-      # Display the generated HTML
-      content_type :html
-      converted_html
-    else
-      # File not found error
-      status 404
-      "File not found: #{filename} in #{markdown_directory}"
-    end
-  end
-
-
-
-
-# end
-
-# Start the Sinatra app
-# run MdViewer
-
-
-__END__
-
-ruby myapp.rb [-h] [-x] [-q] [-e ENVIRONMENT] [-p PORT] [-o HOST] [-s HANDLER]
-
-Options are:
-
--h # help
--p # set the port (default is 4567)
--o # set the host (default is 0.0.0.0)
--e # set the environment (default is development)
--s # specify rack server/handler (default is puma)
--q # turn on quiet mode for server (default is off)
--x # turn on the mutex lock (default is off)
-
-
-
-
-